SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:39 PM IST
| SENSEX 30-Apr-2026 (6d) 73500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 9.68
Theta: -34.47
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76477.86 | 3137.45 | -1196.25 | 19.29 | 15 | -11 | 210 | |||||||||
| 23 Apr | 77664.00 | 4333.7 | -784.15 | - | 18 | 4 | 221 | |||||||||
| 22 Apr | 78516.49 | 5101.35 | 358.5 | - | 0 | 0 | 217 | |||||||||
| 21 Apr | 79273.33 | 5101.35 | 358.5 | - | 0 | 0 | 217 | |||||||||
| 20 Apr | 78520.30 | 5101.35 | 358.5 | - | 0 | 0 | 217 | |||||||||
| 17 Apr | 78493.54 | 5101.35 | 358.5 | 14.56 | 19 | -6 | 217 | |||||||||
| 16 Apr | 77988.68 | 4658.35 | -217.1 | 15.05 | 52 | -10 | 223 | |||||||||
| 15 Apr | 78111.24 | 3588.8 | -856.6 | - | 0 | 0 | 233 | |||||||||
| 13 Apr | 76847.57 | 3588.8 | -856.6 | 7.16 | 1 | 0 | 233 | |||||||||
| 10 Apr | 77550.25 | 4445.4 | 440.75 | 11.62 | 2 | -1 | 233 | |||||||||
| 9 Apr | 76631.65 | 4033.95 | -652.05 | 24.01 | 170 | -5 | 234 | |||||||||
| 8 Apr | 77562.90 | 4730.75 | 2040.9 | 19.82 | 94 | -75 | 239 | |||||||||
| 7 Apr | 74616.58 | 2694.1 | 92.05 | 24.22 | 85 | -2 | 314 | |||||||||
| 6 Apr | 74106.85 | 2550 | 374.5 | 26.24 | 313 | 32 | 316 | |||||||||
| 2 Apr | 73319.55 | 2125.65 | -81.95 | 23.9 | 218 | 26 | 284 | |||||||||
| 1 Apr | 73134.32 | 2208.15 | 265 | 24.96 | 273 | 15 | 258 | |||||||||
| 30 Mar | 71947.55 | 2031.4 | -776.25 | 28.58 | 231 | 72 | 243 | |||||||||
| 27 Mar | 73583.22 | 2811 | -975.55 | 27.04 | 125 | 93 | 171 | |||||||||
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| 25 Mar | 75273.45 | 3786.55 | 777.4 | 25.13 | 5 | 1 | 78 | |||||||||
| 24 Mar | 74068.45 | 3009.1 | 520.6 | 23.81 | 71 | -1 | 77 | |||||||||
| 23 Mar | 72696.39 | 2387.05 | -892.4 | 26.13 | 214 | 74 | 78 | |||||||||
| 20 Mar | 74532.96 | 2952.65 | -1686.25 | - | 0 | 0 | 4 | |||||||||
| 19 Mar | 74207.24 | 2952.65 | -1686.25 | 21.02 | 4 | 4 | 4 | |||||||||
| 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 73500 expiring on 30APR2026
Delta for 73500 CE is 0.95
Historical price for 73500 CE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 3137.45, which was -1196.25 lower than the previous day. The implied volatity was 19.29, the open interest changed by -11 which decreased total open position to 210
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 4333.7, which was -784.15 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 221
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 5101.35, which was 358.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 217
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 5101.35, which was 358.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 217
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 5101.35, which was 358.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 217
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 5101.35, which was 358.5 higher than the previous day. The implied volatity was 14.56, the open interest changed by -6 which decreased total open position to 217
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 4658.35, which was -217.1 lower than the previous day. The implied volatity was 15.05, the open interest changed by -10 which decreased total open position to 223
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 3588.8, which was -856.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 233
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 3588.8, which was -856.6 lower than the previous day. The implied volatity was 7.16, the open interest changed by 0 which decreased total open position to 233
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 4445.4, which was 440.75 higher than the previous day. The implied volatity was 11.62, the open interest changed by -1 which decreased total open position to 233
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 4033.95, which was -652.05 lower than the previous day. The implied volatity was 24.01, the open interest changed by -5 which decreased total open position to 234
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 4730.75, which was 2040.9 higher than the previous day. The implied volatity was 19.82, the open interest changed by -75 which decreased total open position to 239
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 2694.1, which was 92.05 higher than the previous day. The implied volatity was 24.22, the open interest changed by -2 which decreased total open position to 314
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 2550, which was 374.5 higher than the previous day. The implied volatity was 26.24, the open interest changed by 32 which increased total open position to 316
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 2125.65, which was -81.95 lower than the previous day. The implied volatity was 23.9, the open interest changed by 26 which increased total open position to 284
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 2208.15, which was 265 higher than the previous day. The implied volatity was 24.96, the open interest changed by 15 which increased total open position to 258
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 2031.4, which was -776.25 lower than the previous day. The implied volatity was 28.58, the open interest changed by 72 which increased total open position to 243
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 2811, which was -975.55 lower than the previous day. The implied volatity was 27.04, the open interest changed by 93 which increased total open position to 171
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 3786.55, which was 777.4 higher than the previous day. The implied volatity was 25.13, the open interest changed by 1 which increased total open position to 78
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 3009.1, which was 520.6 higher than the previous day. The implied volatity was 23.81, the open interest changed by -1 which decreased total open position to 77
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 2387.05, which was -892.4 lower than the previous day. The implied volatity was 26.13, the open interest changed by 74 which increased total open position to 78
On 20 Mar SENSEX was trading at 74532.96. The strike last trading price was 2952.65, which was -1686.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 19 Mar SENSEX was trading at 74207.24. The strike last trading price was 2952.65, which was -1686.25 lower than the previous day. The implied volatity was 21.02, the open interest changed by 4 which increased total open position to 4
