SENSEX
Sensex
Historical option data for SENSEX
07 May 2026 12:02 PM IST
| SENSEX 14-May-2026 (7d) 77900 CE | ||||||||||||||||
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Delta: 0.56
Vega: 43.07
Theta: -58.29
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 77975.05 | 789.5 | -172.5 (-17.93%) | 15.46 | 9,920 | 3,401 | 3,725 | |||||||||
| 6 May | 77958.52 | 980 | 446.55 (83.71%) | 18.16 | 2,423 | 120 | 324 | |||||||||
| 5 May | 77017.79 | 540.1 | -265.95 (-32.99%) | 17.35 | 282 | 0 | 204 | |||||||||
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| 4 May | 77269.40 | 942.55 | 173.8 (22.61%) | 22.28 | 415 | 191 | 204 | |||||||||
| 30 Apr | 76913.50 | 768.75 | -213.35 (-21.72%) | - | 9 | 0 | 13 | |||||||||
| 29 Apr | 77496.36 | 958.05 | 105.65 (12.39%) | - | 121 | 3 | 13 | |||||||||
| 28 Apr | 76886.91 | 852.4 | -292.9 (-25.57%) | - | 11 | 10 | 10 | |||||||||
| 27 Apr | 77303.63 | 1268.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 76664.21 | 1268.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 77664.00 | 2080.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 77988.68 | - | - | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 78111.24 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 76847.57 | - | - | - | 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 | |||||||||
For Sensex - strike price 77900 expiring on 14MAY2026
Delta for 77900 CE is 0.56
Historical price for 77900 CE is as follows
On 7 May SENSEX was trading at 77975.05. The strike last trading price was 789.5, which was -172.5 lower than the previous day. The implied volatity was 15.46, the open interest changed by 3401 which increased total open position to 3725
On 6 May SENSEX was trading at 77958.52. The strike last trading price was 980, which was 446.55 higher than the previous day. The implied volatity was 18.16, the open interest changed by 120 which increased total open position to 324
On 5 May SENSEX was trading at 77017.79. The strike last trading price was 540.1, which was -265.95 lower than the previous day. The implied volatity was 17.35, the open interest changed by 0 which decreased total open position to 204
On 4 May SENSEX was trading at 77269.40. The strike last trading price was 942.55, which was 173.8 higher than the previous day. The implied volatity was 22.28, the open interest changed by 191 which increased total open position to 204
On 30 Apr SENSEX was trading at 76913.50. The strike last trading price was 768.75, which was -213.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 29 Apr SENSEX was trading at 77496.36. The strike last trading price was 958.05, which was 105.65 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 13
On 28 Apr SENSEX was trading at 76886.91. The strike last trading price was 852.4, which was -292.9 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 27 Apr SENSEX was trading at 77303.63. The strike last trading price was 1268.3, 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 Apr SENSEX was trading at 76664.21. The strike last trading price was 1268.3, 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 Apr SENSEX was trading at 77664.00. The strike last trading price was 2080.6, 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 -, 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 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 -, 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 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
| SENSEX 14-May-2026 (7d) 77900 PE | |||||||
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Delta: -0.45
Vega: 43.13
Theta: -41.58
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 77975.05 | 630.8 | 51.1 (8.81%) | 16.99 | 12,254 | 3,389 | 3,848 |
| 6 May | 77958.52 | 560.95 | -601.6 (-51.75%) | 15 | 2,193 | 350 | 459 |
| 5 May | 77017.79 | 1143.25 | -6.15 (-0.54%) | 15.44 | 79 | 28 | 109 |
| 4 May | 77269.40 | 1139.95 | -760.05 (-40.00%) | 17.91 | 140 | 38 | 81 |
| 30 Apr | 76913.50 | 1900 | 816.2 (75.31%) | - | 75 | -64 | 43 |
| 29 Apr | 77496.36 | 1103.1 | -518.1 (-31.96%) | - | 663 | 106 | 107 |
| 28 Apr | 76886.91 | 1349.2 | -578.4 (-30.01%) | - | 0 | 0 | 1 |
| 27 Apr | 77303.63 | 1349.2 | -578.4 (-30.01%) | - | 57 | 1 | 1 |
| 24 Apr | 76664.21 | 1258.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 23 Apr | 77664.00 | 1206.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 16 Apr | 77988.68 | - | - | - | 0 | 0 | 0 |
| 15 Apr | 78111.24 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 Apr | 76847.57 | - | - | - | 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 |
For Sensex - strike price 77900 expiring on 14MAY2026
Delta for 77900 PE is -0.45
Historical price for 77900 PE is as follows
On 7 May SENSEX was trading at 77975.05. The strike last trading price was 630.8, which was 51.1 higher than the previous day. The implied volatity was 16.99, the open interest changed by 3389 which increased total open position to 3848
On 6 May SENSEX was trading at 77958.52. The strike last trading price was 560.95, which was -601.6 lower than the previous day. The implied volatity was 15, the open interest changed by 350 which increased total open position to 459
On 5 May SENSEX was trading at 77017.79. The strike last trading price was 1143.25, which was -6.15 lower than the previous day. The implied volatity was 15.44, the open interest changed by 28 which increased total open position to 109
On 4 May SENSEX was trading at 77269.40. The strike last trading price was 1139.95, which was -760.05 lower than the previous day. The implied volatity was 17.91, the open interest changed by 38 which increased total open position to 81
On 30 Apr SENSEX was trading at 76913.50. The strike last trading price was 1900, which was 816.2 higher than the previous day. The implied volatity was -, the open interest changed by -64 which decreased total open position to 43
On 29 Apr SENSEX was trading at 77496.36. The strike last trading price was 1103.1, which was -518.1 lower than the previous day. The implied volatity was -, the open interest changed by 106 which increased total open position to 107
On 28 Apr SENSEX was trading at 76886.91. The strike last trading price was 1349.2, which was -578.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Apr SENSEX was trading at 77303.63. The strike last trading price was 1349.2, which was -578.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 24 Apr SENSEX was trading at 76664.21. The strike last trading price was 1258.2, 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 Apr SENSEX was trading at 77664.00. The strike last trading price was 1206.3, 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 -, 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 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 -, 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 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
