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SENSEX

Sensex
77550.25 +918.60 (1.20%)
L: 76851.16 H: 77622.5

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Historical option data for SENSEX

10 Apr 2026 04:10 PM IST
Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV
SENSEX 16-Apr-2026 (4d) 74600 CE
Delta: 0.97
Vega: 7.61
Theta: -30.68
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
10 Apr 77550.25 3082.1 725.75 17.38 12 1 298
9 Apr 76631.65 2408.25 -802.85 23.34 72 -8 297
8 Apr 77562.90 3236.65 1901.7 19.52 606 -207 305
7 Apr 74616.58 1375 134.3 27.17 916 492 512
6 Apr 74106.85 1266.4 425.55 28.95 89 20 20
2 Apr 73319.55 0 0 - 0 0 0
1 Apr 73134.32 0 0 - 0 0 0
30 Mar 71947.55 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 74600 expiring on 16APR2026

Delta for 74600 CE is 0.97

Historical price for 74600 CE is as follows

On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 3082.1, which was 725.75 higher than the previous day. The implied volatity was 17.38, the open interest changed by 1 which increased total open position to 298


On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 2408.25, which was -802.85 lower than the previous day. The implied volatity was 23.34, the open interest changed by -8 which decreased total open position to 297


On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 3236.65, which was 1901.7 higher than the previous day. The implied volatity was 19.52, the open interest changed by -207 which decreased total open position to 305


On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 1375, which was 134.3 higher than the previous day. The implied volatity was 27.17, the open interest changed by 492 which increased total open position to 512


On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 1266.4, which was 425.55 higher than the previous day. The implied volatity was 28.95, the open interest changed by 20 which increased total open position to 20


On 2 Apr SENSEX was trading at 73319.55. 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 1 Apr SENSEX was trading at 73134.32. 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 30 Mar SENSEX was trading at 71947.55. 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 16-Apr-2026 (4d) 74600 PE
Delta: -0.09
Vega: 16.74
Theta: -31.89
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
10 Apr 77550.25 108.3 -126.3 24.31 26,984 1,762 2,059
9 Apr 76631.65 231.15 77 22.69 1,460 -18 297
8 Apr 77562.90 138.75 -1133.7 23 928 -118 315
7 Apr 74616.58 1275.25 -312.55 29.49 633 386 433
6 Apr 74106.85 1533.9 -430.15 27.95 58 47 47
2 Apr 73319.55 0 0 - 0 0 0
1 Apr 73134.32 0 0 - 0 0 0
30 Mar 71947.55 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 74600 expiring on 16APR2026

Delta for 74600 PE is -0.09

Historical price for 74600 PE is as follows

On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 108.3, which was -126.3 lower than the previous day. The implied volatity was 24.31, the open interest changed by 1762 which increased total open position to 2059


On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 231.15, which was 77 higher than the previous day. The implied volatity was 22.69, the open interest changed by -18 which decreased total open position to 297


On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 138.75, which was -1133.7 lower than the previous day. The implied volatity was 23, the open interest changed by -118 which decreased total open position to 315


On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 1275.25, which was -312.55 lower than the previous day. The implied volatity was 29.49, the open interest changed by 386 which increased total open position to 433


On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 1533.9, which was -430.15 lower than the previous day. The implied volatity was 27.95, the open interest changed by 47 which increased total open position to 47


On 2 Apr SENSEX was trading at 73319.55. 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 1 Apr SENSEX was trading at 73134.32. 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 30 Mar SENSEX was trading at 71947.55. 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