SENSEX
Sensex
Historical option data for SENSEX
12 Mar 2026 04:11 PM IST
| SENSEX 12-MAR-2026 76100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.01
Theta: -1827.83
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Mar | 76034.42 | 0.05 | -953.85 | 38.7 | 1,82,04,152 | 2,79,350 | 2,79,765 | |||||||||
| 11 Mar | 76863.71 | 910.75 | -1381.9 | 29.65 | 2,204 | 147 | 415 | |||||||||
| 10 Mar | 78205.98 | 2380 | 331.75 | 36.03 | 152 | -8 | 268 | |||||||||
| 9 Mar | 77566.16 | 2043.05 | -923.75 | 42.27 | 8,141 | 276 | 276 | |||||||||
| 6 Mar | 78918.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 5 Mar | 80015.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 79116.19 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 80238.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 81287.19 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 76100 expiring on 12MAR2026
Delta for 76100 CE is 0.01
Historical price for 76100 CE is as follows
On 12 Mar SENSEX was trading at 76034.42. The strike last trading price was 0.05, which was -953.85 lower than the previous day. The implied volatity was 38.7, the open interest changed by 279350 which increased total open position to 279765
On 11 Mar SENSEX was trading at 76863.71. The strike last trading price was 910.75, which was -1381.9 lower than the previous day. The implied volatity was 29.65, the open interest changed by 147 which increased total open position to 415
On 10 Mar SENSEX was trading at 78205.98. The strike last trading price was 2380, which was 331.75 higher than the previous day. The implied volatity was 36.03, the open interest changed by -8 which decreased total open position to 268
On 9 Mar SENSEX was trading at 77566.16. The strike last trading price was 2043.05, which was -923.75 lower than the previous day. The implied volatity was 42.27, the open interest changed by 276 which increased total open position to 276
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
On 2 Mar SENSEX was trading at 80238.85. 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 27 Feb SENSEX was trading at 81287.19. 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 12MAR2026 76100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.73
Vega: 0.14
Theta: -124488
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Mar | 76034.42 | 65.25 | -122.55 | 200.3 | 2,08,61,487 | 61,770 | 74,063 |
| 11 Mar | 76863.71 | 200.75 | 135.45 | 29.67 | 9,55,527 | 6,171 | 12,293 |
| 10 Mar | 78205.98 | 64.7 | -419.8 | 28.65 | 78,748 | 2,627 | 6,122 |
| 9 Mar | 77566.16 | 519.75 | 276.4 | 39.54 | 76,011 | 1,880 | 3,495 |
| 6 Mar | 78918.90 | 204.25 | 198.15 | 28.38 | 16,616 | 1,615 | 1,615 |
| 5 Mar | 80015.90 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 79116.19 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 80238.85 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 81287.19 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 76100 expiring on 12MAR2026
Delta for 76100 PE is -0.73
Historical price for 76100 PE is as follows
On 12 Mar SENSEX was trading at 76034.42. The strike last trading price was 65.25, which was -122.55 lower than the previous day. The implied volatity was 200.3, the open interest changed by 61770 which increased total open position to 74063
On 11 Mar SENSEX was trading at 76863.71. The strike last trading price was 200.75, which was 135.45 higher than the previous day. The implied volatity was 29.67, the open interest changed by 6171 which increased total open position to 12293
On 10 Mar SENSEX was trading at 78205.98. The strike last trading price was 64.7, which was -419.8 lower than the previous day. The implied volatity was 28.65, the open interest changed by 2627 which increased total open position to 6122
On 9 Mar SENSEX was trading at 77566.16. The strike last trading price was 519.75, which was 276.4 higher than the previous day. The implied volatity was 39.54, the open interest changed by 1880 which increased total open position to 3495
On 6 Mar SENSEX was trading at 78918.90. The strike last trading price was 204.25, which was 198.15 higher than the previous day. The implied volatity was 28.38, the open interest changed by 1615 which increased total open position to 1615
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
On 2 Mar SENSEX was trading at 80238.85. 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 27 Feb SENSEX was trading at 81287.19. 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
