SENSEX
Sensex
Historical option data for SENSEX
16 Apr 2026 04:10 PM IST
| SENSEX 23-Apr-2026 (6d) 78000 CE | ||||||||||||||||
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Delta: 0.53
Vega: 42.96
Theta: -60.58
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Apr | 77988.68 | 746.1 | -215.1 | 16.14 | 77,817 | 8,099 | 13,522 | |||||||||
| 15 Apr | 78111.24 | 934.95 | 325.55 | 17.07 | 24,741 | 4,582 | 5,423 | |||||||||
| 13 Apr | 76847.57 | 583.45 | -316.6 | 19.64 | 2,621 | 452 | 841 | |||||||||
| 10 Apr | 77550.25 | 914.75 | 214.1 | 17.2 | 1,341 | 368 | 389 | |||||||||
| 9 Apr | 76631.65 | 729.95 | -651 | 19.73 | 33 | 21 | 21 | |||||||||
| 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 | |||||||||
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| 2 Apr | 73319.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 73134.32 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 76034.42 | - | - | - | 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 | |||||||||
For Sensex - strike price 78000 expiring on 23APR2026
Delta for 78000 CE is 0.53
Historical price for 78000 CE is as follows
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 746.1, which was -215.1 lower than the previous day. The implied volatity was 16.14, the open interest changed by 8099 which increased total open position to 13522
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 934.95, which was 325.55 higher than the previous day. The implied volatity was 17.07, the open interest changed by 4582 which increased total open position to 5423
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 583.45, which was -316.6 lower than the previous day. The implied volatity was 19.64, the open interest changed by 452 which increased total open position to 841
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 914.75, which was 214.1 higher than the previous day. The implied volatity was 17.2, the open interest changed by 368 which increased total open position to 389
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 729.95, which was -651 lower than the previous day. The implied volatity was 19.73, the open interest changed by 21 which increased total open position to 21
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 12 Mar SENSEX was trading at 76034.42. 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 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
| SENSEX 23-Apr-2026 (6d) 78000 PE | |||||||
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Delta: -0.47
Vega: 42.93
Theta: -51.66
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Apr | 77988.68 | 800.05 | 11.15 | 20.16 | 82,580 | 6,498 | 13,071 |
| 15 Apr | 78111.24 | 815 | -836.75 | 20.62 | 25,944 | 6,215 | 6,573 |
| 13 Apr | 76847.57 | 1664 | 477.95 | 21.5 | 274 | 105 | 358 |
| 10 Apr | 77550.25 | 1180 | -612.6 | 18.55 | 668 | 253 | 253 |
| 9 Apr | 76631.65 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
| 12 Mar | 76034.42 | - | - | - | 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 |
For Sensex - strike price 78000 expiring on 23APR2026
Delta for 78000 PE is -0.47
Historical price for 78000 PE is as follows
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 800.05, which was 11.15 higher than the previous day. The implied volatity was 20.16, the open interest changed by 6498 which increased total open position to 13071
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 815, which was -836.75 lower than the previous day. The implied volatity was 20.62, the open interest changed by 6215 which increased total open position to 6573
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 1664, which was 477.95 higher than the previous day. The implied volatity was 21.5, the open interest changed by 105 which increased total open position to 358
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 1180, which was -612.6 lower than the previous day. The implied volatity was 18.55, the open interest changed by 253 which increased total open position to 253
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 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 12 Mar SENSEX was trading at 76034.42. 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 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
