SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:38 PM IST
| SENSEX 30-Apr-2026 (6d) 75400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.76
Vega: 30.96
Theta: -62.93
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76515.39 | 1514.1 | -911.1 | 18.65 | 48 | 25 | 32 | |||||||||
| 23 Apr | 77664.00 | 3306.9 | 0 | - | 0 | 0 | 7 | |||||||||
| 22 Apr | 78516.49 | 2419.9 | -599.95 | - | 0 | 0 | 7 | |||||||||
| 21 Apr | 79273.33 | 2419.9 | -599.95 | - | 0 | 0 | 7 | |||||||||
| 20 Apr | 78520.30 | 2419.9 | -599.95 | - | 0 | 0 | 7 | |||||||||
| 17 Apr | 78493.54 | 2419.9 | -599.95 | - | 0 | 0 | 7 | |||||||||
| 16 Apr | 77988.68 | 2419.9 | -599.95 | - | 0 | 0 | 7 | |||||||||
| 15 Apr | 78111.24 | 2419.9 | -599.95 | - | 0 | 0 | 7 | |||||||||
| 13 Apr | 76847.57 | 2419.9 | -599.95 | - | 0 | 0 | 7 | |||||||||
| 10 Apr | 77550.25 | 2419.9 | -599.95 | - | 0 | 0 | 7 | |||||||||
| 9 Apr | 76631.65 | 2419.9 | -599.95 | 19.82 | 2 | -2 | 7 | |||||||||
| 8 Apr | 77562.90 | 3019.85 | 1429.7 | 17.12 | 10 | -1 | 9 | |||||||||
| 7 Apr | 74616.58 | 1586.2 | 192.65 | 23.15 | 10 | 5 | 10 | |||||||||
| 6 Apr | 74106.85 | 1393.55 | 173.35 | 23.31 | 10 | 1 | 5 | |||||||||
| 2 Apr | 73319.55 | 1188.6 | -36.05 | 22.55 | 12 | -2 | 4 | |||||||||
| 1 Apr | 73134.32 | 1224.65 | 70.65 | 23.08 | 12 | -1 | 6 | |||||||||
| 30 Mar | 71947.55 | 1179.35 | -590.9 | 26.62 | 11 | -1 | 7 | |||||||||
| 27 Mar | 73583.22 | 1770 | -350.3 | 24.94 | 8 | 8 | 8 | |||||||||
| 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 | |||||||||
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| 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 | |||||||||
For Sensex - strike price 75400 expiring on 30APR2026
Delta for 75400 CE is 0.76
Historical price for 75400 CE is as follows
On 24 Apr SENSEX was trading at 76515.39. The strike last trading price was 1514.1, which was -911.1 lower than the previous day. The implied volatity was 18.65, the open interest changed by 25 which increased total open position to 32
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 3306.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 2419.9, which was -599.95 lower 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 2419.9, which was -599.95 lower 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 2419.9, which was -599.95 lower 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 2419.9, which was -599.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 2419.9, which was -599.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 2419.9, which was -599.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 2419.9, which was -599.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 2419.9, which was -599.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 2419.9, which was -599.95 lower than the previous day. The implied volatity was 19.82, the open interest changed by -2 which decreased total open position to 7
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 3019.85, which was 1429.7 higher than the previous day. The implied volatity was 17.12, the open interest changed by -1 which decreased total open position to 9
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 1586.2, which was 192.65 higher than the previous day. The implied volatity was 23.15, the open interest changed by 5 which increased total open position to 10
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 1393.55, which was 173.35 higher than the previous day. The implied volatity was 23.31, the open interest changed by 1 which increased total open position to 5
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 1188.6, which was -36.05 lower than the previous day. The implied volatity was 22.55, 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 1224.65, which was 70.65 higher than the previous day. The implied volatity was 23.08, the open interest changed by -1 which decreased total open position to 6
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 1179.35, which was -590.9 lower than the previous day. The implied volatity was 26.62, the open interest changed by -1 which decreased total open position to 7
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 1770, which was -350.3 lower than the previous day. The implied volatity was 24.94, the open interest changed by 8 which increased total open position to 8
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
| SENSEX 30-Apr-2026 (6d) 75400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.26
Vega: 32.28
Theta: -48.89
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76515.39 | 329.45 | 187.8 | 20.53 | 34,933 | 1,912 | 2,025 |
