SENSEX
Sensex
Historical option data for SENSEX
28 Apr 2026 04:09 PM IST
| SENSEX 30-Apr-2026 (1d) 77000 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 28 Apr | 76886.91 | 371 | -429.4 | - | 7,93,675 | 38,359 | 51,052 | |||||||||
| 27 Apr | 77303.63 | 816.25 | 163 | - | 4,36,643 | -3,532 | 12,693 | |||||||||
| 24 Apr | 76664.21 | 690 | -484.9 | - | 3,42,258 | 13,966 | 16,225 | |||||||||
| 23 Apr | 77664.00 | 1208 | -709.35 | - | 4,532 | 933 | 2,259 | |||||||||
| 22 Apr | 78516.49 | 1920 | -710.9 | - | 909 | 410 | 1,326 | |||||||||
| 21 Apr | 79273.33 | 2648 | 542.5 | - | 82 | -10 | 916 | |||||||||
| 20 Apr | 78520.30 | 2016.55 | -80.15 | - | 181 | -16 | 926 | |||||||||
| 17 Apr | 78493.54 | 2135 | 379.25 | 16.91 | 401 | 155 | 942 | |||||||||
| 16 Apr | 77988.68 | 1725.85 | -219.2 | 16.23 | 366 | -78 | 787 | |||||||||
| 15 Apr | 78111.24 | 1950 | 581 | 17.44 | 538 | 22 | 865 | |||||||||
| 13 Apr | 76847.57 | 1333.6 | -415.2 | 18.59 | 1,129 | 231 | 843 | |||||||||
| 10 Apr | 77550.25 | 1711.25 | 294.05 | 16.28 | 937 | -25 | 612 | |||||||||
| 9 Apr | 76631.65 | 1425 | -474.85 | 19.08 | 1,580 | 213 | 637 | |||||||||
| 8 Apr | 77562.90 | 1913.45 | 1027.3 | 17.42 | 1,271 | -190 | 424 | |||||||||
| 7 Apr | 74616.58 | 915 | 106.05 | 22.41 | 465 | -98 | 614 | |||||||||
| 6 Apr | 74106.85 | 820 | 157.05 | 23.01 | 369 | 59 | 712 | |||||||||
| 2 Apr | 73319.55 | 605.85 | -118.5 | 20.98 | 498 | 53 | 653 | |||||||||
| 1 Apr | 73134.32 | 762.7 | 84.55 | 22.66 | 222 | -2 | 600 | |||||||||
| 30 Mar | 71947.55 | 685 | -437.5 | 25.36 | 420 | -12 | 602 | |||||||||
| 27 Mar | 73583.22 | 1100.05 | -465.7 | 23.7 | 274 | 36 | 614 | |||||||||
| 25 Mar | 75273.45 | 1563.5 | 312.8 | 21.2 | 876 | 248 | 578 | |||||||||
| 24 Mar | 74068.45 | 1253.75 | 287.9 | 22.15 | 84 | 18 | 330 | |||||||||
| 23 Mar | 72696.39 | 965 | -365 | 24.33 | 183 | 30 | 312 | |||||||||
| 20 Mar | 74532.96 | 1290 | 151.05 | 19.51 | 143 | -55 | 282 | |||||||||
| 19 Mar | 74207.24 | 1240 | -815.5 | 20.22 | 75 | 31 | 337 | |||||||||
| 18 Mar | 76704.13 | 2071.5 | 221.5 | 16.86 | 290 | 43 | 306 | |||||||||
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| 17 Mar | 76070.84 | 1850 | 360 | 17.85 | 10 | 4 | 263 | |||||||||
| 16 Mar | 75502.85 | 1490 | -48.65 | 17.36 | 11 | 0 | 259 | |||||||||
| 13 Mar | 74563.92 | 1501 | -674.3 | 19.47 | 281 | 156 | 259 | |||||||||
| 12 Mar | 76034.42 | 2168.6 | -465.4 | 19.11 | 100 | 95 | 103 | |||||||||
| 11 Mar | 76863.71 | 2610 | -1145.75 | 19.21 | 68 | -49 | 8 | |||||||||
| 10 Mar | 78205.98 | 3027.3 | -976.95 | - | 0 | 0 | 57 | |||||||||
| 9 Mar | 77566.16 | 3027.3 | -976.95 | 18.56 | 78 | 57 | 57 | |||||||||
| 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 77000 expiring on 30APR2026
Delta for 77000 CE is -
Historical price for 77000 CE is as follows
On 28 Apr SENSEX was trading at 76886.91. The strike last trading price was 371, which was -429.4 lower than the previous day. The implied volatity was -, the open interest changed by 38359 which increased total open position to 51052
On 27 Apr SENSEX was trading at 77303.63. The strike last trading price was 816.25, which was 163 higher than the previous day. The implied volatity was -, the open interest changed by -3532 which decreased total open position to 12693
On 24 Apr SENSEX was trading at 76664.21. The strike last trading price was 690, which was -484.9 lower than the previous day. The implied volatity was -, the open interest changed by 13966 which increased total open position to 16225
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 1208, which was -709.35 lower than the previous day. The implied volatity was -, the open interest changed by 933 which increased total open position to 2259
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 1920, which was -710.9 lower than the previous day. The implied volatity was -, the open interest changed by 410 which increased total open position to 1326
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 2648, which was 542.5 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 916
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 2016.55, which was -80.15 lower than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 926
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 2135, which was 379.25 higher than the previous day. The implied volatity was 16.91, the open interest changed by 155 which increased total open position to 942
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 1725.85, which was -219.2 lower than the previous day. The implied volatity was 16.23, the open interest changed by -78 which decreased total open position to 787
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 1950, which was 581 higher than the previous day. The implied volatity was 17.44, the open interest changed by 22 which increased total open position to 865
