SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:39 PM IST
| SENSEX 30-Apr-2026 (6d) 73700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.8
Vega: 27.94
Theta: -101.71
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76477.86 | 3340.65 | -1409.35 | 37.38 | 2 | 0 | 5 | |||||||||
| 23 Apr | 77664.00 | 4750 | -171.65 | - | 5 | -1 | 5 | |||||||||
| 22 Apr | 78516.49 | 5000 | 527.85 | - | 0 | 0 | 6 | |||||||||
| 21 Apr | 79273.33 | 5000 | 527.85 | - | 0 | 0 | 6 | |||||||||
| 20 Apr | 78520.30 | 5000 | 527.85 | - | 0 | 0 | 6 | |||||||||
| 17 Apr | 78493.54 | 5000 | 527.85 | 11.57 | 5 | 5 | 6 | |||||||||
| 16 Apr | 77988.68 | 3605 | -650.5 | - | 0 | 0 | 1 | |||||||||
| 15 Apr | 78111.24 | 3605 | -650.5 | - | 0 | 0 | 1 | |||||||||
|
|
||||||||||||||||
| 13 Apr | 76847.57 | 3605 | -650.5 | 17.91 | 2 | -1 | 1 | |||||||||
| 10 Apr | 77550.25 | 4210.45 | -260.15 | - | 0 | 0 | 2 | |||||||||
| 9 Apr | 76631.65 | 4210.45 | -260.15 | 29.89 | 1 | -1 | 2 | |||||||||
| 8 Apr | 77562.90 | 4470.6 | 2070.6 | 17.26 | 11 | -10 | 3 | |||||||||
| 7 Apr | 74616.58 | 2400 | -1 | 21.78 | 26 | 4 | 13 | |||||||||
| 6 Apr | 74106.85 | 2401 | 373.9 | 25.53 | 11 | -5 | 9 | |||||||||
| 2 Apr | 73319.55 | 2071.4 | -9.85 | 24.48 | 25 | 1 | 14 | |||||||||
| 1 Apr | 73134.32 | 2055.95 | 189.25 | 24.02 | 105 | 7 | 13 | |||||||||
| 30 Mar | 71947.55 | 1866.7 | -947.35 | 27.61 | 6 | 6 | 6 | |||||||||
| 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 73700 expiring on 30APR2026
Delta for 73700 CE is 0.8
Historical price for 73700 CE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 3340.65, which was -1409.35 lower than the previous day. The implied volatity was 37.38, 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 4750, which was -171.65 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 5
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 5000, which was 527.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 5000, which was 527.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 5000, which was 527.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 5000, which was 527.85 higher than the previous day. The implied volatity was 11.57, the open interest changed by 5 which increased total open position to 6
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 3605, which was -650.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 3605, which was -650.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 3605, which was -650.5 lower than the previous day. The implied volatity was 17.91, the open interest changed by -1 which decreased total open position to 1
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 4210.45, which was -260.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 4210.45, which was -260.15 lower than the previous day. The implied volatity was 29.89, the open interest changed by -1 which decreased total open position to 2
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 4470.6, which was 2070.6 higher than the previous day. The implied volatity was 17.26, the open interest changed by -10 which decreased total open position to 3
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 2400, which was -1 lower than the previous day. The implied volatity was 21.78, the open interest changed by 4 which increased total open position to 13
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 2401, which was 373.9 higher than the previous day. The implied volatity was 25.53, the open interest changed by -5 which decreased total open position to 9
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 2071.4, which was -9.85 lower than the previous day. The implied volatity was 24.48, the open interest changed by 1 which increased total open position to 14
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 2055.95, which was 189.25 higher than the previous day. The implied volatity was 24.02, the open interest changed by 7 which increased total open position to 13
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 1866.7, which was -947.35 lower than the previous day. The implied volatity was 27.61, 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) 73700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 15.34
Theta: -26.1
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76477.86 | 85.85 | 58.1 | 22.11 | 21,269 | 1,338 | 1,355 |
| 23 Apr | 77664.00 | 27.75 | -9.3 | - | 46 | 7 | 17 |
| 22 Apr | 78516.49 | 35.9 | 25.3 | - | 11 | -5 | 10 |
| 21 Apr | 79273.33 | 434.3 | 6.5 | - | 0 | 0 | 15 |
| 20 Apr | 78520.30 | 434.3 | 6.5 | - | 0 | 0 | 15 |
| 17 Apr | 78493.54 | 434.3 | 6.5 | - | 0 | 0 | 15 |
| 16 Apr | 77988.68 | 434.3 | 6.5 | - | 0 | 0 | 15 |
| 15 Apr | 78111.24 | 434.3 | 6.5 | - | 0 | 0 | 15 |
| 13 Apr | 76847.57 | 434.3 | 6.5 | - | 0 | 0 | 15 |
| 10 Apr | 77550.25 | 434.3 | 6.5 | - | 0 | 0 | 15 |
| 9 Apr | 76631.65 | 434.3 | 6.5 | 21.89 | 17 | -2 | 15 |
| 8 Apr | 77562.90 | 1397.8 | -292.3 | - | 0 | 0 | 17 |
| 7 Apr | 74616.58 | 1397.8 | -292.3 | 27.23 | 15 | 9 | 17 |
| 6 Apr | 74106.85 | 1690.1 | -396.85 | 27.95 | 6 | -1 | 8 |
| 2 Apr | 73319.55 | 2075.1 | 277.1 | 26.75 | 8 | 0 | 9 |
| 1 Apr | 73134.32 | 1798 | -1666.65 | 22.78 | 20 | 1 | 9 |
| 30 Mar | 71947.55 | 2264.3 | 1140 | - | 0 | 0 | 8 |
| 27 Mar | 73583.22 | 2264.3 | 1140 | 28.83 | 8 | 8 | 8 |
| 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 73700 expiring on 30APR2026
Delta for 73700 PE is -0.08
Historical price for 73700 PE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 85.85, which was 58.1 higher than the previous day. The implied volatity was 22.11, the open interest changed by 1338 which increased total open position to 1355
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 27.75, which was -9.3 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 17
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 35.9, which was 25.3 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 10
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 434.3, which was 6.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 434.3, which was 6.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 434.3, which was 6.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 434.3, which was 6.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 434.3, which was 6.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 434.3, which was 6.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 434.3, which was 6.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 434.3, which was 6.5 higher than the previous day. The implied volatity was 21.89, the open interest changed by -2 which decreased total open position to 15
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 1397.8, which was -292.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 1397.8, which was -292.3 lower than the previous day. The implied volatity was 27.23, the open interest changed by 9 which increased total open position to 17
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 1690.1, which was -396.85 lower than the previous day. The implied volatity was 27.95, the open interest changed by -1 which decreased total open position to 8
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 2075.1, which was 277.1 higher than the previous day. The implied volatity was 26.75, the open interest changed by 0 which decreased total open position to 9
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 1798, which was -1666.65 lower than the previous day. The implied volatity was 22.78, the open interest changed by 1 which increased total open position to 9
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 2264.3, which was 1140 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 2264.3, which was 1140 higher than the previous day. The implied volatity was 28.83, the open interest changed by 8 which increased total open position to 8
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
