SENSEX
Sensex
Historical option data for SENSEX
02 Apr 2026 04:11 PM IST
| SENSEX 09-Apr-2026 (4d) 77000 CE | ||||||||||||||||
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Delta: 0.06
Vega: 12.39
Theta: -20.67
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 73319.55 | 62 | -84.8 | 21.97 | 45,479 | 4,328 | 7,170 | |||||||||
| 1 Apr | 73134.32 | 150.05 | -15.35 | 26.18 | 15,424 | 1,881 | 2,842 | |||||||||
| 30 Mar | 71947.55 | 175 | -309.7 | 29.86 | 1,795 | 899 | 961 | |||||||||
| 27 Mar | 73583.22 | 478 | -344.8 | 27.41 | 325 | 52 | 62 | |||||||||
| 25 Mar | 75273.45 | 779.15 | -208.75 | 22.31 | 18 | 10 | 10 | |||||||||
| 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 | |||||||||
| 13 Mar | 74563.92 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 76034.42 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 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 77000 expiring on 09APR2026
Delta for 77000 CE is 0.06
Historical price for 77000 CE is as follows
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 62, which was -84.8 lower than the previous day. The implied volatity was 21.97, the open interest changed by 4328 which increased total open position to 7170
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 150.05, which was -15.35 lower than the previous day. The implied volatity was 26.18, the open interest changed by 1881 which increased total open position to 2842
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 175, which was -309.7 lower than the previous day. The implied volatity was 29.86, the open interest changed by 899 which increased total open position to 961
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 478, which was -344.8 lower than the previous day. The implied volatity was 27.41, the open interest changed by 52 which increased total open position to 62
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 779.15, which was -208.75 lower than the previous day. The implied volatity was 22.31, the open interest changed by 10 which increased total open position to 10
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 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 09-Apr-2026 (4d) 77000 PE | |||||||
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Delta: -0.87
Vega: 21.93
Theta: -28.77
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 73319.55 | 3738.85 | -63.9 | 30.13 | 2,017 | 673 | 1,444 |
| 1 Apr | 73134.32 | 3821.85 | -1312.7 | 30.77 | 1,026 | 770 | 771 |
| 30 Mar | 71947.55 | 1985 | -1135.1 | - | 0 | 0 | 1 |
| 27 Mar | 73583.22 | 1985 | -1135.1 | - | 0 | 0 | 1 |
| 25 Mar | 75273.45 | 1985 | -1135.1 | - | 0 | 0 | 1 |
| 24 Mar | 74068.45 | 1985 | -1135.1 | - | 0 | 0 | 1 |
| 23 Mar | 72696.39 | 1985 | -1135.1 | - | 0 | 0 | 1 |
| 20 Mar | 74532.96 | 1985 | -1135.1 | 4.47 | 1 | 1 | 1 |
| 19 Mar | 74207.24 | 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 77000 expiring on 09APR2026
Delta for 77000 PE is -0.87
Historical price for 77000 PE is as follows
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 3738.85, which was -63.9 lower than the previous day. The implied volatity was 30.13, the open interest changed by 673 which increased total open position to 1444
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 3821.85, which was -1312.7 lower than the previous day. The implied volatity was 30.77, the open interest changed by 770 which increased total open position to 771
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 1985, which was -1135.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 1985, which was -1135.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 1985, which was -1135.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 1985, which was -1135.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 1985, which was -1135.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Mar SENSEX was trading at 74532.96. The strike last trading price was 1985, which was -1135.1 lower than the previous day. The implied volatity was 4.47, the open interest changed by 1 which increased total open position to 1
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 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
