SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:38 PM IST
| SENSEX 30-Apr-2026 (6d) 74500 CE | ||||||||||||||||
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Delta: 0.86
Vega: 22.21
Theta: -55.34
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76515.39 | 2290.4 | -928.15 | 20.79 | 25 | 9 | 110 | |||||||||
| 23 Apr | 77664.00 | 3203 | -895.3 | - | 57 | 29 | 101 | |||||||||
| 22 Apr | 78516.49 | 4091.35 | -808.65 | - | 40 | 0 | 72 | |||||||||
| 21 Apr | 79273.33 | 4900 | 665.5 | - | 5 | 0 | 72 | |||||||||
| 20 Apr | 78520.30 | 4000 | 225.3 | - | 0 | 0 | 72 | |||||||||
| 17 Apr | 78493.54 | 4000 | 225.3 | 13.88 | 9 | -8 | 72 | |||||||||
| 16 Apr | 77988.68 | 3774.7 | -182.3 | 13.74 | 28 | -15 | 80 | |||||||||
| 15 Apr | 78111.24 | 3957 | 1208.2 | 14.8 | 12 | -1 | 95 | |||||||||
| 13 Apr | 76847.57 | 2748.8 | -822.5 | 13.38 | 3 | 1 | 96 | |||||||||
| 10 Apr | 77550.25 | 3571.3 | 546.3 | 15.18 | 6 | -1 | 95 | |||||||||
| 9 Apr | 76631.65 | 3025 | -833.2 | 19.49 | 41 | 1 | 96 | |||||||||
| 8 Apr | 77562.90 | 3939.65 | 1836.65 | 21.11 | 317 | -221 | 95 | |||||||||
| 7 Apr | 74616.58 | 2160 | 160.35 | 24.84 | 196 | 84 | 316 | |||||||||
| 6 Apr | 74106.85 | 1977.05 | 340.45 | 25.47 | 217 | -59 | 232 | |||||||||
| 2 Apr | 73319.55 | 1576.85 | -104.85 | 22.96 | 193 | -18 | 291 | |||||||||
| 1 Apr | 73134.32 | 1700 | 223.9 | 24.21 | 232 | 45 | 309 | |||||||||
| 30 Mar | 71947.55 | 1741.85 | -481.95 | 29.81 | 188 | 59 | 264 | |||||||||
| 27 Mar | 73583.22 | 2156.45 | -767.75 | 24.84 | 218 | 66 | 205 | |||||||||
| 25 Mar | 75273.45 | 2924.2 | 340.8 | 22.35 | 48 | -10 | 139 | |||||||||
| 24 Mar | 74068.45 | 2657 | 569.05 | 25.83 | 215 | 108 | 149 | |||||||||
| 23 Mar | 72696.39 | 2087.95 | -642.05 | 27.64 | 93 | 10 | 41 | |||||||||
| 20 Mar | 74532.96 | 2730 | 260.7 | 22.55 | 51 | -25 | 31 | |||||||||
| 19 Mar | 74207.24 | 2482.1 | -1470.95 | 20.2 | 57 | 56 | 56 | |||||||||
| 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 | |||||||||
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| 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 74500 expiring on 30APR2026
Delta for 74500 CE is 0.86
Historical price for 74500 CE is as follows
On 24 Apr SENSEX was trading at 76515.39. The strike last trading price was 2290.4, which was -928.15 lower than the previous day. The implied volatity was 20.79, the open interest changed by 9 which increased total open position to 110
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 3203, which was -895.3 lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 101
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 4091.35, which was -808.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 4900, which was 665.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 4000, which was 225.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 4000, which was 225.3 higher than the previous day. The implied volatity was 13.88, the open interest changed by -8 which decreased total open position to 72
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 3774.7, which was -182.3 lower than the previous day. The implied volatity was 13.74, the open interest changed by -15 which decreased total open position to 80
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 3957, which was 1208.2 higher than the previous day. The implied volatity was 14.8, the open interest changed by -1 which decreased total open position to 95
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 2748.8, which was -822.5 lower than the previous day. The implied volatity was 13.38, the open interest changed by 1 which increased total open position to 96
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 3571.3, which was 546.3 higher than the previous day. The implied volatity was 15.18, the open interest changed by -1 which decreased total open position to 95
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 3025, which was -833.2 lower than the previous day. The implied volatity was 19.49, the open interest changed by 1 which increased total open position to 96
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 3939.65, which was 1836.65 higher than the previous day. The implied volatity was 21.11, the open interest changed by -221 which decreased total open position to 95
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 2160, which was 160.35 higher than the previous day. The implied volatity was 24.84, the open interest changed by 84 which increased total open position to 316
