SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:39 PM IST
| SENSEX 30-Apr-2026 (6d) 74400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 31.61
Theta: -106.9
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 24 Apr | 76477.86 | 2745.25 | -644.75 | 35.38 | 14 | 2 | 57 | |||||||||
| 23 Apr | 77664.00 | 3390 | -1062.3 | - | 55 | 52 | 55 | |||||||||
| 22 Apr | 78516.49 | 4452.3 | -545.45 | - | 1 | -1 | 3 | |||||||||
| 21 Apr | 79273.33 | 3335.25 | -500.05 | - | 0 | 0 | 4 | |||||||||
| 20 Apr | 78520.30 | 3335.25 | -500.05 | - | 0 | 0 | 4 | |||||||||
| 17 Apr | 78493.54 | 3335.25 | -500.05 | - | 0 | 0 | 4 | |||||||||
| 16 Apr | 77988.68 | 3335.25 | -500.05 | - | 0 | 0 | 4 | |||||||||
| 15 Apr | 78111.24 | 3335.25 | -500.05 | - | 0 | 0 | 4 | |||||||||
| 13 Apr | 76847.57 | 3335.25 | -500.05 | - | 0 | 0 | 4 | |||||||||
| 10 Apr | 77550.25 | 3335.25 | -500.05 | - | 0 | 0 | 4 | |||||||||
| 9 Apr | 76631.65 | 3335.25 | -500.05 | 23.36 | 2 | -2 | 4 | |||||||||
| 8 Apr | 77562.90 | 3835.3 | 1664.35 | 16.83 | 10 | -9 | 6 | |||||||||
| 7 Apr | 74616.58 | 2161.05 | 248.35 | 24.12 | 16 | 6 | 15 | |||||||||
| 6 Apr | 74106.85 | 1912.7 | 210.55 | 24.15 | 4 | -3 | 9 | |||||||||
| 2 Apr | 73319.55 | 1631.65 | -64.9 | 23.1 | 13 | 0 | 12 | |||||||||
| 1 Apr | 73134.32 | 1696.55 | 137.5 | 23.63 | 22 | 6 | 12 | |||||||||
| 30 Mar | 71947.55 | 1559.05 | -697.9 | 27.19 | 4 | 0 | 6 | |||||||||
| 27 Mar | 73583.22 | 2256.95 | -633.05 | 25.88 | 7 | 5 | 6 | |||||||||
| 25 Mar | 75273.45 | 2890 | -91.65 | 21.29 | 2 | 0 | 1 | |||||||||
| 24 Mar | 74068.45 | 2981.65 | -0.05 | 28.87 | 1 | 1 | 1 | |||||||||
| 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 | |||||||||
| 2 Mar | 80238.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 74400 expiring on 30APR2026
Delta for 74400 CE is 0.75
Historical price for 74400 CE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 2745.25, which was -644.75 lower than the previous day. The implied volatity was 35.38, the open interest changed by 2 which increased total open position to 57
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 3390, which was -1062.3 lower than the previous day. The implied volatity was -, the open interest changed by 52 which increased total open position to 55
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 4452.3, which was -545.45 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 3
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 3335.25, which was -500.05 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 3335.25, which was -500.05 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 3335.25, which was -500.05 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 3335.25, which was -500.05 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 3335.25, which was -500.05 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 3335.25, which was -500.05 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 3335.25, which was -500.05 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 3335.25, which was -500.05 lower than the previous day. The implied volatity was 23.36, the open interest changed by -2 which decreased total open position to 4
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 3835.3, which was 1664.35 higher than the previous day. The implied volatity was 16.83, the open interest changed by -9 which decreased total open position to 6
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 2161.05, which was 248.35 higher than the previous day. The implied volatity was 24.12, the open interest changed by 6 which increased total open position to 15
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 1912.7, which was 210.55 higher than the previous day. The implied volatity was 24.15, the open interest changed by -3 which decreased total open position to 9
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 1631.65, which was -64.9 lower than the previous day. The implied volatity was 23.1, the open interest changed by 0 which decreased total open position to 12
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 1696.55, which was 137.5 higher than the previous day. The implied volatity was 23.63, the open interest changed by 6 which increased total open position to 12
