SENSEX
Sensex
Historical option data for SENSEX
20 Apr 2026 04:09 PM IST
| SENSEX 23-Apr-2026 (2d) 78500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Apr | 78520.30 | 667.65 | -43.75 | - | 5,26,164 | 5,796 | 27,200 | |||||||||
| 17 Apr | 78493.54 | 762.2 | 234.45 | 17.18 | 4,66,321 | 10,089 | 21,404 | |||||||||
| 16 Apr | 77988.68 | 532 | -165.25 | 16.17 | 84,991 | 9,754 | 11,315 | |||||||||
| 15 Apr | 78111.24 | 678.3 | 241.25 | 16.93 | 9,784 | 945 | 1,561 | |||||||||
| 13 Apr | 76847.57 | 428.95 | -253.7 | 19.59 | 1,343 | 395 | 616 | |||||||||
| 10 Apr | 77550.25 | 681 | 52.6 | 16.72 | 652 | 220 | 221 | |||||||||
| 9 Apr | 76631.65 | 628.4 | -534.6 | 20.95 | 1 | 1 | 1 | |||||||||
| 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 | |||||||||
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| 10 Mar | 78205.98 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 77566.16 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 78918.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 78500 expiring on 23APR2026
Delta for 78500 CE is -
Historical price for 78500 CE is as follows
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 667.65, which was -43.75 lower than the previous day. The implied volatity was -, the open interest changed by 5796 which increased total open position to 27200
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 762.2, which was 234.45 higher than the previous day. The implied volatity was 17.18, the open interest changed by 10089 which increased total open position to 21404
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 532, which was -165.25 lower than the previous day. The implied volatity was 16.17, the open interest changed by 9754 which increased total open position to 11315
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 678.3, which was 241.25 higher than the previous day. The implied volatity was 16.93, the open interest changed by 945 which increased total open position to 1561
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 428.95, which was -253.7 lower than the previous day. The implied volatity was 19.59, the open interest changed by 395 which increased total open position to 616
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 681, which was 52.6 higher than the previous day. The implied volatity was 16.72, the open interest changed by 220 which increased total open position to 221
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 628.4, which was -534.6 lower than the previous day. The implied volatity was 20.95, the open interest changed by 1 which increased total open position to 1
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 -, 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 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
| SENSEX 23-Apr-2026 (2d) 78500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Apr | 78520.30 | 788.8 | 122.15 | - | 6,12,408 | 7,860 | 29,315 |
| 17 Apr | 78493.54 | 628.2 | -390.15 | 17.48 | 1,92,967 | 14,262 | 21,455 |
| 16 Apr | 77988.68 | 1087.8 | 62.2 | 20.75 | 60,725 | 6,159 | 7,193 |
| 15 Apr | 78111.24 | 1032.25 | -827.75 | 19.91 | 3,042 | 958 | 1,034 |
| 13 Apr | 76847.57 | 1860 | 409.4 | 18.18 | 4 | 4 | 76 |
| 10 Apr | 77550.25 | 1430 | -716.25 | 18.1 | 93 | 72 | 72 |
| 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 |
| 6 Mar | 78918.90 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 78500 expiring on 23APR2026
Delta for 78500 PE is -
Historical price for 78500 PE is as follows
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 788.8, which was 122.15 higher than the previous day. The implied volatity was -, the open interest changed by 7860 which increased total open position to 29315
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 628.2, which was -390.15 lower than the previous day. The implied volatity was 17.48, the open interest changed by 14262 which increased total open position to 21455
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 1087.8, which was 62.2 higher than the previous day. The implied volatity was 20.75, the open interest changed by 6159 which increased total open position to 7193
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 1032.25, which was -827.75 lower than the previous day. The implied volatity was 19.91, the open interest changed by 958 which increased total open position to 1034
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 1860, which was 409.4 higher than the previous day. The implied volatity was 18.18, the open interest changed by 4 which increased total open position to 76
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 1430, which was -716.25 lower than the previous day. The implied volatity was 18.1, the open interest changed by 72 which increased total open position to 72
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 -, 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 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
