SENSEX
Sensex
Historical option data for SENSEX
02 Apr 2026 04:11 PM IST
| SENSEX 09-Apr-2026 (5d) 74100 CE | ||||||||||||||||
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Delta: 0.39
Vega: 39.09
Theta: -70.01
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 73319.55 | 622.1 | -215.2 | 22.29 | 2,897 | 381 | 594 | |||||||||
| 1 Apr | 73134.32 | 844.75 | 143.7 | 26.38 | 748 | 134 | 213 | |||||||||
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| 30 Mar | 71947.55 | 714.1 | -825 | 29.94 | 274 | 22 | 79 | |||||||||
| 27 Mar | 73583.22 | 1530.15 | -518.35 | 29.11 | 172 | 57 | 57 | |||||||||
| 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 | |||||||||
For Sensex - strike price 74100 expiring on 09APR2026
Delta for 74100 CE is 0.39
Historical price for 74100 CE is as follows
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 622.1, which was -215.2 lower than the previous day. The implied volatity was 22.29, the open interest changed by 381 which increased total open position to 594
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 844.75, which was 143.7 higher than the previous day. The implied volatity was 26.38, the open interest changed by 134 which increased total open position to 213
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 714.1, which was -825 lower than the previous day. The implied volatity was 29.94, the open interest changed by 22 which increased total open position to 79
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 1530.15, which was -518.35 lower than the previous day. The implied volatity was 29.11, the open interest changed by 57 which increased total open position to 57
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
| SENSEX 09-Apr-2026 (5d) 74100 PE | |||||||
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Delta: -0.59
Vega: 39.55
Theta: -62.99
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 73319.55 | 1432.95 | -166.15 | 26.6 | 416 | 126 | 243 |
| 1 Apr | 73134.32 | 1609 | -761 | 28.72 | 219 | 76 | 117 |
| 30 Mar | 71947.55 | 2370 | 479.55 | 25.93 | 42 | 32 | 41 |
| 27 Mar | 73583.22 | 1890.95 | 1183.15 | 31.75 | 9 | 9 | 9 |
| 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 |
For Sensex - strike price 74100 expiring on 09APR2026
Delta for 74100 PE is -0.59
Historical price for 74100 PE is as follows
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 1432.95, which was -166.15 lower than the previous day. The implied volatity was 26.6, the open interest changed by 126 which increased total open position to 243
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 1609, which was -761 lower than the previous day. The implied volatity was 28.72, the open interest changed by 76 which increased total open position to 117
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 2370, which was 479.55 higher than the previous day. The implied volatity was 25.93, the open interest changed by 32 which increased total open position to 41
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 1890.95, which was 1183.15 higher than the previous day. The implied volatity was 31.75, the open interest changed by 9 which increased total open position to 9
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
