SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:38 PM IST
| SENSEX 30-Apr-2026 (6d) 75500 CE | ||||||||||||||||
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Delta: 0.74
Vega: 31.99
Theta: -63.57
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76515.39 | 1430 | -908.45 | 18.4 | 766 | 186 | 331 | |||||||||
| 23 Apr | 77664.00 | 2330 | -886.6 | - | 52 | 23 | 145 | |||||||||
| 22 Apr | 78516.49 | 3848 | 428 | - | 0 | 0 | 122 | |||||||||
| 21 Apr | 79273.33 | 3848 | 428 | - | 10 | 3 | 122 | |||||||||
| 20 Apr | 78520.30 | 3420 | 55.5 | - | 30 | -6 | 119 | |||||||||
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| 17 Apr | 78493.54 | 3378.4 | 678.4 | 16.65 | 13 | -5 | 125 | |||||||||
| 16 Apr | 77988.68 | 2700 | -439.6 | 11.13 | 26 | -10 | 130 | |||||||||
| 15 Apr | 78111.24 | 2330 | -381 | - | 0 | 0 | 140 | |||||||||
| 13 Apr | 76847.57 | 2330 | -381 | 20.65 | 48 | 13 | 140 | |||||||||
| 10 Apr | 77550.25 | 2711 | 479.15 | 14.75 | 3 | -2 | 127 | |||||||||
| 9 Apr | 76631.65 | 2231.85 | -791.55 | 18.16 | 33 | -1 | 129 | |||||||||
| 8 Apr | 77562.90 | 2976.95 | 1418.75 | 17.76 | 258 | -114 | 130 | |||||||||
| 7 Apr | 74616.58 | 1630.65 | 171.35 | 24.35 | 290 | 36 | 244 | |||||||||
| 6 Apr | 74106.85 | 1453.4 | 225.15 | 24.66 | 171 | 69 | 208 | |||||||||
| 2 Apr | 73319.55 | 1145.55 | -92.25 | 22.45 | 250 | -119 | 139 | |||||||||
| 1 Apr | 73134.32 | 1239.4 | 164.1 | 23.6 | 159 | 32 | 258 | |||||||||
| 30 Mar | 71947.55 | 1121.05 | -610.85 | 26.25 | 65 | -18 | 226 | |||||||||
| 27 Mar | 73583.22 | 1721.25 | -626 | 24.84 | 407 | 66 | 244 | |||||||||
| 25 Mar | 75273.45 | 2289.65 | 451 | 21.52 | 105 | 20 | 178 | |||||||||
| 24 Mar | 74068.45 | 1896.85 | 418.3 | 22.85 | 107 | 94 | 158 | |||||||||
| 23 Mar | 72696.39 | 1480.4 | -498.05 | 25.13 | 42 | -12 | 64 | |||||||||
| 20 Mar | 74532.96 | 1978.45 | 49.1 | 20.13 | 31 | 14 | 76 | |||||||||
| 19 Mar | 74207.24 | 1914.3 | -1414.65 | 19.62 | 100 | 61 | 62 | |||||||||
| 18 Mar | 76704.13 | 3500 | -913.2 | - | 0 | 0 | 1 | |||||||||
| 17 Mar | 76070.84 | 3500 | -913.2 | - | 0 | 0 | 1 | |||||||||
| 16 Mar | 75502.85 | 3500 | -913.2 | - | 0 | 0 | 1 | |||||||||
| 13 Mar | 74563.92 | 3500 | -913.2 | - | 1 | 0 | 1 | |||||||||
| 12 Mar | 76034.42 | 3500 | -913.2 | 24.25 | 1 | 1 | 1 | |||||||||
| 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 75500 expiring on 30APR2026
Delta for 75500 CE is 0.74
Historical price for 75500 CE is as follows
On 24 Apr SENSEX was trading at 76515.39. The strike last trading price was 1430, which was -908.45 lower than the previous day. The implied volatity was 18.4, the open interest changed by 186 which increased total open position to 331
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 2330, which was -886.6 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 145
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 3848, which was 428 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 122
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 3848, which was 428 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 122
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 3420, which was 55.5 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 119
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 3378.4, which was 678.4 higher than the previous day. The implied volatity was 16.65, the open interest changed by -5 which decreased total open position to 125
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 2700, which was -439.6 lower than the previous day. The implied volatity was 11.13, the open interest changed by -10 which decreased total open position to 130
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 2330, which was -381 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 140
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 2330, which was -381 lower than the previous day. The implied volatity was 20.65, the open interest changed by 13 which increased total open position to 140
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 2711, which was 479.15 higher than the previous day. The implied volatity was 14.75, the open interest changed by -2 which decreased total open position to 127
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 2231.85, which was -791.55 lower than the previous day. The implied volatity was 18.16, the open interest changed by -1 which decreased total open position to 129
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 2976.95, which was 1418.75 higher than the previous day. The implied volatity was 17.76, the open interest changed by -114 which decreased total open position to 130
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 1630.65, which was 171.35 higher than the previous day. The implied volatity was 24.35, the open interest changed by 36 which increased total open position to 244
