SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:39 PM IST
| SENSEX 30-Apr-2026 (6d) 77600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.3
Vega: 34.46
Theta: -59.93
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76477.86 | 355.8 | -448.1 | 18.93 | 80,785 | 4,907 | 7,569 | |||||||||
| 23 Apr | 77664.00 | 840 | -631.25 | - | 10,770 | 2,593 | 2,662 | |||||||||
| 22 Apr | 78516.49 | 1474.65 | -625.35 | - | 52 | 20 | 69 | |||||||||
| 21 Apr | 79273.33 | 2100 | 320.3 | - | 11 | 3 | 49 | |||||||||
| 20 Apr | 78520.30 | 1779.7 | 119.75 | - | 7 | 2 | 46 | |||||||||
| 17 Apr | 78493.54 | 1712 | 358.75 | 17.06 | 55 | 21 | 44 | |||||||||
| 16 Apr | 77988.68 | 1362.95 | -153.75 | 16.6 | 31 | 6 | 23 | |||||||||
| 15 Apr | 78111.24 | 1516.7 | 438.65 | 16.72 | 8 | -4 | 17 | |||||||||
| 13 Apr | 76847.57 | 1081.75 | -300 | 19.53 | 38 | 4 | 21 | |||||||||
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| 10 Apr | 77550.25 | 1365 | 256.55 | 16.29 | 38 | -5 | 17 | |||||||||
| 9 Apr | 76631.65 | 1089.25 | 388.25 | 18.26 | 42 | -12 | 22 | |||||||||
| 8 Apr | 77562.90 | 701 | 26.45 | 5.65 | 5 | 5 | 34 | |||||||||
| 7 Apr | 74616.58 | 671.4 | 27.5 | 21.34 | 26 | 14 | 29 | |||||||||
| 6 Apr | 74106.85 | 643.9 | 130.7 | 22.57 | 44 | -2 | 15 | |||||||||
| 2 Apr | 73319.55 | 493.3 | -53.85 | 21.19 | 41 | 8 | 17 | |||||||||
| 1 Apr | 73134.32 | 548.4 | 12.05 | 21.77 | 45 | 3 | 9 | |||||||||
| 30 Mar | 71947.55 | 554.6 | -341.35 | 25.09 | 40 | -10 | 6 | |||||||||
| 27 Mar | 73583.22 | 900.6 | -293.75 | 23.6 | 18 | 16 | 16 | |||||||||
| 25 Mar | 75273.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 74068.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 77600 expiring on 30APR2026
Delta for 77600 CE is 0.3
Historical price for 77600 CE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 355.8, which was -448.1 lower than the previous day. The implied volatity was 18.93, the open interest changed by 4907 which increased total open position to 7569
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 840, which was -631.25 lower than the previous day. The implied volatity was -, the open interest changed by 2593 which increased total open position to 2662
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 1474.65, which was -625.35 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 69
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 2100, which was 320.3 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 49
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 1779.7, which was 119.75 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 46
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 1712, which was 358.75 higher than the previous day. The implied volatity was 17.06, the open interest changed by 21 which increased total open position to 44
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 1362.95, which was -153.75 lower than the previous day. The implied volatity was 16.6, the open interest changed by 6 which increased total open position to 23
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 1516.7, which was 438.65 higher than the previous day. The implied volatity was 16.72, the open interest changed by -4 which decreased total open position to 17
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 1081.75, which was -300 lower than the previous day. The implied volatity was 19.53, the open interest changed by 4 which increased total open position to 21
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 1365, which was 256.55 higher than the previous day. The implied volatity was 16.29, the open interest changed by -5 which decreased total open position to 17
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 1089.25, which was 388.25 higher than the previous day. The implied volatity was 18.26, the open interest changed by -12 which decreased total open position to 22
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 701, which was 26.45 higher than the previous day. The implied volatity was 5.65, the open interest changed by 5 which increased total open position to 34
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 671.4, which was 27.5 higher than the previous day. The implied volatity was 21.34, the open interest changed by 14 which increased total open position to 29
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 643.9, which was 130.7 higher than the previous day. The implied volatity was 22.57, the open interest changed by -2 which decreased total open position to 15
