SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:39 PM IST
| SENSEX 30-Apr-2026 (6d) 73100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.94
Vega: 11.83
Theta: -41.77
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76477.86 | 3569.5 | -1074 | 23.69 | 2 | 0 | 4 | |||||||||
| 23 Apr | 77664.00 | 5512.25 | 0 | - | 0 | 0 | 4 | |||||||||
| 22 Apr | 78516.49 | 5498.15 | 249.05 | - | 0 | 0 | 4 | |||||||||
| 21 Apr | 79273.33 | 5498.15 | 249.05 | - | 0 | 0 | 4 | |||||||||
| 20 Apr | 78520.30 | 5498.15 | 249.05 | - | 0 | 0 | 4 | |||||||||
| 17 Apr | 78493.54 | 5498.15 | 249.05 | - | 0 | 0 | 4 | |||||||||
| 16 Apr | 77988.68 | 5498.15 | 249.05 | 33.07 | 5 | -1 | 4 | |||||||||
| 15 Apr | 78111.24 | 4273.6 | -686.3 | - | 0 | 0 | 5 | |||||||||
| 13 Apr | 76847.57 | 4273.6 | -686.3 | - | 0 | 0 | 5 | |||||||||
| 10 Apr | 77550.25 | 4273.6 | -686.3 | - | 0 | 0 | 5 | |||||||||
| 9 Apr | 76631.65 | 4273.6 | -686.3 | 22.3 | 10 | -7 | 5 | |||||||||
| 8 Apr | 77562.90 | 4959.9 | 2290.65 | 13.39 | 7 | -7 | 12 | |||||||||
| 7 Apr | 74616.58 | 2669.25 | -55.75 | 19.93 | 17 | -2 | 19 | |||||||||
|
|
||||||||||||||||
| 6 Apr | 74106.85 | 2725 | 366.9 | 25.43 | 65 | 6 | 21 | |||||||||
| 2 Apr | 73319.55 | 2358.05 | -364.85 | 24.15 | 14 | 2 | 15 | |||||||||
| 1 Apr | 73134.32 | 2141.35 | -980.1 | - | 0 | 0 | 13 | |||||||||
| 30 Mar | 71947.55 | 2141.35 | -980.1 | 27.79 | 26 | 13 | 13 | |||||||||
| 27 Mar | 73583.22 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 75273.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 74068.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 72696.39 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 73100 expiring on 30APR2026
Delta for 73100 CE is 0.94
Historical price for 73100 CE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 3569.5, which was -1074 lower than the previous day. The implied volatity was 23.69, the open interest changed by 0 which decreased total open position to 4
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 5512.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 5498.15, which was 249.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 5498.15, which was 249.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 5498.15, which was 249.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 5498.15, which was 249.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 5498.15, which was 249.05 higher than the previous day. The implied volatity was 33.07, the open interest changed by -1 which decreased total open position to 4
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 4273.6, which was -686.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 4273.6, which was -686.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 4273.6, which was -686.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 4273.6, which was -686.3 lower than the previous day. The implied volatity was 22.3, the open interest changed by -7 which decreased total open position to 5
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 4959.9, which was 2290.65 higher than the previous day. The implied volatity was 13.39, the open interest changed by -7 which decreased total open position to 12
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 2669.25, which was -55.75 lower than the previous day. The implied volatity was 19.93, the open interest changed by -2 which decreased total open position to 19
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 2725, which was 366.9 higher than the previous day. The implied volatity was 25.43, the open interest changed by 6 which increased total open position to 21
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 2358.05, which was -364.85 lower than the previous day. The implied volatity was 24.15, the open interest changed by 2 which increased total open position to 15
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 2141.35, which was -980.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 2141.35, which was -980.1 lower than the previous day. The implied volatity was 27.79, the open interest changed by 13 which increased total open position to 13
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
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 24 Mar SENSEX was trading at 74068.45. 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 23 Mar SENSEX was trading at 72696.39. 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 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
