SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:39 PM IST
| SENSEX 30-Apr-2026 (6d) 73200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 32.49
Theta: -176.42
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76477.86 | 4418.65 | -125.45 | 60.71 | 2 | 0 | 5 | |||||||||
| 23 Apr | 77664.00 | 5413.45 | 0 | - | 0 | 0 | 5 | |||||||||
| 22 Apr | 78516.49 | 4805.2 | -349.9 | - | 0 | 0 | 5 | |||||||||
| 21 Apr | 79273.33 | 4805.2 | -349.9 | - | 0 | 0 | 5 | |||||||||
| 20 Apr | 78520.30 | 4805.2 | -349.9 | - | 0 | 0 | 5 | |||||||||
| 17 Apr | 78493.54 | 4805.2 | -349.9 | - | 0 | 0 | 5 | |||||||||
| 16 Apr | 77988.68 | 4805.2 | -349.9 | 34.41 | 3 | 0 | 5 | |||||||||
| 15 Apr | 78111.24 | 4052.65 | -650.05 | - | 0 | 0 | 5 | |||||||||
| 13 Apr | 76847.57 | 4052.65 | -650.05 | 18 | 3 | -2 | 5 | |||||||||
| 10 Apr | 77550.25 | 4344.4 | -454.4 | - | 0 | 0 | 7 | |||||||||
| 9 Apr | 76631.65 | 4344.4 | -454.4 | 25.19 | 2 | 0 | 7 | |||||||||
| 8 Apr | 77562.90 | 4798.8 | 1435.9 | 12.28 | 4 | -4 | 7 | |||||||||
| 7 Apr | 74616.58 | 2496.8 | 97.1 | - | 0 | 0 | 11 | |||||||||
| 6 Apr | 74106.85 | 2496.8 | 97.1 | 23.09 | 24 | -4 | 11 | |||||||||
| 2 Apr | 73319.55 | 2448.15 | 48.05 | 25.96 | 24 | 5 | 15 | |||||||||
| 1 Apr | 73134.32 | 2420.95 | 306.25 | 25.67 | 10 | 4 | 10 | |||||||||
| 30 Mar | 71947.55 | 2114.7 | -954.05 | 28.01 | 9 | 6 | 6 | |||||||||
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| 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 73200 expiring on 30APR2026
Delta for 73200 CE is 0.73
Historical price for 73200 CE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 4418.65, which was -125.45 lower than the previous day. The implied volatity was 60.71, the open interest changed by 0 which decreased total open position to 5
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 5413.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 4805.2, which was -349.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 4805.2, which was -349.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 4805.2, which was -349.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 4805.2, which was -349.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 4805.2, which was -349.9 lower than the previous day. The implied volatity was 34.41, the open interest changed by 0 which decreased total open position to 5
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 4052.65, which was -650.05 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 4052.65, which was -650.05 lower than the previous day. The implied volatity was 18, the open interest changed by -2 which decreased total open position to 5
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 4344.4, which was -454.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 4344.4, which was -454.4 lower than the previous day. The implied volatity was 25.19, the open interest changed by 0 which decreased total open position to 7
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 4798.8, which was 1435.9 higher than the previous day. The implied volatity was 12.28, the open interest changed by -4 which decreased total open position to 7
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 2496.8, which was 97.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 2496.8, which was 97.1 higher than the previous day. The implied volatity was 23.09, the open interest changed by -4 which decreased total open position to 11
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 2448.15, which was 48.05 higher than the previous day. The implied volatity was 25.96, the open interest changed by 5 which increased total open position to 15
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 2420.95, which was 306.25 higher than the previous day. The implied volatity was 25.67, the open interest changed by 4 which increased total open position to 10
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 2114.7, which was -954.05 lower than the previous day. The implied volatity was 28.01, the open interest changed by 6 which increased total open position to 6
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) 73200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 11.66
Theta: -20.66
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76477.86 | 58.2 | 30.25 | 22.86 | 27,950 | 2,144 | 2,593 |
| 23 Apr | 77664.00 | 25.7 | 16.9 | - | 600 | 436 | 449 |
| 22 Apr | 78516.49 | 57 | 24.25 | - | 0 | 0 | 13 |
| 21 Apr | 79273.33 | 57 | 24.25 | - | 0 | 0 | 13 |
| 20 Apr | 78520.30 | 57 | 24.25 | - | 12 | -6 | 13 |
| 17 Apr | 78493.54 | 32.75 | 17 | 20.6 | 6 | 0 | 19 |
| 16 Apr | 77988.68 | 354 | 101.55 | - | 0 | 0 | 19 |
| 15 Apr | 78111.24 | 354 | 101.55 | - | 0 | 0 | 19 |
| 13 Apr | 76847.57 | 354 | 101.55 | 25.04 | 2 | 0 | 19 |
| 10 Apr | 77550.25 | 252.45 | -61.7 | 23.32 | 1 | -1 | 19 |
| 9 Apr | 76631.65 | 314.15 | -28.55 | 21.28 | 31 | -31 | 20 |
| 8 Apr | 77562.90 | 1410 | -78.8 | - | 0 | 0 | 51 |
| 7 Apr | 74616.58 | 1410 | -78.8 | 30.18 | 4 | 3 | 51 |
| 6 Apr | 74106.85 | 1488.8 | -429.45 | 27.96 | 26 | 6 | 48 |
| 2 Apr | 73319.55 | 1917 | -0.65 | 27.77 | 11 | 5 | 42 |
| 1 Apr | 73134.32 | 1906.2 | -1266.65 | 26.78 | 42 | 31 | 37 |
| 30 Mar | 71947.55 | 1848.2 | 891.45 | - | 0 | 0 | 6 |
| 27 Mar | 73583.22 | 1848.2 | 891.45 | 26.69 | 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 73200 expiring on 30APR2026
Delta for 73200 PE is -0.06
Historical price for 73200 PE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 58.2, which was 30.25 higher than the previous day. The implied volatity was 22.86, the open interest changed by 2144 which increased total open position to 2593
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 25.7, which was 16.9 higher than the previous day. The implied volatity was -, the open interest changed by 436 which increased total open position to 449
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 57, which was 24.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 57, which was 24.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 57, which was 24.25 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 13
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 32.75, which was 17 higher than the previous day. The implied volatity was 20.6, the open interest changed by 0 which decreased total open position to 19
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 354, which was 101.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 354, which was 101.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 354, which was 101.55 higher than the previous day. The implied volatity was 25.04, the open interest changed by 0 which decreased total open position to 19
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 252.45, which was -61.7 lower than the previous day. The implied volatity was 23.32, the open interest changed by -1 which decreased total open position to 19
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 314.15, which was -28.55 lower than the previous day. The implied volatity was 21.28, the open interest changed by -31 which decreased total open position to 20
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 1410, which was -78.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 1410, which was -78.8 lower than the previous day. The implied volatity was 30.18, the open interest changed by 3 which increased total open position to 51
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 1488.8, which was -429.45 lower than the previous day. The implied volatity was 27.96, the open interest changed by 6 which increased total open position to 48
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 1917, which was -0.65 lower than the previous day. The implied volatity was 27.77, the open interest changed by 5 which increased total open position to 42
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 1906.2, which was -1266.65 lower than the previous day. The implied volatity was 26.78, the open interest changed by 31 which increased total open position to 37
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 1848.2, which was 891.45 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 1848.2, which was 891.45 higher than the previous day. The implied volatity was 26.69, 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
