SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:39 PM IST
| SENSEX 30-Apr-2026 (6d) 77500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 35.4
Theta: -61.49
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76477.86 | 385.2 | -477.8 | 18.83 | 2,35,743 | 26,580 | 30,828 | |||||||||
| 23 Apr | 77664.00 | 884.9 | -659.7 | - | 15,691 | 3,664 | 4,248 | |||||||||
| 22 Apr | 78516.49 | 1521.15 | -679.9 | - | 309 | 103 | 584 | |||||||||
| 21 Apr | 79273.33 | 2201.05 | 447.45 | - | 95 | -30 | 481 | |||||||||
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| 20 Apr | 78520.30 | 1700 | -24.1 | - | 246 | 48 | 511 | |||||||||
| 17 Apr | 78493.54 | 1769.85 | 338.05 | 16.86 | 520 | 194 | 463 | |||||||||
| 16 Apr | 77988.68 | 1429 | -162.1 | 16.68 | 370 | -168 | 269 | |||||||||
| 15 Apr | 78111.24 | 1557.15 | 465.15 | 16.35 | 280 | -31 | 437 | |||||||||
| 13 Apr | 76847.57 | 1064.65 | -384.45 | 18.56 | 362 | 140 | 468 | |||||||||
| 10 Apr | 77550.25 | 1445.7 | 290.8 | 16.65 | 905 | 71 | 328 | |||||||||
| 9 Apr | 76631.65 | 1158 | -434.6 | 18.61 | 1,346 | 164 | 257 | |||||||||
| 8 Apr | 77562.90 | 1629.65 | 922.45 | 17.54 | 293 | -6 | 93 | |||||||||
| 7 Apr | 74616.58 | 709.85 | 62.1 | 21.53 | 50 | 26 | 99 | |||||||||
| 6 Apr | 74106.85 | 691.85 | 146.45 | 23.07 | 55 | 4 | 73 | |||||||||
| 2 Apr | 73319.55 | 520 | -52.5 | 21.26 | 160 | -10 | 69 | |||||||||
| 1 Apr | 73134.32 | 577.95 | 17.95 | 22.09 | 63 | -13 | 79 | |||||||||
| 30 Mar | 71947.55 | 574.85 | -372.65 | 25.13 | 59 | -15 | 92 | |||||||||
| 27 Mar | 73583.22 | 1031.6 | -286.65 | 24.65 | 79 | -31 | 107 | |||||||||
| 25 Mar | 75273.45 | 1307.6 | 298.05 | 20.52 | 148 | 130 | 138 | |||||||||
| 24 Mar | 74068.45 | 1030 | 220.45 | 21.32 | 23 | 0 | 8 | |||||||||
| 23 Mar | 72696.39 | 803.6 | -249.75 | 23.79 | 43 | 1 | 8 | |||||||||
| 20 Mar | 74532.96 | 1052.9 | 100.25 | 18.8 | 13 | 3 | 7 | |||||||||
| 19 Mar | 74207.24 | 952.65 | -761.9 | 18.83 | 24 | -15 | 4 | |||||||||
| 18 Mar | 76704.13 | 1714.55 | -396.5 | 15.9 | 17 | 8 | 19 | |||||||||
| 17 Mar | 76070.84 | 1019 | -796.85 | - | 0 | 0 | 11 | |||||||||
| 16 Mar | 75502.85 | 1019 | -796.85 | 14.69 | 10 | 10 | 11 | |||||||||
| 13 Mar | 74563.92 | 3100 | -593.5 | - | 0 | 0 | 1 | |||||||||
| 12 Mar | 76034.42 | 3100 | -593.5 | - | 0 | 0 | 1 | |||||||||
| 11 Mar | 76863.71 | 3100 | -593.5 | - | 0 | 0 | 1 | |||||||||
| 10 Mar | 78205.98 | 3100 | -593.5 | - | 0 | 0 | 1 | |||||||||
| 9 Mar | 77566.16 | 3100 | -593.5 | 21.73 | 6 | 1 | 1 | |||||||||
| 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 77500 expiring on 30APR2026
Delta for 77500 CE is 0.32
Historical price for 77500 CE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 385.2, which was -477.8 lower than the previous day. The implied volatity was 18.83, the open interest changed by 26580 which increased total open position to 30828
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 884.9, which was -659.7 lower than the previous day. The implied volatity was -, the open interest changed by 3664 which increased total open position to 4248
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 1521.15, which was -679.9 lower than the previous day. The implied volatity was -, the open interest changed by 103 which increased total open position to 584
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 2201.05, which was 447.45 higher than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 481
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 1700, which was -24.1 lower than the previous day. The implied volatity was -, the open interest changed by 48 which increased total open position to 511
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 1769.85, which was 338.05 higher than the previous day. The implied volatity was 16.86, the open interest changed by 194 which increased total open position to 463
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 1429, which was -162.1 lower than the previous day. The implied volatity was 16.68, the open interest changed by -168 which decreased total open position to 269
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 1557.15, which was 465.15 higher than the previous day. The implied volatity was 16.35, the open interest changed by -31 which decreased total open position to 437
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 1064.65, which was -384.45 lower than the previous day. The implied volatity was 18.56, the open interest changed by 140 which increased total open position to 468
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 1445.7, which was 290.8 higher than the previous day. The implied volatity was 16.65, the open interest changed by 71 which increased total open position to 328
