SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:39 PM IST
| SENSEX 30-Apr-2026 (6d) 77800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.27
Vega: 32.57
Theta: -56.72
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76477.86 | 305.9 | -398.95 | 19.09 | 78,043 | 1,352 | 11,054 | |||||||||
| 23 Apr | 77664.00 | 720 | -640 | - | 31,720 | 9,621 | 9,702 | |||||||||
| 22 Apr | 78516.49 | 1360 | -610.2 | - | 69 | -9 | 81 | |||||||||
| 21 Apr | 79273.33 | 1940.35 | 467 | - | 4 | 0 | 90 | |||||||||
| 20 Apr | 78520.30 | 1440 | -53.4 | - | 23 | -8 | 90 | |||||||||
| 17 Apr | 78493.54 | 1560.4 | 298.5 | 16.88 | 110 | 30 | 98 | |||||||||
| 16 Apr | 77988.68 | 1234.3 | -214.15 | 16.38 | 86 | 12 | 68 | |||||||||
| 15 Apr | 78111.24 | 1448.45 | 524.55 | 17.56 | 6 | 0 | 56 | |||||||||
| 13 Apr | 76847.57 | 839.8 | -427.25 | 17.1 | 26 | 0 | 56 | |||||||||
| 10 Apr | 77550.25 | 1239.55 | 251.6 | 15.9 | 24 | 1 | 56 | |||||||||
| 9 Apr | 76631.65 | 987.95 | -844.95 | 17.89 | 125 | -13 | 55 | |||||||||
| 8 Apr | 77562.90 | 609.4 | 6.1 | - | 0 | 0 | 68 | |||||||||
| 7 Apr | 74616.58 | 609.4 | 6.1 | 21.15 | 48 | 19 | 68 | |||||||||
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| 6 Apr | 74106.85 | 603.3 | 143.9 | 22.77 | 71 | 1 | 49 | |||||||||
| 2 Apr | 73319.55 | 451.7 | -52.75 | 21.05 | 58 | 12 | 48 | |||||||||
| 1 Apr | 73134.32 | 504.75 | 0.45 | 21.85 | 37 | 16 | 36 | |||||||||
| 30 Mar | 71947.55 | 533 | -299.1 | 25.31 | 51 | 3 | 20 | |||||||||
| 27 Mar | 73583.22 | 838.75 | -289.35 | 23.16 | 26 | 17 | 17 | |||||||||
| 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 77800 expiring on 30APR2026
Delta for 77800 CE is 0.27
Historical price for 77800 CE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 305.9, which was -398.95 lower than the previous day. The implied volatity was 19.09, the open interest changed by 1352 which increased total open position to 11054
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 720, which was -640 lower than the previous day. The implied volatity was -, the open interest changed by 9621 which increased total open position to 9702
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 1360, which was -610.2 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 81
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 1940.35, which was 467 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 90
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 1440, which was -53.4 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 90
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 1560.4, which was 298.5 higher than the previous day. The implied volatity was 16.88, the open interest changed by 30 which increased total open position to 98
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 1234.3, which was -214.15 lower than the previous day. The implied volatity was 16.38, the open interest changed by 12 which increased total open position to 68
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 1448.45, which was 524.55 higher than the previous day. The implied volatity was 17.56, the open interest changed by 0 which decreased total open position to 56
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 839.8, which was -427.25 lower than the previous day. The implied volatity was 17.1, the open interest changed by 0 which decreased total open position to 56
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 1239.55, which was 251.6 higher than the previous day. The implied volatity was 15.9, the open interest changed by 1 which increased total open position to 56
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 987.95, which was -844.95 lower than the previous day. The implied volatity was 17.89, the open interest changed by -13 which decreased total open position to 55
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 609.4, which was 6.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 68
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 609.4, which was 6.1 higher than the previous day. The implied volatity was 21.15, the open interest changed by 19 which increased total open position to 68
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 603.3, which was 143.9 higher than the previous day. The implied volatity was 22.77, the open interest changed by 1 which increased total open position to 49
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 451.7, which was -52.75 lower than the previous day. The implied volatity was 21.05, the open interest changed by 12 which increased total open position to 48
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 504.75, which was 0.45 higher than the previous day. The implied volatity was 21.85, the open interest changed by 16 which increased total open position to 36
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 533, which was -299.1 lower than the previous day. The implied volatity was 25.31, the open interest changed by 3 which increased total open position to 20
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 838.75, which was -289.35 lower than the previous day. The implied volatity was 23.16, the open interest changed by 17 which increased total open position to 17
