SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:38 PM IST
| SENSEX 30-Apr-2026 (6d) 75000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.82
Vega: 25.64
Theta: -55.56
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76515.39 | 1820 | -958 | 18.4 | 2,012 | 244 | 1,171 | |||||||||
| 23 Apr | 77664.00 | 2784.5 | -859.2 | - | 475 | 162 | 927 | |||||||||
| 22 Apr | 78516.49 | 3643.75 | -763.35 | - | 241 | 110 | 765 | |||||||||
| 21 Apr | 79273.33 | 4435 | 575 | - | 84 | -74 | 655 | |||||||||
| 20 Apr | 78520.30 | 3860 | 71.85 | - | 21 | -2 | 729 | |||||||||
| 17 Apr | 78493.54 | 3800 | 495.3 | 14.12 | 396 | -11 | 731 | |||||||||
| 16 Apr | 77988.68 | 3267.5 | -278.55 | 12.3 | 144 | 30 | 742 | |||||||||
| 15 Apr | 78111.24 | 3497.85 | 802.6 | 15.31 | 414 | 219 | 712 | |||||||||
| 13 Apr | 76847.57 | 2600.25 | -596.6 | 19.12 | 93 | 2 | 493 | |||||||||
| 10 Apr | 77550.25 | 3274.85 | 578.65 | 18.4 | 28 | -5 | 491 | |||||||||
| 9 Apr | 76631.65 | 2730 | -674.75 | 20.41 | 118 | 20 | 496 | |||||||||
| 8 Apr | 77562.90 | 3401.2 | 1579.95 | 18.36 | 524 | -285 | 476 | |||||||||
| 7 Apr | 74616.58 | 1848.9 | 133.9 | 24.12 | 611 | 111 | 761 | |||||||||
| 6 Apr | 74106.85 | 1705.95 | 284.8 | 25.17 | 796 | 114 | 650 | |||||||||
| 2 Apr | 73319.55 | 1395 | -53.85 | 23.27 | 783 | -142 | 536 | |||||||||
| 1 Apr | 73134.32 | 1460 | 169.35 | 23.79 | 798 | -74 | 678 | |||||||||
| 30 Mar | 71947.55 | 1320 | -662.85 | 26.81 | 605 | 3 | 752 | |||||||||
| 27 Mar | 73583.22 | 1993.85 | -696.65 | 25.55 | 725 | 253 | 749 | |||||||||
| 25 Mar | 75273.45 | 2669 | 505.95 | 22.71 | 459 | 144 | 496 | |||||||||
| 24 Mar | 74068.45 | 2230 | 500.5 | 23.91 | 337 | -26 | 352 | |||||||||
| 23 Mar | 72696.39 | 1709.45 | -551.3 | 25.67 | 294 | 36 | 378 | |||||||||
| 20 Mar | 74532.96 | 2270 | 123.2 | 20.57 | 195 | 24 | 342 | |||||||||
| 19 Mar | 74207.24 | 2214 | -1393.45 | 20.16 | 498 | 291 | 318 | |||||||||
| 18 Mar | 76704.13 | 3607.45 | 404.8 | 20.15 | 20 | 8 | 27 | |||||||||
| 17 Mar | 76070.84 | 3200 | 357 | 20.25 | 32 | -1 | 19 | |||||||||
|
|
||||||||||||||||
| 16 Mar | 75502.85 | 2772.65 | 272.65 | 20.1 | 70 | 10 | 20 | |||||||||
| 13 Mar | 74563.92 | 2500 | -477.3 | 20.38 | 12 | 10 | 10 | |||||||||
| 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 75000 expiring on 30APR2026
Delta for 75000 CE is 0.82
Historical price for 75000 CE is as follows
On 24 Apr SENSEX was trading at 76515.39. The strike last trading price was 1820, which was -958 lower than the previous day. The implied volatity was 18.4, the open interest changed by 244 which increased total open position to 1171
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 2784.5, which was -859.2 lower than the previous day. The implied volatity was -, the open interest changed by 162 which increased total open position to 927
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 3643.75, which was -763.35 lower than the previous day. The implied volatity was -, the open interest changed by 110 which increased total open position to 765
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 4435, which was 575 higher than the previous day. The implied volatity was -, the open interest changed by -74 which decreased total open position to 655
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 3860, which was 71.85 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 729
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 3800, which was 495.3 higher than the previous day. The implied volatity was 14.12, the open interest changed by -11 which decreased total open position to 731
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 3267.5, which was -278.55 lower than the previous day. The implied volatity was 12.3, the open interest changed by 30 which increased total open position to 742
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 3497.85, which was 802.6 higher than the previous day. The implied volatity was 15.31, the open interest changed by 219 which increased total open position to 712
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 2600.25, which was -596.6 lower than the previous day. The implied volatity was 19.12, the open interest changed by 2 which increased total open position to 493
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 3274.85, which was 578.65 higher than the previous day. The implied volatity was 18.4, the open interest changed by -5 which decreased total open position to 491
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 2730, which was -674.75 lower than the previous day. The implied volatity was 20.41, the open interest changed by 20 which increased total open position to 496
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 3401.2, which was 1579.95 higher than the previous day. The implied volatity was 18.36, the open interest changed by -285 which decreased total open position to 476
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 1848.9, which was 133.9 higher than the previous day. The implied volatity was 24.12, the open interest changed by 111 which increased total open position to 761
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 1705.95, which was 284.8 higher than the previous day. The implied volatity was 25.17, the open interest changed by 114 which increased total open position to 650
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 1395, which was -53.85 lower than the previous day. The implied volatity was 23.27, the open interest changed by -142 which decreased total open position to 536
