SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:38 PM IST
| SENSEX 30-Apr-2026 (6d) 78200 CE | ||||||||||||||||
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Delta: 0.21
Vega: 28.73
Theta: -49.95
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76515.39 | 228.2 | -310.7 | 19.27 | 41,259 | 3,039 | 4,609 | |||||||||
| 23 Apr | 77664.00 | 555.75 | -548.05 | - | 7,791 | 1,390 | 1,570 | |||||||||
| 22 Apr | 78516.49 | 1080 | -604.25 | - | 310 | 119 | 180 | |||||||||
| 21 Apr | 79273.33 | 1709.05 | 439.55 | - | 32 | -14 | 61 | |||||||||
| 20 Apr | 78520.30 | 1195 | -49.9 | - | 101 | -12 | 75 | |||||||||
| 17 Apr | 78493.54 | 1299 | 285.05 | 16.46 | 320 | 31 | 87 | |||||||||
| 16 Apr | 77988.68 | 994.9 | -189 | 15.93 | 131 | 24 | 56 | |||||||||
| 15 Apr | 78111.24 | 1198.5 | 478.5 | 17.1 | 106 | 6 | 32 | |||||||||
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| 13 Apr | 76847.57 | 720 | -318.7 | 17.58 | 2 | 0 | 26 | |||||||||
| 10 Apr | 77550.25 | 1044.45 | 238.1 | 15.98 | 28 | -2 | 26 | |||||||||
| 9 Apr | 76631.65 | 806.35 | -838.1 | 17.56 | 86 | -2 | 28 | |||||||||
| 8 Apr | 77562.90 | 527.65 | 26.85 | - | 0 | 0 | 30 | |||||||||
| 7 Apr | 74616.58 | 527.65 | 26.85 | 21.31 | 32 | 13 | 30 | |||||||||
| 6 Apr | 74106.85 | 500.2 | 55.8 | 22.33 | 78 | 17 | 17 | |||||||||
| 2 Apr | 73319.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 73134.32 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 71947.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 73583.22 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 75273.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 74068.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 72696.39 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 74532.96 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 74207.24 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 76704.13 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 76070.84 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 75502.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 74563.92 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 76034.42 | 0 | 0 | - | 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 | |||||||||
| 6 Mar | 78918.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 80015.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 79116.19 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 80238.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 78200 expiring on 30APR2026
Delta for 78200 CE is 0.21
Historical price for 78200 CE is as follows
On 24 Apr SENSEX was trading at 76515.39. The strike last trading price was 228.2, which was -310.7 lower than the previous day. The implied volatity was 19.27, the open interest changed by 3039 which increased total open position to 4609
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 555.75, which was -548.05 lower than the previous day. The implied volatity was -, the open interest changed by 1390 which increased total open position to 1570
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 1080, which was -604.25 lower than the previous day. The implied volatity was -, the open interest changed by 119 which increased total open position to 180
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 1709.05, which was 439.55 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 61
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 1195, which was -49.9 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 75
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 1299, which was 285.05 higher than the previous day. The implied volatity was 16.46, the open interest changed by 31 which increased total open position to 87
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 994.9, which was -189 lower than the previous day. The implied volatity was 15.93, the open interest changed by 24 which increased total open position to 56
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 1198.5, which was 478.5 higher than the previous day. The implied volatity was 17.1, the open interest changed by 6 which increased total open position to 32
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 720, which was -318.7 lower than the previous day. The implied volatity was 17.58, the open interest changed by 0 which decreased total open position to 26
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 1044.45, which was 238.1 higher than the previous day. The implied volatity was 15.98, the open interest changed by -2 which decreased total open position to 26
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 806.35, which was -838.1 lower than the previous day. The implied volatity was 17.56, the open interest changed by -2 which decreased total open position to 28
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 527.65, which was 26.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 527.65, which was 26.85 higher than the previous day. The implied volatity was 21.31, the open interest changed by 13 which increased total open position to 30
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 500.2, which was 55.8 higher than the previous day. The implied volatity was 22.33, the open interest changed by 17 which increased total open position to 17
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 30 Mar SENSEX was trading at 71947.55. 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 27 Mar SENSEX was trading at 73583.22. 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 25 Mar SENSEX was trading at 75273.45. 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 24 Mar SENSEX was trading at 74068.45. 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 23 Mar SENSEX was trading at 72696.39. 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 20 Mar SENSEX was trading at 74532.96. 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 19 Mar SENSEX was trading at 74207.24. 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 18 Mar SENSEX was trading at 76704.13. 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 17 Mar SENSEX was trading at 76070.84. 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 Mar SENSEX was trading at 75502.85. 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 13 Mar SENSEX was trading at 74563.92. 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 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 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