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) 77800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 33.77
Theta: -43.44
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76477.86 | 1566.55 | 771.65 | 21.14 | 29,555 | -5,639 | 2,774 |
| 23 Apr | 77664.00 | 814.9 | 254.85 | - | 34,915 | 8,244 | 8,413 |
| 22 Apr | 78516.49 | 553.65 | 147.75 | - | 359 | -3 | 169 |
| 21 Apr | 79273.33 | 402.75 | -387.6 | - | 139 | 46 | 172 |
| 20 Apr | 78520.30 | 789.25 | 115.8 | - | 181 | -9 | 126 |
| 17 Apr | 78493.54 | 651.4 | -280.95 | 18.26 | 153 | 47 | 135 |
| 16 Apr | 77988.68 | 955 | 13.45 | 19.2 | 201 | 53 | 88 |
| 15 Apr | 78111.24 | 940 | -761.05 | 19.55 | 121 | 6 | 35 |
| 13 Apr | 76847.57 | 1701.05 | 317.2 | 20.41 | 12 | 0 | 29 |
| 10 Apr | 77550.25 | 1800.1 | -12.45 | - | 0 | 0 | 29 |
| 9 Apr | 76631.65 | 1800.1 | -12.45 | 18.98 | 28 | 24 | 29 |
| 8 Apr | 77562.90 | 4383.8 | -1959.4 | - | 0 | 0 | 5 |
| 7 Apr | 74616.58 | 4383.8 | -1959.4 | - | 0 | 0 | 5 |
| 6 Apr | 74106.85 | 4383.8 | -1959.4 | - | 0 | 0 | 5 |
| 2 Apr | 73319.55 | 4383.8 | -1959.4 | - | 0 | 0 | 5 |
| 1 Apr | 73134.32 | 4383.8 | -1959.4 | 20.12 | 1 | 0 | 5 |
| 30 Mar | 71947.55 | 3428.1 | -1662.4 | - | 0 | 0 | 5 |
| 27 Mar | 73583.22 | 3428.1 | -1662.4 | - | 0 | 0 | 5 |
| 25 Mar | 75273.45 | 3428.1 | -1662.4 | 25.65 | 1 | 0 | 5 |
| 24 Mar | 74068.45 | 2800 | 67.35 | - | 0 | 0 | 5 |
| 23 Mar | 72696.39 | 2800 | 67.35 | - | 0 | 0 | 5 |
| 20 Mar | 74532.96 | 2800 | 67.35 | - | 0 | 0 | 5 |
| 19 Mar | 74207.24 | 2800 | 67.35 | 12.15 | 5 | 5 | 5 |
| 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 77800 expiring on 30APR2026
Delta for 77800 PE is -0.71
Historical price for 77800 PE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 1566.55, which was 771.65 higher than the previous day. The implied volatity was 21.14, the open interest changed by -5639 which decreased total open position to 2774
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 814.9, which was 254.85 higher than the previous day. The implied volatity was -, the open interest changed by 8244 which increased total open position to 8413
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 553.65, which was 147.75 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 169
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 402.75, which was -387.6 lower than the previous day. The implied volatity was -, the open interest changed by 46 which increased total open position to 172
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 789.25, which was 115.8 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 126
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 651.4, which was -280.95 lower than the previous day. The implied volatity was 18.26, the open interest changed by 47 which increased total open position to 135
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 955, which was 13.45 higher than the previous day. The implied volatity was 19.2, the open interest changed by 53 which increased total open position to 88
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 940, which was -761.05 lower than the previous day. The implied volatity was 19.55, the open interest changed by 6 which increased total open position to 35
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 1701.05, which was 317.2 higher than the previous day. The implied volatity was 20.41, the open interest changed by 0 which decreased total open position to 29
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 1800.1, which was -12.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 1800.1, which was -12.45 lower than the previous day. The implied volatity was 18.98, the open interest changed by 24 which increased total open position to 29
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 4383.8, which was -1959.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 4383.8, which was -1959.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 4383.8, which was -1959.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 4383.8, which was -1959.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 4383.8, which was -1959.4 lower than the previous day. The implied volatity was 20.12, the open interest changed by 0 which decreased total open position to 5
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 3428.1, which was -1662.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 3428.1, which was -1662.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 3428.1, which was -1662.4 lower than the previous day. The implied volatity was 25.65, the open interest changed by 0 which decreased total open position to 5
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 2800, which was 67.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 2800, which was 67.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 20 Mar SENSEX was trading at 74532.96. The strike last trading price was 2800, which was 67.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 19 Mar SENSEX was trading at 74207.24. The strike last trading price was 2800, which was 67.35 higher than the previous day. The implied volatity was 12.15, the open interest changed by 5 which increased total open position to 5
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
