SENSEX
Sensex
Historical option data for SENSEX
25 Mar 2026 10:06 AM IST
| SENSEX 25-MAR-2026 74000 CE | ||||||||||||||||
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Delta: 1
Vega: 0.12
Theta: -24.71
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Mar | 75223.98 | 1200 | 645.8 | 18.16 | 83,722 | -10,801 | 18,034 | |||||||||
| 24 Mar | 74068.45 | 700.75 | 323.7 | 38.14 | 12,72,141 | 18,262 | 28,835 | |||||||||
| 23 Mar | 72696.39 | 371.4 | -891.3 | 40.8 | 2,80,519 | 4,828 | 10,573 | |||||||||
| 20 Mar | 74532.96 | 1190 | 150.85 | 22.86 | 34,741 | -741 | 5,745 | |||||||||
| 19 Mar | 74207.24 | 1240 | -1636.8 | 28.22 | 22,777 | 5,250 | 6,486 | |||||||||
| 18 Mar | 76704.13 | 2856.5 | 333.7 | 16.01 | 237 | 124 | 1,236 | |||||||||
| 17 Mar | 76070.84 | 2459.3 | 247.3 | 23.06 | 384 | 9 | 1,112 | |||||||||
| 16 Mar | 75502.85 | 2165.95 | 338.2 | 27.55 | 3,378 | 828 | 1,103 | |||||||||
| 13 Mar | 74563.92 | 1871 | -625 | 25.85 | 652 | 275 | 275 | |||||||||
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| 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 | |||||||||
| 6 Mar | 78918.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 80015.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 79116.19 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 80238.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 74000 expiring on 25MAR2026
Delta for 74000 CE is 1
Historical price for 74000 CE is as follows
On 25 Mar SENSEX was trading at 75223.98. The strike last trading price was 1200, which was 645.8 higher than the previous day. The implied volatity was 18.16, the open interest changed by -10801 which decreased total open position to 18034
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 700.75, which was 323.7 higher than the previous day. The implied volatity was 38.14, the open interest changed by 18262 which increased total open position to 28835
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 371.4, which was -891.3 lower than the previous day. The implied volatity was 40.8, the open interest changed by 4828 which increased total open position to 10573
On 20 Mar SENSEX was trading at 74532.96. The strike last trading price was 1190, which was 150.85 higher than the previous day. The implied volatity was 22.86, the open interest changed by -741 which decreased total open position to 5745
On 19 Mar SENSEX was trading at 74207.24. The strike last trading price was 1240, which was -1636.8 lower than the previous day. The implied volatity was 28.22, the open interest changed by 5250 which increased total open position to 6486
On 18 Mar SENSEX was trading at 76704.13. The strike last trading price was 2856.5, which was 333.7 higher than the previous day. The implied volatity was 16.01, the open interest changed by 124 which increased total open position to 1236
On 17 Mar SENSEX was trading at 76070.84. The strike last trading price was 2459.3, which was 247.3 higher than the previous day. The implied volatity was 23.06, the open interest changed by 9 which increased total open position to 1112
On 16 Mar SENSEX was trading at 75502.85. The strike last trading price was 2165.95, which was 338.2 higher than the previous day. The implied volatity was 27.55, the open interest changed by 828 which increased total open position to 1103
On 13 Mar SENSEX was trading at 74563.92. The strike last trading price was 1871, which was -625 lower than the previous day. The implied volatity was 25.85, the open interest changed by 275 which increased total open position to 275
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
On 6 Mar SENSEX was trading at 78918.90. 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 5 Mar SENSEX was trading at 80015.90. 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 4 Mar SENSEX was trading at 79116.19. 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 2 Mar SENSEX was trading at 80238.85. 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
| SENSEX 25MAR2026 74000 PE | |||||||
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Delta: -0.07
Vega: 2.43
Theta: -240.35
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Mar | 75223.98 | 24.8 | -433.85 | 44.68 | 20,34,497 | 2,31,984 | 2,66,788 |
| 24 Mar | 74068.45 | 421.9 | -1198.2 | 33.18 | 9,69,292 | 26,909 | 34,804 |
| 23 Mar | 72696.39 | 1711.7 | 1040.45 | 41.09 | 61,489 | -3,453 | 7,895 |
| 20 Mar | 74532.96 | 627.8 | -220.75 | 26.98 | 3,85,038 | 187 | 11,348 |
| 19 Mar | 74207.24 | 755.4 | 578.9 | 24.06 | 66,126 | 7,310 | 11,161 |
| 18 Mar | 76704.13 | 170 | -154.9 | 24.37 | 13,513 | 1,392 | 3,851 |
| 17 Mar | 76070.84 | 327.95 | -352.75 | 24.57 | 7,717 | 618 | 2,459 |
| 16 Mar | 75502.85 | 705 | -404.25 | 28.22 | 6,500 | 1,295 | 1,841 |