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 1460, which was 169.35 higher than the previous day. The implied volatity was 23.79, the open interest changed by -74 which decreased total open position to 678
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 1320, which was -662.85 lower than the previous day. The implied volatity was 26.81, the open interest changed by 3 which increased total open position to 752
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 1993.85, which was -696.65 lower than the previous day. The implied volatity was 25.55, the open interest changed by 253 which increased total open position to 749
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 2669, which was 505.95 higher than the previous day. The implied volatity was 22.71, the open interest changed by 144 which increased total open position to 496
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 2230, which was 500.5 higher than the previous day. The implied volatity was 23.91, the open interest changed by -26 which decreased total open position to 352
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 1709.45, which was -551.3 lower than the previous day. The implied volatity was 25.67, the open interest changed by 36 which increased total open position to 378
On 20 Mar SENSEX was trading at 74532.96. The strike last trading price was 2270, which was 123.2 higher than the previous day. The implied volatity was 20.57, the open interest changed by 24 which increased total open position to 342
On 19 Mar SENSEX was trading at 74207.24. The strike last trading price was 2214, which was -1393.45 lower than the previous day. The implied volatity was 20.16, the open interest changed by 291 which increased total open position to 318
On 18 Mar SENSEX was trading at 76704.13. The strike last trading price was 3607.45, which was 404.8 higher than the previous day. The implied volatity was 20.15, the open interest changed by 8 which increased total open position to 27
On 17 Mar SENSEX was trading at 76070.84. The strike last trading price was 3200, which was 357 higher than the previous day. The implied volatity was 20.25, the open interest changed by -1 which decreased total open position to 19
On 16 Mar SENSEX was trading at 75502.85. The strike last trading price was 2772.65, which was 272.65 higher than the previous day. The implied volatity was 20.1, the open interest changed by 10 which increased total open position to 20
On 13 Mar SENSEX was trading at 74563.92. The strike last trading price was 2500, which was -477.3 lower than the previous day. The implied volatity was 20.38, the open interest changed by 10 which increased total open position to 10
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) 75000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 28.07
Theta: -43.63
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76515.39 | 239.8 | 139.85 | 20.79 | 2,21,377 | 1,040 | 16,528 |
| 23 Apr | 77664.00 | 101.7 | 22.35 | - | 62,304 | 3,832 | 15,488 |
| 22 Apr | 78516.49 | 78.4 | 4.2 | - | 29,613 | 7,733 | 11,656 |
| 21 Apr | 79273.33 | 73.95 | -94.5 | - | 14,479 | -153 | 3,923 |
| 20 Apr | 78520.30 | 190.9 | 30.65 | - | 10,847 | 1,820 | 4,076 |
| 17 Apr | 78493.54 | 157.85 | -93.95 | 21.14 | 5,077 | 1,214 | 2,256 |
| 16 Apr | 77988.68 | 269.95 | -17 | 21.66 | 1,396 | 153 | 1,042 |
| 15 Apr | 78111.24 | 300 | -342.85 | 22.48 | 1,139 | 90 | 889 |
| 13 Apr | 76847.57 | 655 | 202.3 | 22.82 | 923 | -51 | 799 |
| 10 Apr | 77550.25 | 392.2 | -357.7 | 19.75 | 377 | -24 | 850 |
| 9 Apr | 76631.65 | 744.35 | 195.95 | 21.53 | 732 | 107 | 874 |
| 8 Apr | 77562.90 | 525 | -1420.45 | 21.63 | 1,546 | 156 | 767 |
| 7 Apr | 74616.58 | 1952.85 | -232.45 | 26.79 | 216 | 19 | 611 |
| 6 Apr | 74106.85 | 2261.75 | -439.15 | 27.04 | 219 | 32 | 592 |
| 2 Apr | 73319.55 | 2650 | -77.55 | 25.09 | 108 | 31 | 560 |
| 1 Apr | 73134.32 | 2694.2 | -941.15 | 24.76 | 576 | -102 | 529 |
| 30 Mar | 71947.55 | 3417.9 | 573.65 | 24.46 | 102 | -41 | 631 |
| 27 Mar | 73583.22 | 2849.55 | 980.2 | 27.93 | 466 | 83 | 672 |
| 25 Mar | 75273.45 | 2100 | -345.35 | 27.48 | 698 | 209 | 589 |
| 24 Mar | 74068.45 | 2357.6 | -1028.3 | 24.77 | 198 | -17 | 380 |
| 23 Mar | 72696.39 | 3385.9 | 1234.8 | 26.52 | 201 | 78 | 397 |
| 20 Mar | 74532.96 | 2131.4 | -160.1 | 23.56 | 238 | 13 | 319 |
| 19 Mar | 74207.24 | 2162.75 | 1050.4 | 21.88 | 386 | 289 | 306 |
| 18 Mar | 76704.13 | 1082.5 | -354.3 | 20.56 | 37 | 3 | 17 |
| 17 Mar | 76070.84 | 1436.8 | -434.5 | 21.81 | 8 | 5 | 14 |
| 16 Mar | 75502.85 | 1871.3 | -358.2 | 23.28 | 7 | 2 | 9 |
| 13 Mar | 74563.92 | 2259 | 867.85 | 23.67 | 9 | 7 | 7 |
| 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 75000 expiring on 30APR2026
Delta for 75000 PE is -0.21
Historical price for 75000 PE is as follows
On 24 Apr SENSEX was trading at 76515.39. The strike last trading price was 239.8, which was 139.85 higher than the previous day. The implied volatity was 20.79, the open interest changed by 1040 which increased total open position to 16528
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 101.7, which was 22.35 higher than the previous day. The implied volatity was -, the open interest changed by 3832 which increased total open position to 15488
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 78.4, which was 4.2 higher than the previous day. The implied volatity was -, the open interest changed by 7733 which increased total open position to 11656
