SENSEX
Sensex
Historical option data for SENSEX
07 May 2026 04:09 PM IST
| SENSEX 07-May-2026 77900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.05
Theta: -300
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 77844.52 | 0.05 | -474.05 (-99.99%) | 7.43 | 2,30,05,594 | 3,03,146 | 3,17,338 | |||||||||
| 6 May | 77958.52 | 482.85 | 342.35 (243.67%) | 25.62 | 23,46,802 | 3,428 | 14,192 | |||||||||
| 5 May | 77017.79 | 148.1 | -286.4 (-65.91%) | 19.63 | 2,13,423 | 2,006 | 10,764 | |||||||||
| 4 May | 77269.40 | 397.25 | -75.9 (-16.04%) | 22.9 | 2,84,872 | 6,949 | 8,758 | |||||||||
| 30 Apr | 76913.50 | 511.9 | -115.3 (-18.38%) | - | 10,049 | 1,084 | 1,809 | |||||||||
| 29 Apr | 77496.36 | 599.25 | 156.95 (35.48%) | - | 3,508 | 414 | 725 | |||||||||
| 28 Apr | 76886.91 | 444 | -309.65 (-41.09%) | - | 488 | 131 | 311 | |||||||||
| 27 Apr | 77303.63 | 760 | 50.6 (7.13%) | - | 218 | 8 | 180 | |||||||||
| 24 Apr | 76664.21 | 718.4 | -380.55 (-34.63%) | - | 195 | 88 | 172 | |||||||||
| 23 Apr | 77664.00 | 1099 | -661.3 (-37.57%) | - | 126 | 83 | 84 | |||||||||
| 22 Apr | 78516.49 | 1638.5 | -129.2 (-7.31%) | - | 0 | 0 | 1 | |||||||||
| 21 Apr | 79273.33 | 1638.5 | -129.2 (-7.31%) | - | 0 | 0 | 1 | |||||||||
| 20 Apr | 78520.30 | 1638.5 | -129.2 (-7.31%) | - | 2 | 1 | 1 | |||||||||
| 17 Apr | 78493.54 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 77988.68 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 78111.24 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 76847.57 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 77550.25 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 76631.65 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 77562.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 74616.58 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 74106.85 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 73319.55 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
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| 1 Apr | 73134.32 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 77900 expiring on 07MAY2026
Delta for 77900 CE is 0.02
Historical price for 77900 CE is as follows
On 7 May SENSEX was trading at 77844.52. The strike last trading price was 0.05, which was -474.05 lower than the previous day. The implied volatity was 7.43, the open interest changed by 303146 which increased total open position to 317338
On 6 May SENSEX was trading at 77958.52. The strike last trading price was 482.85, which was 342.35 higher than the previous day. The implied volatity was 25.62, the open interest changed by 3428 which increased total open position to 14192
On 5 May SENSEX was trading at 77017.79. The strike last trading price was 148.1, which was -286.4 lower than the previous day. The implied volatity was 19.63, the open interest changed by 2006 which increased total open position to 10764
On 4 May SENSEX was trading at 77269.40. The strike last trading price was 397.25, which was -75.9 lower than the previous day. The implied volatity was 22.9, the open interest changed by 6949 which increased total open position to 8758
On 30 Apr SENSEX was trading at 76913.50. The strike last trading price was 511.9, which was -115.3 lower than the previous day. The implied volatity was -, the open interest changed by 1084 which increased total open position to 1809
On 29 Apr SENSEX was trading at 77496.36. The strike last trading price was 599.25, which was 156.95 higher than the previous day. The implied volatity was -, the open interest changed by 414 which increased total open position to 725
On 28 Apr SENSEX was trading at 76886.91. The strike last trading price was 444, which was -309.65 lower than the previous day. The implied volatity was -, the open interest changed by 131 which increased total open position to 311
On 27 Apr SENSEX was trading at 77303.63. The strike last trading price was 760, which was 50.6 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 180
On 24 Apr SENSEX was trading at 76664.21. The strike last trading price was 718.4, which was -380.55 lower than the previous day. The implied volatity was -, the open interest changed by 88 which increased total open position to 172
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 1099, which was -661.3 lower than the previous day. The implied volatity was -, the open interest changed by 83 which increased total open position to 84
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 1638.5, which was -129.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 1638.5, which was -129.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 1638.5, which was -129.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 17 Apr SENSEX was trading at 78493.54. 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 Apr SENSEX was trading at 77988.68. 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 15 Apr SENSEX was trading at 78111.24. 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 13 Apr SENSEX was trading at 76847.57. 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 Apr SENSEX was trading at 77550.25. 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 Apr SENSEX was trading at 76631.65. 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 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 -, which was - 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
