SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:39 PM IST
| SENSEX 30-Apr-2026 (6d) 76100 CE | ||||||||||||||||
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Delta: 0.62
Vega: 37.7
Theta: -69.86
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76477.86 | 1009.05 | -813.9 | 18.45 | 1,848 | 531 | 546 | |||||||||
| 23 Apr | 77664.00 | 2691.95 | 0 | - | 0 | 0 | 15 | |||||||||
| 22 Apr | 78516.49 | 3375 | 1600.4 | - | 0 | 0 | 15 | |||||||||
| 21 Apr | 79273.33 | 3375 | 1600.4 | - | 2 | 0 | 15 | |||||||||
| 20 Apr | 78520.30 | 1774.6 | -999.45 | - | 49 | -22 | 15 | |||||||||
| 17 Apr | 78493.54 | 2564.35 | 34.25 | 19.56 | 0 | 0 | 37 | |||||||||
| 16 Apr | 77988.68 | 2564.35 | 34.25 | 20.02 | 2 | -2 | 37 | |||||||||
| 15 Apr | 78111.24 | 2530.1 | 648 | 15.25 | 3 | -1 | 39 | |||||||||
| 13 Apr | 76847.57 | 1881.95 | -480.25 | 19.66 | 43 | 24 | 40 | |||||||||
| 10 Apr | 77550.25 | 1886.9 | -628.4 | - | 0 | 0 | 16 | |||||||||
| 9 Apr | 76631.65 | 1886.9 | -628.4 | 18.67 | 3 | -2 | 16 | |||||||||
| 8 Apr | 77562.90 | 2538.55 | 1284 | 17.84 | 14 | -3 | 18 | |||||||||
| 7 Apr | 74616.58 | 1241.7 | 128.05 | 22.52 | 31 | 10 | 21 | |||||||||
| 6 Apr | 74106.85 | 1113.65 | 177 | 23.14 | 22 | 2 | 11 | |||||||||
| 2 Apr | 73319.55 | 916.25 | -64.6 | 21.99 | 31 | -2 | 9 | |||||||||
| 1 Apr | 73134.32 | 980.85 | 71.5 | 22.71 | 26 | 2 | 11 | |||||||||
| 30 Mar | 71947.55 | 933.55 | -515.1 | 26.5 | 12 | -1 | 9 | |||||||||
| 27 Mar | 73583.22 | 1450.2 | -334.85 | 24.35 | 11 | 10 | 10 | |||||||||
| 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 | |||||||||
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| 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 76100 expiring on 30APR2026
Delta for 76100 CE is 0.62
Historical price for 76100 CE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 1009.05, which was -813.9 lower than the previous day. The implied volatity was 18.45, the open interest changed by 531 which increased total open position to 546
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 2691.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 3375, which was 1600.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 3375, which was 1600.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 1774.6, which was -999.45 lower than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 15
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 2564.35, which was 34.25 higher than the previous day. The implied volatity was 19.56, the open interest changed by 0 which decreased total open position to 37
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 2564.35, which was 34.25 higher than the previous day. The implied volatity was 20.02, the open interest changed by -2 which decreased total open position to 37
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 2530.1, which was 648 higher than the previous day. The implied volatity was 15.25, the open interest changed by -1 which decreased total open position to 39
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 1881.95, which was -480.25 lower than the previous day. The implied volatity was 19.66, the open interest changed by 24 which increased total open position to 40
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 1886.9, which was -628.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 1886.9, which was -628.4 lower than the previous day. The implied volatity was 18.67, the open interest changed by -2 which decreased total open position to 16
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 2538.55, which was 1284 higher than the previous day. The implied volatity was 17.84, the open interest changed by -3 which decreased total open position to 18
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 1241.7, which was 128.05 higher than the previous day. The implied volatity was 22.52, the open interest changed by 10 which increased total open position to 21
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 1113.65, which was 177 higher than the previous day. The implied volatity was 23.14, the open interest changed by 2 which increased total open position to 11
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 916.25, which was -64.6 lower than the previous day. The implied volatity was 21.99, the open interest changed by -2 which decreased total open position to 9
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 980.85, which was 71.5 higher than the previous day. The implied volatity was 22.71, the open interest changed by 2 which increased total open position to 11
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 933.55, which was -515.1 lower than the previous day. The implied volatity was 26.5, the open interest changed by -1 which decreased total open position to 9
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 1450.2, which was -334.85 lower than the previous day. The implied volatity was 24.35, the open interest changed by 10 which increased total open position to 10
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) 76100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 37.98
Theta: -55.39
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76477.86 | 570.85 | 333.5 | 20.42 | 60,410 | 3,341 | 3,633 |
| 23 Apr | 77664.00 | 246.85 | 72.25 | - | 2,223 | 287 | 292 |
| 22 Apr | 78516.49 | 170 | 48.45 | - | 12 | 5 | 5 |
| 21 Apr | 79273.33 | 1050 | -23.6 | - | 0 | 0 | 0 |
| 20 Apr | 78520.30 | 1050 | -23.6 | - | 0 | 0 | 0 |
| 17 Apr | 78493.54 | 1050 | -23.6 | - | 0 | 0 | 0 |
| 16 Apr | 77988.68 | 1050 | -23.6 | - | 0 | 0 | 0 |
| 15 Apr | 78111.24 | 1050 | -23.6 | - | 0 | 0 | 0 |
| 13 Apr | 76847.57 | 1050 | -23.6 | - | 0 | 0 | 0 |
| 10 Apr | 77550.25 | 1050 | -23.6 | - | 0 | 0 | 0 |
| 9 Apr | 76631.65 | 1050 | -23.6 | 20.26 | 3 | 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 76100 expiring on 30APR2026
Delta for 76100 PE is -0.39
Historical price for 76100 PE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 570.85, which was 333.5 higher than the previous day. The implied volatity was 20.42, the open interest changed by 3341 which increased total open position to 3633
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 246.85, which was 72.25 higher than the previous day. The implied volatity was -, the open interest changed by 287 which increased total open position to 292
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 170, which was 48.45 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 1050, which was -23.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 1050, which was -23.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 1050, which was -23.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 1050, which was -23.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 1050, which was -23.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 1050, which was -23.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 1050, which was -23.6 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 1050, which was -23.6 lower than the previous day. The implied volatity was 20.26, 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