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 493.3, which was -53.85 lower than the previous day. The implied volatity was 21.19, the open interest changed by 8 which increased total open position to 17
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 548.4, which was 12.05 higher than the previous day. The implied volatity was 21.77, the open interest changed by 3 which increased total open position to 9
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 554.6, which was -341.35 lower than the previous day. The implied volatity was 25.09, the open interest changed by -10 which decreased total open position to 6
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 900.6, which was -293.75 lower than the previous day. The implied volatity was 23.6, the open interest changed by 16 which increased total open position to 16
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 24 Mar SENSEX was trading at 74068.45. 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 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
| SENSEX 30-Apr-2026 (6d) 77600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 35.47
Theta: -46.96
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76477.86 | 1418.2 | 706.4 | 21.08 | 42,101 | 264 | 2,954 |
| 23 Apr | 77664.00 | 719.95 | 223.85 | - | 14,893 | 2,492 | 2,690 |
| 22 Apr | 78516.49 | 492.25 | 123.8 | - | 446 | 101 | 198 |
| 21 Apr | 79273.33 | 369.8 | -329.85 | - | 70 | 28 | 97 |
| 20 Apr | 78520.30 | 721.15 | 111.2 | - | 83 | 0 | 69 |
| 17 Apr | 78493.54 | 604 | -281.6 | 18.68 | 69 | 30 | 69 |
| 16 Apr | 77988.68 | 902.2 | 22.55 | 19.76 | 112 | 10 | 39 |
| 15 Apr | 78111.24 | 891.95 | -709.65 | 20.11 | 48 | 3 | 29 |
| 13 Apr | 76847.57 | 1601.6 | 415.25 | 20.58 | 17 | 14 | 26 |
| 10 Apr | 77550.25 | 1205.5 | -580 | 19.17 | 8 | 2 | 12 |
| 9 Apr | 76631.65 | 1785.5 | 72.9 | 20.52 | 10 | 10 | 10 |
| 8 Apr | 77562.90 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
| 24 Mar | 74068.45 | 0 | 0 | - | 0 | 0 | 0 |
| 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 77600 expiring on 30APR2026
Delta for 77600 PE is -0.68
Historical price for 77600 PE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 1418.2, which was 706.4 higher than the previous day. The implied volatity was 21.08, the open interest changed by 264 which increased total open position to 2954
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 719.95, which was 223.85 higher than the previous day. The implied volatity was -, the open interest changed by 2492 which increased total open position to 2690
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 492.25, which was 123.8 higher than the previous day. The implied volatity was -, the open interest changed by 101 which increased total open position to 198
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 369.8, which was -329.85 lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 97
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 721.15, which was 111.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 69
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 604, which was -281.6 lower than the previous day. The implied volatity was 18.68, the open interest changed by 30 which increased total open position to 69
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 902.2, which was 22.55 higher than the previous day. The implied volatity was 19.76, the open interest changed by 10 which increased total open position to 39
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 891.95, which was -709.65 lower than the previous day. The implied volatity was 20.11, the open interest changed by 3 which increased total open position to 29
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 1601.6, which was 415.25 higher than the previous day. The implied volatity was 20.58, the open interest changed by 14 which increased total open position to 26
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 1205.5, which was -580 lower than the previous day. The implied volatity was 19.17, the open interest changed by 2 which increased total open position to 12
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 1785.5, which was 72.9 higher than the previous day. The implied volatity was 20.52, the open interest changed by 10 which increased total open position to 10
On 8 Apr SENSEX was trading at 77562.90. 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 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 24 Mar SENSEX was trading at 74068.45. 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 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
