SENSEX
Sensex
Historical option data for SENSEX
13 Mar 2026 04:11 PM IST
| SENSEX 19-MAR-2026 75400 CE | ||||||||||||||||
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Delta: 0.4
Vega: 36.99
Theta: -88.17
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 74563.92 | 685 | -769.75 | 26 | 1,89,955 | 5,772 | 5,836 | |||||||||
| 12 Mar | 76034.42 | 1469.35 | -796.1 | 24.51 | 87 | 64 | 64 | |||||||||
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| 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 | |||||||||
For Sensex - strike price 75400 expiring on 19MAR2026
Delta for 75400 CE is 0.4
Historical price for 75400 CE is as follows
On 13 Mar SENSEX was trading at 74563.92. The strike last trading price was 685, which was -769.75 lower than the previous day. The implied volatity was 26, the open interest changed by 5772 which increased total open position to 5836
On 12 Mar SENSEX was trading at 76034.42. The strike last trading price was 1469.35, which was -796.1 lower than the previous day. The implied volatity was 24.51, the open interest changed by 64 which increased total open position to 64
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
| SENSEX 19MAR2026 75400 PE | |||||||
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Delta: -0.59
Vega: 37.12
Theta: -72.28
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 74563.92 | 1411.15 | 749.45 | 27.41 | 1,85,873 | 2,277 | 2,758 |
| 12 Mar | 76034.42 | 671.65 | 115.7 | 24.26 | 3,699 | 409 | 481 |
| 11 Mar | 76863.71 | 565.25 | 314.7 | 26.37 | 308 | -6 | 72 |
| 10 Mar | 78205.98 | 237.9 | -573.35 | 24.9 | 213 | 78 | 78 |
| 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 |
For Sensex - strike price 75400 expiring on 19MAR2026
Delta for 75400 PE is -0.59
Historical price for 75400 PE is as follows
On 13 Mar SENSEX was trading at 74563.92. The strike last trading price was 1411.15, which was 749.45 higher than the previous day. The implied volatity was 27.41, the open interest changed by 2277 which increased total open position to 2758
On 12 Mar SENSEX was trading at 76034.42. The strike last trading price was 671.65, which was 115.7 higher than the previous day. The implied volatity was 24.26, the open interest changed by 409 which increased total open position to 481
On 11 Mar SENSEX was trading at 76863.71. The strike last trading price was 565.25, which was 314.7 higher than the previous day. The implied volatity was 26.37, the open interest changed by -6 which decreased total open position to 72
On 10 Mar SENSEX was trading at 78205.98. The strike last trading price was 237.9, which was -573.35 lower than the previous day. The implied volatity was 24.9, the open interest changed by 78 which increased total open position to 78
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