| SENSEX 30-Apr-2026 (6d) 73100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 11.02
Theta: -19.69
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76477.86 | 53.9 | 30.1 | 23.01 | 15,959 | 1,486 | 1,523 |
| 23 Apr | 77664.00 | 25.4 | 17.7 | - | 137 | 14 | 37 |
| 22 Apr | 78516.49 | 35.35 | 5 | - | 0 | 0 | 23 |
| 21 Apr | 79273.33 | 35.35 | 5 | - | 7 | -6 | 23 |
| 20 Apr | 78520.30 | 342.35 | 218.85 | - | 0 | 0 | 29 |
| 17 Apr | 78493.54 | 342.35 | 218.85 | - | 0 | 0 | 29 |
| 16 Apr | 77988.68 | 342.35 | 218.85 | - | 0 | 0 | 29 |
| 15 Apr | 78111.24 | 342.35 | 218.85 | - | 0 | 0 | 29 |
| 13 Apr | 76847.57 | 342.35 | 218.85 | 25.17 | 5 | 0 | 29 |
| 10 Apr | 77550.25 | 307.7 | -19.65 | - | 0 | 0 | 29 |
| 9 Apr | 76631.65 | 307.7 | -19.65 | 21.5 | 37 | -7 | 29 |
| 8 Apr | 77562.90 | 1258.9 | -200.4 | - | 0 | 0 | 36 |
| 7 Apr | 74616.58 | 1258.9 | -200.4 | 28.53 | 14 | 3 | 36 |
| 6 Apr | 74106.85 | 1481.9 | -364.4 | 28.42 | 37 | 1 | 33 |
| 2 Apr | 73319.55 | 1860 | 9.3 | 27.63 | 26 | -4 | 32 |
| 1 Apr | 73134.32 | 1868.3 | -1247.9 | 27.13 | 41 | 30 | 36 |
| 30 Mar | 71947.55 | 1796.6 | 871.1 | - | 0 | 0 | 6 |
| 27 Mar | 73583.22 | 1796.6 | 871.1 | 26.6 | 6 | 6 | 6 |
| 25 Mar | 75273.45 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 74068.45 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 72696.39 | 0 | 0 | - | 0 | 0 | 0 |
| 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 73100 expiring on 30APR2026
Delta for 73100 PE is -0.06
Historical price for 73100 PE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 53.9, which was 30.1 higher than the previous day. The implied volatity was 23.01, the open interest changed by 1486 which increased total open position to 1523
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 25.4, which was 17.7 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 37
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 35.35, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 35.35, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 23
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 342.35, which was 218.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 342.35, which was 218.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 342.35, which was 218.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 342.35, which was 218.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 342.35, which was 218.85 higher than the previous day. The implied volatity was 25.17, the open interest changed by 0 which decreased total open position to 29
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 307.7, which was -19.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 307.7, which was -19.65 lower than the previous day. The implied volatity was 21.5, the open interest changed by -7 which decreased total open position to 29
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 1258.9, which was -200.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 1258.9, which was -200.4 lower than the previous day. The implied volatity was 28.53, the open interest changed by 3 which increased total open position to 36
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 1481.9, which was -364.4 lower than the previous day. The implied volatity was 28.42, the open interest changed by 1 which increased total open position to 33
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 1860, which was 9.3 higher than the previous day. The implied volatity was 27.63, the open interest changed by -4 which decreased total open position to 32
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 1868.3, which was -1247.9 lower than the previous day. The implied volatity was 27.13, the open interest changed by 30 which increased total open position to 36
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 1796.6, which was 871.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 1796.6, which was 871.1 higher than the previous day. The implied volatity was 26.6, the open interest changed by 6 which increased total open position to 6
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 24 Mar SENSEX was trading at 74068.45. 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 23 Mar SENSEX was trading at 72696.39. 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 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
