SENSEX
Sensex
Historical option data for SENSEX
01 Apr 2026 04:11 PM IST
| SENSEX 02-Apr-2026 (1d) 73500 CE | ||||||||||||||||
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Delta: 0.44
Vega: 15.11
Theta: -252.07
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Apr | 73134.32 | 396.95 | 87.8 | 32.22 | 21,75,473 | 20,628 | 38,159 | |||||||||
| 30 Mar | 71947.55 | 362.9 | -842.2 | 33.42 | 2,03,666 | 12,140 | 17,531 | |||||||||
| 27 Mar | 73583.22 | 1183 | -1201.65 | 28.69 | 26,658 | 2,236 | 5,391 | |||||||||
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| 25 Mar | 75273.45 | 2382.95 | 632.75 | 26.68 | 1,563 | -372 | 3,155 | |||||||||
| 24 Mar | 74068.45 | 1880.85 | 639.85 | 30.38 | 9,697 | 2,049 | 3,527 | |||||||||
| 23 Mar | 72696.39 | 1236.2 | -881.2 | 32.18 | 3,925 | 1,469 | 1,478 | |||||||||
| 20 Mar | 74532.96 | 2075.7 | 385.7 | 23.07 | 18 | 9 | 9 | |||||||||
| 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 | |||||||||
| 11 Mar | 76863.71 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 78205.98 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 77566.16 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 73500 expiring on 02APR2026
Delta for 73500 CE is 0.44
Historical price for 73500 CE is as follows
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 396.95, which was 87.8 higher than the previous day. The implied volatity was 32.22, the open interest changed by 20628 which increased total open position to 38159
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 362.9, which was -842.2 lower than the previous day. The implied volatity was 33.42, the open interest changed by 12140 which increased total open position to 17531
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 1183, which was -1201.65 lower than the previous day. The implied volatity was 28.69, the open interest changed by 2236 which increased total open position to 5391
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 2382.95, which was 632.75 higher than the previous day. The implied volatity was 26.68, the open interest changed by -372 which decreased total open position to 3155
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 1880.85, which was 639.85 higher than the previous day. The implied volatity was 30.38, the open interest changed by 2049 which increased total open position to 3527
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 1236.2, which was -881.2 lower than the previous day. The implied volatity was 32.18, the open interest changed by 1469 which increased total open position to 1478
On 20 Mar SENSEX was trading at 74532.96. The strike last trading price was 2075.7, which was 385.7 higher than the previous day. The implied volatity was 23.07, the open interest changed by 9 which increased total open position to 9
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
On 11 Mar SENSEX was trading at 76863.71. 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 10 Mar SENSEX was trading at 78205.98. 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 9 Mar SENSEX was trading at 77566.16. 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 02-Apr-2026 (1d) 73500 PE | |||||||
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Delta: -0.56
Vega: 15.15
Theta: -262.34
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Apr | 73134.32 | 663.2 | -1126.55 | 36.12 | 25,59,428 | 17,303 | 21,760 |
| 30 Mar | 71947.55 | 1603.95 | 541.6 | 27.98 | 34,128 | -2,591 | 4,457 |
| 27 Mar | 73583.22 | 1062.3 | 500.85 | 30.91 | 1,30,206 | 1,991 | 7,048 |
| 25 Mar | 75273.45 | 568.1 | -487.35 | 29.98 | 11,452 | 586 | 5,057 |
| 24 Mar | 74068.45 | 1021 | -883.85 | 30.55 | 11,460 | 3,076 | 4,471 |
| 23 Mar | 72696.39 | 1944.9 | 1053.3 | 32.9 | 3,749 | 1,331 | 1,395 |
| 20 Mar | 74532.96 | 887.75 | 59.9 | 26.38 | 746 | 64 | 64 |
| 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 |
| 11 Mar | 76863.71 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 78205.98 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 77566.16 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 73500 expiring on 02APR2026
Delta for 73500 PE is -0.56
Historical price for 73500 PE is as follows
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 663.2, which was -1126.55 lower than the previous day. The implied volatity was 36.12, the open interest changed by 17303 which increased total open position to 21760
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 1603.95, which was 541.6 higher than the previous day. The implied volatity was 27.98, the open interest changed by -2591 which decreased total open position to 4457
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 1062.3, which was 500.85 higher than the previous day. The implied volatity was 30.91, the open interest changed by 1991 which increased total open position to 7048
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 568.1, which was -487.35 lower than the previous day. The implied volatity was 29.98, the open interest changed by 586 which increased total open position to 5057
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 1021, which was -883.85 lower than the previous day. The implied volatity was 30.55, the open interest changed by 3076 which increased total open position to 4471
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 1944.9, which was 1053.3 higher than the previous day. The implied volatity was 32.9, the open interest changed by 1331 which increased total open position to 1395
On 20 Mar SENSEX was trading at 74532.96. The strike last trading price was 887.75, which was 59.9 higher than the previous day. The implied volatity was 26.38, the open interest changed by 64 which increased total open position to 64
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
On 11 Mar SENSEX was trading at 76863.71. 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 10 Mar SENSEX was trading at 78205.98. 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 9 Mar SENSEX was trading at 77566.16. 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
