SENSEX
Sensex
Historical option data for SENSEX
13 Mar 2026 01:19 PM IST
| SENSEX 19-MAR-2026 75600 CE | ||||||||||||||||
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Delta: 0.37
Vega: 36.55
Theta: -82.79
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 74657.34 | 615.95 | -701.2 | 25.09 | 86,430 | 5,885 | 6,318 | |||||||||
| 12 Mar | 76034.42 | 1339 | -794.95 | 24.25 | 826 | 433 | 433 | |||||||||
| 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 75600 expiring on 19MAR2026
Delta for 75600 CE is 0.37
Historical price for 75600 CE is as follows
On 13 Mar SENSEX was trading at 74657.34. The strike last trading price was 615.95, which was -701.2 lower than the previous day. The implied volatity was 25.09, the open interest changed by 5885 which increased total open position to 6318
On 12 Mar SENSEX was trading at 76034.42. The strike last trading price was 1339, which was -794.95 lower than the previous day. The implied volatity was 24.25, the open interest changed by 433 which increased total open position to 433
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 75600 PE | |||||||
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Delta: -0.62
Vega: 36.8
Theta: -67.76
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 74657.34 | 1494.55 | 764.15 | 26.74 | 54,236 | 2,624 | 3,419 |
| 12 Mar | 76034.42 | 753.6 | 143.2 | 24.16 | 4,479 | 709 | 795 |
| 11 Mar | 76863.71 | 620.8 | 346.1 | 26.17 | 331 | 26 | 86 |
| 10 Mar | 78205.98 | 260.6 | -613.8 | 24.56 | 246 | 60 | 60 |
| 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 75600 expiring on 19MAR2026
Delta for 75600 PE is -0.62
Historical price for 75600 PE is as follows
On 13 Mar SENSEX was trading at 74657.34. The strike last trading price was 1494.55, which was 764.15 higher than the previous day. The implied volatity was 26.74, the open interest changed by 2624 which increased total open position to 3419
On 12 Mar SENSEX was trading at 76034.42. The strike last trading price was 753.6, which was 143.2 higher than the previous day. The implied volatity was 24.16, the open interest changed by 709 which increased total open position to 795
On 11 Mar SENSEX was trading at 76863.71. The strike last trading price was 620.8, which was 346.1 higher than the previous day. The implied volatity was 26.17, the open interest changed by 26 which increased total open position to 86
On 10 Mar SENSEX was trading at 78205.98. The strike last trading price was 260.6, which was -613.8 lower than the previous day. The implied volatity was 24.56, the open interest changed by 60 which increased total open position to 60
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
