SENSEX
Sensex
Historical option data for SENSEX
30 Mar 2026 04:11 PM IST
| SENSEX 02-Apr-2026 (2d) 73100 CE | ||||||||||||||||
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Delta: 0.34
Vega: 23.83
Theta: -137.94
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 71947.55 | 473 | -967.6 | 33.09 | 1,05,484 | 2,535 | 3,134 | |||||||||
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| 27 Mar | 73583.22 | 1419.8 | -1796.35 | 29.14 | 2,172 | 537 | 599 | |||||||||
| 25 Mar | 75273.45 | 3216.15 | 1224.6 | 41.52 | 78 | -23 | 62 | |||||||||
| 24 Mar | 74068.45 | 2159.45 | 723.15 | 31.21 | 333 | 37 | 85 | |||||||||
| 23 Mar | 72696.39 | 1410.5 | -905.4 | 32.15 | 222 | 48 | 48 | |||||||||
| 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 73100 expiring on 02APR2026
Delta for 73100 CE is 0.34
Historical price for 73100 CE is as follows
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 473, which was -967.6 lower than the previous day. The implied volatity was 33.09, the open interest changed by 2535 which increased total open position to 3134
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 1419.8, which was -1796.35 lower than the previous day. The implied volatity was 29.14, the open interest changed by 537 which increased total open position to 599
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 3216.15, which was 1224.6 higher than the previous day. The implied volatity was 41.52, the open interest changed by -23 which decreased total open position to 62
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 2159.45, which was 723.15 higher than the previous day. The implied volatity was 31.21, the open interest changed by 37 which increased total open position to 85
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 1410.5, which was -905.4 lower than the previous day. The implied volatity was 32.15, the open interest changed by 48 which increased total open position to 48
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 (2d) 73100 PE | |||||||
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Delta: -0.69
Vega: 22.98
Theta: -93.87
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 71947.55 | 1313.3 | 409.45 | 28.18 | 53,842 | 1,487 | 2,071 |
| 27 Mar | 73583.22 | 912.7 | 433.75 | 31.76 | 24,474 | 414 | 584 |
| 25 Mar | 75273.45 | 510.05 | -398.1 | 31.38 | 2,030 | 21 | 170 |
| 24 Mar | 74068.45 | 887 | -812.75 | 31.1 | 842 | 100 | 149 |
| 23 Mar | 72696.39 | 1757.1 | 944.8 | 33.63 | 471 | 43 | 49 |
| 20 Mar | 74532.96 | 808.1 | 128.25 | 27.55 | 13 | 6 | 6 |
| 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 73100 expiring on 02APR2026
Delta for 73100 PE is -0.69
Historical price for 73100 PE is as follows
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 1313.3, which was 409.45 higher than the previous day. The implied volatity was 28.18, the open interest changed by 1487 which increased total open position to 2071
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 912.7, which was 433.75 higher than the previous day. The implied volatity was 31.76, the open interest changed by 414 which increased total open position to 584
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 510.05, which was -398.1 lower than the previous day. The implied volatity was 31.38, the open interest changed by 21 which increased total open position to 170
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 887, which was -812.75 lower than the previous day. The implied volatity was 31.1, the open interest changed by 100 which increased total open position to 149
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 1757.1, which was 944.8 higher than the previous day. The implied volatity was 33.63, the open interest changed by 43 which increased total open position to 49
On 20 Mar SENSEX was trading at 74532.96. The strike last trading price was 808.1, which was 128.25 higher than the previous day. The implied volatity was 27.55, the open interest changed by 6 which increased total open position to 6
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
