SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:38 PM IST
| SENSEX 30-Apr-2026 (6d) 77300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.37
Vega: 37.13
Theta: -64.32
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76515.39 | 453.6 | -539.4 | 18.59 | 65,568 | 6,536 | 6,764 | |||||||||
| 23 Apr | 77664.00 | 1021.3 | -810.25 | - | 564 | 202 | 228 | |||||||||
| 22 Apr | 78516.49 | 1831.55 | -488.45 | - | 9 | 8 | 26 | |||||||||
| 21 Apr | 79273.33 | 2320 | 340.15 | - | 19 | 1 | 18 | |||||||||
| 20 Apr | 78520.30 | 1979.85 | 103.5 | - | 1 | -1 | 17 | |||||||||
| 17 Apr | 78493.54 | 1876.4 | 346.75 | 16.37 | 14 | 3 | 18 | |||||||||
| 16 Apr | 77988.68 | 1529.65 | -58.9 | 16.28 | 3 | 0 | 15 | |||||||||
| 15 Apr | 78111.24 | 1588.55 | 408.75 | 14.61 | 1 | -1 | 15 | |||||||||
| 13 Apr | 76847.57 | 1135.75 | -394.55 | 18.25 | 59 | -10 | 16 | |||||||||
| 10 Apr | 77550.25 | 1522.55 | 332.7 | 16.15 | 78 | 15 | 26 | |||||||||
| 9 Apr | 76631.65 | 1189.85 | -898.15 | 17.82 | 38 | -11 | 11 | |||||||||
| 8 Apr | 77562.90 | 767.55 | 24.85 | - | 0 | 0 | 22 | |||||||||
| 7 Apr | 74616.58 | 767.55 | 24.85 | 21.56 | 20 | 12 | 22 | |||||||||
| 6 Apr | 74106.85 | 730.25 | 139.35 | 22.88 | 46 | -3 | 10 | |||||||||
| 2 Apr | 73319.55 | 566.9 | -61.95 | 21.35 | 35 | 4 | 13 | |||||||||
| 1 Apr | 73134.32 | 630 | 27.7 | 22.07 | 38 | 2 | 9 | |||||||||
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| 30 Mar | 71947.55 | 616.7 | -376.15 | 25.21 | 45 | -9 | 7 | |||||||||
| 27 Mar | 73583.22 | 995.6 | -303.45 | 23.49 | 23 | 16 | 16 | |||||||||
| 25 Mar | 75273.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 | |||||||||
| 18 Mar | 76704.13 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 76070.84 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 75502.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 74563.92 | 0 | 0 | - | 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 | 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 77300 expiring on 30APR2026
Delta for 77300 CE is 0.37
Historical price for 77300 CE is as follows
On 24 Apr SENSEX was trading at 76515.39. The strike last trading price was 453.6, which was -539.4 lower than the previous day. The implied volatity was 18.59, the open interest changed by 6536 which increased total open position to 6764
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 1021.3, which was -810.25 lower than the previous day. The implied volatity was -, the open interest changed by 202 which increased total open position to 228
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 1831.55, which was -488.45 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 26
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 2320, which was 340.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 18
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 1979.85, which was 103.5 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 17
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 1876.4, which was 346.75 higher than the previous day. The implied volatity was 16.37, the open interest changed by 3 which increased total open position to 18
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 1529.65, which was -58.9 lower than the previous day. The implied volatity was 16.28, the open interest changed by 0 which decreased total open position to 15
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 1588.55, which was 408.75 higher than the previous day. The implied volatity was 14.61, the open interest changed by -1 which decreased total open position to 15
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 1135.75, which was -394.55 lower than the previous day. The implied volatity was 18.25, the open interest changed by -10 which decreased total open position to 16
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 1522.55, which was 332.7 higher than the previous day. The implied volatity was 16.15, the open interest changed by 15 which increased total open position to 26
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 1189.85, which was -898.15 lower than the previous day. The implied volatity was 17.82, the open interest changed by -11 which decreased total open position to 11
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 767.55, which was 24.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 767.55, which was 24.85 higher than the previous day. The implied volatity was 21.56, the open interest changed by 12 which increased total open position to 22
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 730.25, which was 139.35 higher than the previous day. The implied volatity was 22.88, the open interest changed by -3 which decreased total open position to 10
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 566.9, which was -61.95 lower than the previous day. The implied volatity was 21.35, the open interest changed by 4 which increased total open position to 13
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 630, which was 27.7 higher than the previous day. The implied volatity was 22.07, the open interest changed by 2 which increased total open position to 9
