SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:38 PM IST
| SENSEX 30-Apr-2026 (6d) 74800 CE | ||||||||||||||||
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Delta: 0.76
Vega: 30.89
Theta: -86.01
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76515.39 | 2245.9 | -734.8 | 27.84 | 7 | 5 | 7 | |||||||||
| 23 Apr | 77664.00 | 3862.15 | 0 | - | 0 | 0 | 2 | |||||||||
| 22 Apr | 78516.49 | 3124.5 | -442.55 | - | 0 | 0 | 2 | |||||||||
| 21 Apr | 79273.33 | 3124.5 | -442.55 | - | 0 | 0 | 2 | |||||||||
| 20 Apr | 78520.30 | 3124.5 | -442.55 | - | 0 | 0 | 2 | |||||||||
| 17 Apr | 78493.54 | 3124.5 | -442.55 | - | 0 | 0 | 2 | |||||||||
| 16 Apr | 77988.68 | 3124.5 | -442.55 | - | 0 | 0 | 2 | |||||||||
| 15 Apr | 78111.24 | 3124.5 | -442.55 | - | 0 | 0 | 2 | |||||||||
| 13 Apr | 76847.57 | 3124.5 | -442.55 | - | 0 | 0 | 2 | |||||||||
| 10 Apr | 77550.25 | 3124.5 | -442.55 | - | 0 | 0 | 2 | |||||||||
| 9 Apr | 76631.65 | 3124.5 | -442.55 | 24.5 | 2 | -1 | 2 | |||||||||
| 8 Apr | 77562.90 | 3567.05 | 1717.25 | 18.44 | 8 | -4 | 3 | |||||||||
| 7 Apr | 74616.58 | 1849.8 | 208.55 | 22.79 | 9 | 5 | 7 | |||||||||
| 6 Apr | 74106.85 | 1641.25 | 159.65 | 23.11 | 2 | -2 | 2 | |||||||||
| 2 Apr | 73319.55 | 1455.5 | -145.15 | 23.02 | 12 | -4 | 4 | |||||||||
| 1 Apr | 73134.32 | 1600.65 | 208.35 | 24.92 | 8 | 2 | 8 | |||||||||
| 30 Mar | 71947.55 | 1392.3 | -691.45 | 26.88 | 4 | 0 | 6 | |||||||||
| 27 Mar | 73583.22 | 2089.5 | -349.2 | 25.63 | 6 | 6 | 6 | |||||||||
| 25 Mar | 75273.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 74068.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 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 74800 expiring on 30APR2026
Delta for 74800 CE is 0.76
Historical price for 74800 CE is as follows
On 24 Apr SENSEX was trading at 76515.39. The strike last trading price was 2245.9, which was -734.8 lower than the previous day. The implied volatity was 27.84, the open interest changed by 5 which increased total open position to 7
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 3862.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 3124.5, which was -442.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 3124.5, which was -442.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 3124.5, which was -442.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 3124.5, which was -442.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 3124.5, which was -442.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 3124.5, which was -442.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 3124.5, which was -442.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 3124.5, which was -442.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 3124.5, which was -442.55 lower than the previous day. The implied volatity was 24.5, the open interest changed by -1 which decreased total open position to 2
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 3567.05, which was 1717.25 higher than the previous day. The implied volatity was 18.44, the open interest changed by -4 which decreased total open position to 3
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 1849.8, which was 208.55 higher than the previous day. The implied volatity was 22.79, the open interest changed by 5 which increased total open position to 7
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 1641.25, which was 159.65 higher than the previous day. The implied volatity was 23.11, the open interest changed by -2 which decreased total open position to 2
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 1455.5, which was -145.15 lower than the previous day. The implied volatity was 23.02, the open interest changed by -4 which decreased total open position to 4
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 1600.65, which was 208.35 higher than the previous day. The implied volatity was 24.92, the open interest changed by 2 which increased total open position to 8
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 1392.3, which was -691.45 lower than the previous day. The implied volatity was 26.88, 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 2089.5, which was -349.2 lower than the previous day. The implied volatity was 25.63, 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
| SENSEX 30-Apr-2026 (6d) 74800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.18
Vega: 25.88
Theta: -40.66
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76515.39 | 203.5 | 117.75 | 20.89 | 33,894 | 2,687 | 2,697 |
| 23 Apr | 77664.00 | 78.75 | 23.2 | - | 16 | 10 | 10 |
| 22 Apr | 78516.49 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 79273.33 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 78520.30 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 78493.54 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 77988.68 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 78111.24 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 76847.57 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 77550.25 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 76631.65 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 77562.90 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 74616.58 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 74106.85 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
| 27 Mar | 73583.22 | 0 | 0 | - | 0 | 0 | 0 |
| 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 74800 expiring on 30APR2026
Delta for 74800 PE is -0.18
Historical price for 74800 PE is as follows
On 24 Apr SENSEX was trading at 76515.39. The strike last trading price was 203.5, which was 117.75 higher than the previous day. The implied volatity was 20.89, the open interest changed by 2687 which increased total open position to 2697
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 78.75, which was 23.2 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 22 Apr SENSEX was trading at 78516.49. 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 21 Apr SENSEX was trading at 79273.33. 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 Apr SENSEX was trading at 78520.30. 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 Apr SENSEX was trading at 78493.54. 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 Apr SENSEX was trading at 77988.68. 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 15 Apr SENSEX was trading at 78111.24. 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 13 Apr SENSEX was trading at 76847.57. 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 Apr SENSEX was trading at 77550.25. 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 Apr SENSEX was trading at 76631.65. 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 8 Apr SENSEX was trading at 77562.90. 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 7 Apr SENSEX was trading at 74616.58. 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 Apr SENSEX was trading at 74106.85. 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 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 27 Mar SENSEX was trading at 73583.22. 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 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
