SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:39 PM IST
| SENSEX 30-Apr-2026 (6d) 73400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 26.85
Theta: -102.31
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76477.86 | 3623.65 | -1308.8 | 39.08 | 2 | 0 | 7 | |||||||||
| 23 Apr | 77664.00 | 4932.45 | -283.8 | - | 1 | -1 | 7 | |||||||||
| 22 Apr | 78516.49 | 4495 | -473.25 | - | 0 | 0 | 8 | |||||||||
| 21 Apr | 79273.33 | 4495 | -473.25 | - | 0 | 0 | 8 | |||||||||
| 20 Apr | 78520.30 | 4495 | -473.25 | - | 0 | 0 | 8 | |||||||||
| 17 Apr | 78493.54 | 4495 | -473.25 | - | 0 | 0 | 8 | |||||||||
| 16 Apr | 77988.68 | 4495 | -473.25 | 33.69 | 3 | 1 | 8 | |||||||||
| 15 Apr | 78111.24 | 4198.05 | -560.9 | - | 0 | 0 | 7 | |||||||||
| 13 Apr | 76847.57 | 4198.05 | -560.9 | - | 0 | 0 | 7 | |||||||||
| 10 Apr | 77550.25 | 4198.05 | -560.9 | - | 0 | 0 | 7 | |||||||||
| 9 Apr | 76631.65 | 4198.05 | -560.9 | 25.68 | 9 | -2 | 7 | |||||||||
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| 8 Apr | 77562.90 | 4758.95 | 2178.95 | 17.82 | 24 | -16 | 9 | |||||||||
| 7 Apr | 74616.58 | 2580 | 30.25 | 21.63 | 9 | -8 | 25 | |||||||||
| 6 Apr | 74106.85 | 2549.75 | 328.5 | 25.23 | 46 | 20 | 33 | |||||||||
| 2 Apr | 73319.55 | 2218 | -368.1 | 24.5 | 17 | -2 | 13 | |||||||||
| 1 Apr | 73134.32 | 2586.1 | 573.35 | 29.1 | 34 | 7 | 15 | |||||||||
| 30 Mar | 71947.55 | 2012.75 | -952.35 | 27.84 | 11 | 8 | 8 | |||||||||
| 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 73400 expiring on 30APR2026
Delta for 73400 CE is 0.81
Historical price for 73400 CE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 3623.65, which was -1308.8 lower than the previous day. The implied volatity was 39.08, the open interest changed by 0 which decreased total open position to 7
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 4932.45, which was -283.8 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 7
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 4495, which was -473.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 4495, which was -473.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 4495, which was -473.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 4495, which was -473.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 4495, which was -473.25 lower than the previous day. The implied volatity was 33.69, the open interest changed by 1 which increased total open position to 8
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 4198.05, which was -560.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 4198.05, which was -560.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 4198.05, which was -560.9 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 4198.05, which was -560.9 lower than the previous day. The implied volatity was 25.68, the open interest changed by -2 which decreased total open position to 7
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 4758.95, which was 2178.95 higher than the previous day. The implied volatity was 17.82, the open interest changed by -16 which decreased total open position to 9
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 2580, which was 30.25 higher than the previous day. The implied volatity was 21.63, the open interest changed by -8 which decreased total open position to 25
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 2549.75, which was 328.5 higher than the previous day. The implied volatity was 25.23, the open interest changed by 20 which increased total open position to 33
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 2218, which was -368.1 lower than the previous day. The implied volatity was 24.5, the open interest changed by -2 which decreased total open position to 13
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 2586.1, which was 573.35 higher than the previous day. The implied volatity was 29.1, the open interest changed by 7 which increased total open position to 15
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 2012.75, which was -952.35 lower than the previous day. The implied volatity was 27.84, the open interest changed by 8 which increased total open position to 8
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) 73400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 12.98
Theta: -22.59
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76477.86 | 67.4 | 37.05 | 22.51 | 22,808 | 1,597 | 1,836 |
| 23 Apr | 77664.00 | 30.9 | 1.45 | - | 361 | 221 | 239 |
| 22 Apr | 78516.49 | 25 | -8.9 | - | 2 | 0 | 18 |
| 21 Apr | 79273.33 | 33.9 | -6.2 | - | 18 | 0 | 18 |
| 20 Apr | 78520.30 | 348.6 | -26.4 | - | 0 | 0 | 18 |
| 17 Apr | 78493.54 | 348.6 | -26.4 | - | 0 | 0 | 18 |
| 16 Apr | 77988.68 | 348.6 | -26.4 | - | 0 | 0 | 18 |
| 15 Apr | 78111.24 | 348.6 | -26.4 | - | 0 | 0 | 18 |
| 13 Apr | 76847.57 | 348.6 | -26.4 | - | 0 | 0 | 18 |
| 10 Apr | 77550.25 | 348.6 | -26.4 | - | 0 | 0 | 18 |
| 9 Apr | 76631.65 | 348.6 | -26.4 | 21.36 | 8 | -5 | 18 |
| 8 Apr | 77562.90 | 1360.8 | -195.55 | - | 0 | 0 | 23 |
| 7 Apr | 74616.58 | 1360.8 | -195.55 | 28.38 | 15 | 5 | 23 |
| 6 Apr | 74106.85 | 1556.35 | -404.4 | 27.74 | 6 | -1 | 18 |
| 2 Apr | 73319.55 | 1977.4 | 30.45 | 27.35 | 12 | 5 | 19 |
| 1 Apr | 73134.32 | 1947 | -1340.9 | 26.12 | 63 | 7 | 14 |
| 30 Mar | 71947.55 | 1889.6 | 868.05 | - | 0 | 0 | 7 |
| 27 Mar | 73583.22 | 1889.6 | 868.05 | 26.16 | 11 | 7 | 7 |
| 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 73400 expiring on 30APR2026
Delta for 73400 PE is -0.07
Historical price for 73400 PE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 67.4, which was 37.05 higher than the previous day. The implied volatity was 22.51, the open interest changed by 1597 which increased total open position to 1836
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 30.9, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 221 which increased total open position to 239
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 25, which was -8.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 33.9, which was -6.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 348.6, which was -26.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 348.6, which was -26.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 348.6, which was -26.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 348.6, which was -26.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 348.6, which was -26.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 348.6, which was -26.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 348.6, which was -26.4 lower than the previous day. The implied volatity was 21.36, the open interest changed by -5 which decreased total open position to 18
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 1360.8, which was -195.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 1360.8, which was -195.55 lower than the previous day. The implied volatity was 28.38, the open interest changed by 5 which increased total open position to 23
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 1556.35, which was -404.4 lower than the previous day. The implied volatity was 27.74, the open interest changed by -1 which decreased total open position to 18
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 1977.4, which was 30.45 higher than the previous day. The implied volatity was 27.35, the open interest changed by 5 which increased total open position to 19
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 1947, which was -1340.9 lower than the previous day. The implied volatity was 26.12, the open interest changed by 7 which increased total open position to 14
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 1889.6, which was 868.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 1889.6, which was 868.05 higher than the previous day. The implied volatity was 26.16, the open interest changed by 7 which increased total open position to 7
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