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 616.7, which was -376.15 lower than the previous day. The implied volatity was 25.21, the open interest changed by -9 which decreased total open position to 7
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 995.6, which was -303.45 lower than the previous day. The implied volatity was 23.49, the open interest changed by 16 which increased total open position to 16
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 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 18 Mar SENSEX was trading at 76704.13. 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 17 Mar SENSEX was trading at 76070.84. 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 16 Mar SENSEX was trading at 75502.85. 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 13 Mar SENSEX was trading at 74563.92. 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 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 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
| SENSEX 30-Apr-2026 (6d) 77300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 37.59
Theta: -50.25
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76515.39 | 1180.4 | 590.55 | 20.56 | 67,703 | 3,417 | 3,992 |
| 23 Apr | 77664.00 | 600 | 195.35 | - | 2,707 | 415 | 575 |
| 22 Apr | 78516.49 | 379.15 | 76.4 | - | 195 | 29 | 160 |
| 21 Apr | 79273.33 | 304.6 | -322.25 | - | 167 | 51 | 131 |
| 20 Apr | 78520.30 | 619 | 93.45 | - | 73 | 8 | 80 |
| 17 Apr | 78493.54 | 508.2 | -276.3 | 18.76 | 87 | 17 | 72 |
| 16 Apr | 77988.68 | 805.5 | -77.95 | 20.17 | 140 | 2 | 55 |
| 15 Apr | 78111.24 | 1662.3 | 583.95 | - | 0 | 0 | 53 |
| 13 Apr | 76847.57 | 1662.3 | 583.95 | 24 | 17 | -11 | 53 |
| 10 Apr | 77550.25 | 1069.55 | -582.7 | 19.14 | 79 | 60 | 64 |
| 9 Apr | 76631.65 | 1652.25 | 83 | 20.8 | 4 | 4 | 4 |
| 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 | 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 |
| 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 |
| 18 Mar | 76704.13 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 76070.84 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 75502.85 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 74563.92 | 0 | 0 | - | 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 | 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 77300 expiring on 30APR2026
Delta for 77300 PE is -0.62
Historical price for 77300 PE is as follows
On 24 Apr SENSEX was trading at 76515.39. The strike last trading price was 1180.4, which was 590.55 higher than the previous day. The implied volatity was 20.56, the open interest changed by 3417 which increased total open position to 3992
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 600, which was 195.35 higher than the previous day. The implied volatity was -, the open interest changed by 415 which increased total open position to 575
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 379.15, which was 76.4 higher than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 160
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 304.6, which was -322.25 lower than the previous day. The implied volatity was -, the open interest changed by 51 which increased total open position to 131
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 619, which was 93.45 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 80
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 508.2, which was -276.3 lower than the previous day. The implied volatity was 18.76, the open interest changed by 17 which increased total open position to 72
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 805.5, which was -77.95 lower than the previous day. The implied volatity was 20.17, the open interest changed by 2 which increased total open position to 55
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 1662.3, which was 583.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 53
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 1662.3, which was 583.95 higher than the previous day. The implied volatity was 24, the open interest changed by -11 which decreased total open position to 53
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 1069.55, which was -582.7 lower than the previous day. The implied volatity was 19.14, the open interest changed by 60 which increased total open position to 64
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 1652.25, which was 83 higher than the previous day. The implied volatity was 20.8, the open interest changed by 4 which increased total open position to 4
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 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 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 18 Mar SENSEX was trading at 76704.13. 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 17 Mar SENSEX was trading at 76070.84. 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 16 Mar SENSEX was trading at 75502.85. 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 13 Mar SENSEX was trading at 74563.92. 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 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 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
