SENSEX
Sensex
Historical option data for SENSEX
10 Apr 2026 04:10 PM IST
| SENSEX 16-Apr-2026 (5d) 77400 CE | ||||||||||||||||
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Delta: 0.57
Vega: 39.13
Theta: -68.39
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Apr | 77550.25 | 826.8 | 258.35 | 17.36 | 3,93,316 | 11,318 | 12,394 | |||||||||
| 9 Apr | 76631.65 | 580.05 | -463.1 | 20.12 | 7,328 | 556 | 1,076 | |||||||||
| 8 Apr | 77562.90 | 1098 | 517.15 | 19.72 | 2,742 | 520 | 520 | |||||||||
| 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 | |||||||||
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| 9 Mar | 77566.16 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 77400 expiring on 16APR2026
Delta for 77400 CE is 0.57
Historical price for 77400 CE is as follows
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 826.8, which was 258.35 higher than the previous day. The implied volatity was 17.36, the open interest changed by 11318 which increased total open position to 12394
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 580.05, which was -463.1 lower than the previous day. The implied volatity was 20.12, the open interest changed by 556 which increased total open position to 1076
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 1098, which was 517.15 higher than the previous day. The implied volatity was 19.72, the open interest changed by 520 which increased total open position to 520
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 (5d) 77400 PE | |||||||
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Delta: -0.43
Vega: 39.11
Theta: -49.66
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Apr | 77550.25 | 586.3 | -567.05 | 18.1 | 3,26,264 | 13,728 | 14,216 |
| 9 Apr | 76631.65 | 1160.4 | 382.2 | 18.83 | 3,143 | 63 | 488 |
| 8 Apr | 77562.90 | 730.1 | -2529.3 | 19.74 | 1,832 | 425 | 425 |
| 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 77400 expiring on 16APR2026
Delta for 77400 PE is -0.43
Historical price for 77400 PE is as follows
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 586.3, which was -567.05 lower than the previous day. The implied volatity was 18.1, the open interest changed by 13728 which increased total open position to 14216
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 1160.4, which was 382.2 higher than the previous day. The implied volatity was 18.83, the open interest changed by 63 which increased total open position to 488
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 730.1, which was -2529.3 lower than the previous day. The implied volatity was 19.74, the open interest changed by 425 which increased total open position to 425
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