| 13 Mar | 74563.92 | 1080 | 468.3 | 27.54 | 3,663 | -137 | 546 |
| 12 Mar | 76034.42 | 609.3 | 100.35 | 26.4 | 1,861 | 37 | 683 |
| 11 Mar | 76863.71 | 517.15 | 255.6 | 27.35 | 2,863 | 206 | 646 |
| 10 Mar | 78205.98 | 250 | -415.8 | 26.01 | 922 | 28 | 440 |
| 9 Mar | 77566.16 | 700 | 410.2 | 32.85 | 938 | 87 | 412 |
| 6 Mar | 78918.90 | 260.9 | 75.15 | 26.05 | 508 | 95 | 325 |
| 5 Mar | 80015.90 | 184.3 | -222.35 | 25.86 | 399 | 107 | 230 |
| 4 Mar | 79116.19 | 411 | 364.4 | 29.08 | 521 | 96 | 123 |
| 2 Mar | 80238.85 | 46.6 | 42.6 | 18.76 | 28 | 27 | 27 |
For Sensex - strike price 74000 expiring on 25MAR2026
Delta for 74000 PE is -0.07
Historical price for 74000 PE is as follows
On 25 Mar SENSEX was trading at 75223.98. The strike last trading price was 24.8, which was -433.85 lower than the previous day. The implied volatity was 44.68, the open interest changed by 231984 which increased total open position to 266788
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 421.9, which was -1198.2 lower than the previous day. The implied volatity was 33.18, the open interest changed by 26909 which increased total open position to 34804
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 1711.7, which was 1040.45 higher than the previous day. The implied volatity was 41.09, the open interest changed by -3453 which decreased total open position to 7895
On 20 Mar SENSEX was trading at 74532.96. The strike last trading price was 627.8, which was -220.75 lower than the previous day. The implied volatity was 26.98, the open interest changed by 187 which increased total open position to 11348
On 19 Mar SENSEX was trading at 74207.24. The strike last trading price was 755.4, which was 578.9 higher than the previous day. The implied volatity was 24.06, the open interest changed by 7310 which increased total open position to 11161
On 18 Mar SENSEX was trading at 76704.13. The strike last trading price was 170, which was -154.9 lower than the previous day. The implied volatity was 24.37, the open interest changed by 1392 which increased total open position to 3851
On 17 Mar SENSEX was trading at 76070.84. The strike last trading price was 327.95, which was -352.75 lower than the previous day. The implied volatity was 24.57, the open interest changed by 618 which increased total open position to 2459
On 16 Mar SENSEX was trading at 75502.85. The strike last trading price was 705, which was -404.25 lower than the previous day. The implied volatity was 28.22, the open interest changed by 1295 which increased total open position to 1841
On 13 Mar SENSEX was trading at 74563.92. The strike last trading price was 1080, which was 468.3 higher than the previous day. The implied volatity was 27.54, the open interest changed by -137 which decreased total open position to 546
On 12 Mar SENSEX was trading at 76034.42. The strike last trading price was 609.3, which was 100.35 higher than the previous day. The implied volatity was 26.4, the open interest changed by 37 which increased total open position to 683
On 11 Mar SENSEX was trading at 76863.71. The strike last trading price was 517.15, which was 255.6 higher than the previous day. The implied volatity was 27.35, the open interest changed by 206 which increased total open position to 646
On 10 Mar SENSEX was trading at 78205.98. The strike last trading price was 250, which was -415.8 lower than the previous day. The implied volatity was 26.01, the open interest changed by 28 which increased total open position to 440
On 9 Mar SENSEX was trading at 77566.16. The strike last trading price was 700, which was 410.2 higher than the previous day. The implied volatity was 32.85, the open interest changed by 87 which increased total open position to 412
On 6 Mar SENSEX was trading at 78918.90. The strike last trading price was 260.9, which was 75.15 higher than the previous day. The implied volatity was 26.05, the open interest changed by 95 which increased total open position to 325
On 5 Mar SENSEX was trading at 80015.90. The strike last trading price was 184.3, which was -222.35 lower than the previous day. The implied volatity was 25.86, the open interest changed by 107 which increased total open position to 230
On 4 Mar SENSEX was trading at 79116.19. The strike last trading price was 411, which was 364.4 higher than the previous day. The implied volatity was 29.08, the open interest changed by 96 which increased total open position to 123
On 2 Mar SENSEX was trading at 80238.85. The strike last trading price was 46.6, which was 42.6 higher than the previous day. The implied volatity was 18.76, the open interest changed by 27 which increased total open position to 27
