SENSEX
Sensex
Historical option data for SENSEX
06 Apr 2026 10:05 AM IST
| SENSEX 09-Apr-2026 (3d) 75200 CE | ||||||||||||||||
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Delta: 0.17
Vega: 17.31
Theta: -92.97
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Apr | 72876.54 | 204.35 | -99.8 | 33.4 | 15,269 | 1,400 | 1,741 | |||||||||
| 2 Apr | 73319.55 | 288.15 | -177.8 | 21.65 | 1,834 | 182 | 341 | |||||||||
| 1 Apr | 73134.32 | 481.55 | 63.65 | 26.38 | 432 | 83 | 159 | |||||||||
| 30 Mar | 71947.55 | 434.5 | -610.4 | 29.81 | 120 | 76 | 76 | |||||||||
| 27 Mar | 73583.22 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 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 | |||||||||
| 4 Mar | 79116.19 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 80238.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 75200 expiring on 09APR2026
Delta for 75200 CE is 0.17
Historical price for 75200 CE is as follows
On 6 Apr SENSEX was trading at 72876.54. The strike last trading price was 204.35, which was -99.8 lower than the previous day. The implied volatity was 33.4, the open interest changed by 1400 which increased total open position to 1741
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 288.15, which was -177.8 lower than the previous day. The implied volatity was 21.65, the open interest changed by 182 which increased total open position to 341
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 481.55, which was 63.65 higher than the previous day. The implied volatity was 26.38, the open interest changed by 83 which increased total open position to 159
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 434.5, which was -610.4 lower than the previous day. The implied volatity was 29.81, the open interest changed by 76 which increased total open position to 76
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 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 (3d) 75200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 14.94
Theta: -49.67
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Apr | 72876.54 | 2392.7 | 112.4 | 29.17 | 27 | 4 | 79 |
| 2 Apr | 73319.55 | 2280.3 | 6.9 | 29.73 | 3 | 0 | 75 |
| 1 Apr | 73134.32 | 2329.1 | -447.1 | 27.93 | 55 | 20 | 75 |
| 30 Mar | 71947.55 | 2776.2 | 336.2 | 13.33 | 3 | -2 | 55 |
| 27 Mar | 73583.22 | 2440 | 1281.7 | 30.94 | 81 | 57 | 57 |
| 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 |
| 4 Mar | 79116.19 | - | - | - | 0 | 0 | 0 |
| 2 Mar | 80238.85 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 75200 expiring on 09APR2026
Delta for 75200 PE is -0.86
Historical price for 75200 PE is as follows
On 6 Apr SENSEX was trading at 72876.54. The strike last trading price was 2392.7, which was 112.4 higher than the previous day. The implied volatity was 29.17, the open interest changed by 4 which increased total open position to 79
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 2280.3, which was 6.9 higher than the previous day. The implied volatity was 29.73, the open interest changed by 0 which decreased total open position to 75
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 2329.1, which was -447.1 lower than the previous day. The implied volatity was 27.93, the open interest changed by 20 which increased total open position to 75
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 2776.2, which was 336.2 higher than the previous day. The implied volatity was 13.33, the open interest changed by -2 which decreased total open position to 55
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 2440, which was 1281.7 higher than the previous day. The implied volatity was 30.94, the open interest changed by 57 which increased total open position to 57
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 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