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 1333.6, which was -415.2 lower than the previous day. The implied volatity was 18.59, the open interest changed by 231 which increased total open position to 843
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 1711.25, which was 294.05 higher than the previous day. The implied volatity was 16.28, the open interest changed by -25 which decreased total open position to 612
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 1425, which was -474.85 lower than the previous day. The implied volatity was 19.08, the open interest changed by 213 which increased total open position to 637
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 1913.45, which was 1027.3 higher than the previous day. The implied volatity was 17.42, the open interest changed by -190 which decreased total open position to 424
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 915, which was 106.05 higher than the previous day. The implied volatity was 22.41, the open interest changed by -98 which decreased total open position to 614
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 820, which was 157.05 higher than the previous day. The implied volatity was 23.01, the open interest changed by 59 which increased total open position to 712
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 605.85, which was -118.5 lower than the previous day. The implied volatity was 20.98, the open interest changed by 53 which increased total open position to 653
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 762.7, which was 84.55 higher than the previous day. The implied volatity was 22.66, the open interest changed by -2 which decreased total open position to 600
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 685, which was -437.5 lower than the previous day. The implied volatity was 25.36, the open interest changed by -12 which decreased total open position to 602
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 1100.05, which was -465.7 lower than the previous day. The implied volatity was 23.7, the open interest changed by 36 which increased total open position to 614
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 1563.5, which was 312.8 higher than the previous day. The implied volatity was 21.2, the open interest changed by 248 which increased total open position to 578
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 1253.75, which was 287.9 higher than the previous day. The implied volatity was 22.15, the open interest changed by 18 which increased total open position to 330
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 965, which was -365 lower than the previous day. The implied volatity was 24.33, the open interest changed by 30 which increased total open position to 312
On 20 Mar SENSEX was trading at 74532.96. The strike last trading price was 1290, which was 151.05 higher than the previous day. The implied volatity was 19.51, the open interest changed by -55 which decreased total open position to 282
On 19 Mar SENSEX was trading at 74207.24. The strike last trading price was 1240, which was -815.5 lower than the previous day. The implied volatity was 20.22, the open interest changed by 31 which increased total open position to 337
On 18 Mar SENSEX was trading at 76704.13. The strike last trading price was 2071.5, which was 221.5 higher than the previous day. The implied volatity was 16.86, the open interest changed by 43 which increased total open position to 306
On 17 Mar SENSEX was trading at 76070.84. The strike last trading price was 1850, which was 360 higher than the previous day. The implied volatity was 17.85, the open interest changed by 4 which increased total open position to 263
On 16 Mar SENSEX was trading at 75502.85. The strike last trading price was 1490, which was -48.65 lower than the previous day. The implied volatity was 17.36, the open interest changed by 0 which decreased total open position to 259
On 13 Mar SENSEX was trading at 74563.92. The strike last trading price was 1501, which was -674.3 lower than the previous day. The implied volatity was 19.47, the open interest changed by 156 which increased total open position to 259
On 12 Mar SENSEX was trading at 76034.42. The strike last trading price was 2168.6, which was -465.4 lower than the previous day. The implied volatity was 19.11, the open interest changed by 95 which increased total open position to 103
On 11 Mar SENSEX was trading at 76863.71. The strike last trading price was 2610, which was -1145.75 lower than the previous day. The implied volatity was 19.21, the open interest changed by -49 which decreased total open position to 8
On 10 Mar SENSEX was trading at 78205.98. The strike last trading price was 3027.3, which was -976.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57
