SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:39 PM IST
| SENSEX 30-Apr-2026 (6d) 77100 CE | ||||||||||||||||
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Delta: 0.4
Vega: 38.11
Theta: -66.77
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76477.86 | 516.65 | -608.55 | 18.67 | 71,245 | 7,439 | 7,626 | |||||||||
| 23 Apr | 77664.00 | 1145.15 | -756.05 | - | 287 | 176 | 187 | |||||||||
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| 22 Apr | 78516.49 | 2439.5 | 240.5 | - | 0 | 0 | 11 | |||||||||
| 21 Apr | 79273.33 | 2439.5 | 240.5 | - | 4 | -2 | 11 | |||||||||
| 20 Apr | 78520.30 | 2199 | 198.35 | - | 4 | 1 | 13 | |||||||||
| 17 Apr | 78493.54 | 1702 | -155.7 | - | 0 | 0 | 12 | |||||||||
| 16 Apr | 77988.68 | 1702 | -155.7 | 16.96 | 6 | -3 | 12 | |||||||||
| 15 Apr | 78111.24 | 1857.7 | 580.15 | 17.01 | 3 | 0 | 15 | |||||||||
| 13 Apr | 76847.57 | 1277.55 | -322.45 | 18.93 | 12 | -2 | 15 | |||||||||
| 10 Apr | 77550.25 | 1600 | 266 | 15.55 | 19 | 4 | 17 | |||||||||
| 9 Apr | 76631.65 | 1321.35 | -874.75 | 18.33 | 27 | -6 | 13 | |||||||||
| 8 Apr | 77562.90 | 860.8 | 94.35 | - | 0 | 0 | 19 | |||||||||
| 7 Apr | 74616.58 | 860.8 | 94.35 | 22.07 | 17 | 9 | 19 | |||||||||
| 6 Apr | 74106.85 | 766.45 | 119.25 | 22.5 | 33 | -1 | 10 | |||||||||
| 2 Apr | 73319.55 | 630 | -48.5 | 21.66 | 42 | 1 | 11 | |||||||||
| 1 Apr | 73134.32 | 678.5 | 43.05 | 22.29 | 22 | 2 | 10 | |||||||||
| 30 Mar | 71947.55 | 658.3 | -402.4 | 25.26 | 28 | -4 | 8 | |||||||||
| 27 Mar | 73583.22 | 1066.45 | -306.05 | 23.66 | 12 | 12 | 12 | |||||||||
| 25 Mar | 75273.45 | 2900 | -1040.9 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 74068.45 | 2900 | -1040.9 | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 72696.39 | 2900 | -1040.9 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 74532.96 | 2900 | -1040.9 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 74207.24 | 2900 | -1040.9 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 76704.13 | 2900 | -1040.9 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 76070.84 | 2900 | -1040.9 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 75502.85 | 2900 | -1040.9 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 74563.92 | 2900 | -1040.9 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 76034.42 | 2900 | -1040.9 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 76863.71 | 2900 | -1040.9 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 78205.98 | 2900 | -1040.9 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 77566.16 | 2900 | -1040.9 | 17.94 | 6 | 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 77100 expiring on 30APR2026
Delta for 77100 CE is 0.4
Historical price for 77100 CE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 516.65, which was -608.55 lower than the previous day. The implied volatity was 18.67, the open interest changed by 7439 which increased total open position to 7626
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 1145.15, which was -756.05 lower than the previous day. The implied volatity was -, the open interest changed by 176 which increased total open position to 187
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 2439.5, which was 240.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 2439.5, which was 240.5 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 11
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 2199, which was 198.35 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 13
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 1702, which was -155.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 1702, which was -155.7 lower than the previous day. The implied volatity was 16.96, the open interest changed by -3 which decreased total open position to 12
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 1857.7, which was 580.15 higher than the previous day. The implied volatity was 17.01, the open interest changed by 0 which decreased total open position to 15
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 1277.55, which was -322.45 lower than the previous day. The implied volatity was 18.93, the open interest changed by -2 which decreased total open position to 15
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 1600, which was 266 higher than the previous day. The implied volatity was 15.55, the open interest changed by 4 which increased total open position to 17
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 1321.35, which was -874.75 lower than the previous day. The implied volatity was 18.33, the open interest changed by -6 which decreased total open position to 13
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 860.8, which was 94.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 860.8, which was 94.35 higher than the previous day. The implied volatity was 22.07, the open interest changed by 9 which increased total open position to 19
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 766.45, which was 119.25 higher than the previous day. The implied volatity was 22.5, the open interest changed by -1 which decreased total open position to 10
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 630, which was -48.5 lower than the previous day. The implied volatity was 21.66, the open interest changed by 1 which increased total open position to 11
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 678.5, which was 43.05 higher than the previous day. The implied volatity was 22.29, 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 658.3, which was -402.4 lower than the previous day. The implied volatity was 25.26, the open interest changed by -4 which decreased total open position to 8
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 1066.45, which was -306.05 lower than the previous day. The implied volatity was 23.66, the open interest changed by 12 which increased total open position to 12
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 2900, which was -1040.9 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 2900, which was -1040.9 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 2900, which was -1040.9 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 2900, which was -1040.9 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 2900, which was -1040.9 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 2900, which was -1040.9 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 2900, which was -1040.9 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 2900, which was -1040.9 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 2900, which was -1040.9 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 2900, which was -1040.9 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 2900, which was -1040.9 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 2900, which was -1040.9 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 2900, which was -1040.9 lower than the previous day. The implied volatity was 17.94, 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) 77100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