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) 73500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 13.69
Theta: -23.61
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76477.86 | 72.6 | 40.5 | 22.34 | 74,867 | 1,214 | 9,214 |
| 23 Apr | 77664.00 | 34 | 7.1 | - | 33,788 | 4,932 | 8,000 |
| 22 Apr | 78516.49 | 25.2 | -8.4 | - | 6,461 | 2,425 | 3,068 |
| 21 Apr | 79273.33 | 33.75 | -37.4 | - | 817 | 287 | 643 |
| 20 Apr | 78520.30 | 72.8 | -1.5 | - | 694 | 47 | 356 |
| 17 Apr | 78493.54 | 75.95 | -40.45 | 23.02 | 488 | 22 | 309 |
| 16 Apr | 77988.68 | 110 | 11.75 | 22.19 | 34 | -6 | 287 |
| 15 Apr | 78111.24 | 375 | 108.85 | - | 0 | 0 | 293 |
| 13 Apr | 76847.57 | 375 | 108.85 | 24.26 | 13 | -1 | 293 |
| 10 Apr | 77550.25 | 250.45 | -274.35 | 22.24 | 18 | 5 | 294 |
| 9 Apr | 76631.65 | 524.8 | 199.15 | 24.49 | 31 | -19 | 289 |
| 8 Apr | 77562.90 | 305.8 | -1079.1 | 22.88 | 365 | -59 | 308 |
| 7 Apr | 74616.58 | 1400 | -182.7 | 28.39 | 302 | 43 | 367 |
| 6 Apr | 74106.85 | 1600 | -437.1 | 27.91 | 296 | 27 | 324 |
| 2 Apr | 73319.55 | 1990 | -19.35 | 26.91 | 382 | -37 | 297 |
| 1 Apr | 73134.32 | 2004.05 | -904.4 | 26.23 | 203 | 38 | 334 |
| 30 Mar | 71947.55 | 3190.35 | 994.95 | 32.95 | 279 | 72 | 296 |
| 27 Mar | 73583.22 | 2188.05 | 795.85 | 29.03 | 358 | 105 | 224 |
| 25 Mar | 75273.45 | 1378.05 | -493.2 | 26.15 | 42 | 0 | 119 |
| 24 Mar | 74068.45 | 1868.95 | -814.55 | 27.01 | 148 | -55 | 119 |
| 23 Mar | 72696.39 | 2704.85 | 911.05 | 28.31 | 320 | 157 | 174 |
| 20 Mar | 74532.96 | 1788 | 827.95 | - | 0 | 0 | 17 |
| 19 Mar | 74207.24 | 1788 | 827.95 | 26.19 | 17 | 17 | 17 |
| 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 73500 expiring on 30APR2026
Delta for 73500 PE is -0.07
Historical price for 73500 PE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 72.6, which was 40.5 higher than the previous day. The implied volatity was 22.34, the open interest changed by 1214 which increased total open position to 9214
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 34, which was 7.1 higher than the previous day. The implied volatity was -, the open interest changed by 4932 which increased total open position to 8000
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 25.2, which was -8.4 lower than the previous day. The implied volatity was -, the open interest changed by 2425 which increased total open position to 3068
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 33.75, which was -37.4 lower than the previous day. The implied volatity was -, the open interest changed by 287 which increased total open position to 643
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 72.8, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by 47 which increased total open position to 356
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 75.95, which was -40.45 lower than the previous day. The implied volatity was 23.02, the open interest changed by 22 which increased total open position to 309
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 110, which was 11.75 higher than the previous day. The implied volatity was 22.19, the open interest changed by -6 which decreased total open position to 287
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 375, which was 108.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 293
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 375, which was 108.85 higher than the previous day. The implied volatity was 24.26, the open interest changed by -1 which decreased total open position to 293
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 250.45, which was -274.35 lower than the previous day. The implied volatity was 22.24, the open interest changed by 5 which increased total open position to 294
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 524.8, which was 199.15 higher than the previous day. The implied volatity was 24.49, the open interest changed by -19 which decreased total open position to 289
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 305.8, which was -1079.1 lower than the previous day. The implied volatity was 22.88, the open interest changed by -59 which decreased total open position to 308
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 1400, which was -182.7 lower than the previous day. The implied volatity was 28.39, the open interest changed by 43 which increased total open position to 367
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 1600, which was -437.1 lower than the previous day. The implied volatity was 27.91, the open interest changed by 27 which increased total open position to 324
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 1990, which was -19.35 lower than the previous day. The implied volatity was 26.91, the open interest changed by -37 which decreased total open position to 297
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 2004.05, which was -904.4 lower than the previous day. The implied volatity was 26.23, the open interest changed by 38 which increased total open position to 334
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 3190.35, which was 994.95 higher than the previous day. The implied volatity was 32.95, the open interest changed by 72 which increased total open position to 296
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 2188.05, which was 795.85 higher than the previous day. The implied volatity was 29.03, the open interest changed by 105 which increased total open position to 224
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 1378.05, which was -493.2 lower than the previous day. The implied volatity was 26.15, the open interest changed by 0 which decreased total open position to 119
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 1868.95, which was -814.55 lower than the previous day. The implied volatity was 27.01, the open interest changed by -55 which decreased total open position to 119
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 2704.85, which was 911.05 higher than the previous day. The implied volatity was 28.31, the open interest changed by 157 which increased total open position to 174
On 20 Mar SENSEX was trading at 74532.96. The strike last trading price was 1788, which was 827.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 19 Mar SENSEX was trading at 74207.24. The strike last trading price was 1788, which was 827.95 higher than the previous day. The implied volatity was 26.19, the open interest changed by 17 which increased total open position to 17
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
