SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:39 PM IST
| SENSEX 30-Apr-2026 (6d) 75700 CE | ||||||||||||||||
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Delta: 0.7
Vega: 34.47
Theta: -66.63
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76477.86 | 1268.45 | -891.35 | 18.47 | 107 | 44 | 54 | |||||||||
| 23 Apr | 77664.00 | 3038.3 | 0 | - | 0 | 0 | 10 | |||||||||
| 22 Apr | 78516.49 | 2768.3 | 126.45 | - | 0 | 0 | 10 | |||||||||
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| 21 Apr | 79273.33 | 2768.3 | 126.45 | - | 0 | 0 | 10 | |||||||||
| 20 Apr | 78520.30 | 2768.3 | 126.45 | - | 0 | 0 | 10 | |||||||||
| 17 Apr | 78493.54 | 2768.3 | 126.45 | 7.75 | 3 | 0 | 10 | |||||||||
| 16 Apr | 77988.68 | 2446.65 | -310.9 | - | 0 | 0 | 10 | |||||||||
| 15 Apr | 78111.24 | 2446.65 | -310.9 | - | 0 | 0 | 10 | |||||||||
| 13 Apr | 76847.57 | 2446.65 | -310.9 | - | 0 | 0 | 10 | |||||||||
| 10 Apr | 77550.25 | 2446.65 | -310.9 | - | 0 | 0 | 10 | |||||||||
| 9 Apr | 76631.65 | 2446.65 | -310.9 | 23.24 | 3 | -2 | 10 | |||||||||
| 8 Apr | 77562.90 | 2757.55 | 1317.25 | 16.58 | 9 | -2 | 12 | |||||||||
| 7 Apr | 74616.58 | 1431.15 | 188.5 | 22.86 | 20 | 4 | 14 | |||||||||
| 6 Apr | 74106.85 | 1242.65 | 146.5 | 22.74 | 12 | 4 | 10 | |||||||||
| 2 Apr | 73319.55 | 1066 | -85.6 | 22.3 | 14 | -2 | 6 | |||||||||
| 1 Apr | 73134.32 | 1151.6 | 111.05 | 23.35 | 25 | 0 | 8 | |||||||||
| 30 Mar | 71947.55 | 1049.2 | -578.25 | 26.06 | 10 | 0 | 8 | |||||||||
| 27 Mar | 73583.22 | 1627.45 | -344.45 | 24.67 | 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 | |||||||||
| 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 75700 expiring on 30APR2026
Delta for 75700 CE is 0.7
Historical price for 75700 CE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 1268.45, which was -891.35 lower than the previous day. The implied volatity was 18.47, the open interest changed by 44 which increased total open position to 54
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 3038.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 2768.3, which was 126.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 2768.3, which was 126.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 2768.3, which was 126.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 2768.3, which was 126.45 higher than the previous day. The implied volatity was 7.75, the open interest changed by 0 which decreased total open position to 10
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 2446.65, which was -310.9 lower than the previous day. The implied volatity was -, 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 2446.65, which was -310.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 2446.65, which was -310.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 2446.65, which was -310.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 2446.65, which was -310.9 lower than the previous day. The implied volatity was 23.24, the open interest changed by -2 which decreased total open position to 10
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 2757.55, which was 1317.25 higher than the previous day. The implied volatity was 16.58, the open interest changed by -2 which decreased total open position to 12
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 1431.15, which was 188.5 higher than the previous day. The implied volatity was 22.86, 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 1242.65, which was 146.5 higher than the previous day. The implied volatity was 22.74, the open interest changed by 4 which increased total open position to 10
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 1066, which was -85.6 lower than the previous day. The implied volatity was 22.3, the open interest changed by -2 which decreased total open position to 6
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 1151.6, which was 111.05 higher than the previous day. The implied volatity was 23.35, the open interest changed by 0 which decreased total open position to 8
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 1049.2, which was -578.25 lower than the previous day. The implied volatity was 26.06, the open interest changed by 0 which decreased total open position to 8
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 1627.45, which was -344.45 lower than the previous day. The implied volatity was 24.67, 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) 75700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.32
Vega: 35.34
Theta: -52.74
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76477.86 | 428.6 | 248.2 | 20.49 | 45,182 | 2,441 | 2,583 |
| 23 Apr | 77664.00 | 185.9 | 54.1 | - | 467 | 74 | 142 |
| 22 Apr | 78516.49 | 135.75 | 15.4 | - | 116 | 54 | 68 |
| 21 Apr | 79273.33 | 120.8 | -80.2 | - | 78 | -42 | 14 |
| 20 Apr | 78520.30 | 201 | -87.5 | - | 56 | 54 | 56 |
| 17 Apr | 78493.54 | 288.5 | -80.5 | 22.15 | 16 | -5 | 2 |
| 16 Apr | 77988.68 | 369.2 | -31.05 | 20.92 | 23 | -10 | 7 |
| 15 Apr | 78111.24 | 837.8 | 273.9 | - | 0 | 0 | 17 |
| 13 Apr | 76847.57 | 837.8 | 273.9 | 22.4 | 24 | 17 | 17 |
| 10 Apr | 77550.25 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 76631.65 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 77562.90 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 74616.58 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 74106.85 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 73319.55 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 73134.32 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 71947.55 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 73583.22 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
| 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 75700 expiring on 30APR2026
Delta for 75700 PE is -0.32
Historical price for 75700 PE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 428.6, which was 248.2 higher than the previous day. The implied volatity was 20.49, the open interest changed by 2441 which increased total open position to 2583
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 185.9, which was 54.1 higher than the previous day. The implied volatity was -, the open interest changed by 74 which increased total open position to 142
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 135.75, which was 15.4 higher than the previous day. The implied volatity was -, the open interest changed by 54 which increased total open position to 68
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 120.8, which was -80.2 lower than the previous day. The implied volatity was -, the open interest changed by -42 which decreased total open position to 14
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 201, which was -87.5 lower than the previous day. The implied volatity was -, the open interest changed by 54 which increased total open position to 56
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 288.5, which was -80.5 lower than the previous day. The implied volatity was 22.15, the open interest changed by -5 which decreased total open position to 2
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 369.2, which was -31.05 lower than the previous day. The implied volatity was 20.92, the open interest changed by -10 which decreased total open position to 7
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 837.8, which was 273.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 837.8, which was 273.9 higher than the previous day. The implied volatity was 22.4, the open interest changed by 17 which increased total open position to 17
On 10 Apr SENSEX was trading at 77550.25. 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 Apr SENSEX was trading at 76631.65. 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 8 Apr SENSEX was trading at 77562.90. 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 7 Apr SENSEX was trading at 74616.58. 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 Apr SENSEX was trading at 74106.85. 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 2 Apr SENSEX was trading at 73319.55. 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 1 Apr SENSEX was trading at 73134.32. 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 30 Mar SENSEX was trading at 71947.55. 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 27 Mar SENSEX was trading at 73583.22. 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 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