| 23 Apr | 77664.00 | 140 | 62.3 | - | 393 | 108 | 113 |
| 22 Apr | 78516.49 | 77.7 | 12.7 | - | 1 | -1 | 5 |
| 21 Apr | 79273.33 | 165 | -88.9 | - | 0 | 0 | 6 |
| 20 Apr | 78520.30 | 165 | -88.9 | - | 3 | 1 | 6 |
| 17 Apr | 78493.54 | 253.9 | -64.05 | 22.5 | 46 | -5 | 5 |
| 16 Apr | 77988.68 | 317.95 | -4.55 | 21.08 | 7 | 0 | 10 |
| 15 Apr | 78111.24 | 322.5 | -415.65 | 21.27 | 22 | -9 | 10 |
| 13 Apr | 76847.57 | 756.35 | 116 | 22.45 | 40 | 15 | 19 |
| 10 Apr | 77550.25 | 640.35 | -131.95 | 22.57 | 1 | -1 | 4 |
| 9 Apr | 76631.65 | 772.3 | -68 | 19.98 | 4 | 3 | 5 |
| 8 Apr | 77562.90 | 2937.9 | 41.4 | - | 0 | 0 | 2 |
| 7 Apr | 74616.58 | 2937.9 | 41.4 | - | 0 | 0 | 2 |
| 6 Apr | 74106.85 | 2937.9 | 41.4 | 33.05 | 4 | 1 | 2 |
| 2 Apr | 73319.55 | 3481.5 | -7.05 | - | 0 | 0 | 1 |
| 1 Apr | 73134.32 | 3481.5 | -7.05 | 20.19 | 0 | 0 | 1 |
| 30 Mar | 71947.55 | 3481.5 | -7.05 | 21.57 | 2 | -1 | 1 |
| 27 Mar | 73583.22 | 3481.9 | -117.75 | 40.35 | 0 | 0 | 2 |
| 25 Mar | 75273.45 | 3481.9 | -117.75 | 40.28 | 2 | 2 | 2 |
| 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 |
For Sensex - strike price 75400 expiring on 30APR2026
Delta for 75400 PE is -0.26
Historical price for 75400 PE is as follows
On 24 Apr SENSEX was trading at 76515.39. The strike last trading price was 329.45, which was 187.8 higher than the previous day. The implied volatity was 20.53, the open interest changed by 1912 which increased total open position to 2025
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 140, which was 62.3 higher than the previous day. The implied volatity was -, the open interest changed by 108 which increased total open position to 113
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 77.7, which was 12.7 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 5
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 165, which was -88.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 165, which was -88.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 253.9, which was -64.05 lower than the previous day. The implied volatity was 22.5, the open interest changed by -5 which decreased total open position to 5
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 317.95, which was -4.55 lower than the previous day. The implied volatity was 21.08, the open interest changed by 0 which decreased total open position to 10
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 322.5, which was -415.65 lower than the previous day. The implied volatity was 21.27, the open interest changed by -9 which decreased total open position to 10
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 756.35, which was 116 higher than the previous day. The implied volatity was 22.45, the open interest changed by 15 which increased total open position to 19
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 640.35, which was -131.95 lower than the previous day. The implied volatity was 22.57, the open interest changed by -1 which decreased total open position to 4
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 772.3, which was -68 lower than the previous day. The implied volatity was 19.98, the open interest changed by 3 which increased total open position to 5
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 2937.9, which was 41.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 2937.9, which was 41.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 2937.9, which was 41.4 higher than the previous day. The implied volatity was 33.05, the open interest changed by 1 which increased total open position to 2
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 3481.5, which was -7.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 3481.5, which was -7.05 lower than the previous day. The implied volatity was 20.19, the open interest changed by 0 which decreased total open position to 1
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 3481.5, which was -7.05 lower than the previous day. The implied volatity was 21.57, the open interest changed by -1 which decreased total open position to 1
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 3481.9, which was -117.75 lower than the previous day. The implied volatity was 40.35, the open interest changed by 0 which decreased total open position to 2
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 3481.9, which was -117.75 lower than the previous day. The implied volatity was 40.28, the open interest changed by 2 which increased total open position to 2
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
