SENSEX
Sensex
Historical option data for SENSEX
23 Apr 2026 04:09 PM IST
| SENSEX 30-Apr-2026 (6d) 77700 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Apr | 77664.00 | 770.35 | -717.9 | - | 28,436 | 12,521 | 12,596 | |||||||||
| 22 Apr | 78516.49 | 1488.25 | -577.4 | - | 37 | 7 | 75 | |||||||||
| 21 Apr | 79273.33 | 2065.65 | 411.3 | - | 27 | 1 | 68 | |||||||||
| 20 Apr | 78520.30 | 1654.35 | 91.25 | - | 32 | 9 | 67 | |||||||||
| 17 Apr | 78493.54 | 1563.1 | 291.55 | 15.7 | 22 | 1 | 58 | |||||||||
| 16 Apr | 77988.68 | 1271.55 | -224.75 | 16.03 | 42 | 6 | 57 | |||||||||
| 15 Apr | 78111.24 | 1496.3 | 524.8 | 17.39 | 5 | 0 | 51 | |||||||||
| 13 Apr | 76847.57 | 952.6 | -242.55 | 18.17 | 84 | 35 | 51 | |||||||||
| 10 Apr | 77550.25 | 1195.15 | 199.4 | 14.66 | 19 | -5 | 16 | |||||||||
| 9 Apr | 76631.65 | 995.75 | -886.45 | 17.54 | 56 | -3 | 21 | |||||||||
| 8 Apr | 77562.90 | 647.9 | 19.3 | - | 0 | 0 | 24 | |||||||||
| 7 Apr | 74616.58 | 647.9 | 19.3 | 21.37 | 43 | 4 | 24 | |||||||||
| 6 Apr | 74106.85 | 628.6 | 140 | 22.82 | 74 | -5 | 20 | |||||||||
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| 2 Apr | 73319.55 | 474.35 | -49.05 | 21.13 | 41 | 10 | 25 | |||||||||
| 1 Apr | 73134.32 | 526.4 | 13.5 | 21.84 | 29 | 9 | 15 | |||||||||
| 30 Mar | 71947.55 | 534.65 | -328.55 | 25.04 | 43 | -10 | 6 | |||||||||
| 27 Mar | 73583.22 | 866.35 | -294.5 | 23.19 | 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 | |||||||||
| 2 Mar | 80238.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 77700 expiring on 30APR2026
Delta for 77700 CE is -
Historical price for 77700 CE is as follows
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 770.35, which was -717.9 lower than the previous day. The implied volatity was -, the open interest changed by 12521 which increased total open position to 12596
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 1488.25, which was -577.4 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 75
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 2065.65, which was 411.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 68
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 1654.35, which was 91.25 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 67
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 1563.1, which was 291.55 higher than the previous day. The implied volatity was 15.7, the open interest changed by 1 which increased total open position to 58
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 1271.55, which was -224.75 lower than the previous day. The implied volatity was 16.03, the open interest changed by 6 which increased total open position to 57
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 1496.3, which was 524.8 higher than the previous day. The implied volatity was 17.39, the open interest changed by 0 which decreased total open position to 51
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 952.6, which was -242.55 lower than the previous day. The implied volatity was 18.17, the open interest changed by 35 which increased total open position to 51
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 1195.15, which was 199.4 higher than the previous day. The implied volatity was 14.66, the open interest changed by -5 which decreased total open position to 16
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 995.75, which was -886.45 lower than the previous day. The implied volatity was 17.54, the open interest changed by -3 which decreased total open position to 21
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 647.9, which was 19.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 647.9, which was 19.3 higher than the previous day. The implied volatity was 21.37, the open interest changed by 4 which increased total open position to 24
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 628.6, which was 140 higher than the previous day. The implied volatity was 22.82, the open interest changed by -5 which decreased total open position to 20
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 474.35, which was -49.05 lower than the previous day. The implied volatity was 21.13, the open interest changed by 10 which increased total open position to 25
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 526.4, which was 13.5 higher than the previous day. The implied volatity was 21.84, the open interest changed by 9 which increased total open position to 15
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 534.65, which was -328.55 lower than the previous day. The implied volatity was 25.04, 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 866.35, which was -294.5 lower than the previous day. The implied volatity was 23.19, 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
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
| SENSEX 30-Apr-2026 (6d) 77700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Apr | 77664.00 | 762 | 235.55 | - | 22,426 | 5,722 | 6,118 |
| 22 Apr | 78516.49 | 524.5 | 142.5 | - | 538 | 39 | 396 |
| 21 Apr | 79273.33 | 380.25 | -374 | - | 277 | 23 | 357 |
| 20 Apr | 78520.30 | 760 | 118.65 | - | 386 | 146 | 334 |
| 17 Apr | 78493.54 | 621.5 | -279.95 | 18.45 | 142 | 22 | 188 |
| 16 Apr | 77988.68 | 923 | 7.3 | 19.39 | 350 | 30 | 166 |
| 15 Apr | 78111.24 | 926.05 | -642.55 | 20 | 275 | 91 | 136 |
| 13 Apr | 76847.57 | 1596.35 | 320.95 | 19.71 | 22 | 1 | 45 |
| 10 Apr | 77550.25 | 1287.45 | -519.45 | 19.65 | 30 | 24 | 44 |
| 9 Apr | 76631.65 | 1806.9 | 44.75 | 19.88 | 28 | 20 | 20 |
| 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 |
| 2 Mar | 80238.85 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 77700 expiring on 30APR2026
Delta for 77700 PE is -
Historical price for 77700 PE is as follows
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 762, which was 235.55 higher than the previous day. The implied volatity was -, the open interest changed by 5722 which increased total open position to 6118
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 524.5, which was 142.5 higher than the previous day. The implied volatity was -, the open interest changed by 39 which increased total open position to 396
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 380.25, which was -374 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 357
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 760, which was 118.65 higher than the previous day. The implied volatity was -, the open interest changed by 146 which increased total open position to 334
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 621.5, which was -279.95 lower than the previous day. The implied volatity was 18.45, the open interest changed by 22 which increased total open position to 188
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 923, which was 7.3 higher than the previous day. The implied volatity was 19.39, the open interest changed by 30 which increased total open position to 166
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 926.05, which was -642.55 lower than the previous day. The implied volatity was 20, the open interest changed by 91 which increased total open position to 136
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 1596.35, which was 320.95 higher than the previous day. The implied volatity was 19.71, the open interest changed by 1 which increased total open position to 45
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 1287.45, which was -519.45 lower than the previous day. The implied volatity was 19.65, the open interest changed by 24 which increased total open position to 44
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 1806.9, which was 44.75 higher than the previous day. The implied volatity was 19.88, the open interest changed by 20 which increased total open position to 20
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
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