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 1977.05, which was 340.45 higher than the previous day. The implied volatity was 25.47, the open interest changed by -59 which decreased total open position to 232
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 1576.85, which was -104.85 lower than the previous day. The implied volatity was 22.96, the open interest changed by -18 which decreased total open position to 291
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 1700, which was 223.9 higher than the previous day. The implied volatity was 24.21, the open interest changed by 45 which increased total open position to 309
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 1741.85, which was -481.95 lower than the previous day. The implied volatity was 29.81, the open interest changed by 59 which increased total open position to 264
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 2156.45, which was -767.75 lower than the previous day. The implied volatity was 24.84, the open interest changed by 66 which increased total open position to 205
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 2924.2, which was 340.8 higher than the previous day. The implied volatity was 22.35, the open interest changed by -10 which decreased total open position to 139
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 2657, which was 569.05 higher than the previous day. The implied volatity was 25.83, the open interest changed by 108 which increased total open position to 149
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 2087.95, which was -642.05 lower than the previous day. The implied volatity was 27.64, the open interest changed by 10 which increased total open position to 41
On 20 Mar SENSEX was trading at 74532.96. The strike last trading price was 2730, which was 260.7 higher than the previous day. The implied volatity was 22.55, the open interest changed by -25 which decreased total open position to 31
On 19 Mar SENSEX was trading at 74207.24. The strike last trading price was 2482.1, which was -1470.95 lower than the previous day. The implied volatity was 20.2, the open interest changed by 56 which increased total open position to 56
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) 74500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 22.65
Theta: -36.35
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76515.39 | 159.6 | 92.35 | 21.18 | 1,19,821 | -1,152 | 12,300 |
| 23 Apr | 77664.00 | 66.95 | 11.1 | - | 45,181 | 11,380 | 13,452 |
| 22 Apr | 78516.49 | 52.75 | -2.35 | - | 6,775 | 1,090 | 2,072 |
| 21 Apr | 79273.33 | 53.95 | -72.65 | - | 4,752 | -294 | 982 |
| 20 Apr | 78520.30 | 139.05 | 13.55 | - | 2,923 | 970 | 1,276 |
| 17 Apr | 78493.54 | 127.4 | -72.4 | 21.93 | 605 | 191 | 306 |
| 16 Apr | 77988.68 | 203.55 | 8.15 | 21.87 | 175 | -46 | 115 |
| 15 Apr | 78111.24 | 579.95 | 183.95 | - | 0 | 0 | 161 |
| 13 Apr | 76847.57 | 579.95 | 183.95 | 23.96 | 87 | 4 | 161 |
| 10 Apr | 77550.25 | 396 | -196.15 | 21.87 | 17 | -7 | 157 |
| 9 Apr | 76631.65 | 585 | 117.45 | 21.24 | 31 | 3 | 164 |
| 8 Apr | 77562.90 | 462.55 | -1279.2 | 22.49 | 107 | 1 | 161 |
| 7 Apr | 74616.58 | 1714.45 | -237.9 | 26.83 | 127 | 21 | 160 |
| 6 Apr | 74106.85 | 1937.75 | -575.75 | 26.03 | 129 | 11 | 139 |
| 2 Apr | 73319.55 | 2509.5 | 27.1 | 26.91 | 32 | -7 | 128 |
| 1 Apr | 73134.32 | 2511.45 | -913.25 | 26.07 | 161 | 2 | 135 |
| 30 Mar | 71947.55 | 3424.7 | 794.55 | 28.63 | 105 | 1 | 133 |
| 27 Mar | 73583.22 | 2713.9 | 1019.1 | 28.98 | 301 | 46 | 132 |
| 25 Mar | 75273.45 | 1694.8 | -576.2 | 25.41 | 68 | 12 | 86 |
| 24 Mar | 74068.45 | 2277.9 | -767.3 | 26.57 | 85 | -56 | 74 |
| 23 Mar | 72696.39 | 3087.65 | 1161.05 | 26.52 | 169 | 76 | 130 |
| 20 Mar | 74532.96 | 1932.7 | 79.15 | 23.9 | 27 | 3 | 54 |
| 19 Mar | 74207.24 | 1967.3 | 699.55 | 23.66 | 85 | 51 | 51 |
| 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 74500 expiring on 30APR2026
Delta for 74500 PE is -0.15
Historical price for 74500 PE is as follows
On 24 Apr SENSEX was trading at 76515.39. The strike last trading price was 159.6, which was 92.35 higher than the previous day. The implied volatity was 21.18, the open interest changed by -1152 which decreased total open position to 12300
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 66.95, which was 11.1 higher than the previous day. The implied volatity was -, the open interest changed by 11380 which increased total open position to 13452
