SENSEX
Sensex
Historical option data for SENSEX
19 Mar 2026 10:10 AM IST
| SENSEX 19-MAR-2026 76500 CE | ||||||||||||||||
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Delta: 0.03
Vega: 1.23
Theta: -120.74
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 19 Mar | 74963.28 | 9 | -410.5 | 43.13 | 12,78,043 | 1,15,748 | 1,42,491 | |||||||||
| 18 Mar | 76704.13 | 400.65 | 100.9 | 17.94 | 31,62,485 | 7,753 | 26,743 | |||||||||
| 17 Mar | 76070.84 | 291.85 | -87.85 | 21.34 | 5,91,025 | 8,652 | 18,990 | |||||||||
| 16 Mar | 75502.85 | 320.85 | -14.55 | 27.52 | 2,91,265 | 167 | 10,338 | |||||||||
| 13 Mar | 74563.92 | 367.9 | -432.25 | 26.17 | 1,53,888 | -99 | 10,171 | |||||||||
| 12 Mar | 76034.42 | 827 | -563.7 | 23.16 | 62,185 | 9,783 | 10,270 | |||||||||
| 11 Mar | 76863.71 | 1359.3 | -1216.25 | 24.68 | 795 | 316 | 487 | |||||||||
| 10 Mar | 78205.98 | 2575.55 | 253.05 | 28.12 | 66 | -7 | 171 | |||||||||
| 9 Mar | 77566.16 | 2255.45 | -660.7 | 31.15 | 879 | 178 | 178 | |||||||||
| 6 Mar | 78918.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 80015.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 76500 expiring on 19MAR2026
Delta for 76500 CE is 0.03
Historical price for 76500 CE is as follows
On 19 Mar SENSEX was trading at 74963.28. The strike last trading price was 9, which was -410.5 lower than the previous day. The implied volatity was 43.13, the open interest changed by 115748 which increased total open position to 142491
On 18 Mar SENSEX was trading at 76704.13. The strike last trading price was 400.65, which was 100.9 higher than the previous day. The implied volatity was 17.94, the open interest changed by 7753 which increased total open position to 26743
On 17 Mar SENSEX was trading at 76070.84. The strike last trading price was 291.85, which was -87.85 lower than the previous day. The implied volatity was 21.34, the open interest changed by 8652 which increased total open position to 18990
On 16 Mar SENSEX was trading at 75502.85. The strike last trading price was 320.85, which was -14.55 lower than the previous day. The implied volatity was 27.52, the open interest changed by 167 which increased total open position to 10338
On 13 Mar SENSEX was trading at 74563.92. The strike last trading price was 367.9, which was -432.25 lower than the previous day. The implied volatity was 26.17, the open interest changed by -99 which decreased total open position to 10171
On 12 Mar SENSEX was trading at 76034.42. The strike last trading price was 827, which was -563.7 lower than the previous day. The implied volatity was 23.16, the open interest changed by 9783 which increased total open position to 10270
On 11 Mar SENSEX was trading at 76863.71. The strike last trading price was 1359.3, which was -1216.25 lower than the previous day. The implied volatity was 24.68, the open interest changed by 316 which increased total open position to 487
On 10 Mar SENSEX was trading at 78205.98. The strike last trading price was 2575.55, which was 253.05 higher than the previous day. The implied volatity was 28.12, the open interest changed by -7 which decreased total open position to 171
On 9 Mar SENSEX was trading at 77566.16. The strike last trading price was 2255.45, which was -660.7 lower than the previous day. The implied volatity was 31.15, the open interest changed by 178 which increased total open position to 178
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
| SENSEX 19MAR2026 76500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.98
Vega: 0.9
Theta: -56.36
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Mar | 74963.28 | 1517.35 | 1252.55 | 38.44 | 85,905 | -31,560 | 17,528 |
| 18 Mar | 76704.13 | 259.25 | -465.65 | 22.02 | 38,68,704 | 43,448 | 49,088 |
| 17 Mar | 76070.84 | 740 | -649.05 | 21.68 | 60,225 | 1,788 | 5,640 |
| 16 Mar | 75502.85 | 1435.8 | -775 | 26.86 | 5,303 | -736 | 3,852 |
| 13 Mar | 74563.92 | 2170 | 1047.85 | 27.59 | 16,501 | -3,711 | 4,588 |
| 12 Mar | 76034.42 | 1131.05 | 232.8 | 23.16 | 52,852 | 7,199 | 8,299 |
| 11 Mar | 76863.71 | 930 | 523.15 | 25.3 | 6,363 | 650 | 1,100 |
| 10 Mar | 78205.98 | 398.85 | -601.25 | 23.17 | 1,659 | 124 | 450 |
| 9 Mar | 77566.16 | 1042 | 694.45 | 30.94 | 1,900 | 326 | 326 |
| 6 Mar | 78918.90 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 80015.90 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 76500 expiring on 19MAR2026
Delta for 76500 PE is -0.98
Historical price for 76500 PE is as follows
On 19 Mar SENSEX was trading at 74963.28. The strike last trading price was 1517.35, which was 1252.55 higher than the previous day. The implied volatity was 38.44, the open interest changed by -31560 which decreased total open position to 17528
On 18 Mar SENSEX was trading at 76704.13. The strike last trading price was 259.25, which was -465.65 lower than the previous day. The implied volatity was 22.02, the open interest changed by 43448 which increased total open position to 49088
On 17 Mar SENSEX was trading at 76070.84. The strike last trading price was 740, which was -649.05 lower than the previous day. The implied volatity was 21.68, the open interest changed by 1788 which increased total open position to 5640
On 16 Mar SENSEX was trading at 75502.85. The strike last trading price was 1435.8, which was -775 lower than the previous day. The implied volatity was 26.86, the open interest changed by -736 which decreased total open position to 3852
On 13 Mar SENSEX was trading at 74563.92. The strike last trading price was 2170, which was 1047.85 higher than the previous day. The implied volatity was 27.59, the open interest changed by -3711 which decreased total open position to 4588
On 12 Mar SENSEX was trading at 76034.42. The strike last trading price was 1131.05, which was 232.8 higher than the previous day. The implied volatity was 23.16, the open interest changed by 7199 which increased total open position to 8299
On 11 Mar SENSEX was trading at 76863.71. The strike last trading price was 930, which was 523.15 higher than the previous day. The implied volatity was 25.3, the open interest changed by 650 which increased total open position to 1100
On 10 Mar SENSEX was trading at 78205.98. The strike last trading price was 398.85, which was -601.25 lower than the previous day. The implied volatity was 23.17, the open interest changed by 124 which increased total open position to 450
On 9 Mar SENSEX was trading at 77566.16. The strike last trading price was 1042, which was 694.45 higher than the previous day. The implied volatity was 30.94, the open interest changed by 326 which increased total open position to 326
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
