SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:38 PM IST
| SENSEX 30-Apr-2026 (6d) 73800 CE | ||||||||||||||||
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Delta: 0.8
Vega: 27.62
Theta: -97.24
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76515.39 | 3245.2 | -705 | 35.8 | 2 | 0 | 3 | |||||||||
| 23 Apr | 77664.00 | 4823.85 | 0 | - | 0 | 0 | 3 | |||||||||
| 22 Apr | 78516.49 | 4980.55 | 300 | - | 0 | 0 | 3 | |||||||||
| 21 Apr | 79273.33 | 4980.55 | 300 | - | 0 | 0 | 3 | |||||||||
| 20 Apr | 78520.30 | 4980.55 | 300 | - | 1 | -1 | 3 | |||||||||
| 17 Apr | 78493.54 | 4680.55 | 304.85 | - | 3 | 0 | 4 | |||||||||
| 16 Apr | 77988.68 | 3853 | -463.5 | - | 0 | 0 | 4 | |||||||||
| 15 Apr | 78111.24 | 3853 | -463.5 | - | 0 | 0 | 4 | |||||||||
| 13 Apr | 76847.57 | 3853 | -463.5 | - | 0 | 0 | 4 | |||||||||
| 10 Apr | 77550.25 | 3853 | -463.5 | - | 0 | 0 | 4 | |||||||||
| 9 Apr | 76631.65 | 3853 | -463.5 | 24.67 | 3 | 0 | 4 | |||||||||
| 8 Apr | 77562.90 | 4316.5 | 2070.25 | 14.86 | 4 | -3 | 4 | |||||||||
| 7 Apr | 74616.58 | 2246.25 | -113.3 | 20.47 | 38 | 1 | 7 | |||||||||
| 6 Apr | 74106.85 | 2258.65 | 287.05 | 24.57 | 29 | 0 | 6 | |||||||||
| 2 Apr | 73319.55 | 1945.9 | -56.5 | 23.54 | 6 | 1 | 6 | |||||||||
| 1 Apr | 73134.32 | 2002.4 | 207 | 24.26 | 36 | -1 | 5 | |||||||||
| 30 Mar | 71947.55 | 1795.4 | -969.5 | 27.25 | 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 | |||||||||
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| 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 73800 expiring on 30APR2026
Delta for 73800 CE is 0.8
Historical price for 73800 CE is as follows
On 24 Apr SENSEX was trading at 76515.39. The strike last trading price was 3245.2, which was -705 lower than the previous day. The implied volatity was 35.8, the open interest changed by 0 which decreased total open position to 3
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 4823.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 4980.55, which was 300 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 4980.55, which was 300 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 4980.55, which was 300 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 3
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 4680.55, which was 304.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 3853, which was -463.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 3853, which was -463.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 3853, which was -463.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 3853, which was -463.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 3853, which was -463.5 lower than the previous day. The implied volatity was 24.67, the open interest changed by 0 which decreased total open position to 4
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 4316.5, which was 2070.25 higher than the previous day. The implied volatity was 14.86, the open interest changed by -3 which decreased total open position to 4
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 2246.25, which was -113.3 lower than the previous day. The implied volatity was 20.47, the open interest changed by 1 which increased total open position to 7
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 2258.65, which was 287.05 higher than the previous day. The implied volatity was 24.57, the open interest changed by 0 which decreased total open position to 6
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 1945.9, which was -56.5 lower than the previous day. The implied volatity was 23.54, the open interest changed by 1 which increased total open position to 6
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 2002.4, which was 207 higher than the previous day. The implied volatity was 24.26, the open interest changed by -1 which decreased total open position to 5
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 1795.4, which was -969.5 lower than the previous day. The implied volatity was 27.25, 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) 73800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 15.86
Theta: -26.79
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76515.39 | 90 | 49.05 | 21.98 | 16,277 | 1,525 | 1,671 |
| 23 Apr | 77664.00 | 39.7 | 21.25 | - | 214 | 135 | 146 |
| 22 Apr | 78516.49 | 30 | -0.65 | - | 0 | 0 | 11 |
| 21 Apr | 79273.33 | 30 | -0.65 | - | 0 | 0 | 11 |
| 20 Apr | 78520.30 | 30 | -0.65 | - | 5 | 5 | 11 |
| 17 Apr | 78493.54 | 123.05 | 1.2 | - | 0 | 0 | 6 |
| 16 Apr | 77988.68 | 123.05 | 1.2 | 21.66 | 2 | 0 | 6 |
| 15 Apr | 78111.24 | 338 | 142.6 | - | 0 | 0 | 6 |
| 13 Apr | 76847.57 | 338 | 142.6 | 22.07 | 2 | -2 | 6 |
| 10 Apr | 77550.25 | 455.85 | 9.25 | - | 0 | 0 | 8 |
| 9 Apr | 76631.65 | 455.85 | 9.25 | 21.9 | 11 | -3 | 8 |
| 8 Apr | 77562.90 | 1460.3 | -238.25 | - | 0 | 0 | 11 |
| 7 Apr | 74616.58 | 1460.3 | -238.25 | 27.54 | 20 | 2 | 11 |
| 6 Apr | 74106.85 | 1698.55 | -485.75 | 27.3 | 3 | -1 | 9 |
| 2 Apr | 73319.55 | 2185.45 | 130.95 | 27.49 | 5 | 1 | 10 |
| 1 Apr | 73134.32 | 2054.5 | -1470.2 | 25.06 | 27 | 3 | 9 |
| 30 Mar | 71947.55 | 2015.85 | 855.8 | - | 0 | 0 | 6 |
| 27 Mar | 73583.22 | 2015.85 | 855.8 | 25.11 | 6 | 6 | 6 |
| 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 73800 expiring on 30APR2026
Delta for 73800 PE is -0.09
Historical price for 73800 PE is as follows
On 24 Apr SENSEX was trading at 76515.39. The strike last trading price was 90, which was 49.05 higher than the previous day. The implied volatity was 21.98, the open interest changed by 1525 which increased total open position to 1671
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 39.7, which was 21.25 higher than the previous day. The implied volatity was -, the open interest changed by 135 which increased total open position to 146
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 30, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 30, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 30, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 11
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 123.05, which was 1.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 123.05, which was 1.2 higher than the previous day. The implied volatity was 21.66, the open interest changed by 0 which decreased total open position to 6
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 338, which was 142.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 338, which was 142.6 higher than the previous day. The implied volatity was 22.07, the open interest changed by -2 which decreased total open position to 6
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 455.85, which was 9.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 455.85, which was 9.25 higher than the previous day. The implied volatity was 21.9, the open interest changed by -3 which decreased total open position to 8
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 1460.3, which was -238.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 1460.3, which was -238.25 lower than the previous day. The implied volatity was 27.54, the open interest changed by 2 which increased total open position to 11
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 1698.55, which was -485.75 lower than the previous day. The implied volatity was 27.3, the open interest changed by -1 which decreased total open position to 9
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 2185.45, which was 130.95 higher than the previous day. The implied volatity was 27.49, the open interest changed by 1 which increased total open position to 10
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 2054.5, which was -1470.2 lower than the previous day. The implied volatity was 25.06, the open interest changed by 3 which increased total open position to 9
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 2015.85, which was 855.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 2015.85, which was 855.8 higher than the previous day. The implied volatity was 25.11, the open interest changed by 6 which increased total open position to 6
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
