SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:38 PM IST
| SENSEX 30-Apr-2026 (6d) 76700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 39.38
Theta: -69.66
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76515.39 | 696.25 | -685.5 | 18.37 | 87,536 | 10,837 | 10,852 | |||||||||
| 23 Apr | 77664.00 | 1358.2 | -844.8 | - | 12 | 6 | 15 | |||||||||
| 22 Apr | 78516.49 | 2769.9 | 527.05 | - | 0 | 0 | 9 | |||||||||
| 21 Apr | 79273.33 | 2769.9 | 527.05 | - | 4 | -1 | 9 | |||||||||
| 20 Apr | 78520.30 | 2242.85 | 234.15 | - | 2 | 1 | 10 | |||||||||
| 17 Apr | 78493.54 | 2008.7 | 106.1 | 7.18 | 12 | 0 | 9 | |||||||||
| 16 Apr | 77988.68 | 1902.6 | -237.4 | 15.51 | 2 | -2 | 9 | |||||||||
| 15 Apr | 78111.24 | 2140 | 627.15 | 16.99 | 1 | -1 | 11 | |||||||||
| 13 Apr | 76847.57 | 1481.55 | -353.65 | 18.86 | 27 | 1 | 12 | |||||||||
| 10 Apr | 77550.25 | 1835.2 | 261.9 | 15.1 | 7 | -4 | 11 | |||||||||
| 9 Apr | 76631.65 | 1566.7 | -534.85 | 18.92 | 68 | 9 | 15 | |||||||||
| 8 Apr | 77562.90 | 2101.55 | 1106.2 | 17.4 | 11 | -9 | 6 | |||||||||
| 7 Apr | 74616.58 | 981.7 | 51.1 | 21.96 | 15 | 11 | 15 | |||||||||
| 6 Apr | 74106.85 | 930.6 | 187.65 | 23.35 | 25 | -2 | 4 | |||||||||
| 2 Apr | 73319.55 | 723.25 | -71.8 | 21.61 | 30 | -4 | 6 | |||||||||
| 1 Apr | 73134.32 | 795.05 | 56.5 | 22.49 | 20 | 2 | 10 | |||||||||
| 30 Mar | 71947.55 | 750 | -454.5 | 25.37 | 22 | -2 | 8 | |||||||||
| 27 Mar | 73583.22 | 1208.45 | -319.9 | 24.23 | 10 | 10 | 10 | |||||||||
| 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 | |||||||||
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| 5 Mar | 80015.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 79116.19 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 76700 expiring on 30APR2026
Delta for 76700 CE is 0.49
Historical price for 76700 CE is as follows
On 24 Apr SENSEX was trading at 76515.39. The strike last trading price was 696.25, which was -685.5 lower than the previous day. The implied volatity was 18.37, the open interest changed by 10837 which increased total open position to 10852
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 1358.2, which was -844.8 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 15
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 2769.9, which was 527.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 2769.9, which was 527.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 9
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 2242.85, which was 234.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 10
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 2008.7, which was 106.1 higher than the previous day. The implied volatity was 7.18, 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 1902.6, which was -237.4 lower than the previous day. The implied volatity was 15.51, the open interest changed by -2 which decreased total open position to 9
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 2140, which was 627.15 higher than the previous day. The implied volatity was 16.99, the open interest changed by -1 which decreased total open position to 11
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 1481.55, which was -353.65 lower than the previous day. The implied volatity was 18.86, 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 1835.2, which was 261.9 higher than the previous day. The implied volatity was 15.1, the open interest changed by -4 which decreased total open position to 11
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 1566.7, which was -534.85 lower than the previous day. The implied volatity was 18.92, the open interest changed by 9 which increased total open position to 15
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 2101.55, which was 1106.2 higher than the previous day. The implied volatity was 17.4, the open interest changed by -9 which decreased total open position to 6
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 981.7, which was 51.1 higher than the previous day. The implied volatity was 21.96, the open interest changed by 11 which increased total open position to 15
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 930.6, which was 187.65 higher than the previous day. The implied volatity was 23.35, the open interest changed by -2 which decreased total open position to 4
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 723.25, which was -71.8 lower than the previous day. The implied volatity was 21.61, the open interest changed by -4 which decreased total open position to 6
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 795.05, which was 56.5 higher than the previous day. The implied volatity was 22.49, the open interest changed by 2 which increased total open position to 10
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 750, which was -454.5 lower than the previous day. The implied volatity was 25.37, the open interest changed by -2 which decreased total open position to 8
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 1208.45, which was -319.9 lower than the previous day. The implied volatity was 24.23, the open interest changed by 10 which increased total open position to 10
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) 76700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.51
Vega: 39.39
Theta: -54.54
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76515.39 | 821.45 | 436.25 | 20.17 | 1,69,248 | 6,916 | 8,380 |
| 23 Apr | 77664.00 | 399.8 | 126.9 | - | 6,641 | 1,416 | 1,464 |
| 22 Apr | 78516.49 | 262.45 | 47.55 | - | 94 | -9 | 48 |
