SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:38 PM IST
| SENSEX 30-Apr-2026 (6d) 75100 CE | ||||||||||||||||
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Delta: 0.8
Vega: 27.47
Theta: -58.91
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76515.39 | 1747.7 | -952.3 | 18.84 | 7 | 3 | 8 | |||||||||
| 23 Apr | 77664.00 | 2700 | -881.85 | - | 2 | -2 | 5 | |||||||||
| 22 Apr | 78516.49 | 3305.6 | 142.9 | - | 0 | 0 | 7 | |||||||||
| 21 Apr | 79273.33 | 3305.6 | 142.9 | - | 0 | 0 | 7 | |||||||||
| 20 Apr | 78520.30 | 3305.6 | 142.9 | - | 0 | 0 | 7 | |||||||||
| 17 Apr | 78493.54 | 3305.6 | 142.9 | 17.62 | 3 | 1 | 7 | |||||||||
| 16 Apr | 77988.68 | 2589.05 | -640.7 | - | 0 | 0 | 6 | |||||||||
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| 15 Apr | 78111.24 | 2589.05 | -640.7 | - | 0 | 0 | 6 | |||||||||
| 13 Apr | 76847.57 | 2589.05 | -640.7 | - | 0 | 0 | 6 | |||||||||
| 10 Apr | 77550.25 | 2589.05 | -640.7 | - | 0 | 0 | 6 | |||||||||
| 9 Apr | 76631.65 | 2589.05 | -640.7 | 19.48 | 2 | -2 | 6 | |||||||||
| 8 Apr | 77562.90 | 3229.75 | 1459 | 16.51 | 9 | -2 | 8 | |||||||||
| 7 Apr | 74616.58 | 1741.4 | 249.15 | 23.33 | 6 | 6 | 10 | |||||||||
| 6 Apr | 74106.85 | 1492.25 | 141.45 | 22.77 | 8 | 0 | 4 | |||||||||
| 2 Apr | 73319.55 | 1319.4 | -111.25 | 22.8 | 14 | -2 | 4 | |||||||||
| 1 Apr | 73134.32 | 1430.65 | 180.8 | 24.05 | 15 | 0 | 6 | |||||||||
| 30 Mar | 71947.55 | 1249.85 | -954.5 | 26.25 | 5 | 0 | 6 | |||||||||
| 27 Mar | 73583.22 | 2204.35 | -71.55 | 28.8 | 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 75100 expiring on 30APR2026
Delta for 75100 CE is 0.8
Historical price for 75100 CE is as follows
On 24 Apr SENSEX was trading at 76515.39. The strike last trading price was 1747.7, which was -952.3 lower than the previous day. The implied volatity was 18.84, the open interest changed by 3 which increased total open position to 8
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 2700, which was -881.85 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 5
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 3305.6, which was 142.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 3305.6, which was 142.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 3305.6, which was 142.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 3305.6, which was 142.9 higher than the previous day. The implied volatity was 17.62, the open interest changed by 1 which increased total open position to 7
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 2589.05, which was -640.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 2589.05, which was -640.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 2589.05, which was -640.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 2589.05, which was -640.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 2589.05, which was -640.7 lower than the previous day. The implied volatity was 19.48, the open interest changed by -2 which decreased total open position to 6
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 3229.75, which was 1459 higher than the previous day. The implied volatity was 16.51, the open interest changed by -2 which decreased total open position to 8
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 1741.4, which was 249.15 higher than the previous day. The implied volatity was 23.33, the open interest changed by 6 which increased total open position to 10
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 1492.25, which was 141.45 higher than the previous day. The implied volatity was 22.77, the open interest changed by 0 which decreased total open position to 4
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 1319.4, which was -111.25 lower than the previous day. The implied volatity was 22.8, the open interest changed by -2 which decreased total open position to 4
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 1430.65, which was 180.8 higher than the previous day. The implied volatity was 24.05, the open interest changed by 0 which decreased total open position to 6
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 1249.85, which was -954.5 lower than the previous day. The implied volatity was 26.25, 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 2204.35, which was -71.55 lower than the previous day. The implied volatity was 28.8, 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) 75100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.22
Vega: 29.19
Theta: -45.09
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76515.39 | 260.7 | 150.95 | 20.72 | 39,678 | 2,413 | 2,576 |
| 23 Apr | 77664.00 | 114 | 35.95 | - | 413 | 151 | 163 |
| 22 Apr | 78516.49 | 78.05 | -8.95 | - | 6 | 0 | 12 |
| 21 Apr | 79273.33 | 87 | -73.7 | - | 14 | 8 | 12 |
| 20 Apr | 78520.30 | 229.45 | -76.8 | - | 0 | 0 | 4 |
| 17 Apr | 78493.54 | 229.45 | -76.8 | 23.16 | 8 | -5 | 4 |
| 16 Apr | 77988.68 | 306.25 | 22.6 | 22.19 | 4 | -3 | 9 |
| 15 Apr | 78111.24 | 750.95 | 336.15 | - | 0 | 0 | 12 |
| 13 Apr | 76847.57 | 750.95 | 336.15 | 23.99 | 22 | 12 | 12 |
| 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 75100 expiring on 30APR2026
Delta for 75100 PE is -0.22
Historical price for 75100 PE is as follows
On 24 Apr SENSEX was trading at 76515.39. The strike last trading price was 260.7, which was 150.95 higher than the previous day. The implied volatity was 20.72, the open interest changed by 2413 which increased total open position to 2576
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 114, which was 35.95 higher than the previous day. The implied volatity was -, the open interest changed by 151 which increased total open position to 163
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 78.05, which was -8.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 87, which was -73.7 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 12
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 229.45, which was -76.8 lower 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 229.45, which was -76.8 lower than the previous day. The implied volatity was 23.16, the open interest changed by -5 which decreased total open position to 4
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 306.25, which was 22.6 higher than the previous day. The implied volatity was 22.19, the open interest changed by -3 which decreased total open position to 9
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 750.95, which was 336.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 750.95, which was 336.15 higher than the previous day. The implied volatity was 23.99, the open interest changed by 12 which increased total open position to 12
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
