SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:38 PM IST
| SENSEX 30-Apr-2026 (6d) 73000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.99
Vega: 3.64
Theta: -24.87
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76515.39 | 3650 | -1008.1 | 17.4 | 150 | 4 | 788 | |||||||||
| 23 Apr | 77664.00 | 4658.1 | -906.25 | - | 159 | 12 | 784 | |||||||||
| 22 Apr | 78516.49 | 5564.35 | -748.95 | - | 139 | 60 | 772 | |||||||||
| 21 Apr | 79273.33 | 6313.3 | 749.1 | - | 15 | -1 | 712 | |||||||||
| 20 Apr | 78520.30 | 5564.25 | -52.9 | - | 47 | -2 | 713 | |||||||||
| 17 Apr | 78493.54 | 5617.15 | 442.15 | 14.38 | 24 | 0 | 715 | |||||||||
| 16 Apr | 77988.68 | 5175 | -176.75 | 17.68 | 51 | 6 | 715 | |||||||||
| 15 Apr | 78111.24 | 5290 | 919.2 | 16.55 | 18 | -1 | 709 | |||||||||
| 13 Apr | 76847.57 | 4957.75 | 587.65 | - | 0 | 0 | 710 | |||||||||
| 10 Apr | 77550.25 | 4957.75 | 587.65 | 13.39 | 13 | 0 | 710 | |||||||||
| 9 Apr | 76631.65 | 4272.6 | -844.9 | 19.79 | 13 | 4 | 710 | |||||||||
| 8 Apr | 77562.90 | 5140.15 | 2056.15 | 18.37 | 83 | -2 | 706 | |||||||||
|
|
||||||||||||||||
| 7 Apr | 74616.58 | 3058.2 | 153.5 | 24.87 | 104 | -11 | 708 | |||||||||
| 6 Apr | 74106.85 | 2900 | 427.45 | 26.79 | 1,116 | 401 | 719 | |||||||||
| 2 Apr | 73319.55 | 2440.05 | -59.8 | 24.49 | 699 | 105 | 318 | |||||||||
| 1 Apr | 73134.32 | 2519.5 | 323.45 | 25.54 | 229 | -12 | 213 | |||||||||
| 30 Mar | 71947.55 | 2290.5 | -822 | 29.02 | 345 | 158 | 225 | |||||||||
| 27 Mar | 73583.22 | 3107.5 | -999.7 | 27.32 | 19 | 9 | 67 | |||||||||
| 25 Mar | 75273.45 | 4297.35 | 1078.1 | 27.34 | 16 | -3 | 58 | |||||||||
| 24 Mar | 74068.45 | 3219.25 | 457.25 | 22.73 | 90 | -39 | 61 | |||||||||
| 23 Mar | 72696.39 | 2738.1 | -849.4 | 27.29 | 210 | 98 | 100 | |||||||||
| 20 Mar | 74532.96 | 3675 | 651.15 | 23.12 | 3 | 2 | 2 | |||||||||
| 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 | |||||||||
For Sensex - strike price 73000 expiring on 30APR2026
Delta for 73000 CE is 0.99
Historical price for 73000 CE is as follows
On 24 Apr SENSEX was trading at 76515.39. The strike last trading price was 3650, which was -1008.1 lower than the previous day. The implied volatity was 17.4, the open interest changed by 4 which increased total open position to 788
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 4658.1, which was -906.25 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 784
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 5564.35, which was -748.95 lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 772
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 6313.3, which was 749.1 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 712
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 5564.25, which was -52.9 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 713
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 5617.15, which was 442.15 higher than the previous day. The implied volatity was 14.38, the open interest changed by 0 which decreased total open position to 715
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 5175, which was -176.75 lower than the previous day. The implied volatity was 17.68, the open interest changed by 6 which increased total open position to 715
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 5290, which was 919.2 higher than the previous day. The implied volatity was 16.55, the open interest changed by -1 which decreased total open position to 709
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 4957.75, which was 587.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 710
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 4957.75, which was 587.65 higher than the previous day. The implied volatity was 13.39, the open interest changed by 0 which decreased total open position to 710
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 4272.6, which was -844.9 lower than the previous day. The implied volatity was 19.79, the open interest changed by 4 which increased total open position to 710
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 5140.15, which was 2056.15 higher than the previous day. The implied volatity was 18.37, the open interest changed by -2 which decreased total open position to 706
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 3058.2, which was 153.5 higher than the previous day. The implied volatity was 24.87, the open interest changed by -11 which decreased total open position to 708
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 2900, which was 427.45 higher than the previous day. The implied volatity was 26.79, the open interest changed by 401 which increased total open position to 719
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 2440.05, which was -59.8 lower than the previous day. The implied volatity was 24.49, the open interest changed by 105 which increased total open position to 318
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 2519.5, which was 323.45 higher than the previous day. The implied volatity was 25.54, the open interest changed by -12 which decreased total open position to 213
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 2290.5, which was -822 lower than the previous day. The implied volatity was 29.02, the open interest changed by 158 which increased total open position to 225
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 3107.5, which was -999.7 lower than the previous day. The implied volatity was 27.32, the open interest changed by 9 which increased total open position to 67
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 4297.35, which was 1078.1 higher than the previous day. The implied volatity was 27.34, the open interest changed by -3 which decreased total open position to 58
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 3219.25, which was 457.25 higher than the previous day. The implied volatity was 22.73, the open interest changed by -39 which decreased total open position to 61
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 2738.1, which was -849.4 lower than the previous day. The implied volatity was 27.29, the open interest changed by 98 which increased total open position to 100
On 20 Mar SENSEX was trading at 74532.96. The strike last trading price was 3675, which was 651.15 higher than the previous day. The implied volatity was 23.12, the open interest changed by 2 which increased total open position to 2