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 73.95, which was -94.5 lower than the previous day. The implied volatity was -, the open interest changed by -153 which decreased total open position to 3923
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 190.9, which was 30.65 higher than the previous day. The implied volatity was -, the open interest changed by 1820 which increased total open position to 4076
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 157.85, which was -93.95 lower than the previous day. The implied volatity was 21.14, the open interest changed by 1214 which increased total open position to 2256
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 269.95, which was -17 lower than the previous day. The implied volatity was 21.66, the open interest changed by 153 which increased total open position to 1042
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 300, which was -342.85 lower than the previous day. The implied volatity was 22.48, the open interest changed by 90 which increased total open position to 889
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 655, which was 202.3 higher than the previous day. The implied volatity was 22.82, the open interest changed by -51 which decreased total open position to 799
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 392.2, which was -357.7 lower than the previous day. The implied volatity was 19.75, the open interest changed by -24 which decreased total open position to 850
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 744.35, which was 195.95 higher than the previous day. The implied volatity was 21.53, the open interest changed by 107 which increased total open position to 874
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 525, which was -1420.45 lower than the previous day. The implied volatity was 21.63, the open interest changed by 156 which increased total open position to 767
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 1952.85, which was -232.45 lower than the previous day. The implied volatity was 26.79, the open interest changed by 19 which increased total open position to 611
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 2261.75, which was -439.15 lower than the previous day. The implied volatity was 27.04, the open interest changed by 32 which increased total open position to 592
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 2650, which was -77.55 lower than the previous day. The implied volatity was 25.09, the open interest changed by 31 which increased total open position to 560
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 2694.2, which was -941.15 lower than the previous day. The implied volatity was 24.76, the open interest changed by -102 which decreased total open position to 529
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 3417.9, which was 573.65 higher than the previous day. The implied volatity was 24.46, the open interest changed by -41 which decreased total open position to 631
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 2849.55, which was 980.2 higher than the previous day. The implied volatity was 27.93, the open interest changed by 83 which increased total open position to 672
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 2100, which was -345.35 lower than the previous day. The implied volatity was 27.48, the open interest changed by 209 which increased total open position to 589
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 2357.6, which was -1028.3 lower than the previous day. The implied volatity was 24.77, the open interest changed by -17 which decreased total open position to 380
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 3385.9, which was 1234.8 higher than the previous day. The implied volatity was 26.52, the open interest changed by 78 which increased total open position to 397
On 20 Mar SENSEX was trading at 74532.96. The strike last trading price was 2131.4, which was -160.1 lower than the previous day. The implied volatity was 23.56, the open interest changed by 13 which increased total open position to 319
On 19 Mar SENSEX was trading at 74207.24. The strike last trading price was 2162.75, which was 1050.4 higher than the previous day. The implied volatity was 21.88, the open interest changed by 289 which increased total open position to 306
On 18 Mar SENSEX was trading at 76704.13. The strike last trading price was 1082.5, which was -354.3 lower than the previous day. The implied volatity was 20.56, the open interest changed by 3 which increased total open position to 17
On 17 Mar SENSEX was trading at 76070.84. The strike last trading price was 1436.8, which was -434.5 lower than the previous day. The implied volatity was 21.81, the open interest changed by 5 which increased total open position to 14
On 16 Mar SENSEX was trading at 75502.85. The strike last trading price was 1871.3, which was -358.2 lower than the previous day. The implied volatity was 23.28, the open interest changed by 2 which increased total open position to 9
On 13 Mar SENSEX was trading at 74563.92. The strike last trading price was 2259, which was 867.85 higher than the previous day. The implied volatity was 23.67, the open interest changed by 7 which increased total open position to 7
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
