SENSEX
Sensex
Historical option data for SENSEX
02 Apr 2026 04:11 PM IST
| SENSEX 09-Apr-2026 (4d) 75000 CE | ||||||||||||||||
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Delta: 0.25
Vega: 32.31
Theta: -55.35
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 73319.55 | 327 | -197 | 21.84 | 47,424 | 6,068 | 7,931 | |||||||||
| 1 Apr | 73134.32 | 549 | 106.45 | 26.71 | 8,181 | 1,044 | 1,863 | |||||||||
| 30 Mar | 71947.55 | 492 | -641.45 | 30.22 | 2,203 | 499 | 819 | |||||||||
| 27 Mar | 73583.22 | 1129 | -702.9 | 29.39 | 923 | 138 | 320 | |||||||||
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| 25 Mar | 75273.45 | 1825.2 | 428 | 25.03 | 380 | 165 | 182 | |||||||||
| 24 Mar | 74068.45 | 1433.65 | 384.85 | 26.71 | 32 | 13 | 17 | |||||||||
| 23 Mar | 72696.39 | 1048.8 | -510.8 | 29.85 | 10 | 3 | 4 | |||||||||
| 20 Mar | 74532.96 | 1559.6 | 324.5 | 22.34 | 3 | 1 | 1 | |||||||||
| 19 Mar | 74207.24 | 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 75000 expiring on 09APR2026
Delta for 75000 CE is 0.25
Historical price for 75000 CE is as follows
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 327, which was -197 lower than the previous day. The implied volatity was 21.84, the open interest changed by 6068 which increased total open position to 7931
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 549, which was 106.45 higher than the previous day. The implied volatity was 26.71, the open interest changed by 1044 which increased total open position to 1863
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 492, which was -641.45 lower than the previous day. The implied volatity was 30.22, the open interest changed by 499 which increased total open position to 819
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 1129, which was -702.9 lower than the previous day. The implied volatity was 29.39, the open interest changed by 138 which increased total open position to 320
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 1825.2, which was 428 higher than the previous day. The implied volatity was 25.03, the open interest changed by 165 which increased total open position to 182
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 1433.65, which was 384.85 higher than the previous day. The implied volatity was 26.71, the open interest changed by 13 which increased total open position to 17
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 1048.8, which was -510.8 lower than the previous day. The implied volatity was 29.85, the open interest changed by 3 which increased total open position to 4
On 20 Mar SENSEX was trading at 74532.96. The strike last trading price was 1559.6, which was 324.5 higher than the previous day. The implied volatity was 22.34, the open interest changed by 1 which increased total open position to 1
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 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 09-Apr-2026 (4d) 75000 PE | |||||||
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Delta: -0.71
Vega: 34.6
Theta: -49.14
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 73319.55 | 2003 | -175.65 | 25.9 | 1,688 | 737 | 987 |
| 1 Apr | 73134.32 | 2189.75 | -987.35 | 28.03 | 417 | 158 | 250 |
| 30 Mar | 71947.55 | 3170 | 786.3 | 29.34 | 85 | -1 | 92 |
| 27 Mar | 73583.22 | 2442.3 | 1089.65 | 33.25 | 410 | 26 | 93 |
| 25 Mar | 75273.45 | 1388.45 | -1060.35 | 27.43 | 294 | 67 | 67 |
| 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 |
| 4 Mar | 79116.19 | - | - | - | 0 | 0 | 0 |
| 2 Mar | 80238.85 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 75000 expiring on 09APR2026
Delta for 75000 PE is -0.71
Historical price for 75000 PE is as follows
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 2003, which was -175.65 lower than the previous day. The implied volatity was 25.9, the open interest changed by 737 which increased total open position to 987
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 2189.75, which was -987.35 lower than the previous day. The implied volatity was 28.03, the open interest changed by 158 which increased total open position to 250
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 3170, which was 786.3 higher than the previous day. The implied volatity was 29.34, the open interest changed by -1 which decreased total open position to 92
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 2442.3, which was 1089.65 higher than the previous day. The implied volatity was 33.25, the open interest changed by 26 which increased total open position to 93
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 1388.45, which was -1060.35 lower than the previous day. The implied volatity was 27.43, the open interest changed by 67 which increased total open position to 67
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 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
