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SENSEX

Sensex
78493.54 +504.86 (0.65%)
L: 77726.23 H: 78553.45

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Historical option data for SENSEX

17 Apr 2026 04:10 PM IST
Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV
SENSEX 23-Apr-2026 (5d) 78300 CE
Delta: 0.58
Vega: 39.33
Theta: -69.29
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
17 Apr 78493.54 878.25 268.4 17.4 4,13,954 8,579 11,515
16 Apr 77988.68 609.75 -187.35 15.95 16,083 2,581 2,936
15 Apr 78111.24 778.85 283.5 17.07 1,640 254 355
13 Apr 76847.57 480.2 -275.3 19.47 192 42 101
10 Apr 77550.25 768.7 270.95 16.85 151 59 59
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

For Sensex - strike price 78300 expiring on 23APR2026

Delta for 78300 CE is 0.58

Historical price for 78300 CE is as follows

On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 878.25, which was 268.4 higher than the previous day. The implied volatity was 17.4, the open interest changed by 8579 which increased total open position to 11515


On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 609.75, which was -187.35 lower than the previous day. The implied volatity was 15.95, the open interest changed by 2581 which increased total open position to 2936


On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 778.85, which was 283.5 higher than the previous day. The implied volatity was 17.07, the open interest changed by 254 which increased total open position to 355


On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 480.2, which was -275.3 lower than the previous day. The implied volatity was 19.47, the open interest changed by 42 which increased total open position to 101


On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 768.7, which was 270.95 higher than the previous day. The implied volatity was 16.85, the open interest changed by 59 which increased total open position to 59


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


SENSEX 23-Apr-2026 (5d) 78300 PE
Delta: -0.42
Vega: 39.3
Theta: -48.79
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
17 Apr 78493.54 547 -329.55 17.69 3,01,206 17,640 18,519
16 Apr 77988.68 960 38.4 19.86 12,799 568 879
15 Apr 78111.24 949 -922.25 20.39 775 275 311
13 Apr 76847.57 1890 359.95 21.82 8 1 36
10 Apr 77550.25 1530.05 -471.05 21.73 44 35 35
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

For Sensex - strike price 78300 expiring on 23APR2026

Delta for 78300 PE is -0.42

Historical price for 78300 PE is as follows

On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 547, which was -329.55 lower than the previous day. The implied volatity was 17.69, the open interest changed by 17640 which increased total open position to 18519


On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 960, which was 38.4 higher than the previous day. The implied volatity was 19.86, the open interest changed by 568 which increased total open position to 879


On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 949, which was -922.25 lower than the previous day. The implied volatity was 20.39, the open interest changed by 275 which increased total open position to 311


On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 1890, which was 359.95 higher than the previous day. The implied volatity was 21.82, the open interest changed by 1 which increased total open position to 36


On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 1530.05, which was -471.05 lower than the previous day. The implied volatity was 21.73, the open interest changed by 35 which increased total open position to 35


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