SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:39 PM IST
| SENSEX 30-Apr-2026 (6d) 76200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 38.3
Theta: -70.44
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76477.86 | 946.25 | -843.65 | 18.49 | 2,757 | 586 | 635 | |||||||||
| 23 Apr | 77664.00 | 1789.9 | -817.85 | - | 64 | 41 | 49 | |||||||||
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| 22 Apr | 78516.49 | 3284.7 | 494.7 | - | 0 | 0 | 8 | |||||||||
| 21 Apr | 79273.33 | 3284.7 | 494.7 | - | 2 | 0 | 8 | |||||||||
| 20 Apr | 78520.30 | 2790 | 98.25 | - | 4 | -1 | 8 | |||||||||
| 17 Apr | 78493.54 | 2325.55 | -280.2 | - | 0 | 0 | 9 | |||||||||
| 16 Apr | 77988.68 | 2325.55 | -280.2 | 16.17 | 1 | -1 | 9 | |||||||||
| 15 Apr | 78111.24 | 1630.15 | -486.75 | - | 0 | 0 | 10 | |||||||||
| 13 Apr | 76847.57 | 1630.15 | -486.75 | 16.6 | 7 | 1 | 10 | |||||||||
| 10 Apr | 77550.25 | 2116.9 | 340.65 | 13.88 | 4 | -4 | 9 | |||||||||
| 9 Apr | 76631.65 | 1776.25 | -659.8 | 17.78 | 7 | -3 | 13 | |||||||||
| 8 Apr | 77562.90 | 2436.05 | 1223 | 17.34 | 11 | -3 | 16 | |||||||||
| 7 Apr | 74616.58 | 1213.7 | 110.1 | 22.67 | 22 | 10 | 19 | |||||||||
| 6 Apr | 74106.85 | 1103.6 | 192.6 | 23.35 | 16 | 0 | 9 | |||||||||
| 2 Apr | 73319.55 | 880.1 | -83.75 | 21.9 | 22 | -5 | 9 | |||||||||
| 1 Apr | 73134.32 | 963.85 | 85.45 | 22.96 | 26 | 5 | 14 | |||||||||
| 30 Mar | 71947.55 | 907.75 | -499.7 | 25.95 | 17 | -3 | 9 | |||||||||
| 27 Mar | 73583.22 | 1406.45 | -333.9 | 24.26 | 14 | 12 | 12 | |||||||||
| 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 76200 expiring on 30APR2026
Delta for 76200 CE is 0.59
Historical price for 76200 CE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 946.25, which was -843.65 lower than the previous day. The implied volatity was 18.49, the open interest changed by 586 which increased total open position to 635
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 1789.9, which was -817.85 lower than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 49
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 3284.7, which was 494.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 3284.7, which was 494.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 2790, which was 98.25 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 8
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 2325.55, which was -280.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 2325.55, which was -280.2 lower than the previous day. The implied volatity was 16.17, the open interest changed by -1 which decreased total open position to 9
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 1630.15, which was -486.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 1630.15, which was -486.75 lower than the previous day. The implied volatity was 16.6, the open interest changed by 1 which increased total open position to 10
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 2116.9, which was 340.65 higher than the previous day. The implied volatity was 13.88, the open interest changed by -4 which decreased total open position to 9
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 1776.25, which was -659.8 lower than the previous day. The implied volatity was 17.78, the open interest changed by -3 which decreased total open position to 13
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 2436.05, which was 1223 higher than the previous day. The implied volatity was 17.34, the open interest changed by -3 which decreased total open position to 16
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 1213.7, which was 110.1 higher than the previous day. The implied volatity was 22.67, the open interest changed by 10 which increased total open position to 19
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 1103.6, which was 192.6 higher than the previous day. The implied volatity was 23.35, the open interest changed by 0 which decreased total open position to 9
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 880.1, which was -83.75 lower than the previous day. The implied volatity was 21.9, the open interest changed by -5 which decreased total open position to 9
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 963.85, which was 85.45 higher than the previous day. The implied volatity was 22.96, the open interest changed by 5 which increased total open position to 14
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 907.75, which was -499.7 lower than the previous day. The implied volatity was 25.95, the open interest changed by -3 which decreased total open position to 9
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 1406.45, which was -333.9 lower than the previous day. The implied volatity was 24.26, the open interest changed by 12 which increased total open position to 12
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) 76200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 38.44
Theta: -55.62
