SENSEX
Sensex
Historical option data for SENSEX
13 Apr 2026 04:10 PM IST
| SENSEX 16-Apr-2026 (2d) 77300 CE | ||||||||||||||||
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Delta: 0.4
Vega: 26.82
Theta: -111.32
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Apr | 76847.57 | 445.5 | -425.2 | 23.06 | 1,58,118 | -1,272 | 5,864 | |||||||||
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| 10 Apr | 77550.25 | 885.35 | 277.2 | 17.2 | 3,50,442 | 6,029 | 7,136 | |||||||||
| 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 0.4
Historical price for 77300 CE is as follows
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 445.5, which was -425.2 lower than the previous day. The implied volatity was 23.06, the open interest changed by -1272 which decreased total open position to 5864
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 885.35, which was 277.2 higher than the previous day. The implied volatity was 17.2, the open interest changed by 6029 which increased total open position to 7136
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 (2d) 77300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
Vega: 26.99
Theta: -100.89
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Apr | 76847.57 | 946.6 | 389.5 | 25.26 | 43,597 | -11,092 | 2,695 |
| 10 Apr | 77550.25 | 554 | -555 | 18.38 | 3,52,297 | 13,028 | 13,787 |
| 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 -0.59
Historical price for 77300 PE is as follows
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 946.6, which was 389.5 higher than the previous day. The implied volatity was 25.26, the open interest changed by -11092 which decreased total open position to 2695
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 554, which was -555 lower than the previous day. The implied volatity was 18.38, the open interest changed by 13028 which increased total open position to 13787
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
