SENSEX
Sensex
Historical option data for SENSEX
13 May 2026 04:09 PM IST
| SENSEX 14-May-2026 (1d) 75000 CE | ||||||||||||||||
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Delta: 0.36
Vega: 14.63
Theta: -167.51
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 May | 74608.98 | 208.8 | -119 (-36.30%) | 21.9 | 58,34,275 | 22,943 | 65,316 | |||||||||
| 12 May | 74559.24 | 396.2 | -953.7 (-70.65%) | 26.04 | 6,55,861 | 41,118 | 42,373 | |||||||||
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| 11 May | 76015.28 | 1334.35 | -1216.55 (-47.69%) | 23.5 | 3,298 | 490 | 1,255 | |||||||||
| 8 May | 77328.19 | 2544.7 | -479.2 (-15.85%) | 18.88 | 162 | -30 | 765 | |||||||||
| 7 May | 77844.52 | 3088.7 | -230.8 (-6.95%) | 21.53 | 529 | 325 | 795 | |||||||||
| 6 May | 77958.52 | 3362.15 | 964.2 (40.21%) | 25.29 | 411 | 312 | 470 | |||||||||
| 5 May | 77017.79 | 2415 | -266.5 (-9.94%) | 19.47 | 190 | 158 | 158 | |||||||||
| 4 May | 77269.40 | 3194.25 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 76913.50 | 3194.25 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 77496.36 | 3194.25 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 76886.91 | 3194.25 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 77303.63 | 3194.25 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 77562.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 74616.58 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 71947.55 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 73583.22 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 75000 expiring on 14MAY2026
Delta for 75000 CE is 0.36
Historical price for 75000 CE is as follows
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 208.8, which was -119 lower than the previous day. The implied volatity was 21.9, the open interest changed by 22943 which increased total open position to 65316
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 396.2, which was -953.7 lower than the previous day. The implied volatity was 26.04, the open interest changed by 41118 which increased total open position to 42373
On 11 May SENSEX was trading at 76015.28. The strike last trading price was 1334.35, which was -1216.55 lower than the previous day. The implied volatity was 23.5, the open interest changed by 490 which increased total open position to 1255
On 8 May SENSEX was trading at 77328.19. The strike last trading price was 2544.7, which was -479.2 lower than the previous day. The implied volatity was 18.88, the open interest changed by -30 which decreased total open position to 765
On 7 May SENSEX was trading at 77844.52. The strike last trading price was 3088.7, which was -230.8 lower than the previous day. The implied volatity was 21.53, the open interest changed by 325 which increased total open position to 795
On 6 May SENSEX was trading at 77958.52. The strike last trading price was 3362.15, which was 964.2 higher than the previous day. The implied volatity was 25.29, the open interest changed by 312 which increased total open position to 470
On 5 May SENSEX was trading at 77017.79. The strike last trading price was 2415, which was -266.5 lower than the previous day. The implied volatity was 19.47, the open interest changed by 158 which increased total open position to 158
On 4 May SENSEX was trading at 77269.40. The strike last trading price was 3194.25, 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 30 Apr SENSEX was trading at 76913.50. The strike last trading price was 3194.25, 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 29 Apr SENSEX was trading at 77496.36. The strike last trading price was 3194.25, 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 28 Apr SENSEX was trading at 76886.91. The strike last trading price was 3194.25, 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 27 Apr SENSEX was trading at 77303.63. The strike last trading price was 3194.25, 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 8 Apr SENSEX was trading at 77562.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr SENSEX was trading at 74616.58. 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
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar SENSEX was trading at 73583.22. 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 14-May-2026 (1d) 75000 PE | |||||||