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 1158, which was -434.6 lower than the previous day. The implied volatity was 18.61, the open interest changed by 164 which increased total open position to 257
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 1629.65, which was 922.45 higher than the previous day. The implied volatity was 17.54, the open interest changed by -6 which decreased total open position to 93
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 709.85, which was 62.1 higher than the previous day. The implied volatity was 21.53, the open interest changed by 26 which increased total open position to 99
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 691.85, which was 146.45 higher than the previous day. The implied volatity was 23.07, the open interest changed by 4 which increased total open position to 73
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 520, which was -52.5 lower than the previous day. The implied volatity was 21.26, the open interest changed by -10 which decreased total open position to 69
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 577.95, which was 17.95 higher than the previous day. The implied volatity was 22.09, the open interest changed by -13 which decreased total open position to 79
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 574.85, which was -372.65 lower than the previous day. The implied volatity was 25.13, the open interest changed by -15 which decreased total open position to 92
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 1031.6, which was -286.65 lower than the previous day. The implied volatity was 24.65, the open interest changed by -31 which decreased total open position to 107
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 1307.6, which was 298.05 higher than the previous day. The implied volatity was 20.52, the open interest changed by 130 which increased total open position to 138
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 1030, which was 220.45 higher than the previous day. The implied volatity was 21.32, the open interest changed by 0 which decreased total open position to 8
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 803.6, which was -249.75 lower than the previous day. The implied volatity was 23.79, the open interest changed by 1 which increased total open position to 8
On 20 Mar SENSEX was trading at 74532.96. The strike last trading price was 1052.9, which was 100.25 higher than the previous day. The implied volatity was 18.8, the open interest changed by 3 which increased total open position to 7
On 19 Mar SENSEX was trading at 74207.24. The strike last trading price was 952.65, which was -761.9 lower than the previous day. The implied volatity was 18.83, the open interest changed by -15 which decreased total open position to 4
On 18 Mar SENSEX was trading at 76704.13. The strike last trading price was 1714.55, which was -396.5 lower than the previous day. The implied volatity was 15.9, the open interest changed by 8 which increased total open position to 19
On 17 Mar SENSEX was trading at 76070.84. The strike last trading price was 1019, which was -796.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 16 Mar SENSEX was trading at 75502.85. The strike last trading price was 1019, which was -796.85 lower than the previous day. The implied volatity was 14.69, the open interest changed by 10 which increased total open position to 11
On 13 Mar SENSEX was trading at 74563.92. The strike last trading price was 3100, which was -593.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Mar SENSEX was trading at 76034.42. The strike last trading price was 3100, which was -593.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Mar SENSEX was trading at 76863.71. The strike last trading price was 3100, which was -593.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Mar SENSEX was trading at 78205.98. The strike last trading price was 3100, which was -593.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Mar SENSEX was trading at 77566.16. The strike last trading price was 3100, which was -593.5 lower than the previous day. The implied volatity was 21.73, the open interest changed by 1 which increased total open position to 1
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) 77500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.66
Vega: 36.09
Theta: -47.61
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76477.86 | 1344.6 | 677.8 | 20.82 | 1,41,012 | 12,323 | 17,455 |
| 23 Apr | 77664.00 | 672 | 209.75 | - | 32,598 | 2,726 | 5,132 |
| 22 Apr | 78516.49 | 449.95 | 111 | - | 6,570 | 532 | 2,406 |
| 21 Apr | 79273.33 | 345.65 | -306.25 | - | 2,959 | 228 | 1,874 |
| 20 Apr | 78520.30 | 692.7 | 112.75 | - | 2,512 | 714 | 1,646 |