On 9 Mar SENSEX was trading at 77566.16. The strike last trading price was 3027.3, which was -976.95 lower than the previous day. The implied volatity was 18.56, the open interest changed by 57 which increased total open position to 57
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 (1d) 77000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 28 Apr | 76886.91 | 444.35 | 70.25 | - | 11,46,942 | 13,727 | 37,073 |
| 27 Apr | 77303.63 | 360.1 | -537.2 | - | 6,20,425 | 9,687 | 23,346 |
| 24 Apr | 76664.21 | 870.1 | 392.2 | - | 3,88,603 | 2,389 | 13,659 |
| 23 Apr | 77664.00 | 480 | 146.3 | - | 61,175 | 4,138 | 11,270 |
| 22 Apr | 78516.49 | 320 | 64.7 | - | 16,462 | 3,453 | 7,132 |
| 21 Apr | 79273.33 | 247.9 | -267.55 | - | 7,549 | 410 | 3,679 |
| 20 Apr | 78520.30 | 544.85 | 91.9 | - | 4,585 | 1,384 | 3,269 |
| 17 Apr | 78493.54 | 441.95 | -230.95 | 19.05 | 3,002 | 434 | 1,885 |
| 16 Apr | 77988.68 | 707.1 | 15.45 | 20.38 | 2,652 | 116 | 1,451 |
| 15 Apr | 78111.24 | 700 | -594 | 20.61 | 3,130 | 344 | 1,335 |
| 13 Apr | 76847.57 | 1329.65 | 367.05 | 21.28 | 1,477 | 234 | 991 |
| 10 Apr | 77550.25 | 960 | -461.7 | 19.26 | 959 | 80 | 757 |
| 9 Apr | 76631.65 | 1390 | 330.15 | 19.47 | 1,787 | 308 | 677 |
| 8 Apr | 77562.90 | 1008.65 | -1976.95 | 19.6 | 1,331 | -2 | 369 |
| 7 Apr | 74616.58 | 2951 | -474 | 24.49 | 56 | 18 | 371 |
| 6 Apr | 74106.85 | 3425 | -622 | 25.82 | 6 | -1 | 353 |
| 2 Apr | 73319.55 | 4047 | 17.75 | 26.06 | 21 | -4 | 354 |
| 1 Apr | 73134.32 | 4029.25 | -1113.15 | 24.67 | 23 | -3 | 358 |
| 30 Mar | 71947.55 | 5142.4 | 1178.65 | 28.51 | 17 | -4 | 361 |
| 27 Mar | 73583.22 | 3963.75 | 1234.3 | 26.62 | 22 | 7 | 365 |
| 25 Mar | 75273.45 | 2753.1 | -845.95 | 23.55 | 647 | 160 | 358 |
| 24 Mar | 74068.45 | 3599.1 | -904.65 | 25.64 | 26 | 20 | 198 |
| 23 Mar | 72696.39 | 4503.75 | 1339.65 | 23.84 | 41 | 34 | 178 |
| 20 Mar | 74532.96 | 3164.1 | -195.15 | 22.93 | 97 | -72 | 144 |
| 19 Mar | 74207.24 | 3359.25 | 1601.3 | 22.39 | 57 | -34 | 216 |
| 18 Mar | 76704.13 | 1811.6 | -389.4 | 20 | 203 | 78 | 250 |
| 17 Mar | 76070.84 | 2201 | -1503.05 | 20.61 | 24 | -2 | 172 |
| 16 Mar | 75502.85 | 3135.95 | 945.95 | - | 0 | 0 | 174 |
| 13 Mar | 74563.92 | 3135.95 | 945.95 | 21.87 | 170 | 108 | 174 |
| 12 Mar | 76034.42 | 2190 | 315 | 20.12 | 100 | 26 | 66 |
| 11 Mar | 76863.71 | 1875 | -85.3 | 20.13 | 3 | 0 | 40 |
| 10 Mar | 78205.98 | 2041 | 591.2 | - | 0 | 0 | 40 |
| 9 Mar | 77566.16 | 2041 | 591.2 | 23.91 | 46 | 40 | 40 |
| 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 77000 expiring on 30APR2026
Delta for 77000 PE is -
Historical price for 77000 PE is as follows
On 28 Apr SENSEX was trading at 76886.91. The strike last trading price was 444.35, which was 70.25 higher than the previous day. The implied volatity was -, the open interest changed by 13727 which increased total open position to 37073
On 27 Apr SENSEX was trading at 77303.63. The strike last trading price was 360.1, which was -537.2 lower than the previous day. The implied volatity was -, the open interest changed by 9687 which increased total open position to 23346
On 24 Apr SENSEX was trading at 76664.21. The strike last trading price was 870.1, which was 392.2 higher than the previous day. The implied volatity was -, the open interest changed by 2389 which increased total open position to 13659
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 480, which was 146.3 higher than the previous day. The implied volatity was -, the open interest changed by 4138 which increased total open position to 11270
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 320, which was 64.7 higher than the previous day. The implied volatity was -, the open interest changed by 3453 which increased total open position to 7132
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 247.9, which was -267.55 lower than the previous day. The implied volatity was -, the open interest changed by 410 which increased total open position to 3679
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 544.85, which was 91.9 higher than the previous day. The implied volatity was -, the open interest changed by 1384 which increased total open position to 3269
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 441.95, which was -230.95 lower than the previous day. The implied volatity was 19.05, the open interest changed by 434 which increased total open position to 1885
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 707.1, which was 15.45 higher than the previous day. The implied volatity was 20.38, the open interest changed by 116 which increased total open position to 1451
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 700, which was -594 lower than the previous day. The implied volatity was 20.61, the open interest changed by 344 which increased total open position to 1335
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 1329.65, which was 367.05 higher than the previous day. The implied volatity was 21.28, the open interest changed by 234 which increased total open position to 991
