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SENSEX

Sensex
77481.55 +849.90 (1.11%)
L: 76851.16 H: 77501.4

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Historical option data for SENSEX

10 Apr 2026 02:38 PM IST
Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV
SENSEX 16-Apr-2026 (6d) 77300 CE
Delta: 0.53
Vega: 39.54
Theta: -65.79
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
10 Apr 77288.73 716 107.85 16.73 2,88,416 14,812 15,919
9 Apr 76631.65 620.25 -501.55 20.33 6,911 803 1,107
8 Apr 77562.90 1159.6 554.4 19.83 1,623 304 304
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 0 0
9 Mar 77566.16 0 0 - 0 0 0

For Sensex - strike price 77300 expiring on 16APR2026

Delta for 77300 CE is 0.53

Historical price for 77300 CE is as follows

On 10 Apr SENSEX was trading at 77288.73. The strike last trading price was 716, which was 107.85 higher than the previous day. The implied volatity was 16.73, the open interest changed by 14812 which increased total open position to 15919


On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 620.25, which was -501.55 lower than the previous day. The implied volatity was 20.33, the open interest changed by 803 which increased total open position to 1107


On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 1159.6, which was 554.4 higher than the previous day. The implied volatity was 19.83, the open interest changed by 304 which increased total open position to 304


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 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


SENSEX 16-Apr-2026 (6d) 77300 PE
Delta: -0.47
Vega: 39.55
Theta: -50.26
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
10 Apr 77288.73 680 -429 18.45 2,87,422 17,796 18,555
9 Apr 76631.65 1098.3 363.6 18.83 5,692 314 759
8 Apr 77562.90 704.1 -2479.8 20.13 1,838 445 445
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 0 0
9 Mar 77566.16 0 0 - 0 0 0

For Sensex - strike price 77300 expiring on 16APR2026

Delta for 77300 PE is -0.47

Historical price for 77300 PE is as follows

On 10 Apr SENSEX was trading at 77288.73. The strike last trading price was 680, which was -429 lower than the previous day. The implied volatity was 18.45, the open interest changed by 17796 which increased total open position to 18555


On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 1098.3, which was 363.6 higher than the previous day. The implied volatity was 18.83, the open interest changed by 314 which increased total open position to 759


On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 704.1, which was -2479.8 lower than the previous day. The implied volatity was 20.13, the open interest changed by 445 which increased total open position to 445


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 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