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Delta: -0.66
Vega: 14.31
Theta: -121.94
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 May | 74608.98 | 476.95 | -189.8 (-28.47%) | 18.95 | 25,37,568 | -2,654 | 26,298 |
| 12 May | 74559.24 | 583.6 | 407.6 (231.59%) | 15.77 | 11,27,174 | 9,960 | 28,952 |
| 11 May | 76015.28 | 174.65 | 111 (174.39%) | 20.54 | 5,37,483 | -1,641 | 18,992 |
| 8 May | 77328.19 | 51.55 | 8.05 (18.51%) | 17.12 | 4,57,998 | 1,869 | 20,633 |
| 7 May | 77844.52 | 40 | -17.25 (-30.13%) | 17.38 | 62,449 | 10,491 | 18,764 |
| 6 May | 77958.52 | 50.8 | -114.35 (-69.24%) | 17.88 | 46,199 | 5,715 | 8,273 |
| 5 May | 77017.79 | 153 | -55.1 (-26.48%) | 17.39 | 9,701 | 1,154 | 2,558 |
| 4 May | 77269.40 | 202.55 | -132.3 (-39.51%) | 19.56 | 7,474 | 648 | 1,404 |
| 30 Apr | 76913.50 | 357.75 | 105.25 (41.68%) | - | 898 | 101 | 756 |
| 29 Apr | 77496.36 | 270.2 | -104.8 (-27.95%) | - | 854 | 654 | 655 |
| 28 Apr | 76886.91 | 375 | -47.9 (-11.33%) | - | 11 | 1 | 1 |
| 27 Apr | 77303.63 | 293.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 77562.90 | - | - | - | 0 | 0 | 0 |
| 7 Apr | 74616.58 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 30 Mar | 71947.55 | - | - | - | 0 | 0 | 0 |
| 27 Mar | 73583.22 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 75000 expiring on 14MAY2026
Delta for 75000 PE is -0.66
Historical price for 75000 PE is as follows
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 476.95, which was -189.8 lower than the previous day. The implied volatity was 18.95, the open interest changed by -2654 which decreased total open position to 26298
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 583.6, which was 407.6 higher than the previous day. The implied volatity was 15.77, the open interest changed by 9960 which increased total open position to 28952
On 11 May SENSEX was trading at 76015.28. The strike last trading price was 174.65, which was 111 higher than the previous day. The implied volatity was 20.54, the open interest changed by -1641 which decreased total open position to 18992
On 8 May SENSEX was trading at 77328.19. The strike last trading price was 51.55, which was 8.05 higher than the previous day. The implied volatity was 17.12, the open interest changed by 1869 which increased total open position to 20633
On 7 May SENSEX was trading at 77844.52. The strike last trading price was 40, which was -17.25 lower than the previous day. The implied volatity was 17.38, the open interest changed by 10491 which increased total open position to 18764
On 6 May SENSEX was trading at 77958.52. The strike last trading price was 50.8, which was -114.35 lower than the previous day. The implied volatity was 17.88, the open interest changed by 5715 which increased total open position to 8273
On 5 May SENSEX was trading at 77017.79. The strike last trading price was 153, which was -55.1 lower than the previous day. The implied volatity was 17.39, the open interest changed by 1154 which increased total open position to 2558
On 4 May SENSEX was trading at 77269.40. The strike last trading price was 202.55, which was -132.3 lower than the previous day. The implied volatity was 19.56, the open interest changed by 648 which increased total open position to 1404
On 30 Apr SENSEX was trading at 76913.50. The strike last trading price was 357.75, which was 105.25 higher than the previous day. The implied volatity was -, the open interest changed by 101 which increased total open position to 756
On 29 Apr SENSEX was trading at 77496.36. The strike last trading price was 270.2, which was -104.8 lower than the previous day. The implied volatity was -, the open interest changed by 654 which increased total open position to 655
On 28 Apr SENSEX was trading at 76886.91. The strike last trading price was 375, which was -47.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 27 Apr SENSEX was trading at 77303.63. The strike last trading price was 293.3, 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 8 Apr SENSEX was trading at 77562.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr SENSEX was trading at 74616.58. 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
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar SENSEX was trading at 73583.22. 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