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 52.75, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by 1090 which increased total open position to 2072
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 53.95, which was -72.65 lower than the previous day. The implied volatity was -, the open interest changed by -294 which decreased total open position to 982
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 139.05, which was 13.55 higher than the previous day. The implied volatity was -, the open interest changed by 970 which increased total open position to 1276
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 127.4, which was -72.4 lower than the previous day. The implied volatity was 21.93, the open interest changed by 191 which increased total open position to 306
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 203.55, which was 8.15 higher than the previous day. The implied volatity was 21.87, the open interest changed by -46 which decreased total open position to 115
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 579.95, which was 183.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 161
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 579.95, which was 183.95 higher than the previous day. The implied volatity was 23.96, the open interest changed by 4 which increased total open position to 161
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 396, which was -196.15 lower than the previous day. The implied volatity was 21.87, the open interest changed by -7 which decreased total open position to 157
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 585, which was 117.45 higher than the previous day. The implied volatity was 21.24, the open interest changed by 3 which increased total open position to 164
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 462.55, which was -1279.2 lower than the previous day. The implied volatity was 22.49, the open interest changed by 1 which increased total open position to 161
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 1714.45, which was -237.9 lower than the previous day. The implied volatity was 26.83, the open interest changed by 21 which increased total open position to 160
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 1937.75, which was -575.75 lower than the previous day. The implied volatity was 26.03, the open interest changed by 11 which increased total open position to 139
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 2509.5, which was 27.1 higher than the previous day. The implied volatity was 26.91, the open interest changed by -7 which decreased total open position to 128
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 2511.45, which was -913.25 lower than the previous day. The implied volatity was 26.07, the open interest changed by 2 which increased total open position to 135
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 3424.7, which was 794.55 higher than the previous day. The implied volatity was 28.63, the open interest changed by 1 which increased total open position to 133
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 2713.9, which was 1019.1 higher than the previous day. The implied volatity was 28.98, the open interest changed by 46 which increased total open position to 132
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 1694.8, which was -576.2 lower than the previous day. The implied volatity was 25.41, the open interest changed by 12 which increased total open position to 86
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 2277.9, which was -767.3 lower than the previous day. The implied volatity was 26.57, the open interest changed by -56 which decreased total open position to 74
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 3087.65, which was 1161.05 higher than the previous day. The implied volatity was 26.52, the open interest changed by 76 which increased total open position to 130
On 20 Mar SENSEX was trading at 74532.96. The strike last trading price was 1932.7, which was 79.15 higher than the previous day. The implied volatity was 23.9, the open interest changed by 3 which increased total open position to 54
On 19 Mar SENSEX was trading at 74207.24. The strike last trading price was 1967.3, which was 699.55 higher than the previous day. The implied volatity was 23.66, the open interest changed by 51 which increased total open position to 51
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
