SENSEX
Sensex
Historical option data for SENSEX
13 Mar 2026 03:36 PM IST
| SENSEX 19-MAR-2026 75500 CE | ||||||||||||||||
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Delta: 0.39
Vega: 36.59
Theta: -86.66
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 74563.92 | 650.55 | -730.2 | 25.89 | 3,20,979 | 8,699 | 9,053 | |||||||||
| 12 Mar | 76034.42 | 1410 | -789.15 | 24.06 | 1,300 | 354 | 354 | |||||||||
| 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 | |||||||||
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| 6 Mar | 78918.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 80015.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 75500 expiring on 19MAR2026
Delta for 75500 CE is 0.39
Historical price for 75500 CE is as follows
On 13 Mar SENSEX was trading at 74563.92. The strike last trading price was 650.55, which was -730.2 lower than the previous day. The implied volatity was 25.89, the open interest changed by 8699 which increased total open position to 9053
On 12 Mar SENSEX was trading at 76034.42. The strike last trading price was 1410, which was -789.15 lower than the previous day. The implied volatity was 24.06, the open interest changed by 354 which increased total open position to 354
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 75500 PE | |||||||
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Delta: -0.61
Vega: 36.79
Theta: -71.48
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 74563.92 | 1479.7 | 783.7 | 27.5 | 2,43,116 | 2,350 | 4,777 |
| 12 Mar | 76034.42 | 706 | 123.75 | 24.13 | 18,196 | 1,577 | 2,427 |
| 11 Mar | 76863.71 | 605 | 335.5 | 26.58 | 5,599 | 292 | 850 |
| 10 Mar | 78205.98 | 257.3 | -585.1 | 25.02 | 2,158 | 558 | 558 |
| 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 75500 expiring on 19MAR2026
Delta for 75500 PE is -0.61
Historical price for 75500 PE is as follows
On 13 Mar SENSEX was trading at 74563.92. The strike last trading price was 1479.7, which was 783.7 higher than the previous day. The implied volatity was 27.5, the open interest changed by 2350 which increased total open position to 4777
On 12 Mar SENSEX was trading at 76034.42. The strike last trading price was 706, which was 123.75 higher than the previous day. The implied volatity was 24.13, the open interest changed by 1577 which increased total open position to 2427
On 11 Mar SENSEX was trading at 76863.71. The strike last trading price was 605, which was 335.5 higher than the previous day. The implied volatity was 26.58, the open interest changed by 292 which increased total open position to 850
On 10 Mar SENSEX was trading at 78205.98. The strike last trading price was 257.3, which was -585.1 lower than the previous day. The implied volatity was 25.02, the open interest changed by 558 which increased total open position to 558
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
