[--[65.84.65.76]--]

Back to Option Chain


Historical option data for SENSEX

26 May 2026 04:09 PM IST
SENSEX 27-May-2026 76000 CE
Delta: 0.52
Vega: 15.81
Theta: -151.64
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
26 May 76009.70 296.05 -469.95 (-61.35%) 17.73 7,14,286 38,298 49,251
25 May 76488.96 927.1 606.15 (188.86%) 25.95 3,93,169 -11,843 10,953
22 May 75415.35 352.2 48.3 (15.89%) 15.86 5,94,148 9,447 22,796
21 May 75183.36 303.95 -153.75 (-33.59%) 15.18 87,694 6,738 13,349
20 May 75318.39 481 29.9 (6.63%) 17.19 21,484 2,830 6,611
19 May 75200.85 444.45 -200.05 (-31.04%) 16.08 9,494 1,917 3,781
18 May 75315.04 641.95 -9.4 (-1.44%) 18.18 8,012 287 1,864
15 May 75237.99 692.85 -87.05 (-11.16%) 16.54 3,322 72 1,577
14 May 75398.72 821.8 206.25 (33.51%) 17.21 3,563 208 1,505
13 May 74608.98 618.9 -33 (-5.06%) 18.03 2,007 146 1,297
12 May 74559.24 689.2 -635.7 (-47.98%) 19.23 2,010 368 1,151
11 May 76015.28 1308.1 -791.9 (-37.71%) 17.59 1,409 683 783
8 May 77328.19 2100 -516.85 (-19.75%) 14.35 28 -19 100
7 May 77844.52 2616.85 -278.5 (-9.62%) 16.07 32 2 119
6 May 77958.52 2895.35 765.4 (35.94%) 18.17 38 9 117
5 May 77017.79 2173.05 -415.85 (-16.06%) 17.48 131 16 108
4 May 77269.40 2588.9 188.95 (7.87%) 20.43 53 1 92
30 Apr 76913.50 2502.55 -446.45 (-15.14%) - 112 82 91
29 Apr 77496.36 2949 699.45 (31.09%) - 7 -1 9
28 Apr 76886.91 2252.05 -457.95 (-16.90%) - 10 -1 10
27 Apr 77303.63 2710 319.4 (13.36%) - 14 4 11
24 Apr 76664.21 2399.9 -601.1 (-20.03%) - 11 6 7
23 Apr 77664.00 3001 -785.05 (-20.74%) - 1 1 1
22 Apr 78516.49 0 0 (0.00%) - 0 0 0
21 Apr 79273.33 0 0 (0.00%) - 0 0 0
20 Apr 78520.30 0 0 (0.00%) - 0 0 0
17 Apr 78493.54 0 0 (0.00%) - 0 0 0
16 Apr 77988.68 0 0 (0.00%) - 0 0 0
15 Apr 78111.24 0 0 (0.00%) - 0 0 0
13 Apr 76847.57 0 0 (0.00%) - 0 0 0
10 Apr 77550.25 0 0 (0.00%) - 0 0 0
9 Apr 76631.65 0 0 (0.00%) - 0 0 0
27 Mar 73583.22 - - - 0 0 0
25 Mar 75273.45 0 0 (0.00%) - 0 0 0
19 Mar 74207.24 - - - 0 0 0
18 Mar 76704.13 0 0 (0.00%) - 0 0 0
17 Mar 76070.84 0 0 (0.00%) - 0 0 0
16 Mar 75502.85 0 0 (0.00%) - 0 0 0
13 Mar 74563.92 0 0 (0.00%) - 0 0 0
12 Mar 76034.42 0 0 (0.00%) - 0 0 0
10 Mar 78205.98 - - - 0 0 0
9 Mar 77566.16 0 0 (0.00%) - 0 0 0


For Sensex - strike price 76000 expiring on 27MAY2026

Delta for 76000 CE is 0.52

Historical price for 76000 CE is as follows

On 26 May SENSEX was trading at 76009.70. The strike last trading price was 296.05, which was -469.95 lower than the previous day. The implied volatity was 17.73, the open interest changed by 38298 which increased total open position to 49251


On 25 May SENSEX was trading at 76488.96. The strike last trading price was 927.1, which was 606.15 higher than the previous day. The implied volatity was 25.95, the open interest changed by -11843 which decreased total open position to 10953


On 22 May SENSEX was trading at 75415.35. The strike last trading price was 352.2, which was 48.3 higher than the previous day. The implied volatity was 15.86, the open interest changed by 9447 which increased total open position to 22796


