SENSEX
Sensex
Historical option data for SENSEX
30 Apr 2026 04:14 PM IST
| SENSEX 07-May-2026 (6d) 77000 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Apr | 76913.50 | 925.7 | -204.1 | - | 1,27,562 | 24,713 | 28,068 | |||||||||
| 29 Apr | 77496.36 | 1080.8 | 259.8 | - | 12,336 | -117 | 3,355 | |||||||||
| 28 Apr | 76886.91 | 834.3 | -393.65 | - | 9,508 | 2,089 | 3,472 | |||||||||
| 27 Apr | 77303.63 | 1240 | 167.15 | - | 3,347 | 437 | 1,383 | |||||||||
| 24 Apr | 76664.21 | 1095.2 | -476.05 | - | 2,273 | 910 | 946 | |||||||||
| 23 Apr | 77664.00 | 1595 | -737.85 | - | 60 | 27 | 36 | |||||||||
| 22 Apr | 78516.49 | 1570.65 | -487.6 | - | 0 | 0 | 9 | |||||||||
| 21 Apr | 79273.33 | 1570.65 | -487.6 | - | 0 | 0 | 9 | |||||||||
| 20 Apr | 78520.30 | 1570.65 | -487.6 | - | 0 | 0 | 9 | |||||||||
| 17 Apr | 78493.54 | 1570.65 | -487.6 | - | 0 | 0 | 9 | |||||||||
| 16 Apr | 77988.68 | 1570.65 | -487.6 | - | 0 | 0 | 9 | |||||||||
| 15 Apr | 78111.24 | 1570.65 | -487.6 | - | 0 | 0 | 9 | |||||||||
| 13 Apr | 76847.57 | 1570.65 | -487.6 | 18.01 | 21 | 9 | 9 | |||||||||
| 10 Apr | 77550.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 76631.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 77562.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 7 Apr | 74616.58 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 74106.85 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 73319.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 73134.32 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 77000 expiring on 07MAY2026
Delta for 77000 CE is -
Historical price for 77000 CE is as follows
On 30 Apr SENSEX was trading at 76913.50. The strike last trading price was 925.7, which was -204.1 lower than the previous day. The implied volatity was -, the open interest changed by 24713 which increased total open position to 28068
On 29 Apr SENSEX was trading at 77496.36. The strike last trading price was 1080.8, which was 259.8 higher than the previous day. The implied volatity was -, the open interest changed by -117 which decreased total open position to 3355
On 28 Apr SENSEX was trading at 76886.91. The strike last trading price was 834.3, which was -393.65 lower than the previous day. The implied volatity was -, the open interest changed by 2089 which increased total open position to 3472
On 27 Apr SENSEX was trading at 77303.63. The strike last trading price was 1240, which was 167.15 higher than the previous day. The implied volatity was -, the open interest changed by 437 which increased total open position to 1383
On 24 Apr SENSEX was trading at 76664.21. The strike last trading price was 1095.2, which was -476.05 lower than the previous day. The implied volatity was -, the open interest changed by 910 which increased total open position to 946
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 1595, which was -737.85 lower than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 36
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 1570.65, which was -487.6 lower 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 1570.65, which was -487.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 1570.65, which was -487.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 1570.65, which was -487.6 lower than the previous day. The implied volatity was -, 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 1570.65, which was -487.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 1570.65, which was -487.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 1570.65, which was -487.6 lower than the previous day. The implied volatity was 18.01, the open interest changed by 9 which increased total open position to 9
On 10 Apr SENSEX was trading at 77550.25. 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 Apr SENSEX was trading at 76631.65. 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 8 Apr SENSEX was trading at 77562.90. 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 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 -, 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 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
| SENSEX 07-May-2026 (6d) 77000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 76913.50 | 626.8 | 125.9 | - | 1,07,676 | 16,170 | 22,930 |
| 29 Apr | 77496.36 | 525.55 | -300.9 | - | 31,693 | 2,887 | 6,760 |
| 28 Apr | 76886.91 | 794.3 | 81.35 | - | 10,702 | 1,783 | 3,873 |
| 27 Apr | 77303.63 | 702 | -502.45 | - | 4,562 | 1,000 | 2,090 |
| 24 Apr | 76664.21 | 1172.5 | 387.9 | - | 2,094 | 996 | 1,090 |
| 23 Apr | 77664.00 | 780 | 181.5 | - | 96 | 43 | 94 |
| 22 Apr | 78516.49 | 600 | 153.7 | - | 75 | 31 | 51 |
| 21 Apr | 79273.33 | 460 | -165 | - | 29 | 14 | 20 |
| 20 Apr | 78520.30 | 625 | 21.25 | - | 3 | 1 | 6 |
| 17 Apr | 78493.54 | 615 | -54.05 | 18.91 | 6 | 4 | 5 |
| 16 Apr | 77988.68 | 1546.6 | -354.7 | - | 0 | 0 | 1 |
| 15 Apr | 78111.24 | 1546.6 | -354.7 | 29.67 | 1 | 1 | 1 |
| 13 Apr | 76847.57 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 77550.25 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 76631.65 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 77562.90 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 74616.58 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 74106.85 | - | - | - | 0 | 0 | 0 |
| 2 Apr | 73319.55 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 73134.32 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 77000 expiring on 07MAY2026
Delta for 77000 PE is -
Historical price for 77000 PE is as follows
On 30 Apr SENSEX was trading at 76913.50. The strike last trading price was 626.8, which was 125.9 higher than the previous day. The implied volatity was -, the open interest changed by 16170 which increased total open position to 22930
On 29 Apr SENSEX was trading at 77496.36. The strike last trading price was 525.55, which was -300.9 lower than the previous day. The implied volatity was -, the open interest changed by 2887 which increased total open position to 6760
On 28 Apr SENSEX was trading at 76886.91. The strike last trading price was 794.3, which was 81.35 higher than the previous day. The implied volatity was -, the open interest changed by 1783 which increased total open position to 3873
On 27 Apr SENSEX was trading at 77303.63. The strike last trading price was 702, which was -502.45 lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 2090
On 24 Apr SENSEX was trading at 76664.21. The strike last trading price was 1172.5, which was 387.9 higher than the previous day. The implied volatity was -, the open interest changed by 996 which increased total open position to 1090
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 780, which was 181.5 higher than the previous day. The implied volatity was -, the open interest changed by 43 which increased total open position to 94
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 600, which was 153.7 higher than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 51
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 460, which was -165 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 20
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 625, which was 21.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 615, which was -54.05 lower than the previous day. The implied volatity was 18.91, the open interest changed by 4 which increased total open position to 5
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 1546.6, which was -354.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 1546.6, which was -354.7 lower than the previous day. The implied volatity was 29.67, the open interest changed by 1 which increased total open position to 1
On 13 Apr SENSEX was trading at 76847.57. 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 Apr SENSEX was trading at 77550.25. 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 Apr SENSEX was trading at 76631.65. 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 8 Apr SENSEX was trading at 77562.90. 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 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 -, 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 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
