SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:39 PM IST
| SENSEX 30-Apr-2026 (6d) 75800 CE | ||||||||||||||||
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Delta: 0.68
Vega: 35.47
Theta: -67.54
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76477.86 | 1192.8 | -880.8 | 18.4 | 167 | 55 | 67 | |||||||||
| 23 Apr | 77664.00 | 2950.35 | 0 | - | 0 | 0 | 12 | |||||||||
| 22 Apr | 78516.49 | 3026.65 | 0 | - | 0 | 0 | 12 | |||||||||
| 21 Apr | 79273.33 | 3026.65 | 0 | - | 0 | 0 | 12 | |||||||||
| 20 Apr | 78520.30 | 3026.65 | 0 | - | 1 | 0 | 12 | |||||||||
| 17 Apr | 78493.54 | 2925 | 589.55 | - | 0 | 0 | 12 | |||||||||
| 16 Apr | 77988.68 | 2925 | 589.55 | - | 0 | 0 | 12 | |||||||||
| 15 Apr | 78111.24 | 2925 | 589.55 | 18.97 | 5 | 0 | 12 | |||||||||
| 13 Apr | 76847.57 | 2285.9 | -446.7 | - | 0 | 0 | 12 | |||||||||
| 10 Apr | 77550.25 | 2285.9 | -446.7 | - | 0 | 0 | 12 | |||||||||
| 9 Apr | 76631.65 | 2285.9 | -446.7 | 21.8 | 2 | -2 | 12 | |||||||||
| 8 Apr | 77562.90 | 2732.6 | 1332.55 | 17.45 | 9 | 1 | 14 | |||||||||
| 7 Apr | 74616.58 | 1391.4 | 207.3 | 22.89 | 30 | 3 | 13 | |||||||||
| 6 Apr | 74106.85 | 1184.1 | 134.75 | 22.61 | 6 | 0 | 10 | |||||||||
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| 2 Apr | 73319.55 | 1025.35 | -84.3 | 22.27 | 20 | -1 | 10 | |||||||||
| 1 Apr | 73134.32 | 1109.65 | 95.35 | 23.24 | 32 | -1 | 11 | |||||||||
| 30 Mar | 71947.55 | 1037.4 | -544.95 | 26.27 | 11 | -1 | 12 | |||||||||
| 27 Mar | 73583.22 | 1584.4 | -562.8 | 24.99 | 20 | 11 | 13 | |||||||||
| 25 Mar | 75273.45 | 2147.2 | 726.95 | 21.63 | 4 | 0 | 2 | |||||||||
| 24 Mar | 74068.45 | 1420.25 | 0 | 19.35 | 1 | 1 | 2 | |||||||||
| 23 Mar | 72696.39 | 1420.25 | -704 | 25.59 | 1 | 0 | 1 | |||||||||
| 20 Mar | 74532.96 | 3275.6 | 0 | - | 0 | 0 | 1 | |||||||||
| 19 Mar | 74207.24 | 3275.6 | 0 | - | 0 | 0 | 1 | |||||||||
| 18 Mar | 76704.13 | 3275.6 | 0 | - | 0 | 0 | 1 | |||||||||
| 17 Mar | 76070.84 | 3275.6 | 0 | 25.61 | 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 75800 expiring on 30APR2026
Delta for 75800 CE is 0.68
Historical price for 75800 CE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 1192.8, which was -880.8 lower than the previous day. The implied volatity was 18.4, the open interest changed by 55 which increased total open position to 67
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 2950.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 3026.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 3026.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 3026.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 2925, which was 589.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 2925, which was 589.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 2925, which was 589.55 higher than the previous day. The implied volatity was 18.97, the open interest changed by 0 which decreased total open position to 12
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 2285.9, which was -446.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 2285.9, which was -446.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 2285.9, which was -446.7 lower than the previous day. The implied volatity was 21.8, the open interest changed by -2 which decreased total open position to 12
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 2732.6, which was 1332.55 higher than the previous day. The implied volatity was 17.45, the open interest changed by 1 which increased total open position to 14
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 1391.4, which was 207.3 higher than the previous day. The implied volatity was 22.89, the open interest changed by 3 which increased total open position to 13
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 1184.1, which was 134.75 higher than the previous day. The implied volatity was 22.61, the open interest changed by 0 which decreased total open position to 10
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 1025.35, which was -84.3 lower than the previous day. The implied volatity was 22.27, the open interest changed by -1 which decreased total open position to 10
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 1109.65, which was 95.35 higher than the previous day. The implied volatity was 23.24, the open interest changed by -1 which decreased total open position to 11
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 1037.4, which was -544.95 lower than the previous day. The implied volatity was 26.27, the open interest changed by -1 which decreased total open position to 12
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 1584.4, which was -562.8 lower than the previous day. The implied volatity was 24.99, the open interest changed by 11 which increased total open position to 13
