SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:39 PM IST
| SENSEX 30-Apr-2026 (6d) 74200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.82
Vega: 25.45
Theta: -73.02
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
|
|
||||||||||||||||
| 24 Apr | 76477.86 | 2656.3 | -1193.7 | 26.97 | 5 | 1 | 6 | |||||||||
| 23 Apr | 77664.00 | 3850 | -585.15 | - | 1 | 1 | 5 | |||||||||
| 22 Apr | 78516.49 | 3561.3 | -426.45 | - | 0 | 0 | 4 | |||||||||
| 21 Apr | 79273.33 | 3561.3 | -426.45 | - | 0 | 0 | 4 | |||||||||
| 20 Apr | 78520.30 | 3561.3 | -426.45 | - | 0 | 0 | 4 | |||||||||
| 17 Apr | 78493.54 | 3561.3 | -426.45 | - | 0 | 0 | 4 | |||||||||
| 16 Apr | 77988.68 | 3561.3 | -426.45 | - | 0 | 0 | 4 | |||||||||
| 15 Apr | 78111.24 | 3561.3 | -426.45 | - | 0 | 0 | 4 | |||||||||
| 13 Apr | 76847.57 | 3561.3 | -426.45 | - | 0 | 0 | 4 | |||||||||
| 10 Apr | 77550.25 | 3561.3 | -426.45 | - | 0 | 0 | 4 | |||||||||
| 9 Apr | 76631.65 | 3561.3 | -426.45 | 24.74 | 3 | 0 | 4 | |||||||||
| 8 Apr | 77562.90 | 3987.75 | 1700.25 | 16.16 | 22 | -18 | 4 | |||||||||
| 7 Apr | 74616.58 | 2300 | 144.95 | 24.52 | 45 | 16 | 22 | |||||||||
| 6 Apr | 74106.85 | 2153.5 | 417.85 | 25.81 | 17 | 1 | 6 | |||||||||
| 2 Apr | 73319.55 | 1735.65 | -92.2 | 23.28 | 10 | -1 | 5 | |||||||||
| 1 Apr | 73134.32 | 1827.85 | 183.95 | 24.55 | 20 | -1 | 6 | |||||||||
| 30 Mar | 71947.55 | 1643.9 | -829.15 | 28.01 | 6 | 0 | 7 | |||||||||
| 27 Mar | 73583.22 | 2473.05 | -640.5 | 27.23 | 7 | 6 | 7 | |||||||||
| 25 Mar | 75273.45 | 3113.55 | 52.7 | 22.44 | 2 | -1 | 1 | |||||||||
| 24 Mar | 74068.45 | 3060.85 | -5.05 | 28.47 | 2 | 2 | 2 | |||||||||
| 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 74200 expiring on 30APR2026
Delta for 74200 CE is 0.82
Historical price for 74200 CE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 2656.3, which was -1193.7 lower than the previous day. The implied volatity was 26.97, the open interest changed by 1 which increased total open position to 6
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 3850, which was -585.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 3561.3, which was -426.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 3561.3, which was -426.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 3561.3, which was -426.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 3561.3, which was -426.45 lower 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 3561.3, which was -426.45 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 3561.3, which was -426.45 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 3561.3, which was -426.45 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 3561.3, which was -426.45 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 3561.3, which was -426.45 lower than the previous day. The implied volatity was 24.74, 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 3987.75, which was 1700.25 higher than the previous day. The implied volatity was 16.16, the open interest changed by -18 which decreased total open position to 4
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 2300, which was 144.95 higher than the previous day. The implied volatity was 24.52, the open interest changed by 16 which increased total open position to 22
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 2153.5, which was 417.85 higher than the previous day. The implied volatity was 25.81, the open interest changed by 1 which increased total open position to 6
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 1735.65, which was -92.2 lower than the previous day. The implied volatity was 23.28, the open interest changed by -1 which decreased total open position to 5
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 1827.85, which was 183.95 higher than the previous day. The implied volatity was 24.55, the open interest changed by -1 which decreased total open position to 6
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 1643.9, which was -829.15 lower than the previous day. The implied volatity was 28.01, the open interest changed by 0 which decreased total open position to 7
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 2473.05, which was -640.5 lower than the previous day. The implied volatity was 27.23, the open interest changed by 6 which increased total open position to 7
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 3113.55, which was 52.7 higher than the previous day. The implied volatity was 22.44, the open interest changed by -1 which decreased total open position to 1
