SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:39 PM IST
| SENSEX 30-Apr-2026 (6d) 74100 CE | ||||||||||||||||
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Delta: 0.79
Vega: 28.61
Theta: -93.97
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76477.86 | 2912.75 | -742.95 | 33.24 | 2 | 0 | 5 | |||||||||
| 23 Apr | 77664.00 | 4531.9 | 0 | - | 0 | 0 | 5 | |||||||||
| 22 Apr | 78516.49 | 3626.7 | -458.05 | - | 0 | 0 | 5 | |||||||||
| 21 Apr | 79273.33 | 3626.7 | -458.05 | - | 0 | 0 | 5 | |||||||||
| 20 Apr | 78520.30 | 3626.7 | -458.05 | - | 0 | 0 | 5 | |||||||||
| 17 Apr | 78493.54 | 3626.7 | -458.05 | - | 0 | 0 | 5 | |||||||||
| 16 Apr | 77988.68 | 3626.7 | -458.05 | - | 0 | 0 | 5 | |||||||||
| 15 Apr | 78111.24 | 3626.7 | -458.05 | - | 0 | 0 | 5 | |||||||||
| 13 Apr | 76847.57 | 3626.7 | -458.05 | - | 0 | 0 | 5 | |||||||||
| 10 Apr | 77550.25 | 3626.7 | -458.05 | - | 0 | 0 | 5 | |||||||||
| 9 Apr | 76631.65 | 3626.7 | -458.05 | 24.86 | 2 | 0 | 5 | |||||||||
| 8 Apr | 77562.90 | 4084.75 | 1762.2 | 16.4 | 19 | -10 | 5 | |||||||||
| 7 Apr | 74616.58 | 2322.55 | 116 | 24.04 | 14 | 3 | 15 | |||||||||
| 6 Apr | 74106.85 | 2262.4 | 618.35 | 26.76 | 37 | 1 | 12 | |||||||||
| 2 Apr | 73319.55 | 2180.15 | 494.1 | - | 0 | 0 | 11 | |||||||||
| 1 Apr | 73134.32 | 2180.15 | 494.1 | 28.28 | 18 | 2 | 11 | |||||||||
| 30 Mar | 71947.55 | 1686.05 | -837 | 27.36 | 10 | 1 | 9 | |||||||||
| 27 Mar | 73583.22 | 2555.8 | -290.55 | 27.61 | 9 | 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 | |||||||||
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| 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 | |||||||||
For Sensex - strike price 74100 expiring on 30APR2026
Delta for 74100 CE is 0.79
Historical price for 74100 CE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 2912.75, which was -742.95 lower than the previous day. The implied volatity was 33.24, 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 4531.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 3626.7, which was -458.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 3626.7, which was -458.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 3626.7, which was -458.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 3626.7, which was -458.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 3626.7, which was -458.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 3626.7, which was -458.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 3626.7, which was -458.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 3626.7, which was -458.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 3626.7, which was -458.05 lower than the previous day. The implied volatity was 24.86, the open interest changed by 0 which decreased total open position to 5
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 4084.75, which was 1762.2 higher than the previous day. The implied volatity was 16.4, the open interest changed by -10 which decreased total open position to 5
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 2322.55, which was 116 higher than the previous day. The implied volatity was 24.04, the open interest changed by 3 which increased total open position to 15
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 2262.4, which was 618.35 higher than the previous day. The implied volatity was 26.76, the open interest changed by 1 which increased total open position to 12
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 2180.15, which was 494.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 2180.15, which was 494.1 higher than the previous day. The implied volatity was 28.28, the open interest changed by 2 which increased total open position to 11
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 1686.05, which was -837 lower than the previous day. The implied volatity was 27.36, the open interest changed by 1 which increased total open position to 9
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 2555.8, which was -290.55 lower than the previous day. The implied volatity was 27.61, 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
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
| SENSEX 30-Apr-2026 (6d) 74100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 18.92
Theta: -31.22
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76477.86 | 118.35 | 68.25 | 21.6 | 20,759 | 2,076 | 2,126 |
| 23 Apr | 77664.00 | 46.3 | 20.15 | - | 67 | 23 | 50 |
| 22 Apr | 78516.49 | 93.85 | -2.5 | - | 0 | 0 | 27 |
| 21 Apr | 79273.33 | 93.85 | -2.5 | - | 0 | 0 | 27 |
| 20 Apr | 78520.30 | 93.85 | -2.5 | - | 19 | -1 | 27 |
| 17 Apr | 78493.54 | 103 | -46 | 22.33 | 155 | 20 | 28 |
| 16 Apr | 77988.68 | 149 | -0.95 | 21.57 | 2 | 2 | 8 |
| 15 Apr | 78111.24 | 494.3 | -12.6 | - | 0 | 0 | 6 |
| 13 Apr | 76847.57 | 494.3 | -12.6 | - | 0 | 0 | 6 |
| 10 Apr | 77550.25 | 494.3 | -12.6 | - | 0 | 0 | 6 |
| 9 Apr | 76631.65 | 494.3 | -12.6 | 21.37 | 11 | -5 | 6 |
| 8 Apr | 77562.90 | 1571.8 | -251.8 | - | 0 | 0 | 11 |
| 7 Apr | 74616.58 | 1571.8 | -251.8 | 27.33 | 12 | 3 | 11 |
| 6 Apr | 74106.85 | 1832.9 | -440.75 | 27.24 | 14 | -1 | 8 |
| 2 Apr | 73319.55 | 2273.65 | 105.15 | 26.67 | 5 | 5 | 9 |
| 1 Apr | 73134.32 | 2168.5 | -1539.65 | 24.79 | 18 | -2 | 4 |
| 30 Mar | 71947.55 | 2337.9 | 1065.9 | - | 0 | 0 | 6 |
| 27 Mar | 73583.22 | 2337.9 | 1065.9 | 27.07 | 8 | 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 |
| 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 |
For Sensex - strike price 74100 expiring on 30APR2026
Delta for 74100 PE is -0.11
Historical price for 74100 PE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 118.35, which was 68.25 higher than the previous day. The implied volatity was 21.6, the open interest changed by 2076 which increased total open position to 2126
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 46.3, which was 20.15 higher than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 50
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 93.85, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 93.85, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 93.85, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 27
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 103, which was -46 lower than the previous day. The implied volatity was 22.33, the open interest changed by 20 which increased total open position to 28
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 149, which was -0.95 lower than the previous day. The implied volatity was 21.57, the open interest changed by 2 which increased total open position to 8
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 494.3, which was -12.6 lower 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 494.3, which was -12.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 494.3, which was -12.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 494.3, which was -12.6 lower than the previous day. The implied volatity was 21.37, the open interest changed by -5 which decreased total open position to 6
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 1571.8, which was -251.8 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 1571.8, which was -251.8 lower than the previous day. The implied volatity was 27.33, the open interest changed by 3 which increased total open position to 11
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 1832.9, which was -440.75 lower than the previous day. The implied volatity was 27.24, 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 2273.65, which was 105.15 higher than the previous day. The implied volatity was 26.67, the open interest changed by 5 which increased total open position to 9
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 2168.5, which was -1539.65 lower than the previous day. The implied volatity was 24.79, the open interest changed by -2 which decreased total open position to 4
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 2337.9, which was 1065.9 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 2337.9, which was 1065.9 higher than the previous day. The implied volatity was 27.07, 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
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
