SENSEX
Sensex
Historical option data for SENSEX
07 May 2026 12:02 PM IST
| SENSEX 07-May-2026 78000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.48
Vega: 6.18
Theta: -640.82
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 77975.05 | 169.75 | -244.75 (-59.05%) | 29.47 | 93,25,261 | 3,29,695 | 3,81,687 | |||||||||
| 6 May | 77958.52 | 424.75 | 307.25 (261.49%) | 25.28 | 68,12,746 | -13,359 | 51,992 | |||||||||
| 5 May | 77017.79 | 125.5 | -273 (-68.51%) | 19.54 | 6,89,042 | 26,248 | 65,351 | |||||||||
| 4 May | 77269.40 | 367.1 | -62.1 (-14.47%) | 23.07 | 7,44,392 | 21,576 | 39,103 | |||||||||
| 30 Apr | 76913.50 | 471.65 | -112.6 (-19.27%) | - | 80,745 | 9,779 | 17,527 | |||||||||
| 29 Apr | 77496.36 | 560.75 | 157.95 (39.21%) | - | 32,327 | 5,470 | 7,748 | |||||||||
| 28 Apr | 76886.91 | 413 | -295.4 (-41.70%) | - | 5,769 | 1,445 | 2,278 | |||||||||
| 27 Apr | 77303.63 | 717.75 | 67.5 (10.38%) | - | 3,893 | 70 | 833 | |||||||||
| 24 Apr | 76664.21 | 680.95 | -346.85 (-33.75%) | - | 2,344 | 304 | 763 | |||||||||
| 23 Apr | 77664.00 | 1048 | -540.1 (-34.01%) | - | 1,009 | 370 | 459 | |||||||||
|
|
||||||||||||||||
| 22 Apr | 78516.49 | 1600 | -429.4 (-21.16%) | - | 110 | 5 | 89 | |||||||||
| 21 Apr | 79273.33 | 2029.4 | 386.45 (23.52%) | - | 10 | -2 | 84 | |||||||||
| 20 Apr | 78520.30 | 1638.95 | 1.05 (0.06%) | - | 15 | -8 | 86 | |||||||||
| 17 Apr | 78493.54 | 1660.2 | 277.05 (20.03%) | 15.54 | 105 | 22 | 94 | |||||||||
| 16 Apr | 77988.68 | 1375 | -419.05 (-23.36%) | 15.37 | 197 | 72 | 72 | |||||||||
| 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 78000 expiring on 07MAY2026
Delta for 78000 CE is 0.48
Historical price for 78000 CE is as follows
On 7 May SENSEX was trading at 77975.05. The strike last trading price was 169.75, which was -244.75 lower than the previous day. The implied volatity was 29.47, the open interest changed by 329695 which increased total open position to 381687
On 6 May SENSEX was trading at 77958.52. The strike last trading price was 424.75, which was 307.25 higher than the previous day. The implied volatity was 25.28, the open interest changed by -13359 which decreased total open position to 51992
On 5 May SENSEX was trading at 77017.79. The strike last trading price was 125.5, which was -273 lower than the previous day. The implied volatity was 19.54, the open interest changed by 26248 which increased total open position to 65351
On 4 May SENSEX was trading at 77269.40. The strike last trading price was 367.1, which was -62.1 lower than the previous day. The implied volatity was 23.07, the open interest changed by 21576 which increased total open position to 39103
On 30 Apr SENSEX was trading at 76913.50. The strike last trading price was 471.65, which was -112.6 lower than the previous day. The implied volatity was -, the open interest changed by 9779 which increased total open position to 17527
On 29 Apr SENSEX was trading at 77496.36. The strike last trading price was 560.75, which was 157.95 higher than the previous day. The implied volatity was -, the open interest changed by 5470 which increased total open position to 7748
On 28 Apr SENSEX was trading at 76886.91. The strike last trading price was 413, which was -295.4 lower than the previous day. The implied volatity was -, the open interest changed by 1445 which increased total open position to 2278
On 27 Apr SENSEX was trading at 77303.63. The strike last trading price was 717.75, which was 67.5 higher than the previous day. The implied volatity was -, the open interest changed by 70 which increased total open position to 833
On 24 Apr SENSEX was trading at 76664.21. The strike last trading price was 680.95, which was -346.85 lower than the previous day. The implied volatity was -, the open interest changed by 304 which increased total open position to 763
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 1048, which was -540.1 lower than the previous day. The implied volatity was -, the open interest changed by 370 which increased total open position to 459
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 1600, which was -429.4 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 89
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 2029.4, which was 386.45 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 84
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 1638.95, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 86
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 1660.2, which was 277.05 higher than the previous day. The implied volatity was 15.54, the open interest changed by 22 which increased total open position to 94
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 1375, which was -419.05 lower than the previous day. The implied volatity was 15.37, the open interest changed by 72 which increased total open position to 72
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 78000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 6.18
Theta: -555.89
