SENSEX
Sensex
Historical option data for SENSEX
13 May 2026 04:09 PM IST
| SENSEX 14-May-2026 (1d) 78000 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.91
Theta: -15.95
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 May | 74608.98 | 3.85 | -10.65 (-73.45%) | 34.64 | 14,47,761 | 39,273 | 1,37,575 | |||||||||
| 12 May | 74559.24 | 16.3 | -82.7 (-83.54%) | 30.73 | 5,16,951 | 52,743 | 98,302 | |||||||||
| 11 May | 76015.28 | 96 | -320.9 (-76.97%) | 23.21 | 4,38,758 | 14,499 | 45,559 | |||||||||
| 8 May | 77328.19 | 404.55 | -282.5 (-41.12%) | 15.96 | 5,20,054 | 5,432 | 31,060 | |||||||||
| 7 May | 77844.52 | 705.1 | -200.45 (-22.14%) | 16.48 | 1,72,294 | 20,371 | 25,628 | |||||||||
| 6 May | 77958.52 | 925 | 444.55 (92.53%) | 18.13 | 33,375 | 2,089 | 5,257 | |||||||||
| 5 May | 77017.79 | 497 | -252.65 (-33.70%) | 17.19 | 7,226 | 942 | 3,168 | |||||||||
| 4 May | 77269.40 | 741.35 | 0.55 (0.07%) | 19.12 | 7,232 | 2,089 | 2,226 | |||||||||
| 30 Apr | 76913.50 | 775.25 | -122.65 (-13.66%) | - | 487 | 72 | 137 | |||||||||
| 29 Apr | 77496.36 | 875 | 172.85 (24.62%) | - | 260 | 36 | 65 | |||||||||
| 28 Apr | 76886.91 | 720 | -381.55 (-34.64%) | - | 58 | 19 | 29 | |||||||||
| 27 Apr | 77303.63 | 1334.35 | -23.25 (-1.71%) | - | 0 | 0 | 10 | |||||||||
| 24 Apr | 76664.21 | 1334.35 | -23.25 (-1.71%) | - | 1 | 0 | 10 | |||||||||
| 23 Apr | 77664.00 | 1357.6 | -666.1 (-32.91%) | - | 10 | 10 | 10 | |||||||||
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| 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 78000 expiring on 14MAY2026
Delta for 78000 CE is 0.01
Historical price for 78000 CE is as follows
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 3.85, which was -10.65 lower than the previous day. The implied volatity was 34.64, the open interest changed by 39273 which increased total open position to 137575
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 16.3, which was -82.7 lower than the previous day. The implied volatity was 30.73, the open interest changed by 52743 which increased total open position to 98302
On 11 May SENSEX was trading at 76015.28. The strike last trading price was 96, which was -320.9 lower than the previous day. The implied volatity was 23.21, the open interest changed by 14499 which increased total open position to 45559
On 8 May SENSEX was trading at 77328.19. The strike last trading price was 404.55, which was -282.5 lower than the previous day. The implied volatity was 15.96, the open interest changed by 5432 which increased total open position to 31060
On 7 May SENSEX was trading at 77844.52. The strike last trading price was 705.1, which was -200.45 lower than the previous day. The implied volatity was 16.48, the open interest changed by 20371 which increased total open position to 25628
On 6 May SENSEX was trading at 77958.52. The strike last trading price was 925, which was 444.55 higher than the previous day. The implied volatity was 18.13, the open interest changed by 2089 which increased total open position to 5257
On 5 May SENSEX was trading at 77017.79. The strike last trading price was 497, which was -252.65 lower than the previous day. The implied volatity was 17.19, the open interest changed by 942 which increased total open position to 3168
On 4 May SENSEX was trading at 77269.40. The strike last trading price was 741.35, which was 0.55 higher than the previous day. The implied volatity was 19.12, the open interest changed by 2089 which increased total open position to 2226
On 30 Apr SENSEX was trading at 76913.50. The strike last trading price was 775.25, which was -122.65 lower than the previous day. The implied volatity was -, the open interest changed by 72 which increased total open position to 137
On 29 Apr SENSEX was trading at 77496.36. The strike last trading price was 875, which was 172.85 higher than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 65
On 28 Apr SENSEX was trading at 76886.91. The strike last trading price was 720, which was -381.55 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 29
On 27 Apr SENSEX was trading at 77303.63. The strike last trading price was 1334.35, which was -23.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 24 Apr SENSEX was trading at 76664.21. The strike last trading price was 1334.35, which was -23.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 1357.6, which was -666.1 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