| SENSEX 07-May-2026 77900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 0.38
Theta: -42468.1
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 77844.52 | 55.1 | -170.65 (-75.59%) | 123.93 | 3,02,22,652 | 1,15,005 | 1,40,820 |
| 6 May | 77958.52 | 202.1 | -688.95 (-77.32%) | 15.99 | 8,55,330 | 24,278 | 25,815 |
| 5 May | 77017.79 | 846 | -25.05 (-2.88%) | 8.08 | 8,767 | -619 | 1,537 |
| 4 May | 77269.40 | 860.25 | -318.7 (-27.03%) | 18.9 | 1,12,387 | 1,694 | 2,156 |
| 30 Apr | 76913.50 | 1098.55 | 227.5 (26.12%) | - | 699 | -122 | 462 |
| 29 Apr | 77496.36 | 930 | -411.8 (-30.69%) | - | 2,991 | 446 | 584 |
| 28 Apr | 76886.91 | 1370.15 | 230.15 (20.19%) | - | 110 | 26 | 138 |
| 27 Apr | 77303.63 | 1140 | -540 (-32.14%) | - | 55 | 15 | 112 |
| 24 Apr | 76664.21 | 1680 | 512.75 (43.93%) | - | 32 | 24 | 97 |
| 23 Apr | 77664.00 | 1167.25 | 330 (39.41%) | - | 153 | 66 | 73 |
| 22 Apr | 78516.49 | 837.25 | 102.6 (13.97%) | - | 7 | 0 | 7 |
| 21 Apr | 79273.33 | 1084.3 | 52.8 (5.12%) | - | 0 | 0 | 7 |
| 20 Apr | 78520.30 | 1084.3 | 52.8 (5.12%) | - | 0 | 0 | 7 |
| 17 Apr | 78493.54 | 1084.3 | 52.8 (5.12%) | 21.31 | 7 | 7 | 7 |
| 16 Apr | 77988.68 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 Apr | 78111.24 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 Apr | 76847.57 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 10 Apr | 77550.25 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 76631.65 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 77562.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 74616.58 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 74106.85 | - | - | - | 0 | 0 | 0 |
| 2 Apr | 73319.55 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 73134.32 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 77900 expiring on 07MAY2026
Delta for 77900 PE is -0.55
Historical price for 77900 PE is as follows
On 7 May SENSEX was trading at 77844.52. The strike last trading price was 55.1, which was -170.65 lower than the previous day. The implied volatity was 123.93, the open interest changed by 115005 which increased total open position to 140820
On 6 May SENSEX was trading at 77958.52. The strike last trading price was 202.1, which was -688.95 lower than the previous day. The implied volatity was 15.99, the open interest changed by 24278 which increased total open position to 25815
On 5 May SENSEX was trading at 77017.79. The strike last trading price was 846, which was -25.05 lower than the previous day. The implied volatity was 8.08, the open interest changed by -619 which decreased total open position to 1537
On 4 May SENSEX was trading at 77269.40. The strike last trading price was 860.25, which was -318.7 lower than the previous day. The implied volatity was 18.9, the open interest changed by 1694 which increased total open position to 2156
On 30 Apr SENSEX was trading at 76913.50. The strike last trading price was 1098.55, which was 227.5 higher than the previous day. The implied volatity was -, the open interest changed by -122 which decreased total open position to 462
On 29 Apr SENSEX was trading at 77496.36. The strike last trading price was 930, which was -411.8 lower than the previous day. The implied volatity was -, the open interest changed by 446 which increased total open position to 584
On 28 Apr SENSEX was trading at 76886.91. The strike last trading price was 1370.15, which was 230.15 higher than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 138
On 27 Apr SENSEX was trading at 77303.63. The strike last trading price was 1140, which was -540 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 112
On 24 Apr SENSEX was trading at 76664.21. The strike last trading price was 1680, which was 512.75 higher than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 97
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 1167.25, which was 330 higher than the previous day. The implied volatity was -, the open interest changed by 66 which increased total open position to 73
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 837.25, which was 102.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 1084.3, which was 52.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 1084.3, which was 52.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 1084.3, which was 52.8 higher than the previous day. The implied volatity was 21.31, the open interest changed by 7 which increased total open position to 7
On 16 Apr SENSEX was trading at 77988.68. 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 15 Apr SENSEX was trading at 78111.24. 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 13 Apr SENSEX was trading at 76847.57. 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 Apr SENSEX was trading at 77550.25. 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 Apr SENSEX was trading at 76631.65. 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 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 -, which was - 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
