SENSEX
Sensex
Historical option data for SENSEX
02 Apr 2026 02:57 PM IST
| SENSEX 02-Apr-2026 72100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.99
Vega: 0.19
Theta: -157.49
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 73068.16 | 946.05 | -283 | 58.79 | 67,94,552 | 13,361 | 15,489 | |||||||||
| 1 Apr | 73134.32 | 1246.4 | 470.35 | 30.02 | 9,529 | -1,708 | 2,128 | |||||||||
| 30 Mar | 71947.55 | 892.75 | -1242 | 33.41 | 68,607 | 3,736 | 3,836 | |||||||||
| 27 Mar | 73583.22 | 2130 | -1209.85 | 31.1 | 178 | 44 | 100 | |||||||||
| 25 Mar | 75273.45 | 2518.75 | 489.2 | - | 0 | 0 | 56 | |||||||||
| 24 Mar | 74068.45 | 2518.75 | 489.2 | 22.39 | 67 | -40 | 56 | |||||||||
| 23 Mar | 72696.39 | 2002.15 | -1029.05 | 33.86 | 280 | 96 | 96 | |||||||||
| 20 Mar | 74532.96 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 74207.24 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 76704.13 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 76070.84 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 16 Mar | 75502.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 74563.92 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 76034.42 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 76863.71 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 78205.98 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 77566.16 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 72100 expiring on 02APR2026
Delta for 72100 CE is 0.99
Historical price for 72100 CE is as follows
On 2 Apr SENSEX was trading at 73068.16. The strike last trading price was 946.05, which was -283 lower than the previous day. The implied volatity was 58.79, the open interest changed by 13361 which increased total open position to 15489
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 1246.4, which was 470.35 higher than the previous day. The implied volatity was 30.02, the open interest changed by -1708 which decreased total open position to 2128
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 892.75, which was -1242 lower than the previous day. The implied volatity was 33.41, the open interest changed by 3736 which increased total open position to 3836
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 2130, which was -1209.85 lower than the previous day. The implied volatity was 31.1, the open interest changed by 44 which increased total open position to 100
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 2518.75, which was 489.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 2518.75, which was 489.2 higher than the previous day. The implied volatity was 22.39, the open interest changed by -40 which decreased total open position to 56
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 2002.15, which was -1029.05 lower than the previous day. The implied volatity was 33.86, the open interest changed by 96 which increased total open position to 96
On 20 Mar SENSEX was trading at 74532.96. 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 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 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 11 Mar SENSEX was trading at 76863.71. 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 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 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 02-Apr-2026 72100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.28
Theta: -322.71
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 73068.16 | 1.8 | -129.15 | 64.59 | 57,02,044 | 92,277 | 1,02,459 |
| 1 Apr | 73134.32 | 125.15 | -711.6 | 33.6 | 9,34,533 | 5,282 | 10,182 |
| 30 Mar | 71947.55 | 729.8 | 127.3 | 28.83 | 1,49,593 | 2,530 | 4,900 |
| 27 Mar | 73583.22 | 595.6 | 268.75 | 33.18 | 40,344 | 2,234 | 2,370 |
| 25 Mar | 75273.45 | 332.75 | -351.5 | 32.62 | 538 | 99 | 136 |
| 24 Mar | 74068.45 | 621.55 | -674.5 | 32.58 | 389 | 17 | 37 |
| 23 Mar | 72696.39 | 1309.7 | 852.6 | 34.49 | 30 | 20 | 20 |
| 20 Mar | 74532.96 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 74207.24 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 76704.13 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 76070.84 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 75502.85 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 74563.92 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 76034.42 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 76863.71 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 78205.98 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 77566.16 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 72100 expiring on 02APR2026
Delta for 72100 PE is -0.02
Historical price for 72100 PE is as follows
On 2 Apr SENSEX was trading at 73068.16. The strike last trading price was 1.8, which was -129.15 lower than the previous day. The implied volatity was 64.59, the open interest changed by 92277 which increased total open position to 102459
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 125.15, which was -711.6 lower than the previous day. The implied volatity was 33.6, the open interest changed by 5282 which increased total open position to 10182
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 729.8, which was 127.3 higher than the previous day. The implied volatity was 28.83, the open interest changed by 2530 which increased total open position to 4900
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 595.6, which was 268.75 higher than the previous day. The implied volatity was 33.18, the open interest changed by 2234 which increased total open position to 2370
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 332.75, which was -351.5 lower than the previous day. The implied volatity was 32.62, the open interest changed by 99 which increased total open position to 136
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 621.55, which was -674.5 lower than the previous day. The implied volatity was 32.58, the open interest changed by 17 which increased total open position to 37
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 1309.7, which was 852.6 higher than the previous day. The implied volatity was 34.49, the open interest changed by 20 which increased total open position to 20
On 20 Mar SENSEX was trading at 74532.96. 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 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 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 11 Mar SENSEX was trading at 76863.71. 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 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 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
