SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:38 PM IST
| SENSEX 30-Apr-2026 (6d) 76300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.58
Vega: 38.6
Theta: -70.3
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76515.39 | 906.65 | -769.35 | 18.39 | 4,212 | 743 | 800 | |||||||||
| 23 Apr | 77664.00 | 1685 | -839.55 | - | 46 | 41 | 57 | |||||||||
| 22 Apr | 78516.49 | 3194.9 | 485.2 | - | 0 | 0 | 16 | |||||||||
| 21 Apr | 79273.33 | 3194.9 | 485.2 | - | 1 | 0 | 16 | |||||||||
| 20 Apr | 78520.30 | 2709.7 | 424.1 | - | 3 | 0 | 16 | |||||||||
| 17 Apr | 78493.54 | 2285.6 | 128.05 | 7.91 | 13 | 4 | 16 | |||||||||
| 16 Apr | 77988.68 | 1799.5 | -307.85 | - | 0 | 0 | 12 | |||||||||
| 15 Apr | 78111.24 | 1799.5 | -307.85 | - | 0 | 0 | 12 | |||||||||
| 13 Apr | 76847.57 | 1799.5 | -307.85 | 20.24 | 20 | 1 | 12 | |||||||||
| 10 Apr | 77550.25 | 2107.35 | 395.5 | 15.19 | 3 | -2 | 11 | |||||||||
| 9 Apr | 76631.65 | 1711.85 | -681 | 17.86 | 8 | -7 | 13 | |||||||||
| 8 Apr | 77562.90 | 2392.85 | 1204.3 | 17.75 | 9 | -2 | 20 | |||||||||
| 7 Apr | 74616.58 | 1190.3 | 137.15 | 22.88 | 22 | 10 | 22 | |||||||||
| 6 Apr | 74106.85 | 1053.15 | 176.75 | 23.12 | 16 | 0 | 12 | |||||||||
| 2 Apr | 73319.55 | 848.8 | -80.55 | 21.87 | 22 | -3 | 12 | |||||||||
| 1 Apr | 73134.32 | 929.35 | 87.75 | 22.9 | 30 | 8 | 15 | |||||||||
| 30 Mar | 71947.55 | 881.35 | -484.7 | 26.46 | 18 | -6 | 7 | |||||||||
| 27 Mar | 73583.22 | 1365.65 | -330.75 | 24.54 | 15 | 13 | 13 | |||||||||
| 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 | |||||||||
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| 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 76300 expiring on 30APR2026
Delta for 76300 CE is 0.58
Historical price for 76300 CE is as follows
On 24 Apr SENSEX was trading at 76515.39. The strike last trading price was 906.65, which was -769.35 lower than the previous day. The implied volatity was 18.39, the open interest changed by 743 which increased total open position to 800
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 1685, which was -839.55 lower than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 57
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 3194.9, which was 485.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 3194.9, which was 485.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 2709.7, which was 424.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 2285.6, which was 128.05 higher than the previous day. The implied volatity was 7.91, the open interest changed by 4 which increased total open position to 16
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 1799.5, which was -307.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 1799.5, which was -307.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 1799.5, which was -307.85 lower than the previous day. The implied volatity was 20.24, the open interest changed by 1 which increased total open position to 12
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 2107.35, which was 395.5 higher than the previous day. The implied volatity was 15.19, the open interest changed by -2 which decreased total open position to 11
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 1711.85, which was -681 lower than the previous day. The implied volatity was 17.86, the open interest changed by -7 which decreased total open position to 13
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 2392.85, which was 1204.3 higher than the previous day. The implied volatity was 17.75, the open interest changed by -2 which decreased total open position to 20
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 1190.3, which was 137.15 higher than the previous day. The implied volatity was 22.88, the open interest changed by 10 which increased total open position to 22
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 1053.15, which was 176.75 higher than the previous day. The implied volatity was 23.12, the open interest changed by 0 which decreased total open position to 12
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 848.8, which was -80.55 lower than the previous day. The implied volatity was 21.87, the open interest changed by -3 which decreased total open position to 12
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 929.35, which was 87.75 higher than the previous day. The implied volatity was 22.9, the open interest changed by 8 which increased total open position to 15
