SENSEX
Sensex
Historical option data for SENSEX
11 Mar 2026 04:11 PM IST
| SENSEX 12-MAR-2026 77400 CE | ||||||||||||||||
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Delta: 0.3
Vega: 13.97
Theta: -198.01
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Mar | 76863.71 | 208.25 | -998.75 | 27.45 | 10,04,213 | 12,784 | 14,431 | |||||||||
| 10 Mar | 78205.98 | 1236.2 | 59.65 | 29.01 | 19,914 | -1,868 | 1,647 | |||||||||
| 9 Mar | 77566.16 | 1132.95 | -866.4 | 37.58 | 1,25,662 | 3,456 | 3,515 | |||||||||
| 6 Mar | 78918.90 | 2022.95 | -720.3 | 22.82 | 102 | 59 | 59 | |||||||||
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| 5 Mar | 80015.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 79116.19 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 80238.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 81287.19 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 77400 expiring on 12MAR2026
Delta for 77400 CE is 0.3
Historical price for 77400 CE is as follows
On 11 Mar SENSEX was trading at 76863.71. The strike last trading price was 208.25, which was -998.75 lower than the previous day. The implied volatity was 27.45, the open interest changed by 12784 which increased total open position to 14431
On 10 Mar SENSEX was trading at 78205.98. The strike last trading price was 1236.2, which was 59.65 higher than the previous day. The implied volatity was 29.01, the open interest changed by -1868 which decreased total open position to 1647
On 9 Mar SENSEX was trading at 77566.16. The strike last trading price was 1132.95, which was -866.4 lower than the previous day. The implied volatity was 37.58, the open interest changed by 3456 which increased total open position to 3515
On 6 Mar SENSEX was trading at 78918.90. The strike last trading price was 2022.95, which was -720.3 lower than the previous day. The implied volatity was 22.82, the open interest changed by 59 which increased total open position to 59
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
On 2 Mar SENSEX was trading at 80238.85. 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 27 Feb SENSEX was trading at 81287.19. 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 12MAR2026 77400 PE | |||||||
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Delta: -0.7
Vega: 14.02
Theta: -180.01
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Mar | 76863.71 | 802.5 | 579.75 | 27.8 | 14,56,043 | 1,674 | 6,920 |
| 10 Mar | 78205.98 | 220.15 | -617.9 | 24.8 | 1,56,214 | 2,511 | 5,246 |
| 9 Mar | 77566.16 | 889.7 | 434.7 | 34.52 | 64,555 | 1,074 | 2,735 |
| 6 Mar | 78918.90 | 392.45 | 346.7 | 25.88 | 51,403 | 1,661 | 1,661 |
| 5 Mar | 80015.90 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 79116.19 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 80238.85 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 81287.19 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 77400 expiring on 12MAR2026
Delta for 77400 PE is -0.7
Historical price for 77400 PE is as follows
On 11 Mar SENSEX was trading at 76863.71. The strike last trading price was 802.5, which was 579.75 higher than the previous day. The implied volatity was 27.8, the open interest changed by 1674 which increased total open position to 6920
On 10 Mar SENSEX was trading at 78205.98. The strike last trading price was 220.15, which was -617.9 lower than the previous day. The implied volatity was 24.8, the open interest changed by 2511 which increased total open position to 5246
On 9 Mar SENSEX was trading at 77566.16. The strike last trading price was 889.7, which was 434.7 higher than the previous day. The implied volatity was 34.52, the open interest changed by 1074 which increased total open position to 2735
On 6 Mar SENSEX was trading at 78918.90. The strike last trading price was 392.45, which was 346.7 higher than the previous day. The implied volatity was 25.88, the open interest changed by 1661 which increased total open position to 1661
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
On 2 Mar SENSEX was trading at 80238.85. 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 27 Feb SENSEX was trading at 81287.19. 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