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 77975.05 | 175.6 | -87.8 (-33.33%) | 26.5 | 68,49,936 | 58,759 | 1,20,124 |
| 6 May | 77958.52 | 244.45 | -726.2 (-74.82%) | 15.79 | 14,71,329 | 51,094 | 61,365 |
| 5 May | 77017.79 | 921 | -24.65 (-2.61%) | 13.5 | 23,763 | -848 | 10,271 |
| 4 May | 77269.40 | 927.7 | -320.6 (-25.68%) | 18.87 | 1,93,417 | 5,162 | 11,119 |
| 30 Apr | 76913.50 | 1167.3 | 219.75 (23.19%) | - | 7,562 | 1,811 | 5,957 |
| 29 Apr | 77496.36 | 996.2 | -410.85 (-29.20%) | - | 19,152 | 3,236 | 4,146 |
| 28 Apr | 76886.91 | 1390 | 206.75 (17.47%) | - | 929 | 82 | 910 |
| 27 Apr | 77303.63 | 1175 | -603 (-33.91%) | - | 947 | 457 | 828 |
| 24 Apr | 76664.21 | 1717.45 | 519.25 (43.34%) | - | 557 | 58 | 371 |
| 23 Apr | 77664.00 | 1163.45 | 293.4 (33.72%) | - | 670 | 141 | 313 |
| 22 Apr | 78516.49 | 870.05 | 214.55 (32.73%) | - | 347 | -102 | 172 |
| 21 Apr | 79273.33 | 646 | -364.35 (-36.06%) | - | 193 | 151 | 274 |
| 20 Apr | 78520.30 | 1036.75 | 123.15 (13.48%) | - | 223 | -15 | 123 |
| 17 Apr | 78493.54 | 890 | -286.45 (-24.35%) | 17.97 | 128 | 42 | 138 |
| 16 Apr | 77988.68 | 1199 | 31.15 (2.67%) | 18.9 | 73 | 60 | 96 |
| 15 Apr | 78111.24 | 1182.75 | -1259.25 (-51.57%) | 19.08 | 94 | 36 | 36 |
| 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 78000 expiring on 07MAY2026
Delta for 78000 PE is -0.52
Historical price for 78000 PE is as follows
On 7 May SENSEX was trading at 77975.05. The strike last trading price was 175.6, which was -87.8 lower than the previous day. The implied volatity was 26.5, the open interest changed by 58759 which increased total open position to 120124
On 6 May SENSEX was trading at 77958.52. The strike last trading price was 244.45, which was -726.2 lower than the previous day. The implied volatity was 15.79, the open interest changed by 51094 which increased total open position to 61365
On 5 May SENSEX was trading at 77017.79. The strike last trading price was 921, which was -24.65 lower than the previous day. The implied volatity was 13.5, the open interest changed by -848 which decreased total open position to 10271
On 4 May SENSEX was trading at 77269.40. The strike last trading price was 927.7, which was -320.6 lower than the previous day. The implied volatity was 18.87, the open interest changed by 5162 which increased total open position to 11119
On 30 Apr SENSEX was trading at 76913.50. The strike last trading price was 1167.3, which was 219.75 higher than the previous day. The implied volatity was -, the open interest changed by 1811 which increased total open position to 5957
On 29 Apr SENSEX was trading at 77496.36. The strike last trading price was 996.2, which was -410.85 lower than the previous day. The implied volatity was -, the open interest changed by 3236 which increased total open position to 4146
On 28 Apr SENSEX was trading at 76886.91. The strike last trading price was 1390, which was 206.75 higher than the previous day. The implied volatity was -, the open interest changed by 82 which increased total open position to 910
On 27 Apr SENSEX was trading at 77303.63. The strike last trading price was 1175, which was -603 lower than the previous day. The implied volatity was -, the open interest changed by 457 which increased total open position to 828
On 24 Apr SENSEX was trading at 76664.21. The strike last trading price was 1717.45, which was 519.25 higher than the previous day. The implied volatity was -, the open interest changed by 58 which increased total open position to 371
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 1163.45, which was 293.4 higher than the previous day. The implied volatity was -, the open interest changed by 141 which increased total open position to 313
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 870.05, which was 214.55 higher than the previous day. The implied volatity was -, the open interest changed by -102 which decreased total open position to 172
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 646, which was -364.35 lower than the previous day. The implied volatity was -, the open interest changed by 151 which increased total open position to 274
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 1036.75, which was 123.15 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 123
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 890, which was -286.45 lower than the previous day. The implied volatity was 17.97, the open interest changed by 42 which increased total open position to 138
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 1199, which was 31.15 higher than the previous day. The implied volatity was 18.9, the open interest changed by 60 which increased total open position to 96
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 1182.75, which was -1259.25 lower than the previous day. The implied volatity was 19.08, the open interest changed by 36 which increased total open position to 36
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