On 21 May SENSEX was trading at 75183.36. The strike last trading price was 303.95, which was -153.75 lower than the previous day. The implied volatity was 15.18, the open interest changed by 6738 which increased total open position to 13349


On 20 May SENSEX was trading at 75318.39. The strike last trading price was 481, which was 29.9 higher than the previous day. The implied volatity was 17.19, the open interest changed by 2830 which increased total open position to 6611


On 19 May SENSEX was trading at 75200.85. The strike last trading price was 444.45, which was -200.05 lower than the previous day. The implied volatity was 16.08, the open interest changed by 1917 which increased total open position to 3781


On 18 May SENSEX was trading at 75315.04. The strike last trading price was 641.95, which was -9.4 lower than the previous day. The implied volatity was 18.18, the open interest changed by 287 which increased total open position to 1864


On 15 May SENSEX was trading at 75237.99. The strike last trading price was 692.85, which was -87.05 lower than the previous day. The implied volatity was 16.54, the open interest changed by 72 which increased total open position to 1577


On 14 May SENSEX was trading at 75398.72. The strike last trading price was 821.8, which was 206.25 higher than the previous day. The implied volatity was 17.21, the open interest changed by 208 which increased total open position to 1505


On 13 May SENSEX was trading at 74608.98. The strike last trading price was 618.9, which was -33 lower than the previous day. The implied volatity was 18.03, the open interest changed by 146 which increased total open position to 1297


On 12 May SENSEX was trading at 74559.24. The strike last trading price was 689.2, which was -635.7 lower than the previous day. The implied volatity was 19.23, the open interest changed by 368 which increased total open position to 1151


On 11 May SENSEX was trading at 76015.28. The strike last trading price was 1308.1, which was -791.9 lower than the previous day. The implied volatity was 17.59, the open interest changed by 683 which increased total open position to 783


On 8 May SENSEX was trading at 77328.19. The strike last trading price was 2100, which was -516.85 lower than the previous day. The implied volatity was 14.35, the open interest changed by -19 which decreased total open position to 100


On 7 May SENSEX was trading at 77844.52. The strike last trading price was 2616.85, which was -278.5 lower than the previous day. The implied volatity was 16.07, the open interest changed by 2 which increased total open position to 119


On 6 May SENSEX was trading at 77958.52. The strike last trading price was 2895.35, which was 765.4 higher than the previous day. The implied volatity was 18.17, the open interest changed by 9 which increased total open position to 117


On 5 May SENSEX was trading at 77017.79. The strike last trading price was 2173.05, which was -415.85 lower than the previous day. The implied volatity was 17.48, the open interest changed by 16 which increased total open position to 108


On 4 May SENSEX was trading at 77269.40. The strike last trading price was 2588.9, which was 188.95 higher than the previous day. The implied volatity was 20.43, the open interest changed by 1 which increased total open position to 92


On 30 Apr SENSEX was trading at 76913.50. The strike last trading price was 2502.55, which was -446.45 lower than the previous day. The implied volatity was -, the open interest changed by 82 which increased total open position to 91


On 29 Apr SENSEX was trading at 77496.36. The strike last trading price was 2949, which was 699.45 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 9


On 28 Apr SENSEX was trading at 76886.91. The strike last trading price was 2252.05, which was -457.95 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 10


On 27 Apr SENSEX was trading at 77303.63. The strike last trading price was 2710, which was 319.4 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 11


On 24 Apr SENSEX was trading at 76664.21. The strike last trading price was 2399.9, which was -601.1 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 7