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 3060.85, which was -5.05 lower than the previous day. The implied volatity was 28.47, the open interest changed by 2 which increased total open position to 2
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) 74200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 19.9
Theta: -32.51
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76477.86 | 128.15 | 75.95 | 21.42 | 31,774 | 2,448 | 3,044 |
| 23 Apr | 77664.00 | 58.05 | 19.9 | - | 1,308 | 566 | 596 |
| 22 Apr | 78516.49 | 38 | 19.1 | - | 38 | 20 | 30 |
| 21 Apr | 79273.33 | 129.35 | -40.15 | - | 0 | 0 | 10 |
| 20 Apr | 78520.30 | 129.35 | -40.15 | - | 4 | 0 | 10 |
| 17 Apr | 78493.54 | 169.5 | 0 | 24.83 | 1 | 0 | 10 |
| 16 Apr | 77988.68 | 163.4 | 3 | 21.72 | 33 | -2 | 10 |
| 15 Apr | 78111.24 | 547.7 | 107.05 | - | 0 | 0 | 12 |
| 13 Apr | 76847.57 | 547.7 | 107.05 | - | 0 | 0 | 12 |
| 10 Apr | 77550.25 | 547.7 | 107.05 | - | 0 | 0 | 12 |
| 9 Apr | 76631.65 | 547.7 | 107.05 | 21.92 | 17 | -9 | 12 |
| 8 Apr | 77562.90 | 440.65 | -1161.55 | 23.24 | 31 | 7 | 21 |
| 7 Apr | 74616.58 | 1602.2 | -260.35 | 27.14 | 12 | 9 | 14 |
| 6 Apr | 74106.85 | 1848 | -578.6 | 26.8 | 4 | -4 | 5 |
| 2 Apr | 73319.55 | 2426.6 | 205.35 | 27.9 | 4 | 4 | 9 |
| 1 Apr | 73134.32 | 2221.25 | -1549.2 | 24.35 | 17 | -1 | 5 |
| 30 Mar | 71947.55 | 2404.4 | 1093.5 | - | 0 | 0 | 6 |
| 27 Mar | 73583.22 | 2404.4 | 1093.5 | 27.68 | 10 | 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 74200 expiring on 30APR2026
Delta for 74200 PE is -0.12
Historical price for 74200 PE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 128.15, which was 75.95 higher than the previous day. The implied volatity was 21.42, the open interest changed by 2448 which increased total open position to 3044
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 58.05, which was 19.9 higher than the previous day. The implied volatity was -, the open interest changed by 566 which increased total open position to 596
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 38, which was 19.1 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 30
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 129.35, which was -40.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 129.35, which was -40.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 169.5, which was 0 lower than the previous day. The implied volatity was 24.83, the open interest changed by 0 which decreased total open position to 10
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 163.4, which was 3 higher than the previous day. The implied volatity was 21.72, the open interest changed by -2 which decreased total open position to 10
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 547.7, which was 107.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 547.7, which was 107.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 547.7, which was 107.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 547.7, which was 107.05 higher than the previous day. The implied volatity was 21.92, the open interest changed by -9 which decreased total open position to 12
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 440.65, which was -1161.55 lower than the previous day. The implied volatity was 23.24, the open interest changed by 7 which increased total open position to 21
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 1602.2, which was -260.35 lower than the previous day. The implied volatity was 27.14, the open interest changed by 9 which increased total open position to 14
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 1848, which was -578.6 lower than the previous day. The implied volatity was 26.8, the open interest changed by -4 which decreased total open position to 5
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 2426.6, which was 205.35 higher than the previous day. The implied volatity was 27.9, the open interest changed by 4 which increased total open position to 9
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 2221.25, which was -1549.2 lower than the previous day. The implied volatity was 24.35, 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 2404.4, which was 1093.5 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 2404.4, which was 1093.5 higher than the previous day. The implied volatity was 27.68, 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