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 1559.05, which was -697.9 lower than the previous day. The implied volatity was 27.19, 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 2256.95, which was -633.05 lower than the previous day. The implied volatity was 25.88, the open interest changed by 5 which increased total open position to 6
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 2890, which was -91.65 lower than the previous day. The implied volatity was 21.29, the open interest changed by 0 which decreased total open position to 1
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 2981.65, which was -0.05 lower than the previous day. The implied volatity was 28.87, the open interest changed by 1 which increased total open position to 1
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
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 30-Apr-2026 (6d) 74400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 21.95
Theta: -35.48
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76477.86 | 151.5 | 91.2 | 21.29 | 21,954 | 1,599 | 1,643 |
| 23 Apr | 77664.00 | 57.5 | 8.15 | - | 87 | 30 | 44 |
| 22 Apr | 78516.49 | 49.35 | 25.75 | - | 54 | 7 | 14 |
| 21 Apr | 79273.33 | 597.75 | 24.65 | - | 0 | 0 | 7 |
| 20 Apr | 78520.30 | 597.75 | 24.65 | - | 0 | 0 | 7 |
| 17 Apr | 78493.54 | 597.75 | 24.65 | - | 0 | 0 | 7 |
| 16 Apr | 77988.68 | 597.75 | 24.65 | - | 0 | 0 | 7 |
| 15 Apr | 78111.24 | 597.75 | 24.65 | - | 0 | 0 | 7 |
| 13 Apr | 76847.57 | 597.75 | 24.65 | - | 0 | 0 | 7 |
| 10 Apr | 77550.25 | 597.75 | 24.65 | - | 0 | 0 | 7 |
| 9 Apr | 76631.65 | 597.75 | 24.65 | 21.92 | 11 | 2 | 7 |
| 8 Apr | 77562.90 | 1731.85 | -215.85 | - | 0 | 0 | 5 |
| 7 Apr | 74616.58 | 1731.85 | -215.85 | 27.69 | 1 | 1 | 5 |
| 6 Apr | 74106.85 | 1947.7 | -333.6 | 27 | 1 | 0 | 4 |
| 2 Apr | 73319.55 | 2273.8 | -1622.75 | - | 0 | 0 | 4 |
| 1 Apr | 73134.32 | 2273.8 | -1622.75 | 24.1 | 2 | -2 | 4 |
| 30 Mar | 71947.55 | 2415.5 | 1024.55 | - | 0 | 0 | 6 |
| 27 Mar | 73583.22 | 2415.5 | 1024.55 | 26.23 | 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 |
| 2 Mar | 80238.85 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 74400 expiring on 30APR2026
Delta for 74400 PE is -0.14
Historical price for 74400 PE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 151.5, which was 91.2 higher than the previous day. The implied volatity was 21.29, the open interest changed by 1599 which increased total open position to 1643
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 57.5, which was 8.15 higher than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 44
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 49.35, which was 25.75 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 14
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 597.75, which was 24.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 597.75, which was 24.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 597.75, which was 24.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 597.75, which was 24.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 597.75, which was 24.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 597.75, which was 24.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 597.75, which was 24.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 597.75, which was 24.65 higher than the previous day. The implied volatity was 21.92, the open interest changed by 2 which increased total open position to 7
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 1731.85, which was -215.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 1731.85, which was -215.85 lower than the previous day. The implied volatity was 27.69, the open interest changed by 1 which increased total open position to 5
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 1947.7, which was -333.6 lower than the previous day. The implied volatity was 27, the open interest changed by 0 which decreased total open position to 4
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 2273.8, which was -1622.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 2273.8, which was -1622.75 lower than the previous day. The implied volatity was 24.1, 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 2415.5, which was 1024.55 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 2415.5, which was 1024.55 higher than the previous day. The implied volatity was 26.23, 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
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
