SENSEX
Sensex
Historical option data for SENSEX
13 Apr 2026 04:10 PM IST
| SENSEX 16-Apr-2026 (2d) 76800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.52
Vega: 27.75
Theta: -120.6
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Apr | 76847.57 | 689 | -539.65 | 23.76 | 3,01,946 | 7,160 | 10,275 | |||||||||
| 10 Apr | 77550.25 | 1241.1 | 396.75 | 18.53 | 24,174 | -430 | 3,115 | |||||||||
| 9 Apr | 76631.65 | 873.4 | -567.35 | 20.89 | 17,681 | 3,423 | 3,545 | |||||||||
| 8 Apr | 77562.90 | 1465.55 | 1073.6 | 19.76 | 257 | 99 | 122 | |||||||||
| 7 Apr | 74616.58 | 376 | -19.3 | 23.1 | 8 | 0 | 23 | |||||||||
| 6 Apr | 74106.85 | 395.3 | 104.65 | 25.67 | 23 | 23 | 23 | |||||||||
| 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 | |||||||||
| 13 Mar | 74563.92 | - | - | - | 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 | |||||||||
| 9 Mar | 77566.16 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 76800 expiring on 16APR2026
Delta for 76800 CE is 0.52
Historical price for 76800 CE is as follows
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 689, which was -539.65 lower than the previous day. The implied volatity was 23.76, the open interest changed by 7160 which increased total open position to 10275
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 1241.1, which was 396.75 higher than the previous day. The implied volatity was 18.53, the open interest changed by -430 which decreased total open position to 3115
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 873.4, which was -567.35 lower than the previous day. The implied volatity was 20.89, the open interest changed by 3423 which increased total open position to 3545
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 1465.55, which was 1073.6 higher than the previous day. The implied volatity was 19.76, the open interest changed by 99 which increased total open position to 122
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 376, which was -19.3 lower than the previous day. The implied volatity was 23.1, the open interest changed by 0 which decreased total open position to 23
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 395.3, which was 104.65 higher than the previous day. The implied volatity was 25.67, the open interest changed by 23 which increased total open position to 23
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 13 Mar SENSEX was trading at 74563.92. The strike last trading price was -, which was - 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 -, which was - 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
| SENSEX 16-Apr-2026 (2d) 76800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 27.75
Theta: -109.97
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Apr | 76847.57 | 693.8 | 304.85 | 26.02 | 2,11,813 | 7,503 | 14,396 |
| 10 Apr | 77550.25 | 398.5 | -446.8 | 19.21 | 1,16,835 | 4,274 | 6,893 |
| 9 Apr | 76631.65 | 852.35 | 293.55 | 19.65 | 25,846 | 1,547 | 2,619 |
| 8 Apr | 77562.90 | 534.75 | -2283.65 | 20.65 | 2,074 | 1,072 | 1,072 |
| 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 |
| 13 Mar | 74563.92 | - | - | - | 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 |
| 9 Mar | 77566.16 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 76800 expiring on 16APR2026
Delta for 76800 PE is -0.48
Historical price for 76800 PE is as follows
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 693.8, which was 304.85 higher than the previous day. The implied volatity was 26.02, the open interest changed by 7503 which increased total open position to 14396
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 398.5, which was -446.8 lower than the previous day. The implied volatity was 19.21, the open interest changed by 4274 which increased total open position to 6893
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 852.35, which was 293.55 higher than the previous day. The implied volatity was 19.65, the open interest changed by 1547 which increased total open position to 2619
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 534.75, which was -2283.65 lower than the previous day. The implied volatity was 20.65, the open interest changed by 1072 which increased total open position to 1072
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 13 Mar SENSEX was trading at 74563.92. The strike last trading price was -, which was - 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 -, which was - 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
