SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:39 PM IST
| SENSEX 30-Apr-2026 (6d) 79300 CE | ||||||||||||||||
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Delta: 0.1
Vega: 17.44
Theta: -31.81
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76477.86 | 96.8 | -137.8 | 20.71 | 23,706 | 2,490 | 3,380 | |||||||||
| 23 Apr | 77664.00 | 242.2 | -326.1 | - | 4,159 | 461 | 890 | |||||||||
| 22 Apr | 78516.49 | 550 | -419 | - | 1,257 | 18 | 429 | |||||||||
| 21 Apr | 79273.33 | 969.2 | 261.7 | - | 1,272 | 307 | 411 | |||||||||
| 20 Apr | 78520.30 | 691.15 | 11.15 | - | 410 | 74 | 104 | |||||||||
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| 17 Apr | 78493.54 | 680 | 165.85 | 15.28 | 67 | 29 | 30 | |||||||||
| 16 Apr | 77988.68 | 2700 | -50.2 | - | 0 | 0 | 1 | |||||||||
| 15 Apr | 78111.24 | 2700 | -50.2 | - | 0 | 0 | 1 | |||||||||
| 13 Apr | 76847.57 | 2700 | -50.2 | - | 0 | 0 | 1 | |||||||||
| 10 Apr | 77550.25 | 2700 | -50.2 | - | 0 | 0 | 1 | |||||||||
| 9 Apr | 76631.65 | 2700 | -50.2 | - | 0 | 0 | 1 | |||||||||
| 8 Apr | 77562.90 | 2700 | -50.2 | - | 0 | 0 | 1 | |||||||||
| 7 Apr | 74616.58 | 2700 | -50.2 | - | 0 | 0 | 1 | |||||||||
| 6 Apr | 74106.85 | 2700 | -50.2 | - | 0 | 0 | 1 | |||||||||
| 2 Apr | 73319.55 | 2700 | -50.2 | - | 0 | 0 | 1 | |||||||||
| 1 Apr | 73134.32 | 2700 | -50.2 | - | 0 | 0 | 1 | |||||||||
| 30 Mar | 71947.55 | 2700 | -50.2 | - | 0 | 0 | 1 | |||||||||
| 27 Mar | 73583.22 | 2700 | -50.2 | - | 0 | 0 | 1 | |||||||||
| 25 Mar | 75273.45 | 2700 | -50.2 | - | 0 | 0 | 1 | |||||||||
| 24 Mar | 74068.45 | 2700 | -50.2 | - | 0 | 0 | 1 | |||||||||
| 23 Mar | 72696.39 | 2700 | -50.2 | - | 0 | 0 | 1 | |||||||||
| 20 Mar | 74532.96 | 2700 | -50.2 | - | 0 | 0 | 1 | |||||||||
| 19 Mar | 74207.24 | 2700 | -50.2 | - | 0 | 0 | 1 | |||||||||
| 18 Mar | 76704.13 | 2700 | -50.2 | - | 0 | 0 | 1 | |||||||||
| 17 Mar | 76070.84 | 2700 | -50.2 | - | 0 | 0 | 1 | |||||||||
| 16 Mar | 75502.85 | 2700 | -50.2 | - | 0 | 0 | 1 | |||||||||
| 13 Mar | 74563.92 | 2700 | -50.2 | - | 0 | 0 | 1 | |||||||||
| 12 Mar | 76034.42 | 2700 | -50.2 | - | 0 | 0 | 1 | |||||||||
| 11 Mar | 76863.71 | 2700 | -50.2 | - | 0 | 0 | 1 | |||||||||
| 10 Mar | 78205.98 | 2700 | -50.2 | - | 0 | 0 | 1 | |||||||||
| 9 Mar | 77566.16 | 2700 | -50.2 | - | 0 | 0 | 1 | |||||||||
| 6 Mar | 78918.90 | 2700 | -50.2 | 18.33 | 1 | 1 | 1 | |||||||||
| 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 79300 expiring on 30APR2026
Delta for 79300 CE is 0.1
Historical price for 79300 CE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 96.8, which was -137.8 lower than the previous day. The implied volatity was 20.71, the open interest changed by 2490 which increased total open position to 3380
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 242.2, which was -326.1 lower than the previous day. The implied volatity was -, the open interest changed by 461 which increased total open position to 890
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 550, which was -419 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 429
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 969.2, which was 261.7 higher than the previous day. The implied volatity was -, the open interest changed by 307 which increased total open position to 411
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 691.15, which was 11.15 higher than the previous day. The implied volatity was -, the open interest changed by 74 which increased total open position to 104
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 680, which was 165.85 higher than the previous day. The implied volatity was 15.28, the open interest changed by 29 which increased total open position to 30
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 2700, which was -50.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 2700, which was -50.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 2700, which was -50.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 2700, which was -50.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 2700, which was -50.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 2700, which was -50.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 2700, which was -50.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 2700, which was -50.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 2700, which was -50.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 2700, which was -50.