On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 3001, which was -785.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 22 Apr SENSEX was trading at 78516.49. 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 21 Apr SENSEX was trading at 79273.33. 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 20 Apr SENSEX was trading at 78520.30. 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 17 Apr SENSEX was trading at 78493.54. 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 16 Apr SENSEX was trading at 77988.68. 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 15 Apr SENSEX was trading at 78111.24. 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 13 Apr SENSEX was trading at 76847.57. 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 10 Apr SENSEX was trading at 77550.25. 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 9 Apr SENSEX was trading at 76631.65. 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 27 Mar SENSEX was trading at 73583.22. 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 25 Mar SENSEX was trading at 75273.45. 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 19 Mar SENSEX was trading at 74207.24. 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 18 Mar SENSEX was trading at 76704.13. 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 17 Mar SENSEX was trading at 76070.84. 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 16 Mar SENSEX was trading at 75502.85. 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 13 Mar SENSEX was trading at 74563.92. 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 12 Mar SENSEX was trading at 76034.42. 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 10 Mar SENSEX was trading at 78205.98. 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 9 Mar SENSEX was trading at 77566.16. 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 27-May-2026 76000 PE
Delta: -0.48
Vega: 15.81
Theta: -115.94
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
26 May 76009.70 236 52.5 (28.61%) 15.85 15,40,314 28,337 57,227
25 May 76488.96 138.85 -705.1 (-83.55%) 15.98 7,18,268 23,634 28,890
22 May 75415.35 752 -387.7 (-34.02%) 13.41 1,09,663 356 5,256
21 May 75183.36 1195.2 131.35 (12.35%) 20.78 18,739 2,073 4,900
20 May 75318.39 1005 -211.45 (-17.38%) 16.88 3,904 994 2,827
19 May 75200.85 1224 -8.75 (-0.71%) 19.54 3,111 536 1,833
18 May 75315.04 1233.75 -118 (-8.73%) 20.6 1,083 219 1,297
15 May 75237.99 1324.95 86.9 (7.02%) 19.78 1,755 52 1,078
14 May 75398.72 1134.15 -622.3 (-35.43%) 16.87 632 68 1,026
13 May 74608.98 1684.5 -118.15 (-6.55%) 18.48 219 -36 958
12 May 74559.24 1765.1 748.2 (73.58%) 18.28 1,397 25 994
11 May 76015.28 1022.6 480.95 (88.79%) 18.91 1,782 402 969
8 May 77328.19 526.3 102.25 (24.11%) 17.25 545 82 567
7 May 77844.52 422 24.95 (6.28%) 17.28 1,135 37 485
6 May 77958.52 380 -322.2 (-45.88%) 16.81 786 26 448
5 May 77017.79 697 2.8 (0.40%) 17.45 394 -8 422
4 May 77269.40 720 -124.75 (-14.77%) 18.65 780 -127 430
30 Apr 76913.50 800.2 99.5 (14.20%) - 726 379 557
29 Apr 77496.36 715 -268.75 (-27.32%) - 209 7 178
28 Apr 76886.91 996.35 84.85 (9.31%) - 119 -10 171
27 Apr 77303.63 880 -383.5 (-30.35%) - 276 -105 181
24 Apr 76664.21 1227 281.25 (29.74%) - 107 9 286
23 Apr 77664.00 926 190.05 (25.82%) - 86 41 277
22 Apr 78516.49 729.9 158.3 (27.69%) - 84 17 236
21 Apr 79273.33 569.15 -115.55 (-16.88%) - 256 209 219
20 Apr 78520.30 684.7 -36.45 (-5.05%) - 1 -1 10
17 Apr 78493.54 1188.8 -441.3 (-27.07%) - 0 0 11
16 Apr 77988.68 1188.8 -441.3 (-27.07%) - 0 0 11
15 Apr 78111.24 1188.8 -441.3 (-27.07%) 23.05 1 0 11
13 Apr 76847.57 1630.1 428.6 (35.67%) 22.69 12 11 11
10 Apr 77550.25 0 0 (0.00%) - 0 0 0
9 Apr 76631.65 0 0 (0.00%) - 0 0 0
27 Mar 73583.22 - - - 0 0 0
25 Mar 75273.45 0 0 (0.00%) - 0 0 0
19 Mar 74207.24 - - - 0 0 0
18 Mar 76704.13 0 0 (0.00%) - 0 0 0
17 Mar 76070.84 0 0 (0.00%) - 0 0 0
16 Mar 75502.85 0 0 (0.00%) - 0 0 0
13 Mar 74563.92 0 0 (0.00%) - 0 0 0
12 Mar 76034.42 0 0 (0.00%) - 0 0 0
10 Mar 78205.98 - - - 0 0 0
9 Mar 77566.16 0 0 (0.00%) - 0 0 0


For Sensex - strike price 76000 expiring on 27MAY2026

Delta for 76000 PE is -0.48

Historical price for 76000 PE is as follows

On 26 May SENSEX was trading at 76009.70. The strike last trading price was 236, which was 52.5 higher than the previous day. The implied volatity was 15.85, the open interest changed by 28337 which increased total open position to 57227


On 25 May SENSEX was trading at 76488.96. The strike last trading price was 138.85, which was -705.1 lower than the previous day. The implied volatity was 15.98, the open interest changed by 23634 which increased total open position to 28890


On 22 May SENSEX was trading at 75415.35. The strike last trading price was 752, which was -387.7 lower than the previous day. The implied volatity was 13.41, the open interest changed by 356 which increased total open position to 5256


On 21 May SENSEX was trading at 75183.36. The strike last trading price was 1195.2, which was 131.35 higher than the previous day. The implied volatity was 20.78, the open interest changed by 2073 which increased total open position to 4900


