SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:39 PM IST
| SENSEX 30-Apr-2026 (6d) 75600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.72
Vega: 33.46
Theta: -65.3
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76477.86 | 1332.7 | -914.45 | 18.4 | 34 | 18 | 25 | |||||||||
| 23 Apr | 77664.00 | 3127.05 | 0 | - | 0 | 0 | 7 | |||||||||
| 22 Apr | 78516.49 | 3060.55 | 0 | - | 0 | 0 | 7 | |||||||||
| 21 Apr | 79273.33 | 3060.55 | 0 | - | 0 | 0 | 7 | |||||||||
|
|
||||||||||||||||
| 20 Apr | 78520.30 | 3060.55 | 0 | - | 0 | 0 | 7 | |||||||||
| 17 Apr | 78493.54 | 3060.55 | 0 | - | 0 | 0 | 7 | |||||||||
| 16 Apr | 77988.68 | 3060.55 | 0 | 22.32 | 1 | -1 | 7 | |||||||||
| 15 Apr | 78111.24 | 2140.15 | -759.85 | - | 0 | 0 | 8 | |||||||||
| 13 Apr | 76847.57 | 2140.15 | -759.85 | - | 0 | 0 | 8 | |||||||||
| 10 Apr | 77550.25 | 2140.15 | -759.85 | - | 0 | 0 | 8 | |||||||||
| 9 Apr | 76631.65 | 2140.15 | -759.85 | 17.57 | 2 | -2 | 8 | |||||||||
| 8 Apr | 77562.90 | 2900 | 1415.45 | 17.75 | 15 | -4 | 10 | |||||||||
| 7 Apr | 74616.58 | 1487.7 | 79.3 | 23.03 | 11 | 4 | 14 | |||||||||
| 6 Apr | 74106.85 | 1414 | 287.1 | 24.52 | 14 | 5 | 10 | |||||||||
| 2 Apr | 73319.55 | 1102.9 | -86.45 | 22.34 | 17 | -2 | 5 | |||||||||
| 1 Apr | 73134.32 | 1191.05 | 128.85 | 23.42 | 19 | 1 | 7 | |||||||||
| 30 Mar | 71947.55 | 1062.2 | -611.85 | 25.85 | 8 | -4 | 6 | |||||||||
| 27 Mar | 73583.22 | 1674.15 | -730.45 | 24.76 | 10 | 8 | 10 | |||||||||
| 25 Mar | 75273.45 | 2404.6 | -197.6 | 23.3 | 1 | 1 | 2 | |||||||||
| 24 Mar | 74068.45 | 2629.85 | 0 | - | 0 | 0 | 1 | |||||||||
| 23 Mar | 72696.39 | 2629.85 | 0 | - | 0 | 0 | 1 | |||||||||
| 20 Mar | 74532.96 | 2629.85 | 0 | - | 0 | 0 | 1 | |||||||||
| 19 Mar | 74207.24 | 2629.85 | 0 | - | 0 | 0 | 1 | |||||||||
| 18 Mar | 76704.13 | 2629.85 | 0 | - | 0 | 0 | 1 | |||||||||
| 17 Mar | 76070.84 | 2629.85 | 0 | - | 0 | 0 | 1 | |||||||||
| 16 Mar | 75502.85 | 2629.85 | 0 | - | 0 | 0 | 1 | |||||||||
| 13 Mar | 74563.92 | 2629.85 | 0 | 23.97 | 1 | 1 | 1 | |||||||||
| 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 75600 expiring on 30APR2026
Delta for 75600 CE is 0.72
Historical price for 75600 CE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 1332.7, which was -914.45 lower than the previous day. The implied volatity was 18.4, the open interest changed by 18 which increased total open position to 25
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 3127.05, 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 3060.55, 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 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 3060.55, 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 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 3060.55, 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 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 3060.55, 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 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 3060.55, which was 0 lower than the previous day. The implied volatity was 22.32, the open interest changed by -1 which decreased total open position to 7
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 2140.15, which was -759.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 2140.15, which was -759.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 2140.15, which was -759.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 2140.15, which was -759.85 lower than the previous day. The implied volatity was 17.57, the open interest changed by -2 which decreased total open position to 8
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 2900, which was 1415.45 higher than the previous day. The implied volatity was 17.75, the open interest changed by -4 which decreased total open position to 10
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 1487.7, which was 79.3 higher than the previous day. The implied volatity was 23.03, the open interest changed by 4 which increased total open position to 14
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 1414, which was 287.1 higher than the previous day. The implied volatity was 24.52, the open interest changed by 5 which increased total open position to 10
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 1102.9, which was -86.45 lower than the previous day. The implied volatity was 22.34, the open interest changed by -2 which decreased total open position to 5
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 1191.05, which was 128.85 higher than the previous day. The implied volatity was 23.42, the open interest changed by 1 which increased total open position to 7
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 1062.2, which was -611.85 lower than the previous day. The implied volatity was 25.85, the open interest changed by -4 which decreased total open position to 6
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 1674.15, which was -730.45 lower than the previous day. The implied volatity was 24.76, the open interest changed by 8 which increased total open position to 10
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 2404.6, which was -197.6 lower than the previous day. The implied volatity was 23.3, the open interest changed by 1 which increased total open position to 2