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
| SENSEX 30-Apr-2026 (6d) 73000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 10.28
Theta: -18.59
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76515.39 | 49.2 | 26.95 | 23.25 | 1,40,111 | 3,939 | 12,687 |
| 23 Apr | 77664.00 | 24.15 | 4.15 | - | 34,969 | 4,930 | 8,748 |
| 22 Apr | 78516.49 | 19 | -7.8 | - | 10,467 | 1,334 | 3,818 |
| 21 Apr | 79273.33 | 27.4 | -26.35 | - | 3,699 | 702 | 2,484 |
| 20 Apr | 78520.30 | 58.1 | -1.9 | - | 3,774 | 560 | 1,782 |
| 17 Apr | 78493.54 | 61.25 | -34.8 | 23.72 | 1,597 | 106 | 1,222 |
| 16 Apr | 77988.68 | 99 | -21.7 | 23.49 | 439 | 43 | 1,116 |
| 15 Apr | 78111.24 | 118.6 | -199.35 | 24.25 | 778 | 88 | 1,073 |
| 13 Apr | 76847.57 | 331.5 | 98.4 | 25.31 | 190 | 10 | 985 |
| 10 Apr | 77550.25 | 284.85 | -80.5 | 24.93 | 373 | 86 | 975 |
| 9 Apr | 76631.65 | 368.9 | 81.1 | 23.29 | 337 | 0 | 889 |
| 8 Apr | 77562.90 | 270 | -951.85 | 23.73 | 865 | -31 | 889 |
| 7 Apr | 74616.58 | 1198.05 | -234.6 | 28.17 | 418 | 15 | 920 |
| 6 Apr | 74106.85 | 1480.4 | -317.15 | 29.1 | 1,633 | 315 | 905 |
| 2 Apr | 73319.55 | 1828.1 | 21.35 | 27.8 | 514 | 88 | 590 |
| 1 Apr | 73134.32 | 1784.7 | -885.7 | 26.46 | 525 | 103 | 502 |
| 30 Mar | 71947.55 | 2679.7 | 671.8 | 30.11 | 410 | 186 | 399 |
| 27 Mar | 73583.22 | 2013.6 | 752.15 | 29.23 | 265 | 113 | 213 |
| 25 Mar | 75273.45 | 1285 | -444.9 | 27.07 | 47 | 4 | 100 |
| 24 Mar | 74068.45 | 1635.45 | -792.15 | 26.67 | 191 | -42 | 96 |
| 23 Mar | 72696.39 | 2458.3 | 866 | 28.37 | 209 | 138 | 138 |
| 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 |
For Sensex - strike price 73000 expiring on 30APR2026
Delta for 73000 PE is -0.05
Historical price for 73000 PE is as follows
On 24 Apr SENSEX was trading at 76515.39. The strike last trading price was 49.2, which was 26.95 higher than the previous day. The implied volatity was 23.25, the open interest changed by 3939 which increased total open position to 12687
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 24.15, which was 4.15 higher than the previous day. The implied volatity was -, the open interest changed by 4930 which increased total open position to 8748
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 19, which was -7.8 lower than the previous day. The implied volatity was -, the open interest changed by 1334 which increased total open position to 3818
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 27.4, which was -26.35 lower than the previous day. The implied volatity was -, the open interest changed by 702 which increased total open position to 2484
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 58.1, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by 560 which increased total open position to 1782
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 61.25, which was -34.8 lower than the previous day. The implied volatity was 23.72, the open interest changed by 106 which increased total open position to 1222
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 99, which was -21.7 lower than the previous day. The implied volatity was 23.49, the open interest changed by 43 which increased total open position to 1116
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 118.6, which was -199.35 lower than the previous day. The implied volatity was 24.25, the open interest changed by 88 which increased total open position to 1073
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 331.5, which was 98.4 higher than the previous day. The implied volatity was 25.31, the open interest changed by 10 which increased total open position to 985
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 284.85, which was -80.5 lower than the previous day. The implied volatity was 24.93, the open interest changed by 86 which increased total open position to 975
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 368.9, which was 81.1 higher than the previous day. The implied volatity was 23.29, the open interest changed by 0 which decreased total open position to 889
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 270, which was -951.85 lower than the previous day. The implied volatity was 23.73, the open interest changed by -31 which decreased total open position to 889
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 1198.05, which was -234.6 lower than the previous day. The implied volatity was 28.17, the open interest changed by 15 which increased total open position to 920
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 1480.4, which was -317.15 lower than the previous day. The implied volatity was 29.1, the open interest changed by 315 which increased total open position to 905
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 1828.1, which was 21.35 higher than the previous day. The implied volatity was 27.8, the open interest changed by 88 which increased total open position to 590
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 1784.7, which was -885.7 lower than the previous day. The implied volatity was 26.46, the open interest changed by 103 which increased total open position to 502
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 2679.7, which was 671.8 higher than the previous day. The implied volatity was 30.11, the open interest changed by 186 which increased total open position to 399
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 2013.6, which was 752.15 higher than the previous day. The implied volatity was 29.23, the open interest changed by 113 which increased total open position to 213
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 1285, which was -444.9 lower than the previous day. The implied volatity was 27.07, the open interest changed by 4 which increased total open position to 100
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 1635.45, which was -792.15 lower than the previous day. The implied volatity was 26.67, the open interest changed by -42 which decreased total open position to 96
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 2458.3, which was 866 higher than the previous day. The implied volatity was 28.37, the open interest changed by 138 which increased total open position to 138
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