| 17 Apr | 78493.54 | 578.1 | -258.95 | 18.9 | 904 | 256 | 932 |
| 16 Apr | 77988.68 | 875.15 | 35.65 | 20.01 | 1,094 | 242 | 676 |
| 15 Apr | 78111.24 | 854.5 | -657.75 | 20.15 | 1,084 | -175 | 434 |
| 13 Apr | 76847.57 | 1556.35 | 419.8 | 20.78 | 490 | 205 | 609 |
| 10 Apr | 77550.25 | 1145.4 | -501.85 | 18.88 | 1,176 | -40 | 404 |
| 9 Apr | 76631.65 | 1570.2 | 348.35 | 18.19 | 500 | 120 | 444 |
| 8 Apr | 77562.90 | 1189.25 | -2840.5 | 19.21 | 890 | 316 | 324 |
| 7 Apr | 74616.58 | 3928.55 | 1151.85 | - | 0 | 0 | 8 |
| 6 Apr | 74106.85 | 3928.55 | 1151.85 | - | 0 | 0 | 8 |
| 2 Apr | 73319.55 | 3928.55 | 1151.85 | - | 0 | 0 | 8 |
| 1 Apr | 73134.32 | 3928.55 | 1151.85 | - | 0 | 0 | 8 |
| 30 Mar | 71947.55 | 3928.55 | 1151.85 | - | 0 | 0 | 8 |
| 27 Mar | 73583.22 | 3928.55 | 1151.85 | 20.99 | 2 | 0 | 8 |
| 25 Mar | 75273.45 | 2776.7 | -1423.3 | 20.56 | 10 | 7 | 8 |
| 24 Mar | 74068.45 | 4200 | -2045.8 | 28.79 | 1 | 1 | 1 |
| 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 77500 expiring on 30APR2026
Delta for 77500 PE is -0.66
Historical price for 77500 PE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 1344.6, which was 677.8 higher than the previous day. The implied volatity was 20.82, the open interest changed by 12323 which increased total open position to 17455
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 672, which was 209.75 higher than the previous day. The implied volatity was -, the open interest changed by 2726 which increased total open position to 5132
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 449.95, which was 111 higher than the previous day. The implied volatity was -, the open interest changed by 532 which increased total open position to 2406
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 345.65, which was -306.25 lower than the previous day. The implied volatity was -, the open interest changed by 228 which increased total open position to 1874
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 692.7, which was 112.75 higher than the previous day. The implied volatity was -, the open interest changed by 714 which increased total open position to 1646
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 578.1, which was -258.95 lower than the previous day. The implied volatity was 18.9, the open interest changed by 256 which increased total open position to 932
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 875.15, which was 35.65 higher than the previous day. The implied volatity was 20.01, the open interest changed by 242 which increased total open position to 676
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 854.5, which was -657.75 lower than the previous day. The implied volatity was 20.15, the open interest changed by -175 which decreased total open position to 434
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 1556.35, which was 419.8 higher than the previous day. The implied volatity was 20.78, the open interest changed by 205 which increased total open position to 609
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 1145.4, which was -501.85 lower than the previous day. The implied volatity was 18.88, the open interest changed by -40 which decreased total open position to 404
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 1570.2, which was 348.35 higher than the previous day. The implied volatity was 18.19, the open interest changed by 120 which increased total open position to 444
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 1189.25, which was -2840.5 lower than the previous day. The implied volatity was 19.21, the open interest changed by 316 which increased total open position to 324
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 3928.55, which was 1151.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 3928.55, which was 1151.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 3928.55, which was 1151.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 3928.55, which was 1151.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 3928.55, which was 1151.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 3928.55, which was 1151.85 higher than the previous day. The implied volatity was 20.99, the open interest changed by 0 which decreased total open position to 8
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 2776.7, which was -1423.3 lower than the previous day. The implied volatity was 20.56, the open interest changed by 7 which increased total open position to 8
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 4200, which was -2045.8 lower than the previous day. The implied volatity was 28.79, the open interest changed by 1 which increased total open position to 1
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
