SENSEX
Sensex
Historical option data for SENSEX
06 Apr 2026 10:11 AM IST
| SENSEX 09-Apr-2026 (3d) 75900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.12
Vega: 13.57
Theta: -74.64
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Apr | 72956.58 | 134.65 | -51.55 | 34.32 | 12,747 | 1,178 | 1,282 | |||||||||
| 2 Apr | 73319.55 | 155.55 | -138.45 | 21.63 | 639 | 83 | 104 | |||||||||
|
|
||||||||||||||||
| 1 Apr | 73134.32 | 319.7 | -256.35 | 26.3 | 36 | 3 | 21 | |||||||||
| 30 Mar | 71947.55 | 576.05 | -243.1 | 37.84 | 19 | 18 | 18 | |||||||||
| 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 | |||||||||
| 13 Mar | 74563.92 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 76034.42 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 75900 expiring on 09APR2026
Delta for 75900 CE is 0.12
Historical price for 75900 CE is as follows
On 6 Apr SENSEX was trading at 72956.58. The strike last trading price was 134.65, which was -51.55 lower than the previous day. The implied volatity was 34.32, the open interest changed by 1178 which increased total open position to 1282
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 155.55, which was -138.45 lower than the previous day. The implied volatity was 21.63, the open interest changed by 83 which increased total open position to 104
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 319.7, which was -256.35 lower than the previous day. The implied volatity was 26.3, the open interest changed by 3 which increased total open position to 21
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 576.05, which was -243.1 lower than the previous day. The implied volatity was 37.84, the open interest changed by 18 which increased total open position to 18
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 13 Mar SENSEX was trading at 74563.92. The strike last trading price was -, which was - 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
| SENSEX 09-Apr-2026 (3d) 75900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.94
Vega: 7.71
Theta: -11.06
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Apr | 72956.58 | 2917.85 | 238.7 | 25.68 | 4 | 0 | 30 |
| 2 Apr | 73319.55 | 2743.6 | -1006.4 | - | 0 | 0 | 30 |
| 1 Apr | 73134.32 | 2743.6 | -1006.4 | 23.75 | 17 | 10 | 30 |
| 30 Mar | 71947.55 | 3750 | 1120 | 22.82 | 6 | 0 | 20 |
| 27 Mar | 73583.22 | 2630 | 1107.4 | 25.56 | 20 | 20 | 20 |
| 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 |
| 13 Mar | 74563.92 | - | - | - | 0 | 0 | 0 |
| 12 Mar | 76034.42 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 75900 expiring on 09APR2026
Delta for 75900 PE is -0.94
Historical price for 75900 PE is as follows
On 6 Apr SENSEX was trading at 72956.58. The strike last trading price was 2917.85, which was 238.7 higher than the previous day. The implied volatity was 25.68, the open interest changed by 0 which decreased total open position to 30
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 2743.6, which was -1006.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 2743.6, which was -1006.4 lower than the previous day. The implied volatity was 23.75, the open interest changed by 10 which increased total open position to 30
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 3750, which was 1120 higher than the previous day. The implied volatity was 22.82, the open interest changed by 0 which decreased total open position to 20
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 2630, which was 1107.4 higher than the previous day. The implied volatity was 25.56, the open interest changed by 20 which increased total open position to 20
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 13 Mar SENSEX was trading at 74563.92. The strike last trading price was -, which was - 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
