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SENSEX

Sensex
77322.82 +691.17 (0.90%)
L: 76851.16 H: 77501.4

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Historical option data for SENSEX

10 Apr 2026 12:46 PM IST
Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV
SENSEX 16-Apr-2026 (6d) 77200 CE
Delta: 0.58
Vega: 39.22
Theta: -67.65
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
10 Apr 77384.80 860.2 210.2 17.35 1,83,234 11,700 13,524
9 Apr 76631.65 676.8 -497.7 20.53 10,387 1,598 1,824
8 Apr 77562.90 1228.2 597.85 20.06 1,884 226 226
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
12 Mar 76034.42 - - - 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 77200 expiring on 16APR2026

Delta for 77200 CE is 0.58

Historical price for 77200 CE is as follows

On 10 Apr SENSEX was trading at 77384.80. The strike last trading price was 860.2, which was 210.2 higher than the previous day. The implied volatity was 17.35, the open interest changed by 11700 which increased total open position to 13524


On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 676.8, which was -497.7 lower than the previous day. The implied volatity was 20.53, the open interest changed by 1598 which increased total open position to 1824


On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 1228.2, which was 597.85 higher than the previous day. The implied volatity was 20.06, the open interest changed by 226 which increased total open position to 226


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 12 Mar SENSEX was trading at 76034.42. 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 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 (6d) 77200 PE
Delta: -0.43
Vega: 39.34
Theta: -50.85
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
10 Apr 77384.80 597.7 -451.25 18.69 1,65,514 15,388 16,189
9 Apr 76631.65 1043.7 346.95 18.96 9,332 337 801
8 Apr 77562.90 656.2 -2452.95 19.98 1,763 464 464
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
12 Mar 76034.42 - - - 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 77200 expiring on 16APR2026

Delta for 77200 PE is -0.43

Historical price for 77200 PE is as follows

On 10 Apr SENSEX was trading at 77384.80. The strike last trading price was 597.7, which was -451.25 lower than the previous day. The implied volatity was 18.69, the open interest changed by 15388 which increased total open position to 16189


On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 1043.7, which was 346.95 higher than the previous day. The implied volatity was 18.96, the open interest changed by 337 which increased total open position to 801


On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 656.2, which was -2452.95 lower than the previous day. The implied volatity was 19.98, the open interest changed by 464 which increased total open position to 464


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 12 Mar SENSEX was trading at 76034.42. 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 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