SENSEX
Sensex
Historical option data for SENSEX
13 Mar 2026 10:04 AM IST
| SENSEX 19-MAR-2026 76500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.32
Vega: 35.18
Theta: -73.64
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 75238.09 | 479.5 | -320.65 | 23.77 | 42,713 | 2,110 | 12,380 | |||||||||
| 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 0.32
Historical price for 76500 CE is as follows
On 13 Mar SENSEX was trading at 75238.09. The strike last trading price was 479.5, which was -320.65 lower than the previous day. The implied volatity was 23.77, the open interest changed by 2110 which increased total open position to 12380
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 | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.67
Vega: 35.55
Theta: -56.89
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 75238.09 | 1652 | 529.85 | 24.93 | 9,263 | -2,562 | 5,737 |
| 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 -0.67
Historical price for 76500 PE is as follows
On 13 Mar SENSEX was trading at 75238.09. The strike last trading price was 1652, which was 529.85 higher than the previous day. The implied volatity was 24.93, the open interest changed by -2562 which decreased total open position to 5737
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