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 (1d) 78000 PE | |||||||
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Delta: -1
Vega: 0.42
Theta: 15.41
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 May | 74608.98 | 3275.9 | -4.2 (-0.13%) | 28.69 | 5,960 | -3,289 | 8,589 |
| 12 May | 74559.24 | 3202.05 | 1275.85 (66.24%) | 31.51 | 3,670 | -986 | 11,878 |
| 11 May | 76015.28 | 1931 | 999.75 (107.36%) | 17.45 | 11,001 | -2,724 | 12,864 |
| 8 May | 77328.19 | 926.3 | 262.85 (39.62%) | 15.81 | 1,02,944 | -6,700 | 15,588 |
| 7 May | 77844.52 | 644.3 | 26 (4.21%) | 14.92 | 1,49,881 | 18,301 | 22,288 |
| 6 May | 77958.52 | 599.05 | -638.3 (-51.59%) | 14.84 | 14,136 | 1,905 | 3,987 |
| 5 May | 77017.79 | 1204.75 | 15.8 (1.33%) | 15.34 | 2,044 | 449 | 2,082 |
| 4 May | 77269.40 | 1208.4 | -449.1 (-27.10%) | 18.11 | 3,666 | 1,569 | 1,633 |
| 30 Apr | 76913.50 | 1657.5 | 503.7 (43.66%) | - | 3 | -2 | 64 |
| 29 Apr | 77496.36 | 1180 | -503.55 (-29.91%) | - | 191 | 50 | 66 |
| 28 Apr | 76886.91 | 1164.5 | -825.75 (-41.49%) | - | 0 | 0 | 16 |
| 27 Apr | 77303.63 | 1164.5 | -825.75 (-41.49%) | - | 18 | 16 | 16 |
| 24 Apr | 76664.21 | 1309.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 23 Apr | 77664.00 | 1249.05 | 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 78000 expiring on 14MAY2026
Delta for 78000 PE is -1
Historical price for 78000 PE is as follows
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 3275.9, which was -4.2 lower than the previous day. The implied volatity was 28.69, the open interest changed by -3289 which decreased total open position to 8589
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 3202.05, which was 1275.85 higher than the previous day. The implied volatity was 31.51, the open interest changed by -986 which decreased total open position to 11878
On 11 May SENSEX was trading at 76015.28. The strike last trading price was 1931, which was 999.75 higher than the previous day. The implied volatity was 17.45, the open interest changed by -2724 which decreased total open position to 12864
On 8 May SENSEX was trading at 77328.19. The strike last trading price was 926.3, which was 262.85 higher than the previous day. The implied volatity was 15.81, the open interest changed by -6700 which decreased total open position to 15588
On 7 May SENSEX was trading at 77844.52. The strike last trading price was 644.3, which was 26 higher than the previous day. The implied volatity was 14.92, the open interest changed by 18301 which increased total open position to 22288
On 6 May SENSEX was trading at 77958.52. The strike last trading price was 599.05, which was -638.3 lower than the previous day. The implied volatity was 14.84, the open interest changed by 1905 which increased total open position to 3987
On 5 May SENSEX was trading at 77017.79. The strike last trading price was 1204.75, which was 15.8 higher than the previous day. The implied volatity was 15.34, the open interest changed by 449 which increased total open position to 2082
On 4 May SENSEX was trading at 77269.40. The strike last trading price was 1208.4, which was -449.1 lower than the previous day. The implied volatity was 18.11, the open interest changed by 1569 which increased total open position to 1633
On 30 Apr SENSEX was trading at 76913.50. The strike last trading price was 1657.5, which was 503.7 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 64
On 29 Apr SENSEX was trading at 77496.36. The strike last trading price was 1180, which was -503.55 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 66
On 28 Apr SENSEX was trading at 76886.91. The strike last trading price was 1164.5, which was -825.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 27 Apr SENSEX was trading at 77303.63. The strike last trading price was 1164.5, which was -825.75 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 16
On 24 Apr SENSEX was trading at 76664.21. The strike last trading price was 1309.35, 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 1249.05, 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
