SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:39 PM IST
| SENSEX 30-Apr-2026 (6d) 76400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.55
Vega: 39.06
Theta: -70.7
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76477.86 | 833.75 | -784.05 | 18.48 | 8,227 | 1,341 | 1,360 | |||||||||
| 23 Apr | 77664.00 | 1595.6 | -846.85 | - | 17 | 15 | 19 | |||||||||
| 22 Apr | 78516.49 | 3105.95 | 588.2 | - | 0 | 0 | 4 | |||||||||
| 21 Apr | 79273.33 | 3105.95 | 588.2 | - | 2 | 0 | 4 | |||||||||
| 20 Apr | 78520.30 | 2517.75 | 297.3 | - | 2 | 0 | 4 | |||||||||
| 17 Apr | 78493.54 | 2220.45 | 159.85 | 6.86 | 2 | 0 | 4 | |||||||||
| 16 Apr | 77988.68 | 2060.6 | -401.45 | 13.88 | 10 | -7 | 4 | |||||||||
| 15 Apr | 78111.24 | 1636.45 | -289.2 | - | 0 | 0 | 11 | |||||||||
|
|
||||||||||||||||
| 13 Apr | 76847.57 | 1636.45 | -289.2 | 18.12 | 34 | -4 | 11 | |||||||||
| 10 Apr | 77550.25 | 1925.65 | 171.65 | 13.32 | 1 | -1 | 15 | |||||||||
| 9 Apr | 76631.65 | 1754 | -570.65 | 19.25 | 14 | 0 | 16 | |||||||||
| 8 Apr | 77562.90 | 2325.55 | 1195.15 | 17.76 | 12 | -2 | 16 | |||||||||
| 7 Apr | 74616.58 | 1113.35 | 99.85 | 22.32 | 20 | 10 | 18 | |||||||||
| 6 Apr | 74106.85 | 1013.5 | 158 | 23.17 | 18 | 0 | 8 | |||||||||
| 2 Apr | 73319.55 | 825.65 | -65.05 | 22 | 18 | -3 | 8 | |||||||||
| 1 Apr | 73134.32 | 890.7 | 67.75 | 22.76 | 24 | 2 | 11 | |||||||||
| 30 Mar | 71947.55 | 847.8 | -477.9 | 25.79 | 18 | -2 | 9 | |||||||||
| 27 Mar | 73583.22 | 1328.5 | -324.7 | 24.16 | 12 | 11 | 11 | |||||||||
| 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 76400 expiring on 30APR2026
Delta for 76400 CE is 0.55
Historical price for 76400 CE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 833.75, which was -784.05 lower than the previous day. The implied volatity was 18.48, the open interest changed by 1341 which increased total open position to 1360
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 1595.6, which was -846.85 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 19
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 3105.95, which was 588.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 3105.95, which was 588.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 2517.75, which was 297.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 2220.45, which was 159.85 higher than the previous day. The implied volatity was 6.86, the open interest changed by 0 which decreased total open position to 4
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 2060.6, which was -401.45 lower than the previous day. The implied volatity was 13.88, the open interest changed by -7 which decreased total open position to 4
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 1636.45, which was -289.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 1636.45, which was -289.2 lower than the previous day. The implied volatity was 18.12, the open interest changed by -4 which decreased total open position to 11
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 1925.65, which was 171.65 higher than the previous day. The implied volatity was 13.32, the open interest changed by -1 which decreased total open position to 15
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 1754, which was -570.65 lower than the previous day. The implied volatity was 19.25, the open interest changed by 0 which decreased total open position to 16
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 2325.55, which was 1195.15 higher than the previous day. The implied volatity was 17.76, the open interest changed by -2 which decreased total open position to 16
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 1113.35, which was 99.85 higher than the previous day. The implied volatity was 22.32, the open interest changed by 10 which increased total open position to 18
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 1013.5, which was 158 higher than the previous day. The implied volatity was 23.17, the open interest changed by 0 which decreased total open position to 8
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 825.65, which was -65.05 lower than the previous day. The implied volatity was 22, the open interest changed by -3 which decreased total open position to 8
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 890.7, which was 67.75 higher than the previous day. The implied volatity was 22.76, 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 847.8, which was -477.9 lower than the previous day. The implied volatity was 25.79, the open interest changed by -2 which decreased total open position to 9
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 1328.5, which was -324.7 lower than the previous day. The implied volatity was 24.16, the open interest changed by 11 which increased total open position to 11
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) 76400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 39.09
Theta: -55.67
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76477.86 | 696.6 | 386.7 | 20.32 | 91,092 | 3,811 | 4,118 |
| 23 Apr | 77664.00 | 319 | 85.1 | - | 926 | 295 | 307 |
| 22 Apr | 78516.49 | 179.25 | -201.45 | - | 0 | 0 | 12 |
| 21 Apr | 79273.33 | 179.25 | -201.45 | - | 2 | 0 | 12 |
| 20 Apr | 78520.30 | 355.15 | -194.85 | - | 21 | 0 | 12 |
| 17 Apr | 78493.54 | 355.15 | -194.85 | 20.33 | 21 | 10 | 12 |
| 16 Apr | 77988.68 | 550 | -28.35 | 21 | 10 | -5 | 2 |
| 15 Apr | 78111.24 | 1023 | 200.1 | - | 0 | 0 | 7 |
| 13 Apr | 76847.57 | 1023 | 200.1 | 20.75 | 13 | 3 | 7 |
| 10 Apr | 77550.25 | 822.9 | -254 | 20.6 | 8 | 0 | 4 |
| 9 Apr | 76631.65 | 1071.55 | -114.45 | 18.92 | 25 | 4 | 4 |
| 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 76400 expiring on 30APR2026
Delta for 76400 PE is -0.45
Historical price for 76400 PE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 696.6, which was 386.7 higher than the previous day. The implied volatity was 20.32, the open interest changed by 3811 which increased total open position to 4118
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 319, which was 85.1 higher than the previous day. The implied volatity was -, the open interest changed by 295 which increased total open position to 307
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 179.25, which was -201.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 179.25, which was -201.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 355.15, which was -194.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 355.15, which was -194.85 lower than the previous day. The implied volatity was 20.33, the open interest changed by 10 which increased total open position to 12
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 550, which was -28.35 lower than the previous day. The implied volatity was 21, the open interest changed by -5 which decreased total open position to 2
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 1023, which was 200.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 1023, which was 200.1 higher than the previous day. The implied volatity was 20.75, the open interest changed by 3 which increased total open position to 7
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 822.9, which was -254 lower than the previous day. The implied volatity was 20.6, the open interest changed by 0 which decreased total open position to 4
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 1071.55, which was -114.45 lower than the previous day. The implied volatity was 18.92, the open interest changed by 4 which increased total open position to 4
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