On 6 Mar SENSEX was trading at 78918.90. 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 5 Mar SENSEX was trading at 80015.90. 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 4 Mar SENSEX was trading at 79116.19. 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 Mar SENSEX was trading at 80238.85. 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
| SENSEX 30-Apr-2026 (6d) 78200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 30.13
Theta: -35.07
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76515.39 | 1825 | 780.45 | 20.85 | 1,361 | 86 | 587 |
| 23 Apr | 77664.00 | 1024.35 | 314.75 | - | 2,437 | 198 | 501 |
| 22 Apr | 78516.49 | 699.35 | 196.7 | - | 665 | 34 | 303 |
| 21 Apr | 79273.33 | 495.5 | -399.7 | - | 241 | 88 | 269 |
| 20 Apr | 78520.30 | 953 | 133.3 | - | 454 | 5 | 181 |
| 17 Apr | 78493.54 | 784.6 | -307.8 | 17.86 | 816 | 85 | 176 |
| 16 Apr | 77988.68 | 1139.75 | 41 | 19.14 | 148 | 82 | 91 |
| 15 Apr | 78111.24 | 1108.15 | -1197.3 | 19.35 | 14 | 9 | 9 |
| 13 Apr | 76847.57 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 77550.25 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
| 30 Mar | 71947.55 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 73583.22 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 75273.45 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 74068.45 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 72696.39 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 74532.96 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 74207.24 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 76704.13 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 76070.84 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 75502.85 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 74563.92 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 76034.42 | 0 | 0 | - | 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 |
| 6 Mar | 78918.90 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 80015.90 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 79116.19 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 80238.85 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 78200 expiring on 30APR2026
Delta for 78200 PE is -0.77
Historical price for 78200 PE is as follows
On 24 Apr SENSEX was trading at 76515.39. The strike last trading price was 1825, which was 780.45 higher than the previous day. The implied volatity was 20.85, the open interest changed by 86 which increased total open position to 587
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 1024.35, which was 314.75 higher than the previous day. The implied volatity was -, the open interest changed by 198 which increased total open position to 501
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 699.35, which was 196.7 higher than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 303
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 495.5, which was -399.7 lower than the previous day. The implied volatity was -, the open interest changed by 88 which increased total open position to 269
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 953, which was 133.3 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 181
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 784.6, which was -307.8 lower than the previous day. The implied volatity was 17.86, the open interest changed by 85 which increased total open position to 176
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 1139.75, which was 41 higher than the previous day. The implied volatity was 19.14, the open interest changed by 82 which increased total open position to 91
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 1108.15, which was -1197.3 lower than the previous day. The implied volatity was 19.35, the open interest changed by 9 which increased total open position to 9
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 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 30 Mar SENSEX was trading at 71947.55. 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 27 Mar SENSEX was trading at 73583.22. 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 25 Mar SENSEX was trading at 75273.45. 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 24 Mar SENSEX was trading at 74068.45. 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 23 Mar SENSEX was trading at 72696.39. 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 20 Mar SENSEX was trading at 74532.96. 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 19 Mar SENSEX was trading at 74207.24. 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 18 Mar SENSEX was trading at 76704.13. 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 17 Mar SENSEX was trading at 76070.84. 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 Mar SENSEX was trading at 75502.85. 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 13 Mar SENSEX was trading at 74563.92. 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 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 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
On 6 Mar SENSEX was trading at 78918.90. 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 5 Mar SENSEX was trading at 80015.90. 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 4 Mar SENSEX was trading at 79116.19. 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 Mar SENSEX was trading at 80238.85. 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
