SENSEX
Sensex
Historical option data for SENSEX
27 Mar 2026 04:11 PM IST
| SENSEX 02-APR-2026 74500 CE | ||||||||||||||||
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Delta: 0.4
Vega: 36.49
Theta: -92.52
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 Mar | 73583.22 | 734.25 | -897.2 | 27.84 | 2,13,785 | 10,857 | 11,595 | |||||||||
| 25 Mar | 75273.45 | 1655.1 | 494.6 | 25.49 | 2,574 | -313 | 738 | |||||||||
| 24 Mar | 74068.45 | 1301.05 | 485.25 | 28.3 | 4,626 | 530 | 1,051 | |||||||||
| 23 Mar | 72696.39 | 831.35 | -625.25 | 31.41 | 1,794 | 200 | 521 | |||||||||
| 20 Mar | 74532.96 | 1425.55 | 136.25 | 22.07 | 1,217 | 194 | 321 | |||||||||
| 19 Mar | 74207.24 | 1375.2 | -1522.75 | 23.79 | 447 | 116 | 127 | |||||||||
| 18 Mar | 76704.13 | 2040 | 85.65 | - | 0 | 0 | 11 | |||||||||
| 17 Mar | 76070.84 | 2040 | 85.65 | - | 0 | 0 | 11 | |||||||||
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| 16 Mar | 75502.85 | 2040 | 85.65 | 21.57 | 13 | 11 | 11 | |||||||||
| 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 | |||||||||
| 4 Mar | 79116.19 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 80238.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 74500 expiring on 02APR2026
Delta for 74500 CE is 0.4
Historical price for 74500 CE is as follows
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 734.25, which was -897.2 lower than the previous day. The implied volatity was 27.84, the open interest changed by 10857 which increased total open position to 11595
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 1655.1, which was 494.6 higher than the previous day. The implied volatity was 25.49, the open interest changed by -313 which decreased total open position to 738
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 1301.05, which was 485.25 higher than the previous day. The implied volatity was 28.3, the open interest changed by 530 which increased total open position to 1051
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 831.35, which was -625.25 lower than the previous day. The implied volatity was 31.41, the open interest changed by 200 which increased total open position to 521
On 20 Mar SENSEX was trading at 74532.96. The strike last trading price was 1425.55, which was 136.25 higher than the previous day. The implied volatity was 22.07, the open interest changed by 194 which increased total open position to 321
On 19 Mar SENSEX was trading at 74207.24. The strike last trading price was 1375.2, which was -1522.75 lower than the previous day. The implied volatity was 23.79, the open interest changed by 116 which increased total open position to 127
On 18 Mar SENSEX was trading at 76704.13. The strike last trading price was 2040, which was 85.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 17 Mar SENSEX was trading at 76070.84. The strike last trading price was 2040, which was 85.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 16 Mar SENSEX was trading at 75502.85. The strike last trading price was 2040, which was 85.65 higher than the previous day. The implied volatity was 21.57, the open interest changed by 11 which increased total open position to 11
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 4 Mar SENSEX was trading at 79116.19. The strike last trading price was -, which was - 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 02APR2026 74500 PE | |||||||
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Delta: -0.59
Vega: 36.81
Theta: -85.92
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 Mar | 73583.22 | 1603 | 795 | 32 | 2,00,280 | 4,008 | 7,009 |
| 25 Mar | 75273.45 | 833.2 | -635 | 28.21 | 13,228 | 2,199 | 3,001 |
| 24 Mar | 74068.45 | 1414 | -1010.2 | 28.76 | 1,925 | 481 | 802 |
| 23 Mar | 72696.39 | 2500 | 1255.4 | 31.34 | 529 | -78 | 321 |
| 20 Mar | 74532.96 | 1230 | -129.4 | 25.04 | 2,338 | 335 | 399 |
| 19 Mar | 74207.24 | 1412 | 886.35 | 26.72 | 151 | 59 | 64 |
| 18 Mar | 76704.13 | 1749.55 | 83.3 | - | 0 | 0 | 5 |
| 17 Mar | 76070.84 | 1749.55 | 83.3 | 40.93 | 3 | 3 | 5 |
| 16 Mar | 75502.85 | 1666.25 | 0 | 34.12 | 2 | 2 | 2 |
| 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 |
| 4 Mar | 79116.19 | - | - | - | 0 | 0 | 0 |
| 2 Mar | 80238.85 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 74500 expiring on 02APR2026
Delta for 74500 PE is -0.59
Historical price for 74500 PE is as follows
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 1603, which was 795 higher than the previous day. The implied volatity was 32, the open interest changed by 4008 which increased total open position to 7009
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 833.2, which was -635 lower than the previous day. The implied volatity was 28.21, the open interest changed by 2199 which increased total open position to 3001
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 1414, which was -1010.2 lower than the previous day. The implied volatity was 28.76, the open interest changed by 481 which increased total open position to 802
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 2500, which was 1255.4 higher than the previous day. The implied volatity was 31.34, the open interest changed by -78 which decreased total open position to 321
On 20 Mar SENSEX was trading at 74532.96. The strike last trading price was 1230, which was -129.4 lower than the previous day. The implied volatity was 25.04, the open interest changed by 335 which increased total open position to 399
On 19 Mar SENSEX was trading at 74207.24. The strike last trading price was 1412, which was 886.35 higher than the previous day. The implied volatity was 26.72, the open interest changed by 59 which increased total open position to 64
On 18 Mar SENSEX was trading at 76704.13. The strike last trading price was 1749.55, which was 83.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 17 Mar SENSEX was trading at 76070.84. The strike last trading price was 1749.55, which was 83.3 higher than the previous day. The implied volatity was 40.93, the open interest changed by 3 which increased total open position to 5
On 16 Mar SENSEX was trading at 75502.85. The strike last trading price was 1666.25, which was 0 lower than the previous day. The implied volatity was 34.12, the open interest changed by 2 which increased total open position to 2
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 4 Mar SENSEX was trading at 79116.19. The strike last trading price was -, which was - 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