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 2147.2, which was 726.95 higher than the previous day. The implied volatity was 21.63, the open interest changed by 0 which decreased total open position to 2
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 1420.25, which was 0 lower than the previous day. The implied volatity was 19.35, the open interest changed by 1 which increased total open position to 2
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 1420.25, which was -704 lower than the previous day. The implied volatity was 25.59, 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 3275.6, 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 3275.6, 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 3275.6, 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 3275.6, which was 0 lower than the previous day. The implied volatity was 25.61, 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) 75800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.34
Vega: 36.09
Theta: -53.57
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76477.86 | 460.1 | 262.4 | 20.47 | 51,686 | 3,994 | 4,255 |
| 23 Apr | 77664.00 | 199.8 | 56.75 | - | 626 | 198 | 261 |
| 22 Apr | 78516.49 | 143.8 | 23.8 | - | 16 | 5 | 63 |
| 21 Apr | 79273.33 | 120 | -140.85 | - | 60 | 55 | 58 |
| 20 Apr | 78520.30 | 564.25 | -357.45 | - | 0 | 0 | 3 |
| 17 Apr | 78493.54 | 564.25 | -357.45 | - | 0 | 0 | 3 |
| 16 Apr | 77988.68 | 564.25 | -357.45 | - | 0 | 0 | 3 |
| 15 Apr | 78111.24 | 564.25 | -357.45 | - | 0 | 0 | 3 |
| 13 Apr | 76847.57 | 564.25 | -357.45 | - | 0 | 0 | 3 |
| 10 Apr | 77550.25 | 564.25 | -357.45 | 19.41 | 7 | 0 | 3 |
| 9 Apr | 76631.65 | 921.7 | -47.05 | 20.2 | 3 | 2 | 3 |
| 8 Apr | 77562.90 | 3583.7 | -148.5 | - | 0 | 0 | 1 |
| 7 Apr | 74616.58 | 3583.7 | -148.5 | - | 0 | 0 | 1 |
| 6 Apr | 74106.85 | 3583.7 | -148.5 | - | 0 | 0 | 1 |
| 2 Apr | 73319.55 | 3583.7 | -148.5 | - | 0 | 0 | 1 |
| 1 Apr | 73134.32 | 3583.7 | -148.5 | - | 0 | 0 | 1 |
| 30 Mar | 71947.55 | 3583.7 | -148.5 | 18.67 | 1 | 0 | 1 |
| 27 Mar | 73583.22 | 1895.6 | -1933.55 | - | 0 | 0 | 1 |
| 25 Mar | 75273.45 | 1895.6 | -1933.55 | 21.27 | 2 | 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 75800 expiring on 30APR2026
Delta for 75800 PE is -0.34
Historical price for 75800 PE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 460.1, which was 262.4 higher than the previous day. The implied volatity was 20.47, the open interest changed by 3994 which increased total open position to 4255
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 199.8, which was 56.75 higher than the previous day. The implied volatity was -, the open interest changed by 198 which increased total open position to 261
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 143.8, which was 23.8 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 63
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 120, which was -140.85 lower than the previous day. The implied volatity was -, the open interest changed by 55 which increased total open position to 58
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 564.25, which was -357.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 564.25, which was -357.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 564.25, which was -357.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 564.25, which was -357.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 564.25, which was -357.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 564.25, which was -357.45 lower than the previous day. The implied volatity was 19.41, the open interest changed by 0 which decreased total open position to 3
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 921.7, which was -47.05 lower than the previous day. The implied volatity was 20.2, the open interest changed by 2 which increased total open position to 3
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 3583.7, which was -148.5 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 3583.7, which was -148.5 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 3583.7, which was -148.5 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 3583.7, which was -148.5 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 3583.7, which was -148.5 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 3583.7, which was -148.5 lower than the previous day. The implied volatity was 18.67, 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 1895.6, which was -1933.55 lower than the previous day. The implied volatity was -, 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 1895.6, which was -1933.55 lower than the previous day. The implied volatity was 21.27, 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