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 2700, which was -50.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 2700, which was -50.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 2700, which was -50.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 2700, which was -50.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 2700, which was -50.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Mar SENSEX was trading at 74532.96. The strike last trading price was 2700, which was -50.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Mar SENSEX was trading at 74207.24. The strike last trading price was 2700, which was -50.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Mar SENSEX was trading at 76704.13. The strike last trading price was 2700, which was -50.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Mar SENSEX was trading at 76070.84. The strike last trading price was 2700, which was -50.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Mar SENSEX was trading at 75502.85. The strike last trading price was 2700, which was -50.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Mar SENSEX was trading at 74563.92. The strike last trading price was 2700, which was -50.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Mar SENSEX was trading at 76034.42. The strike last trading price was 2700, which was -50.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Mar SENSEX was trading at 76863.71. The strike last trading price was 2700, which was -50.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Mar SENSEX was trading at 78205.98. The strike last trading price was 2700, which was -50.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Mar SENSEX was trading at 77566.16. The strike last trading price was 2700, which was -50.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Mar SENSEX was trading at 78918.90. The strike last trading price was 2700, which was -50.2 lower than the previous day. The implied volatity was 18.33, the open interest changed by 1 which increased total open position to 1
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) 79300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.97
Vega: 7.26
Theta: 12.35
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76477.86 | 2705 | 901.25 | 14.48 | 99 | -13 | 269 |
| 23 Apr | 77664.00 | 1822.2 | 553.35 | - | 147 | -51 | 282 |
| 22 Apr | 78516.49 | 1276.35 | 384.35 | - | 438 | -45 | 333 |
| 21 Apr | 79273.33 | 884.2 | -582.35 | - | 777 | 216 | 378 |
| 20 Apr | 78520.30 | 1536.25 | 203.05 | - | 307 | 74 | 162 |
| 17 Apr | 78493.54 | 1336.35 | -322 | 18.05 | 97 | 88 | 88 |
| 16 Apr | 77988.68 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 78111.24 | 0 | 0 | - | 0 | 0 | 0 |
| 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 79300 expiring on 30APR2026
Delta for 79300 PE is -0.97
Historical price for 79300 PE is as follows
On 24 Apr SENSEX was trading at 76477.86. The strike last trading price was 2705, which was 901.25 higher than the previous day. The implied volatity was 14.48, the open interest changed by -13 which decreased total open position to 269
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 1822.2, which was 553.35 higher than the previous day. The implied volatity was -, the open interest changed by -51 which decreased total open position to 282
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 1276.35, which was 384.35 higher than the previous day. The implied volatity was -, the open interest changed by -45 which decreased total open position to 333
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 884.2, which was -582.35 lower than the previous day. The implied volatity was -, the open interest changed by 216 which increased total open position to 378
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 1536.25, which was 203.05 higher than the previous day. The implied volatity was -, the open interest changed by 74 which increased total open position to 162
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 1336.35, which was -322 lower than the previous day. The implied volatity was 18.05, the open interest changed by 88 which increased total open position to 88
On 16 Apr SENSEX was trading at 77988.68. 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 15 Apr SENSEX was trading at 78111.24. 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 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