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 1453.4, which was 225.15 higher than the previous day. The implied volatity was 24.66, the open interest changed by 69 which increased total open position to 208
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 1145.55, which was -92.25 lower than the previous day. The implied volatity was 22.45, the open interest changed by -119 which decreased total open position to 139
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 1239.4, which was 164.1 higher than the previous day. The implied volatity was 23.6, the open interest changed by 32 which increased total open position to 258
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 1121.05, which was -610.85 lower than the previous day. The implied volatity was 26.25, the open interest changed by -18 which decreased total open position to 226
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 1721.25, which was -626 lower than the previous day. The implied volatity was 24.84, the open interest changed by 66 which increased total open position to 244
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 2289.65, which was 451 higher than the previous day. The implied volatity was 21.52, the open interest changed by 20 which increased total open position to 178
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 1896.85, which was 418.3 higher than the previous day. The implied volatity was 22.85, the open interest changed by 94 which increased total open position to 158
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 1480.4, which was -498.05 lower than the previous day. The implied volatity was 25.13, the open interest changed by -12 which decreased total open position to 64
On 20 Mar SENSEX was trading at 74532.96. The strike last trading price was 1978.45, which was 49.1 higher than the previous day. The implied volatity was 20.13, the open interest changed by 14 which increased total open position to 76
On 19 Mar SENSEX was trading at 74207.24. The strike last trading price was 1914.3, which was -1414.65 lower than the previous day. The implied volatity was 19.62, the open interest changed by 61 which increased total open position to 62
On 18 Mar SENSEX was trading at 76704.13. The strike last trading price was 3500, which was -913.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Mar SENSEX was trading at 76070.84. The strike last trading price was 3500, which was -913.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Mar SENSEX was trading at 75502.85. The strike last trading price was 3500, which was -913.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Mar SENSEX was trading at 74563.92. The strike last trading price was 3500, which was -913.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Mar SENSEX was trading at 76034.42. The strike last trading price was 3500, which was -913.2 lower than the previous day. The implied volatity was 24.25, the open interest changed by 1 which increased total open position to 1
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) 75500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.28
Vega: 33.21
Theta: -49.95
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76515.39 | 354.35 | 203.8 | 20.46 | 88,185 | 1,804 | 7,667 |
| 23 Apr | 77664.00 | 155.4 | 40.3 | - | 39,318 | 2,619 | 5,863 |
| 22 Apr | 78516.49 | 115 | 14 | - | 11,378 | 2,140 | 3,244 |
| 21 Apr | 79273.33 | 100 | -133.8 | - | 3,179 | 319 | 1,104 |
| 20 Apr | 78520.30 | 242.95 | 32.15 | - | 1,583 | 435 | 785 |
| 17 Apr | 78493.54 | 206 | -125.95 | 20.65 | 1,533 | 129 | 350 |
| 16 Apr | 77988.68 | 345.1 | -25.15 | 21.27 | 253 | -68 | 221 |
| 15 Apr | 78111.24 | 344.25 | -433.15 | 21.33 | 255 | -67 | 289 |
| 13 Apr | 76847.57 | 773.75 | 239.6 | 22.18 | 381 | 0 | 356 |
| 10 Apr | 77550.25 | 532.75 | -289.3 | 20.17 | 248 | -27 | 356 |
| 9 Apr | 76631.65 | 817.6 | 171.35 | 20.15 | 312 | 221 | 383 |
| 8 Apr | 77562.90 | 635 | -1545.95 | 21.37 | 194 | 5 | 162 |
| 7 Apr | 74616.58 | 2171.5 | -268.35 | 26.22 | 108 | 24 | 157 |
| 6 Apr | 74106.85 | 2376.3 | -676.5 | 24.62 | 62 | -3 | 133 |
| 2 Apr | 73319.55 | 3101.55 | -105.8 | 26.94 | 6 | -1 | 136 |
| 1 Apr | 73134.32 | 3207.35 | -792.65 | 27.28 | 76 | -1 | 137 |
| 30 Mar | 71947.55 | 4000 | 898.15 | 27.59 | 53 | -8 | 138 |
| 27 Mar | 73583.22 | 3206.5 | 1148.7 | 28.75 | 267 | 34 | 146 |
| 25 Mar | 75273.45 | 2061.45 | -633.7 | 24.58 | 213 | 49 | 112 |
| 24 Mar | 74068.45 | 2640.85 | -2280.1 | 24.91 | 6 | 2 | 63 |
| 23 Mar | 72696.39 | 2294.9 | -258.3 | - | 0 | 0 | 61 |
| 20 Mar | 74532.96 | 2294.9 | -258.3 | 22.7 | 115 | 51 | 61 |
| 19 Mar | 74207.24 | 1201.25 | -810.35 | - | 0 | 0 | 10 |
| 18 Mar | 76704.13 | 1201.25 | -810.35 | 20.02 | 14 | 10 | 10 |
| 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 75500 expiring on 30APR2026
Delta for 75500 PE is -0.28
Historical price for 75500 PE is as follows
On 24 Apr SENSEX was trading at 76515.39. The strike last trading price was 354.35, which was 203.8 higher than the previous day. The implied volatity was 20.46, the open interest changed by 1804 which increased total open position to 7667
