SENSEX
Sensex
Historical option data for SENSEX
21 Apr 2026 04:09 PM IST
| SENSEX 23-Apr-2026 (1d) 79000 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 21 Apr | 79273.33 | 694.55 | 206.6 | - | 6,91,324 | 1,255 | 15,361 | |||||||||
| 20 Apr | 78520.30 | 436.65 | -38.1 | - | 5,41,355 | 1,183 | 14,106 | |||||||||
| 17 Apr | 78493.54 | 519.8 | 165.3 | 17.04 | 3,38,141 | 5,484 | 12,923 | |||||||||
| 16 Apr | 77988.68 | 365.05 | -116.2 | 16.81 | 50,322 | 5,504 | 7,439 | |||||||||
| 15 Apr | 78111.24 | 473.7 | 176.7 | 16.83 | 10,500 | 1,275 | 1,935 | |||||||||
| 13 Apr | 76847.57 | 293.45 | -208.35 | 19.15 | 2,936 | 536 | 660 | |||||||||
| 10 Apr | 77550.25 | 490.8 | 105.15 | 16.49 | 1,054 | 95 | 124 | |||||||||
| 9 Apr | 76631.65 | 375.05 | -248.95 | 18.42 | 47 | 18 | 29 | |||||||||
| 8 Apr | 77562.90 | 650 | 3.55 | 17.5 | 16 | 11 | 11 | |||||||||
| 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 | |||||||||
| 9 Mar | 77566.16 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 78918.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 79000 expiring on 23APR2026
Delta for 79000 CE is -
Historical price for 79000 CE is as follows
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 694.55, which was 206.6 higher than the previous day. The implied volatity was -, the open interest changed by 1255 which increased total open position to 15361
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 436.65, which was -38.1 lower than the previous day. The implied volatity was -, the open interest changed by 1183 which increased total open position to 14106
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 519.8, which was 165.3 higher than the previous day. The implied volatity was 17.04, the open interest changed by 5484 which increased total open position to 12923
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 365.05, which was -116.2 lower than the previous day. The implied volatity was 16.81, the open interest changed by 5504 which increased total open position to 7439
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 473.7, which was 176.7 higher than the previous day. The implied volatity was 16.83, the open interest changed by 1275 which increased total open position to 1935
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 293.45, which was -208.35 lower than the previous day. The implied volatity was 19.15, the open interest changed by 536 which increased total open position to 660
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 490.8, which was 105.15 higher than the previous day. The implied volatity was 16.49, the open interest changed by 95 which increased total open position to 124
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 375.05, which was -248.95 lower than the previous day. The implied volatity was 18.42, the open interest changed by 18 which increased total open position to 29
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 650, which was 3.55 higher than the previous day. The implied volatity was 17.5, the open interest changed by 11 which increased total open position to 11
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 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 (1d) 79000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 21 Apr | 79273.33 | 393.25 | -604.8 | - | 6,87,818 | 29,692 | 36,554 |
| 20 Apr | 78520.30 | 1058 | 130.45 | - | 1,81,447 | 2,873 | 6,862 |
| 17 Apr | 78493.54 | 878.55 | -452.85 | 16.79 | 30,392 | 2,960 | 3,989 |
| 16 Apr | 77988.68 | 1401.9 | 119.7 | 20.36 | 7,083 | 278 | 1,029 |
| 15 Apr | 78111.24 | 1357.5 | -1192.35 | 20.66 | 1,134 | 751 | 751 |
| 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 |
| 9 Mar | 77566.16 | - | - | - | 0 | 0 | 0 |
| 6 Mar | 78918.90 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 79000 expiring on 23APR2026
Delta for 79000 PE is -
Historical price for 79000 PE is as follows
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 393.25, which was -604.8 lower than the previous day. The implied volatity was -, the open interest changed by 29692 which increased total open position to 36554
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 1058, which was 130.45 higher than the previous day. The implied volatity was -, the open interest changed by 2873 which increased total open position to 6862
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 878.55, which was -452.85 lower than the previous day. The implied volatity was 16.79, the open interest changed by 2960 which increased total open position to 3989
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 1401.9, which was 119.7 higher than the previous day. The implied volatity was 20.36, the open interest changed by 278 which increased total open position to 1029
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 1357.5, which was -1192.35 lower than the previous day. The implied volatity was 20.66, the open interest changed by 751 which increased total open position to 751
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 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
