SENSEX
Sensex
Historical option data for SENSEX
06 Apr 2026 04:11 PM IST
| SENSEX 09-Apr-2026 (2d) 73600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.59
Vega: 26.1
Theta: -177.74
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Apr | 74106.85 | 1311.9 | 413.6 | 38.18 | 1,42,788 | 1,419 | 2,328 | |||||||||
| 2 Apr | 73319.55 | 875 | -195.55 | 23.3 | 4,035 | 754 | 909 | |||||||||
| 1 Apr | 73134.32 | 1086.55 | 199.1 | 26.96 | 780 | 88 | 155 | |||||||||
| 30 Mar | 71947.55 | 868.9 | -943.95 | 29.8 | 177 | 39 | 67 | |||||||||
|
|
||||||||||||||||
| 27 Mar | 73583.22 | 1829.9 | -560 | 30.83 | 33 | 27 | 28 | |||||||||
| 25 Mar | 75273.45 | 1312 | -736.75 | - | 0 | 0 | 1 | |||||||||
| 24 Mar | 74068.45 | 1312 | -736.75 | 13.73 | 3 | 1 | 1 | |||||||||
| 23 Mar | 72696.39 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 74532.96 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 73600 expiring on 09APR2026
Delta for 73600 CE is 0.59
Historical price for 73600 CE is as follows
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 1311.9, which was 413.6 higher than the previous day. The implied volatity was 38.18, the open interest changed by 1419 which increased total open position to 2328
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 875, which was -195.55 lower than the previous day. The implied volatity was 23.3, the open interest changed by 754 which increased total open position to 909
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 1086.55, which was 199.1 higher than the previous day. The implied volatity was 26.96, the open interest changed by 88 which increased total open position to 155
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 868.9, which was -943.95 lower than the previous day. The implied volatity was 29.8, the open interest changed by 39 which increased total open position to 67
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 1829.9, which was -560 lower than the previous day. The implied volatity was 30.83, the open interest changed by 27 which increased total open position to 28
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 1312, which was -736.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 1312, which was -736.75 lower than the previous day. The implied volatity was 13.73, the open interest changed by 1 which increased total open position to 1
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 (2d) 73600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 26.07
Theta: -164.34
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Apr | 74106.85 | 800 | -418.4 | 39.72 | 66,034 | 3,598 | 4,255 |
| 2 Apr | 73319.55 | 1186.65 | -139.9 | 27.48 | 1,268 | 522 | 657 |
| 1 Apr | 73134.32 | 1316.15 | -923.85 | 27.95 | 834 | 124 | 135 |
| 30 Mar | 71947.55 | 2240 | 642.5 | 31.06 | 26 | 11 | 11 |
| 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 73600 expiring on 09APR2026
Delta for 73600 PE is -0.41
Historical price for 73600 PE is as follows
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 800, which was -418.4 lower than the previous day. The implied volatity was 39.72, the open interest changed by 3598 which increased total open position to 4255
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 1186.65, which was -139.9 lower than the previous day. The implied volatity was 27.48, the open interest changed by 522 which increased total open position to 657
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 1316.15, which was -923.85 lower than the previous day. The implied volatity was 27.95, the open interest changed by 124 which increased total open position to 135
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 2240, which was 642.5 higher than the previous day. The implied volatity was 31.06, the open interest changed by 11 which increased total open position to 11
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