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 155.4, which was 40.3 higher than the previous day. The implied volatity was -, the open interest changed by 2619 which increased total open position to 5863
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 115, which was 14 higher than the previous day. The implied volatity was -, the open interest changed by 2140 which increased total open position to 3244
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 100, which was -133.8 lower than the previous day. The implied volatity was -, the open interest changed by 319 which increased total open position to 1104
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 242.95, which was 32.15 higher than the previous day. The implied volatity was -, the open interest changed by 435 which increased total open position to 785
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 206, which was -125.95 lower than the previous day. The implied volatity was 20.65, the open interest changed by 129 which increased total open position to 350
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 345.1, which was -25.15 lower than the previous day. The implied volatity was 21.27, the open interest changed by -68 which decreased total open position to 221
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 344.25, which was -433.15 lower than the previous day. The implied volatity was 21.33, the open interest changed by -67 which decreased total open position to 289
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 773.75, which was 239.6 higher than the previous day. The implied volatity was 22.18, the open interest changed by 0 which decreased total open position to 356
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 532.75, which was -289.3 lower than the previous day. The implied volatity was 20.17, the open interest changed by -27 which decreased total open position to 356
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 817.6, which was 171.35 higher than the previous day. The implied volatity was 20.15, the open interest changed by 221 which increased total open position to 383
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 635, which was -1545.95 lower than the previous day. The implied volatity was 21.37, the open interest changed by 5 which increased total open position to 162
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 2171.5, which was -268.35 lower than the previous day. The implied volatity was 26.22, the open interest changed by 24 which increased total open position to 157
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 2376.3, which was -676.5 lower than the previous day. The implied volatity was 24.62, the open interest changed by -3 which decreased total open position to 133
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 3101.55, which was -105.8 lower than the previous day. The implied volatity was 26.94, the open interest changed by -1 which decreased total open position to 136
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 3207.35, which was -792.65 lower than the previous day. The implied volatity was 27.28, the open interest changed by -1 which decreased total open position to 137
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 4000, which was 898.15 higher than the previous day. The implied volatity was 27.59, the open interest changed by -8 which decreased total open position to 138
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 3206.5, which was 1148.7 higher than the previous day. The implied volatity was 28.75, the open interest changed by 34 which increased total open position to 146
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 2061.45, which was -633.7 lower than the previous day. The implied volatity was 24.58, the open interest changed by 49 which increased total open position to 112
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 2640.85, which was -2280.1 lower than the previous day. The implied volatity was 24.91, the open interest changed by 2 which increased total open position to 63
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 2294.9, which was -258.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61
On 20 Mar SENSEX was trading at 74532.96. The strike last trading price was 2294.9, which was -258.3 lower than the previous day. The implied volatity was 22.7, the open interest changed by 51 which increased total open position to 61
On 19 Mar SENSEX was trading at 74207.24. The strike last trading price was 1201.25, which was -810.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 18 Mar SENSEX was trading at 76704.13. The strike last trading price was 1201.25, which was -810.35 lower than the previous day. The implied volatity was 20.02, the open interest changed by 10 which increased total open position to 10
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
