SENSEX
Sensex
Historical option data for SENSEX
02 Apr 2026 04:11 PM IST
| SENSEX 09-Apr-2026 (6d) 73200 CE | ||||||||||||||||
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Delta: 0.55
Vega: 40.21
Theta: -80.76
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 73319.55 | 1120 | -149.15 | 24.39 | 9,691 | 3,779 | 3,992 | |||||||||
| 1 Apr | 73134.32 | 1295.15 | 278.3 | 27.77 | 523 | 91 | 213 | |||||||||
| 30 Mar | 71947.55 | 1043.6 | -983.9 | 30.39 | 309 | 105 | 122 | |||||||||
| 27 Mar | 73583.22 | 2025.15 | -657.5 | 30.54 | 17 | 17 | 17 | |||||||||
| 25 Mar | 75273.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 74068.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 23 Mar | 72696.39 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 74532.96 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 73200 expiring on 09APR2026
Delta for 73200 CE is 0.55
Historical price for 73200 CE is as follows
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 1120, which was -149.15 lower than the previous day. The implied volatity was 24.39, the open interest changed by 3779 which increased total open position to 3992
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 1295.15, which was 278.3 higher than the previous day. The implied volatity was 27.77, the open interest changed by 91 which increased total open position to 213
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 1043.6, which was -983.9 lower than the previous day. The implied volatity was 30.39, the open interest changed by 105 which increased total open position to 122
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 2025.15, which was -657.5 lower than the previous day. The implied volatity was 30.54, the open interest changed by 17 which increased total open position to 17
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
| SENSEX 09-Apr-2026 (6d) 73200 PE | |||||||
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Delta: -0.46
Vega: 40.26
Theta: -69.78
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 73319.55 | 990 | -145.65 | 27.55 | 10,863 | 4,934 | 5,161 |
| 1 Apr | 73134.32 | 1119.6 | -897.5 | 28.53 | 1,183 | 121 | 227 |
| 30 Mar | 71947.55 | 1980 | 574.1 | 30.85 | 178 | 106 | 106 |
| 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 |
For Sensex - strike price 73200 expiring on 09APR2026
Delta for 73200 PE is -0.46
Historical price for 73200 PE is as follows
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 990, which was -145.65 lower than the previous day. The implied volatity was 27.55, the open interest changed by 4934 which increased total open position to 5161
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 1119.6, which was -897.5 lower than the previous day. The implied volatity was 28.53, the open interest changed by 121 which increased total open position to 227
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 1980, which was 574.1 higher than the previous day. The implied volatity was 30.85, the open interest changed by 106 which increased total open position to 106
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
