SENSEX
Sensex
Historical option data for SENSEX
17 Mar 2026 04:11 PM IST
| SENSEX 19-MAR-2026 76000 CE | ||||||||||||||||
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Delta: 0.52
Vega: 22.41
Theta: -135.59
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Mar | 76070.84 | 529.9 | -39.25 | 22.28 | 11,69,085 | 14,613 | 35,084 | |||||||||
| 16 Mar | 75502.85 | 499.3 | 42.75 | 28.3 | 6,23,032 | -560 | 20,471 | |||||||||
| 13 Mar | 74563.92 | 487.75 | -566 | 26.05 | 2,94,738 | 1,193 | 21,031 | |||||||||
| 12 Mar | 76034.42 | 1093 | -614.8 | 23.53 | 61,327 | 19,701 | 19,838 | |||||||||
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| 11 Mar | 76863.71 | 1662.25 | -1144.75 | 24.85 | 359 | 68 | 137 | |||||||||
| 10 Mar | 78205.98 | 2807 | 134.8 | 24.29 | 33 | 15 | 69 | |||||||||
| 9 Mar | 77566.16 | 2650 | -672.9 | 32.85 | 241 | 54 | 54 | |||||||||
| 6 Mar | 78918.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 80015.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 76000 expiring on 19MAR2026
Delta for 76000 CE is 0.52
Historical price for 76000 CE is as follows
On 17 Mar SENSEX was trading at 76070.84. The strike last trading price was 529.9, which was -39.25 lower than the previous day. The implied volatity was 22.28, the open interest changed by 14613 which increased total open position to 35084
On 16 Mar SENSEX was trading at 75502.85. The strike last trading price was 499.3, which was 42.75 higher than the previous day. The implied volatity was 28.3, the open interest changed by -560 which decreased total open position to 20471
On 13 Mar SENSEX was trading at 74563.92. The strike last trading price was 487.75, which was -566 lower than the previous day. The implied volatity was 26.05, the open interest changed by 1193 which increased total open position to 21031
On 12 Mar SENSEX was trading at 76034.42. The strike last trading price was 1093, which was -614.8 lower than the previous day. The implied volatity was 23.53, the open interest changed by 19701 which increased total open position to 19838
On 11 Mar SENSEX was trading at 76863.71. The strike last trading price was 1662.25, which was -1144.75 lower than the previous day. The implied volatity was 24.85, the open interest changed by 68 which increased total open position to 137
On 10 Mar SENSEX was trading at 78205.98. The strike last trading price was 2807, which was 134.8 higher than the previous day. The implied volatity was 24.29, the open interest changed by 15 which increased total open position to 69
On 9 Mar SENSEX was trading at 77566.16. The strike last trading price was 2650, which was -672.9 lower than the previous day. The implied volatity was 32.85, the open interest changed by 54 which increased total open position to 54
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 76000 PE | |||||||
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Delta: -0.48
Vega: 22.41
Theta: -117.04
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Mar | 76070.84 | 480.2 | -594.2 | 22.69 | 6,84,198 | 23,948 | 34,393 |
| 16 Mar | 75502.85 | 1103.95 | -734.6 | 27.3 | 37,364 | -415 | 10,445 |
| 13 Mar | 74563.92 | 1799.45 | 912.95 | 27.64 | 60,318 | -6,120 | 10,860 |
| 12 Mar | 76034.42 | 876.4 | 145.35 | 23.57 | 86,175 | 14,526 | 16,980 |
| 11 Mar | 76863.71 | 744 | 410.15 | 25.73 | 12,697 | 1,426 | 2,454 |
| 10 Mar | 78205.98 | 320 | -690.9 | 24.09 | 3,590 | 1,028 | 1,028 |
| 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 76000 expiring on 19MAR2026
Delta for 76000 PE is -0.48
Historical price for 76000 PE is as follows
On 17 Mar SENSEX was trading at 76070.84. The strike last trading price was 480.2, which was -594.2 lower than the previous day. The implied volatity was 22.69, the open interest changed by 23948 which increased total open position to 34393
On 16 Mar SENSEX was trading at 75502.85. The strike last trading price was 1103.95, which was -734.6 lower than the previous day. The implied volatity was 27.3, the open interest changed by -415 which decreased total open position to 10445
On 13 Mar SENSEX was trading at 74563.92. The strike last trading price was 1799.45, which was 912.95 higher than the previous day. The implied volatity was 27.64, the open interest changed by -6120 which decreased total open position to 10860
On 12 Mar SENSEX was trading at 76034.42. The strike last trading price was 876.4, which was 145.35 higher than the previous day. The implied volatity was 23.57, the open interest changed by 14526 which increased total open position to 16980
On 11 Mar SENSEX was trading at 76863.71. The strike last trading price was 744, which was 410.15 higher than the previous day. The implied volatity was 25.73, the open interest changed by 1426 which increased total open position to 2454
On 10 Mar SENSEX was trading at 78205.98. The strike last trading price was 320, which was -690.9 lower than the previous day. The implied volatity was 24.09, the open interest changed by 1028 which increased total open position to 1028
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
