Historical option data for SENSEX
11 Jun 2026 04:09 PM IST
| SENSEX 18-Jun-2026 (6d) 74000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.5
Vega: 40.76
Theta: -55.17
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 73832.55 | 620 | -95.9 (-13.40%) | 15.52 | 1,33,790 | 15,332 | 20,141 | |||||||||
| 10 Jun | 73983.18 | 698.25 | -117.25 (-14.38%) | 14.28 | 20,258 | 2,646 | 4,809 | |||||||||
| 9 Jun | 73918.76 | 829 | 116.25 (16.31%) | 16.81 | 11,224 | 948 | 2,163 | |||||||||
| 8 Jun | 73524.26 | 698.3 | -486.9 (-41.08%) | 17.44 | 5,147 | 828 | 1,215 | |||||||||
| 5 Jun | 74243.34 | 1150 | -156.75 (-12.00%) | 15.69 | 1,147 | 179 | 387 | |||||||||
| 4 Jun | 74360.01 | 1387.4 | -102.6 (-6.89%) | 16.82 | 402 | 192 | 208 | |||||||||
| 3 Jun | 74346.17 | 1490 | -32.7 (-2.15%) | 18.98 | 89 | 1 | 16 | |||||||||
| 2 Jun | 74649.84 | 1522.7 | 79.7 (5.52%) | 15.47 | 55 | 14 | 15 | |||||||||
| 1 Jun | 74267.34 | 1443 | -171.9 (-10.64%) | 17.33 | 1 | 1 | 1 | |||||||||
| 29 May | 74775.74 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 74000 expiring on 18JUN2026
Delta for 74000 CE is 0.5
Historical price for 74000 CE is as follows
On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 620, which was -95.9 lower than the previous day. The implied volatity was 15.52, the open interest changed by 15332 which increased total open position to 20141
On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 698.25, which was -117.25 lower than the previous day. The implied volatity was 14.28, the open interest changed by 2646 which increased total open position to 4809
On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 829, which was 116.25 higher than the previous day. The implied volatity was 16.81, the open interest changed by 948 which increased total open position to 2163
On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 698.3, which was -486.9 lower than the previous day. The implied volatity was 17.44, the open interest changed by 828 which increased total open position to 1215
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 1150, which was -156.75 lower than the previous day. The implied volatity was 15.69, the open interest changed by 179 which increased total open position to 387
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 1387.4, which was -102.6 lower than the previous day. The implied volatity was 16.82, the open interest changed by 192 which increased total open position to 208
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 1490, which was -32.7 lower than the previous day. The implied volatity was 18.98, the open interest changed by 1 which increased total open position to 16
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 1522.7, which was 79.7 higher than the previous day. The implied volatity was 15.47, the open interest changed by 14 which increased total open position to 15
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 1443, which was -171.9 lower than the previous day. The implied volatity was 17.33, the open interest changed by 1 which increased total open position to 1
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 0, 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 18-Jun-2026 (6d) 74000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.5
Vega: 40.76
Theta: -34.35
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 73832.55 | 637.7 | 3.45 (0.54%) | 15.32 | 1,44,317 | 12,187 | 19,639 |
| 10 Jun | 73983.18 | 641.6 | 49.45 (8.35%) | 16.31 | 36,568 | 4,868 | 7,452 |
| 9 Jun | 73918.76 | 573.4 | -448.9 (-43.91%) | 13.46 | 10,657 | 1,746 | 2,584 |
| 8 Jun | 73524.26 | 1038.25 | 412.25 (65.85%) | 17.89 | 3,021 | 202 | 838 |
| 5 Jun | 74243.34 | 640 | 67.5 (11.79%) | 15.62 | 2,127 | 248 | 636 |
| 4 Jun | 74360.01 | 536 | -115.45 (-17.72%) | 14.77 | 569 | 251 | 388 |
| 3 Jun | 74346.17 | 653 | 202 (44.79%) | 15.75 | 64 | 31 | 137 |
| 2 Jun | 74649.84 | 450 | -483.45 (-51.79%) | 13.72 | 129 | 105 | 106 |
| 1 Jun | 74267.34 | 178.65 | -19.85 (-10.00%) | - | 0 | 0 | 1 |
| 29 May | 74775.74 | 178.65 | -19.85 (-10.00%) | 8.52 | 1 | 1 | 1 |
For Sensex - strike price 74000 expiring on 18JUN2026
Delta for 74000 PE is -0.5
Historical price for 74000 PE is as follows
On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 637.7, which was 3.45 higher than the previous day. The implied volatity was 15.32, the open interest changed by 12187 which increased total open position to 19639
On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 641.6, which was 49.45 higher than the previous day. The implied volatity was 16.31, the open interest changed by 4868 which increased total open position to 7452
On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 573.4, which was -448.9 lower than the previous day. The implied volatity was 13.46, the open interest changed by 1746 which increased total open position to 2584
On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 1038.25, which was 412.25 higher than the previous day. The implied volatity was 17.89, the open interest changed by 202 which increased total open position to 838
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 640, which was 67.5 higher than the previous day. The implied volatity was 15.62, the open interest changed by 248 which increased total open position to 636
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 536, which was -115.45 lower than the previous day. The implied volatity was 14.77, the open interest changed by 251 which increased total open position to 388
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 653, which was 202 higher than the previous day. The implied volatity was 15.75, the open interest changed by 31 which increased total open position to 137
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 450, which was -483.45 lower than the previous day. The implied volatity was 13.72, the open interest changed by 105 which increased total open position to 106
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 178.65, which was -19.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 178.65, which was -19.85 lower than the previous day. The implied volatity was 8.52, the open interest changed by 1 which increased total open position to 1