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 960, which was -461.7 lower than the previous day. The implied volatity was 19.26, the open interest changed by 80 which increased total open position to 757
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 1390, which was 330.15 higher than the previous day. The implied volatity was 19.47, the open interest changed by 308 which increased total open position to 677
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 1008.65, which was -1976.95 lower than the previous day. The implied volatity was 19.6, the open interest changed by -2 which decreased total open position to 369
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 2951, which was -474 lower than the previous day. The implied volatity was 24.49, the open interest changed by 18 which increased total open position to 371
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 3425, which was -622 lower than the previous day. The implied volatity was 25.82, the open interest changed by -1 which decreased total open position to 353
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 4047, which was 17.75 higher than the previous day. The implied volatity was 26.06, the open interest changed by -4 which decreased total open position to 354
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 4029.25, which was -1113.15 lower than the previous day. The implied volatity was 24.67, the open interest changed by -3 which decreased total open position to 358
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 5142.4, which was 1178.65 higher than the previous day. The implied volatity was 28.51, the open interest changed by -4 which decreased total open position to 361
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 3963.75, which was 1234.3 higher than the previous day. The implied volatity was 26.62, the open interest changed by 7 which increased total open position to 365
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 2753.1, which was -845.95 lower than the previous day. The implied volatity was 23.55, the open interest changed by 160 which increased total open position to 358
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 3599.1, which was -904.65 lower than the previous day. The implied volatity was 25.64, the open interest changed by 20 which increased total open position to 198
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 4503.75, which was 1339.65 higher than the previous day. The implied volatity was 23.84, the open interest changed by 34 which increased total open position to 178
On 20 Mar SENSEX was trading at 74532.96. The strike last trading price was 3164.1, which was -195.15 lower than the previous day. The implied volatity was 22.93, the open interest changed by -72 which decreased total open position to 144
On 19 Mar SENSEX was trading at 74207.24. The strike last trading price was 3359.25, which was 1601.3 higher than the previous day. The implied volatity was 22.39, the open interest changed by -34 which decreased total open position to 216
On 18 Mar SENSEX was trading at 76704.13. The strike last trading price was 1811.6, which was -389.4 lower than the previous day. The implied volatity was 20, the open interest changed by 78 which increased total open position to 250
On 17 Mar SENSEX was trading at 76070.84. The strike last trading price was 2201, which was -1503.05 lower than the previous day. The implied volatity was 20.61, the open interest changed by -2 which decreased total open position to 172
On 16 Mar SENSEX was trading at 75502.85. The strike last trading price was 3135.95, which was 945.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 174
On 13 Mar SENSEX was trading at 74563.92. The strike last trading price was 3135.95, which was 945.95 higher than the previous day. The implied volatity was 21.87, the open interest changed by 108 which increased total open position to 174
On 12 Mar SENSEX was trading at 76034.42. The strike last trading price was 2190, which was 315 higher than the previous day. The implied volatity was 20.12, the open interest changed by 26 which increased total open position to 66
On 11 Mar SENSEX was trading at 76863.71. The strike last trading price was 1875, which was -85.3 lower than the previous day. The implied volatity was 20.13, the open interest changed by 0 which decreased total open position to 40
On 10 Mar SENSEX was trading at 78205.98. The strike last trading price was 2041, which was 591.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 9 Mar SENSEX was trading at 77566.16. The strike last trading price was 2041, which was 591.2 higher than the previous day. The implied volatity was 23.91, the open interest changed by 40 which increased total open position to 40
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