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 881.35, which was -484.7 lower than the previous day. The implied volatity was 26.46, the open interest changed by -6 which decreased total open position to 7
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 1365.65, which was -330.75 lower than the previous day. The implied volatity was 24.54, the open interest changed by 13 which increased total open position to 13
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) 76300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 38.72
Theta: -55.29
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76515.39 | 634.85 | 341.4 | 20.22 | 80,345 | 1,526 | 2,345 |
| 23 Apr | 77664.00 | 287.6 | 82.9 | - | 2,342 | 655 | 819 |
| 22 Apr | 78516.49 | 206.05 | 40.35 | - | 181 | 4 | 164 |
| 21 Apr | 79273.33 | 170.9 | -98.65 | - | 206 | 135 | 160 |
| 20 Apr | 78520.30 | 269.55 | -55.6 | - | 5 | 2 | 25 |
| 17 Apr | 78493.54 | 330.35 | -76.45 | 20.31 | 26 | 17 | 23 |
| 16 Apr | 77988.68 | 406.8 | -143.1 | 18.66 | 8 | -3 | 6 |
| 15 Apr | 78111.24 | 1044.15 | 248.05 | - | 0 | 0 | 9 |
| 13 Apr | 76847.57 | 1044.15 | 248.05 | 21.73 | 5 | 0 | 9 |
| 10 Apr | 77550.25 | 796.1 | -466.1 | 20.7 | 12 | 1 | 9 |
| 9 Apr | 76631.65 | 1262.2 | 114.5 | 22.06 | 10 | 7 | 8 |
| 8 Apr | 77562.90 | 3350.15 | 1040 | - | 0 | 0 | 1 |
| 7 Apr | 74616.58 | 3350.15 | 1040 | - | 0 | 0 | 1 |
| 6 Apr | 74106.85 | 3350.15 | 1040 | - | 0 | 0 | 1 |
| 2 Apr | 73319.55 | 3350.15 | 1040 | - | 0 | 0 | 1 |
| 1 Apr | 73134.32 | 3350.15 | 1040 | - | 0 | 0 | 1 |
| 30 Mar | 71947.55 | 3350.15 | 1040 | - | 0 | 0 | 1 |
| 27 Mar | 73583.22 | 3350.15 | 1040 | 24.82 | 1 | 1 | 1 |
| 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 76300 expiring on 30APR2026
Delta for 76300 PE is -0.43
Historical price for 76300 PE is as follows
On 24 Apr SENSEX was trading at 76515.39. The strike last trading price was 634.85, which was 341.4 higher than the previous day. The implied volatity was 20.22, the open interest changed by 1526 which increased total open position to 2345
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 287.6, which was 82.9 higher than the previous day. The implied volatity was -, the open interest changed by 655 which increased total open position to 819
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 206.05, which was 40.35 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 164
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 170.9, which was -98.65 lower than the previous day. The implied volatity was -, the open interest changed by 135 which increased total open position to 160
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 269.55, which was -55.6 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 25
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 330.35, which was -76.45 lower than the previous day. The implied volatity was 20.31, the open interest changed by 17 which increased total open position to 23
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 406.8, which was -143.1 lower than the previous day. The implied volatity was 18.66, the open interest changed by -3 which decreased total open position to 6
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 1044.15, which was 248.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 1044.15, which was 248.05 higher than the previous day. The implied volatity was 21.73, the open interest changed by 0 which decreased total open position to 9
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 796.1, which was -466.1 lower than the previous day. The implied volatity was 20.7, the open interest changed by 1 which increased total open position to 9
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 1262.2, which was 114.5 higher than the previous day. The implied volatity was 22.06, the open interest changed by 7 which increased total open position to 8
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 3350.15, which was 1040 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 3350.15, which was 1040 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 3350.15, which was 1040 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 3350.15, which was 1040 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 3350.15, which was 1040 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 3350.15, which was 1040 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 3350.15, which was 1040 higher than the previous day. The implied volatity was 24.82, the open interest changed by 1 which increased total open position to 1
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
