Historical option data for SENSEX
08 Jun 2026 11:35 AM IST
| SENSEX 11-Jun-2026 (3d) 74000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 27.07
Theta: -97.88
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 73709.63 | 464.75 | -372.25 (-44.47%) | 20.82 | 2,77,464 | 18,975 | 41,495 | |||||||||
| 5 Jun | 74243.34 | 809.5 | -149.25 (-15.57%) | 16.11 | 1,86,551 | 4,830 | 22,520 | |||||||||
| 4 Jun | 74360.01 | 1036.75 | -128.15 (-11.00%) | 17.03 | 91,539 | 10,772 | 17,690 | |||||||||
| 3 Jun | 74346.17 | 1070.15 | -252.8 (-19.11%) | 18.07 | 51,564 | 6,118 | 6,918 | |||||||||
| 2 Jun | 74649.84 | 1361.3 | 232.95 (20.65%) | 19.01 | 7,304 | 455 | 800 | |||||||||
| 1 Jun | 74267.34 | 1122 | -256.6 (-18.61%) | 17.59 | 514 | 344 | 345 | |||||||||
| 29 May | 74775.74 | 2027.65 | -323.45 (-13.76%) | - | 0 | 0 | 1 | |||||||||
| 27 May | 75867.80 | 2027.65 | -323.45 (-13.76%) | - | 0 | 0 | 1 | |||||||||
| 26 May | 76009.70 | 2027.65 | -323.45 (-13.76%) | - | 0 | 0 | 1 | |||||||||
| 25 May | 76488.96 | 2027.65 | -323.45 (-13.76%) | - | 0 | 0 | 1 | |||||||||
| 22 May | 75415.35 | 2027.65 | -323.45 (-13.76%) | - | 0 | 0 | 1 | |||||||||
| 21 May | 75183.36 | 2027.65 | -323.45 (-13.76%) | - | 0 | 0 | 1 | |||||||||
| 20 May | 75318.39 | 2027.65 | -323.45 (-13.76%) | - | 0 | 0 | 1 | |||||||||
| 19 May | 75200.85 | 2027.65 | -323.45 (-13.76%) | - | 0 | 0 | 1 | |||||||||
| 18 May | 75315.04 | 2027.65 | -323.45 (-13.76%) | 10.71 | 1 | 1 | 1 | |||||||||
| 15 May | 75237.99 | 4663.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 75398.72 | 4663.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 May | 74608.98 | 4663.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 May | 74559.24 | 4663.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 74000 expiring on 11JUN2026
Delta for 74000 CE is 0.44
Historical price for 74000 CE is as follows
On 8 Jun SENSEX was trading at 73709.63. The strike last trading price was 464.75, which was -372.25 lower than the previous day. The implied volatity was 20.82, the open interest changed by 18975 which increased total open position to 41495
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 809.5, which was -149.25 lower than the previous day. The implied volatity was 16.11, the open interest changed by 4830 which increased total open position to 22520
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 1036.75, which was -128.15 lower than the previous day. The implied volatity was 17.03, the open interest changed by 10772 which increased total open position to 17690
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 1070.15, which was -252.8 lower than the previous day. The implied volatity was 18.07, the open interest changed by 6118 which increased total open position to 6918
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 1361.3, which was 232.95 higher than the previous day. The implied volatity was 19.01, the open interest changed by 455 which increased total open position to 800
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 1122, which was -256.6 lower than the previous day. The implied volatity was 17.59, the open interest changed by 344 which increased total open position to 345
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 2027.65, which was -323.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 2027.65, which was -323.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 2027.65, which was -323.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 2027.65, which was -323.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 2027.65, which was -323.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 2027.65, which was -323.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 2027.65, which was -323.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 2027.65, which was -323.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 2027.65, which was -323.45 lower than the previous day. The implied volatity was 10.71, the open interest changed by 1 which increased total open position to 1
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 4663.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 4663.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 4663.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 4663.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SENSEX 11-Jun-2026 (3d) 74000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 27.08
Theta: -78.77
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 73709.63 | 698.05 | 286.65 (69.68%) | 21.08 | 1,21,718 | -5,654 | 23,040 |
| 5 Jun | 74243.34 | 417.35 | 48.85 (13.26%) | 15.36 | 8,48,856 | 5,406 | 28,694 |
| 4 Jun | 74360.01 | 330.4 | -130.5 (-28.31%) | 14.18 | 1,45,966 | 13,924 | 23,288 |
| 3 Jun | 74346.17 | 462.9 | 161.7 (53.69%) | 15.71 | 66,295 | 6,282 | 9,364 |
| 2 Jun | 74649.84 | 289.6 | -255.1 (-46.83%) | 13.31 | 18,822 | 888 | 3,082 |
| 1 Jun | 74267.34 | 556.65 | 215.9 (63.36%) | 15.83 | 6,139 | 1,535 | 2,194 |
| 29 May | 74775.74 | 345 | 171.45 (98.79%) | 13.47 | 2,901 | 500 | 659 |
| 27 May | 75867.80 | 169 | -83.45 (-33.06%) | 14 | 399 | 61 | 159 |
| 26 May | 76009.70 | 240 | 20.6 (9.39%) | 16.05 | 135 | 95 | 98 |
| 25 May | 76488.96 | 212.3 | -367.7 (-63.40%) | 17.11 | 32 | -17 | 3 |
| 22 May | 75415.35 | 580 | 73.55 (14.52%) | 18.56 | 25 | 20 | 20 |
| 21 May | 75183.36 | 466.5 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 75318.39 | 466.5 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 75200.85 | 466.5 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 May | 75315.04 | 466.5 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 May | 75237.99 | 466.5 | 0 (0.00%) | - | 0 | 0 | 0 |
| 14 May | 75398.72 | 466.5 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 May | 74608.98 | 466.5 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 May | 74559.24 | 466.5 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 74000 expiring on 11JUN2026
Delta for 74000 PE is -0.56
Historical price for 74000 PE is as follows
On 8 Jun SENSEX was trading at 73709.63. The strike last trading price was 698.05, which was 286.65 higher than the previous day. The implied volatity was 21.08, the open interest changed by -5654 which decreased total open position to 23040
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 417.35, which was 48.85 higher than the previous day. The implied volatity was 15.36, the open interest changed by 5406 which increased total open position to 28694
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 330.4, which was -130.5 lower than the previous day. The implied volatity was 14.18, the open interest changed by 13924 which increased total open position to 23288
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 462.9, which was 161.7 higher than the previous day. The implied volatity was 15.71, the open interest changed by 6282 which increased total open position to 9364
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 289.6, which was -255.1 lower than the previous day. The implied volatity was 13.31, the open interest changed by 888 which increased total open position to 3082
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 556.65, which was 215.9 higher than the previous day. The implied volatity was 15.83, the open interest changed by 1535 which increased total open position to 2194
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 345, which was 171.45 higher than the previous day. The implied volatity was 13.47, the open interest changed by 500 which increased total open position to 659
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 169, which was -83.45 lower than the previous day. The implied volatity was 14, the open interest changed by 61 which increased total open position to 159
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 240, which was 20.6 higher than the previous day. The implied volatity was 16.05, the open interest changed by 95 which increased total open position to 98
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 212.3, which was -367.7 lower than the previous day. The implied volatity was 17.11, the open interest changed by -17 which decreased total open position to 3
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 580, which was 73.55 higher than the previous day. The implied volatity was 18.56, the open interest changed by 20 which increased total open position to 20
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 466.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 466.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 466.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 466.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 466.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 466.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 466.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 466.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