Vega: 38.37
Theta: -51.85
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76477.86 | 1072.85 | 551.05 | 20.43 | 91,658 | 2,316 | 3,642 |
| 23 Apr | 77664.00 | 526 | 169.25 | - | 4,207 | 1,249 | 1,326 |
| 22 Apr | 78516.49 | 339.4 | 68.15 | - | 152 | 31 | 77 |
| 21 Apr | 79273.33 | 266 | -250.95 | - | 55 | -4 | 46 |
| 20 Apr | 78520.30 | 570.1 | 86.75 | - | 99 | 23 | 50 |
| 17 Apr | 78493.54 | 483.35 | -217 | 19.42 | 42 | 9 | 27 |
| 16 Apr | 77988.68 | 700.35 | -21.5 | 19.62 | 16 | 3 | 18 |
| 15 Apr | 78111.24 | 730.5 | -575.7 | 20.55 | 46 | 2 | 15 |
| 13 Apr | 76847.57 | 1320 | 255.6 | 20.76 | 7 | -1 | 13 |
| 10 Apr | 77550.25 | 1064.4 | -419.35 | 20.18 | 16 | 5 | 14 |
| 9 Apr | 76631.65 | 1483.75 | 5.7 | 19.92 | 10 | 8 | 9 |
| 8 Apr | 77562.90 | 3678.45 | 1081.65 | - | 0 | 0 | 1 |
| 7 Apr | 74616.58 | 3678.45 | 1081.65 | - | 0 | 0 | 1 |
| 6 Apr | 74106.85 | 3678.45 | 1081.65 | - | 0 | 0 | 1 |
| 2 Apr | 73319.55 | 3678.45 | 1081.65 | - | 0 | 0 | 1 |
| 1 Apr | 73134.32 | 3678.45 | 1081.65 | - | 0 | 0 | 1 |
| 30 Mar | 71947.55 | 3678.45 | 1081.65 | - | 0 | 0 | 1 |
| 27 Mar | 73583.22 | 3678.45 | 1081.65 | 22.26 | 2 | 0 | 1 |
| 25 Mar | 75273.45 | 2596.8 | -2031.3 | 21.24 | 2 | 0 | 1 |
| 24 Mar | 74068.45 | 2001.8 | 0 | - | 0 | 0 | 1 |
| 23 Mar | 72696.39 | 2001.8 | 0 | - | 0 | 0 | 1 |
| 20 Mar | 74532.96 | 2001.8 | 0 | - | 0 | 0 | 1 |
| 19 Mar | 74207.24 | 2001.8 | 0 | - | 0 | 0 | 1 |
| 18 Mar | 76704.13 | 2001.8 | 0 | - | 0 | 0 | 1 |
| 17 Mar | 76070.84 | 2001.8 | 0 | - | 0 | 0 | 1 |
| 16 Mar | 75502.85 | 2001.8 | 0 | - | 0 | 0 | 1 |
| 13 Mar | 74563.92 | 2001.8 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 76034.42 | 2001.8 | 0 | - | 0 | 0 | 1 |
| 11 Mar | 76863.71 | 2001.8 | 0 | 20.89 | 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 77100 expiring on 30APR2026
Delta for 77100 PE is -0.59
Historical price for 77100 PE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 1072.85, which was 551.05 higher than the previous day. The implied volatity was 20.43, the open interest changed by 2316 which increased total open position to 3642
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 526, which was 169.25 higher than the previous day. The implied volatity was -, the open interest changed by 1249 which increased total open position to 1326
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 339.4, which was 68.15 higher than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 77
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 266, which was -250.95 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 46
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 570.1, which was 86.75 higher than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 50
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 483.35, which was -217 lower than the previous day. The implied volatity was 19.42, the open interest changed by 9 which increased total open position to 27
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 700.35, which was -21.5 lower than the previous day. The implied volatity was 19.62, the open interest changed by 3 which increased total open position to 18
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 730.5, which was -575.7 lower than the previous day. The implied volatity was 20.55, the open interest changed by 2 which increased total open position to 15
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 1320, which was 255.6 higher than the previous day. The implied volatity was 20.76, the open interest changed by -1 which decreased total open position to 13
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 1064.4, which was -419.35 lower than the previous day. The implied volatity was 20.18, the open interest changed by 5 which increased total open position to 14
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 1483.75, which was 5.7 higher than the previous day. The implied volatity was 19.92, the open interest changed by 8 which increased total open position to 9
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 3678.45, which was 1081.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 3678.45, which was 1081.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 3678.45, which was 1081.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 3678.45, which was 1081.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 3678.45, which was 1081.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 3678.45, which was 1081.65 higher 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 3678.45, which was 1081.65 higher than the previous day. The implied volatity was 22.26, 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 2596.8, which was -2031.3 lower than the previous day. The implied volatity was 21.24, 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 2001.8, which was 0 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 2001.8, which was 0 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 2001.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Mar SENSEX was trading at 74207.24. The strike last trading price was 2001.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Mar SENSEX was trading at 76704.13. The strike last trading price was 2001.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Mar SENSEX was trading at 76070.84. The strike last trading price was 2001.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Mar SENSEX was trading at 75502.85. The strike last trading price was 2001.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Mar SENSEX was trading at 74563.92. The strike last trading price was 2001.8, 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 2001.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Mar SENSEX was trading at 76863.71. The strike last trading price was 2001.8, which was 0 lower than the previous day. The implied volatity was 20.89, 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
