SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:38 PM IST
| SENSEX 30-Apr-2026 (6d) 77900 CE | ||||||||||||||||
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Delta: 0.26
Vega: 31.88
Theta: -55.2
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76515.39 | 288 | -369.5 | 19.02 | 56,338 | 823 | 6,707 | |||||||||
| 23 Apr | 77664.00 | 684.1 | -601.6 | - | 23,987 | 5,734 | 5,884 | |||||||||
| 22 Apr | 78516.49 | 1280.55 | -577.9 | - | 162 | 67 | 150 | |||||||||
| 21 Apr | 79273.33 | 1858.45 | 454 | - | 13 | -10 | 83 | |||||||||
| 20 Apr | 78520.30 | 1410 | -32.15 | - | 40 | -13 | 93 | |||||||||
| 17 Apr | 78493.54 | 1500 | 319.9 | 16.87 | 216 | 37 | 106 | |||||||||
| 16 Apr | 77988.68 | 1170 | -186 | 16.23 | 122 | 48 | 69 | |||||||||
| 15 Apr | 78111.24 | 1356 | 84.8 | 17 | 9 | 4 | 21 | |||||||||
| 13 Apr | 76847.57 | 1196.8 | 230.15 | - | 0 | 0 | 17 | |||||||||
| 10 Apr | 77550.25 | 1196.8 | 230.15 | 16.01 | 15 | -3 | 17 | |||||||||
| 9 Apr | 76631.65 | 980 | -804.5 | 18.44 | 91 | -28 | 20 | |||||||||
| 8 Apr | 77562.90 | 584.55 | 14.35 | - | 0 | 0 | 48 | |||||||||
| 7 Apr | 74616.58 | 584.55 | 14.35 | 21.13 | 31 | 13 | 48 | |||||||||
| 6 Apr | 74106.85 | 577.95 | 133.25 | 22.61 | 57 | -5 | 35 | |||||||||
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| 2 Apr | 73319.55 | 434.2 | -46.05 | 21.06 | 66 | 16 | 40 | |||||||||
| 1 Apr | 73134.32 | 482.65 | 1.35 | 21.79 | 32 | 12 | 24 | |||||||||
| 30 Mar | 71947.55 | 495.9 | -309.8 | 24.94 | 46 | -7 | 12 | |||||||||
| 27 Mar | 73583.22 | 809.65 | -286.4 | 23.09 | 22 | 19 | 19 | |||||||||
| 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 77900 expiring on 30APR2026
Delta for 77900 CE is 0.26
Historical price for 77900 CE is as follows
On 24 Apr SENSEX was trading at 76515.39. The strike last trading price was 288, which was -369.5 lower than the previous day. The implied volatity was 19.02, the open interest changed by 823 which increased total open position to 6707
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 684.1, which was -601.6 lower than the previous day. The implied volatity was -, the open interest changed by 5734 which increased total open position to 5884
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 1280.55, which was -577.9 lower than the previous day. The implied volatity was -, the open interest changed by 67 which increased total open position to 150
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 1858.45, which was 454 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 83
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 1410, which was -32.15 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 93
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 1500, which was 319.9 higher than the previous day. The implied volatity was 16.87, the open interest changed by 37 which increased total open position to 106
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 1170, which was -186 lower than the previous day. The implied volatity was 16.23, the open interest changed by 48 which increased total open position to 69
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 1356, which was 84.8 higher than the previous day. The implied volatity was 17, the open interest changed by 4 which increased total open position to 21
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 1196.8, which was 230.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 1196.8, which was 230.15 higher than the previous day. The implied volatity was 16.01, the open interest changed by -3 which decreased total open position to 17
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 980, which was -804.5 lower than the previous day. The implied volatity was 18.44, the open interest changed by -28 which decreased total open position to 20
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 584.55, which was 14.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 584.55, which was 14.35 higher than the previous day. The implied volatity was 21.13, the open interest changed by 13 which increased total open position to 48
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 577.95, which was 133.25 higher than the previous day. The implied volatity was 22.61, the open interest changed by -5 which decreased total open position to 35
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 434.2, which was -46.05 lower than the previous day. The implied volatity was 21.06, the open interest changed by 16 which increased total open position to 40
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 482.65, which was 1.35 higher than the previous day. The implied volatity was 21.79, the open interest changed by 12 which increased total open position to 24
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 495.9, which was -309.8 lower than the previous day. The implied volatity was 24.94, the open interest changed by -7 which decreased total open position to 12
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 809.65, which was -286.4 lower than the previous day. The implied volatity was 23.09, the open interest changed by 19 which increased total open position to 19
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) 77900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.72
Vega: 33.02
Theta: -40.6
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76515.39 | 1594 | 726.8 | 20.69 | 14,583 | -2,121 | 1,420 |
| 23 Apr | 77664.00 | 864.9 | 274.95 | - | 22,961 | 3,361 | 3,541 |
| 22 Apr | 78516.49 | 595.2 | 170.75 | - | 510 | 48 | 180 |
| 21 Apr | 79273.33 | 427 | -394.45 | - | 107 | 23 | 132 |
| 20 Apr | 78520.30 | 825 | 107.2 | - | 140 | 10 | 109 |
| 17 Apr | 78493.54 | 714.65 | -273.9 | 18.83 | 93 | 23 | 99 |
| 16 Apr | 77988.68 | 1007.65 | 29.05 | 19.32 | 142 | 45 | 76 |
| 15 Apr | 78111.24 | 1000 | -668.55 | 19.82 | 110 | 15 | 31 |
| 13 Apr | 76847.57 | 1668.55 | 233.2 | 19 | 5 | 5 | 16 |
| 10 Apr | 77550.25 | 1845 | -18.8 | - | 0 | 0 | 11 |
| 9 Apr | 76631.65 | 1845 | -18.8 | 18.78 | 11 | 11 | 11 |
| 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 77900 expiring on 30APR2026
Delta for 77900 PE is -0.72
Historical price for 77900 PE is as follows
On 24 Apr SENSEX was trading at 76515.39. The strike last trading price was 1594, which was 726.8 higher than the previous day. The implied volatity was 20.69, the open interest changed by -2121 which decreased total open position to 1420
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 864.9, which was 274.95 higher than the previous day. The implied volatity was -, the open interest changed by 3361 which increased total open position to 3541
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 595.2, which was 170.75 higher than the previous day. The implied volatity was -, the open interest changed by 48 which increased total open position to 180
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 427, which was -394.45 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 132
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 825, which was 107.2 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 109
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 714.65, which was -273.9 lower than the previous day. The implied volatity was 18.83, the open interest changed by 23 which increased total open position to 99
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 1007.65, which was 29.05 higher than the previous day. The implied volatity was 19.32, the open interest changed by 45 which increased total open position to 76
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 1000, which was -668.55 lower than the previous day. The implied volatity was 19.82, the open interest changed by 15 which increased total open position to 31
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 1668.55, which was 233.2 higher than the previous day. The implied volatity was 19, the open interest changed by 5 which increased total open position to 16
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 1845, which was -18.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 1845, which was -18.8 lower than the previous day. The implied volatity was 18.78, the open interest changed by 11 which increased total open position to 11
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