| 21 Apr | 79273.33 | 207.8 | -198.4 | - | 68 | 22 | 57 |
| 20 Apr | 78520.30 | 406.2 | 20.2 | - | 38 | 9 | 35 |
| 17 Apr | 78493.54 | 391.1 | -207.55 | 19.66 | 38 | 4 | 26 |
| 16 Apr | 77988.68 | 599.3 | -70.75 | 20.22 | 35 | -3 | 22 |
| 15 Apr | 78111.24 | 1169.85 | 306.25 | - | 0 | 0 | 25 |
| 13 Apr | 76847.57 | 1169.85 | 306.25 | 21.35 | 50 | 13 | 25 |
| 10 Apr | 77550.25 | 854.3 | -433.35 | 19.39 | 34 | 7 | 12 |
| 9 Apr | 76631.65 | 1297.95 | -8.05 | 20.06 | 6 | 5 | 5 |
| 8 Apr | 77562.90 | 2039.2 | 200 | - | 0 | 0 | 0 |
| 7 Apr | 74616.58 | 2039.2 | 200 | - | 0 | 0 | 0 |
| 6 Apr | 74106.85 | 2039.2 | 200 | - | 0 | 0 | 0 |
| 2 Apr | 73319.55 | 2039.2 | 200 | - | 0 | 0 | 0 |
| 1 Apr | 73134.32 | 2039.2 | 200 | - | 0 | 0 | 0 |
| 30 Mar | 71947.55 | 2039.2 | 200 | - | 0 | 0 | 0 |
| 27 Mar | 73583.22 | 2039.2 | 200 | - | 0 | 0 | 0 |
| 25 Mar | 75273.45 | 2039.2 | 200 | - | 0 | 0 | 0 |
| 24 Mar | 74068.45 | 2039.2 | 200 | - | 0 | 0 | 0 |
| 23 Mar | 72696.39 | 2039.2 | 200 | - | 0 | 0 | 0 |
| 20 Mar | 74532.96 | 2039.2 | 200 | - | 0 | 0 | 0 |
| 19 Mar | 74207.24 | 2039.2 | 200 | - | 0 | 0 | 0 |
| 18 Mar | 76704.13 | 2039.2 | 200 | - | 0 | 0 | 0 |
| 17 Mar | 76070.84 | 2039.2 | 200 | - | 0 | 0 | 0 |
| 16 Mar | 75502.85 | 2039.2 | 200 | - | 0 | 0 | 0 |
| 13 Mar | 74563.92 | 2039.2 | 200 | 19.98 | 1 | -1 | 0 |
| 12 Mar | 76034.42 | 2039.2 | 200 | 19.93 | 1 | -1 | 0 |
| 11 Mar | 76863.71 | 1839.2 | 0 | 21.04 | 1 | 1 | 1 |
| 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 76700 expiring on 30APR2026
Delta for 76700 PE is -0.51
Historical price for 76700 PE is as follows
On 24 Apr SENSEX was trading at 76515.39. The strike last trading price was 821.45, which was 436.25 higher than the previous day. The implied volatity was 20.17, the open interest changed by 6916 which increased total open position to 8380
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 399.8, which was 126.9 higher than the previous day. The implied volatity was -, the open interest changed by 1416 which increased total open position to 1464
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 262.45, which was 47.55 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 48
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 207.8, which was -198.4 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 57
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 406.2, which was 20.2 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 35
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 391.1, which was -207.55 lower than the previous day. The implied volatity was 19.66, the open interest changed by 4 which increased total open position to 26
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 599.3, which was -70.75 lower than the previous day. The implied volatity was 20.22, the open interest changed by -3 which decreased total open position to 22
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 1169.85, which was 306.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 1169.85, which was 306.25 higher than the previous day. The implied volatity was 21.35, the open interest changed by 13 which increased total open position to 25
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 854.3, which was -433.35 lower than the previous day. The implied volatity was 19.39, the open interest changed by 7 which increased total open position to 12
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 1297.95, which was -8.05 lower than the previous day. The implied volatity was 20.06, the open interest changed by 5 which increased total open position to 5
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 2039.2, which was 200 higher 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 2039.2, which was 200 higher 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 2039.2, which was 200 higher 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 2039.2, which was 200 higher 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 2039.2, which was 200 higher 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 2039.2, which was 200 higher 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 2039.2, which was 200 higher 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 2039.2, which was 200 higher 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 2039.2, which was 200 higher 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 2039.2, which was 200 higher 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 2039.2, which was 200 higher 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 2039.2, which was 200 higher 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 2039.2, which was 200 higher 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 2039.2, which was 200 higher 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 2039.2, which was 200 higher 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 2039.2, which was 200 higher than the previous day. The implied volatity was 19.98, the open interest changed by -1 which decreased total open position to 0
On 12 Mar SENSEX was trading at 76034.42. The strike last trading price was 2039.2, which was 200 higher than the previous day. The implied volatity was 19.93, the open interest changed by -1 which decreased total open position to 0
On 11 Mar SENSEX was trading at 76863.71. The strike last trading price was 1839.2, which was 0 lower than the previous day. The implied volatity was 21.04, the open interest changed by 1 which increased total open position to 1
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