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 2629.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 2629.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Mar SENSEX was trading at 74532.96. The strike last trading price was 2629.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Mar SENSEX was trading at 74207.24. The strike last trading price was 2629.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Mar SENSEX was trading at 76704.13. The strike last trading price was 2629.85, which was 0 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 2629.85, which was 0 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 2629.85, which was 0 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 2629.85, which was 0 lower than the previous day. The implied volatity was 23.97, the open interest changed by 1 which increased total open position to 1
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) 75600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.3
Vega: 34.46
Theta: -51.76
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76477.86 | 396.35 | 230.9 | 20.53 | 47,869 | 2,028 | 2,246 |
| 23 Apr | 77664.00 | 169 | 48.5 | - | 1,014 | 112 | 218 |
| 22 Apr | 78516.49 | 118 | 11.3 | - | 154 | 92 | 106 |
| 21 Apr | 79273.33 | 106.7 | -99.3 | - | 27 | 2 | 14 |
| 20 Apr | 78520.30 | 206 | -2.4 | - | 46 | -8 | 12 |
| 17 Apr | 78493.54 | 208.4 | -120.15 | 20.28 | 6 | 0 | 20 |
| 16 Apr | 77988.68 | 328.55 | -50.05 | 20.38 | 47 | 0 | 20 |
| 15 Apr | 78111.24 | 811 | 274.3 | - | 0 | 0 | 20 |
| 13 Apr | 76847.57 | 811 | 274.3 | 22.24 | 42 | 19 | 20 |
| 10 Apr | 77550.25 | 3662.35 | -51.05 | - | 0 | 0 | 1 |
| 9 Apr | 76631.65 | 3662.35 | -51.05 | - | 0 | 0 | 1 |
| 8 Apr | 77562.90 | 3662.35 | -51.05 | - | 0 | 0 | 1 |
| 7 Apr | 74616.58 | 3662.35 | -51.05 | - | 0 | 0 | 1 |
| 6 Apr | 74106.85 | 3662.35 | -51.05 | - | 0 | 0 | 1 |
| 2 Apr | 73319.55 | 3662.35 | -51.05 | - | 0 | 0 | 1 |
| 1 Apr | 73134.32 | 3662.35 | -51.05 | - | 0 | 0 | 1 |
| 30 Mar | 71947.55 | 3662.35 | -51.05 | - | 0 | 0 | 1 |
| 27 Mar | 73583.22 | 3662.35 | -51.05 | 41.22 | 0 | 0 | 1 |
| 25 Mar | 75273.45 | 3662.35 | -51.05 | 41.14 | 1 | 1 | 1 |
| 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 75600 expiring on 30APR2026
Delta for 75600 PE is -0.3
Historical price for 75600 PE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 396.35, which was 230.9 higher than the previous day. The implied volatity was 20.53, the open interest changed by 2028 which increased total open position to 2246
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 169, which was 48.5 higher than the previous day. The implied volatity was -, the open interest changed by 112 which increased total open position to 218
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 118, which was 11.3 higher than the previous day. The implied volatity was -, the open interest changed by 92 which increased total open position to 106
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 106.7, which was -99.3 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 14
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 206, which was -2.4 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 12
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 208.4, which was -120.15 lower than the previous day. The implied volatity was 20.28, the open interest changed by 0 which decreased total open position to 20
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 328.55, which was -50.05 lower than the previous day. The implied volatity was 20.38, the open interest changed by 0 which decreased total open position to 20
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 811, which was 274.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 811, which was 274.3 higher than the previous day. The implied volatity was 22.24, the open interest changed by 19 which increased total open position to 20
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 3662.35, which was -51.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 3662.35, which was -51.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 3662.35, which was -51.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 3662.35, which was -51.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 3662.35, which was -51.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 3662.35, which was -51.05 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 3662.35, which was -51.05 lower than the previous day. The implied volatity was -, 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 3662.35, which was -51.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 3662.35, which was -51.05 lower than the previous day. The implied volatity was 41.22, the open interest changed by 0 which decreased total open position to 1
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 3662.35, which was -51.05 lower than the previous day. The implied volatity was 41.14, the open interest changed by 1 which increased total open position to 1
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