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76477.86 | 610.5 | 339.65 | 20.38 | 76,788 | 2,470 | 3,155 |
| 23 Apr | 77664.00 | 275 | 86.8 | - | 1,994 | 615 | 685 |
| 22 Apr | 78516.49 | 191.05 | 58.85 | - | 458 | 22 | 70 |
| 21 Apr | 79273.33 | 357.15 | 53.4 | - | 0 | 0 | 48 |
| 20 Apr | 78520.30 | 357.15 | 53.4 | - | 81 | 1 | 48 |
| 17 Apr | 78493.54 | 294.45 | -85.55 | 19.9 | 233 | 43 | 47 |
| 16 Apr | 77988.68 | 380 | -142.45 | 18.57 | 1 | 1 | 4 |
| 15 Apr | 78111.24 | 761 | -319 | - | 0 | 0 | 3 |
| 13 Apr | 76847.57 | 761 | -319 | - | 0 | 0 | 3 |
| 10 Apr | 77550.25 | 761 | -319 | 20.6 | 5 | -2 | 3 |
| 9 Apr | 76631.65 | 1080 | -30.2 | 20.11 | 11 | 2 | 5 |
| 8 Apr | 77562.90 | 3055.45 | -2069.4 | - | 0 | 0 | 3 |
| 7 Apr | 74616.58 | 3055.45 | -2069.4 | - | 0 | 0 | 3 |
| 6 Apr | 74106.85 | 3055.45 | -2069.4 | - | 0 | 0 | 3 |
| 2 Apr | 73319.55 | 3055.45 | -2069.4 | - | 0 | 0 | 3 |
| 1 Apr | 73134.32 | 3055.45 | -2069.4 | 19.3 | 7 | 0 | 3 |
| 30 Mar | 71947.55 | 3316.75 | 1089.8 | - | 0 | 0 | 3 |
| 27 Mar | 73583.22 | 3316.75 | 1089.8 | 25.17 | 5 | -1 | 3 |
| 25 Mar | 75273.45 | 2226.95 | -1839.5 | 22.63 | 5 | 3 | 4 |
| 24 Mar | 74068.45 | 4352.7 | 1197.9 | - | 0 | 0 | 1 |
| 23 Mar | 72696.39 | 4352.7 | 1197.9 | 28.74 | 2 | 0 | 1 |
| 20 Mar | 74532.96 | 2339.1 | 0 | - | 0 | 0 | 1 |
| 19 Mar | 74207.24 | 2339.1 | 0 | - | 0 | 0 | 1 |
| 18 Mar | 76704.13 | 2339.1 | 0 | 28.62 | 1 | 1 | 1 |
| 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 76200 expiring on 30APR2026
Delta for 76200 PE is -0.41
Historical price for 76200 PE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 610.5, which was 339.65 higher than the previous day. The implied volatity was 20.38, the open interest changed by 2470 which increased total open position to 3155
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 275, which was 86.8 higher than the previous day. The implied volatity was -, the open interest changed by 615 which increased total open position to 685
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 191.05, which was 58.85 higher than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 70
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 357.15, which was 53.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 357.15, which was 53.4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 48
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 294.45, which was -85.55 lower than the previous day. The implied volatity was 19.9, the open interest changed by 43 which increased total open position to 47
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 380, which was -142.45 lower than the previous day. The implied volatity was 18.57, the open interest changed by 1 which increased total open position to 4
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 761, which was -319 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 761, which was -319 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 761, which was -319 lower than the previous day. The implied volatity was 20.6, the open interest changed by -2 which decreased total open position to 3
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 1080, which was -30.2 lower than the previous day. The implied volatity was 20.11, the open interest changed by 2 which increased total open position to 5
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 3055.45, which was -2069.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 3055.45, which was -2069.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 3055.45, which was -2069.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 3055.45, which was -2069.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 3055.45, which was -2069.4 lower than the previous day. The implied volatity was 19.3, the open interest changed by 0 which decreased total open position to 3
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 3316.75, which was 1089.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 3316.75, which was 1089.8 higher than the previous day. The implied volatity was 25.17, the open interest changed by -1 which decreased total open position to 3
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 2226.95, which was -1839.5 lower than the previous day. The implied volatity was 22.63, the open interest changed by 3 which increased total open position to 4
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 4352.7, which was 1197.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 4352.7, which was 1197.9 higher than the previous day. The implied volatity was 28.74, 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 2339.1, 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 2339.1, 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 2339.1, which was 0 lower than the previous day. The implied volatity was 28.62, the open interest changed by 1 which increased total open position to 1
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