On 20 May SENSEX was trading at 75318.39. The strike last trading price was 1005, which was -211.45 lower than the previous day. The implied volatity was 16.88, the open interest changed by 994 which increased total open position to 2827


On 19 May SENSEX was trading at 75200.85. The strike last trading price was 1224, which was -8.75 lower than the previous day. The implied volatity was 19.54, the open interest changed by 536 which increased total open position to 1833


On 18 May SENSEX was trading at 75315.04. The strike last trading price was 1233.75, which was -118 lower than the previous day. The implied volatity was 20.6, the open interest changed by 219 which increased total open position to 1297


On 15 May SENSEX was trading at 75237.99. The strike last trading price was 1324.95, which was 86.9 higher than the previous day. The implied volatity was 19.78, the open interest changed by 52 which increased total open position to 1078


On 14 May SENSEX was trading at 75398.72. The strike last trading price was 1134.15, which was -622.3 lower than the previous day. The implied volatity was 16.87, the open interest changed by 68 which increased total open position to 1026


On 13 May SENSEX was trading at 74608.98. The strike last trading price was 1684.5, which was -118.15 lower than the previous day. The implied volatity was 18.48, the open interest changed by -36 which decreased total open position to 958


On 12 May SENSEX was trading at 74559.24. The strike last trading price was 1765.1, which was 748.2 higher than the previous day. The implied volatity was 18.28, the open interest changed by 25 which increased total open position to 994


On 11 May SENSEX was trading at 76015.28. The strike last trading price was 1022.6, which was 480.95 higher than the previous day. The implied volatity was 18.91, the open interest changed by 402 which increased total open position to 969


On 8 May SENSEX was trading at 77328.19. The strike last trading price was 526.3, which was 102.25 higher than the previous day. The implied volatity was 17.25, the open interest changed by 82 which increased total open position to 567


On 7 May SENSEX was trading at 77844.52. The strike last trading price was 422, which was 24.95 higher than the previous day. The implied volatity was 17.28, the open interest changed by 37 which increased total open position to 485


On 6 May SENSEX was trading at 77958.52. The strike last trading price was 380, which was -322.2 lower than the previous day. The implied volatity was 16.81, the open interest changed by 26 which increased total open position to 448


On 5 May SENSEX was trading at 77017.79. The strike last trading price was 697, which was 2.8 higher than the previous day. The implied volatity was 17.45, the open interest changed by -8 which decreased total open position to 422


On 4 May SENSEX was trading at 77269.40. The strike last trading price was 720, which was -124.75 lower than the previous day. The implied volatity was 18.65, the open interest changed by -127 which decreased total open position to 430


On 30 Apr SENSEX was trading at 76913.50. The strike last trading price was 800.2, which was 99.5 higher than the previous day. The implied volatity was -, the open interest changed by 379 which increased total open position to 557


On 29 Apr SENSEX was trading at 77496.36. The strike last trading price was 715, which was -268.75 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 178


On 28 Apr SENSEX was trading at 76886.91. The strike last trading price was 996.35, which was 84.85 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 171


On 27 Apr SENSEX was trading at 77303.63. The strike last trading price was 880, which was -383.5 lower than the previous day. The implied volatity was -, the open interest changed by -105 which decreased total open position to 181


On 24 Apr SENSEX was trading at 76664.21. The strike last trading price was 1227, which was 281.25 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 286


On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 926, which was 190.05 higher than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 277


On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 729.9, which was 158.3 higher than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 236


On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 569.15, which was -115.55 lower than the previous day. The implied volatity was -, the open interest changed by 209 which increased total open position to 219


On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 684.7, which was -36.45 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 10


On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 1188.8, which was -441.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 1188.8, which was -441.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 1188.8, which was -441.3 lower than the previous day. The implied volatity was 23.05, the open interest changed by 0 which decreased total open position to 11


On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 1630.1, which was 428.6 higher than the previous day. The implied volatity was 22.69, the open interest changed by 11 which increased total open position to 11


On 10 Apr SENSEX was trading at 77550.25. 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 9 Apr SENSEX was trading at 76631.65. 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 27 Mar SENSEX was trading at 73583.22. 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 25 Mar SENSEX was trading at 75273.45. 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 19 Mar SENSEX was trading at 74207.24. 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 18 Mar SENSEX was trading at 76704.13. 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 17 Mar SENSEX was trading at 76070.84. 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 16 Mar SENSEX was trading at 75502.85. 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 13 Mar SENSEX was trading at 74563.92. 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 12 Mar SENSEX was trading at 76034.42. 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 10 Mar SENSEX was trading at 78205.98. 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 9 Mar SENSEX was trading at 77566.16. 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