SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:39 PM IST
| SENSEX 30-Apr-2026 (6d) 74900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.72
Vega: 33.31
Theta: -100.49
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76477.86 | 2263.6 | -622.65 | 31.4 | 8 | 0 | 4 | |||||||||
| 23 Apr | 77664.00 | 3768.15 | 0 | - | 0 | 0 | 4 | |||||||||
| 22 Apr | 78516.49 | 3490 | 1628.75 | - | 0 | 0 | 4 | |||||||||
| 21 Apr | 79273.33 | 3490 | 1628.75 | - | 0 | 0 | 4 | |||||||||
| 20 Apr | 78520.30 | 3490 | 1628.75 | - | 0 | 0 | 4 | |||||||||
| 17 Apr | 78493.54 | 3490 | 1628.75 | - | 0 | 0 | 4 | |||||||||
| 16 Apr | 77988.68 | 3490 | 1628.75 | - | 0 | 0 | 4 | |||||||||
| 15 Apr | 78111.24 | 3490 | 1628.75 | - | 0 | 0 | 4 | |||||||||
| 13 Apr | 76847.57 | 3490 | 1628.75 | - | 0 | 0 | 4 | |||||||||
| 10 Apr | 77550.25 | 3490 | 1628.75 | - | 0 | 0 | 4 | |||||||||
| 9 Apr | 76631.65 | 3490 | 1628.75 | - | 0 | 0 | 4 | |||||||||
| 8 Apr | 77562.90 | 3490 | 1628.75 | 18.53 | 11 | -5 | 4 | |||||||||
| 7 Apr | 74616.58 | 1865 | 112.95 | 23.67 | 9 | 6 | 9 | |||||||||
| 6 Apr | 74106.85 | 1752.05 | 310.6 | 25.01 | 6 | -1 | 3 | |||||||||
| 2 Apr | 73319.55 | 1395.8 | -157.6 | 22.78 | 13 | -3 | 4 | |||||||||
| 1 Apr | 73134.32 | 1553.4 | 201.85 | 24.83 | 12 | 0 | 7 | |||||||||
| 30 Mar | 71947.55 | 1351.55 | -671.7 | 27.42 | 5 | 1 | 7 | |||||||||
| 27 Mar | 73583.22 | 2028.3 | -355.35 | 25.86 | 6 | 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 74900 expiring on 30APR2026
Delta for 74900 CE is 0.72
Historical price for 74900 CE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 2263.6, which was -622.65 lower than the previous day. The implied volatity was 31.4, the open interest changed by 0 which decreased total open position to 4
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 3768.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 3490, which was 1628.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 3490, which was 1628.75 higher 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 3490, which was 1628.75 higher 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 3490, which was 1628.75 higher 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 3490, which was 1628.75 higher 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 3490, which was 1628.75 higher 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 3490, which was 1628.75 higher 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 3490, which was 1628.75 higher 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 3490, which was 1628.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 3490, which was 1628.75 higher than the previous day. The implied volatity was 18.53, the open interest changed by -5 which decreased total open position to 4
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 1865, which was 112.95 higher than the previous day. The implied volatity was 23.67, the open interest changed by 6 which increased total open position to 9
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 1752.05, which was 310.6 higher than the previous day. The implied volatity was 25.01, the open interest changed by -1 which decreased total open position to 3
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 1395.8, which was -157.6 lower than the previous day. The implied volatity was 22.78, the open interest changed by -3 which decreased total open position to 4
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 1553.4, which was 201.85 higher than the previous day. The implied volatity was 24.83, the open interest changed by 0 which decreased total open position to 7
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 1351.55, which was -671.7 lower than the previous day. The implied volatity was 27.42, the open interest changed by 1 which increased total open position to 7
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 2028.3, which was -355.35 lower than the previous day. The implied volatity was 25.86, 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) 74900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.2
Vega: 27.35
Theta: -42.77
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76477.86 | 227.85 | 136.2 | 20.87 | 28,429 | 2,218 | 2,232 |
| 23 Apr | 77664.00 | 98.05 | 36.6 | - | 23 | 14 | 14 |
| 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 74900 expiring on 30APR2026
Delta for 74900 PE is -0.2
Historical price for 74900 PE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 227.85, which was 136.2 higher than the previous day. The implied volatity was 20.87, the open interest changed by 2218 which increased total open position to 2232
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 98.05, which was 36.6 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 14
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
