SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:38 PM IST
| SENSEX 30-Apr-2026 (6d) 79500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 15.95
Theta: -29.2
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76515.39 | 84.2 | -115.55 | 20.85 | 86,479 | 9,116 | 14,354 | |||||||||
| 23 Apr | 77664.00 | 204.5 | -287.85 | - | 21,290 | 3,542 | 5,238 | |||||||||
| 22 Apr | 78516.49 | 479.5 | -373.8 | - | 6,716 | 664 | 1,696 | |||||||||
| 21 Apr | 79273.33 | 867.6 | 235.6 | - | 3,452 | 287 | 1,032 | |||||||||
| 20 Apr | 78520.30 | 609.45 | 17.1 | - | 2,163 | 288 | 745 | |||||||||
| 17 Apr | 78493.54 | 626.35 | 162.55 | 15.81 | 1,104 | 277 | 457 | |||||||||
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| 16 Apr | 77988.68 | 474.95 | -74.3 | 15.85 | 622 | 86 | 180 | |||||||||
| 15 Apr | 78111.24 | 560.9 | 228.4 | 15.79 | 130 | -7 | 94 | |||||||||
| 13 Apr | 76847.57 | 315.05 | -170.85 | 16.61 | 124 | 9 | 101 | |||||||||
| 10 Apr | 77550.25 | 505.55 | 116.7 | 15.13 | 82 | 13 | 92 | |||||||||
| 9 Apr | 76631.65 | 373.1 | -236.85 | 16.43 | 152 | 36 | 79 | |||||||||
| 8 Apr | 77562.90 | 675.3 | 417.4 | 16.44 | 79 | -22 | 43 | |||||||||
| 7 Apr | 74616.58 | 257.9 | 7.45 | 20.28 | 59 | 16 | 65 | |||||||||
| 6 Apr | 74106.85 | 250.45 | 47.75 | 21.37 | 213 | -5 | 49 | |||||||||
| 2 Apr | 73319.55 | 200 | -31.6 | 20.49 | 107 | 3 | 54 | |||||||||
| 1 Apr | 73134.32 | 233.95 | -25.5 | 21.22 | 95 | 33 | 51 | |||||||||
| 30 Mar | 71947.55 | 269.45 | -170.15 | 24.47 | 78 | -13 | 18 | |||||||||
| 27 Mar | 73583.22 | 448.65 | -173.2 | 22.36 | 34 | 14 | 31 | |||||||||
| 25 Mar | 75273.45 | 616.85 | 142.6 | 19.2 | 63 | -1 | 17 | |||||||||
| 24 Mar | 74068.45 | 474.25 | 65.4 | 20.15 | 21 | 2 | 18 | |||||||||
| 23 Mar | 72696.39 | 401.9 | -113.75 | 23.01 | 68 | -6 | 16 | |||||||||
| 20 Mar | 74532.96 | 508.85 | 7.35 | 18.26 | 37 | -2 | 22 | |||||||||
| 19 Mar | 74207.24 | 501.5 | -975.35 | 18.98 | 2 | 2 | 24 | |||||||||
| 18 Mar | 76704.13 | 1630 | -870 | - | 0 | 0 | 22 | |||||||||
| 17 Mar | 76070.84 | 1630 | -870 | - | 0 | 0 | 22 | |||||||||
| 16 Mar | 75502.85 | 1630 | -870 | - | 0 | 0 | 22 | |||||||||
| 13 Mar | 74563.92 | 1630 | -870 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 76034.42 | 1630 | -870 | - | 0 | 0 | 22 | |||||||||
| 11 Mar | 76863.71 | 1630 | -870 | - | 0 | 0 | 22 | |||||||||
| 10 Mar | 78205.98 | 1630 | -870 | - | 0 | 0 | 22 | |||||||||
| 9 Mar | 77566.16 | 1630 | -870 | 17.39 | 20 | 20 | 22 | |||||||||
| 6 Mar | 78918.90 | 2500 | -133.3 | 17.56 | 2 | 2 | 2 | |||||||||
| 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 79500 expiring on 30APR2026
Delta for 79500 CE is 0.09
Historical price for 79500 CE is as follows
On 24 Apr SENSEX was trading at 76515.39. The strike last trading price was 84.2, which was -115.55 lower than the previous day. The implied volatity was 20.85, the open interest changed by 9116 which increased total open position to 14354
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 204.5, which was -287.85 lower than the previous day. The implied volatity was -, the open interest changed by 3542 which increased total open position to 5238
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 479.5, which was -373.8 lower than the previous day. The implied volatity was -, the open interest changed by 664 which increased total open position to 1696
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 867.6, which was 235.6 higher than the previous day. The implied volatity was -, the open interest changed by 287 which increased total open position to 1032
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 609.45, which was 17.1 higher than the previous day. The implied volatity was -, the open interest changed by 288 which increased total open position to 745
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 626.35, which was 162.55 higher than the previous day. The implied volatity was 15.81, the open interest changed by 277 which increased total open position to 457
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 474.95, which was -74.3 lower than the previous day. The implied volatity was 15.85, the open interest changed by 86 which increased total open position to 180
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 560.9, which was 228.4 higher than the previous day. The implied volatity was 15.79, the open interest changed by -7 which decreased total open position to 94
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 315.05, which was -170.85 lower than the previous day. The implied volatity was 16.61, the open interest changed by 9 which increased total open position to 101
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 505.55, which was 116.7 higher than the previous day. The implied volatity was 15.13, the open interest changed by 13 which increased total open position to 92
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 373.1, which was -236.85 lower than the previous day. The implied volatity was 16.43, the open interest changed by 36 which increased total open position to 79
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 675.3, which was 417.4 higher than the previous day. The implied volatity was 16.44, the open interest changed by -22 which decreased total open position to 43
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 257.9, which was 7.45 higher than the previous day. The implied volatity was 20.28, the open interest changed by 16 which increased total open position to 65
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 250.45, which was 47.75 higher than the previous day. The implied volatity was 21.37, the open interest changed by -5 which decreased total open position to 49
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 200, which was -31.6 lower than the previous day. The implied volatity was 20.49, the open interest changed by 3 which increased total open position to 54
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 233.95, which was -25.5 lower than the previous day. The implied volatity was 21.22, the open interest changed by 33 which increased total open position to 51
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 269.45, which was -170.15 lower than the previous day. The implied volatity was 24.47, the open interest changed by -13 which decreased total open position to 18
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 448.65, which was -173.2 lower than the previous day. The implied volatity was 22.36, the open interest changed by 14 which increased total open position to 31
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 616.85, which was 142.6 higher than the previous day. The implied volatity was 19.2, the open interest changed by -1 which decreased total open position to 17
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 474.25, which was 65.4 higher than the previous day. The implied volatity was 20.15, the open interest changed by 2 which increased total open position to 18
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 401.9, which was -113.75 lower than the previous day. The implied volatity was 23.01, the open interest changed by -6 which decreased total open position to 16
On 20 Mar SENSEX was trading at 74532.96. The strike last trading price was 508.85, which was 7.35 higher than the previous day. The implied volatity was 18.26, the open interest changed by -2 which decreased total open position to 22
On 19 Mar SENSEX was trading at 74207.24. The strike last trading price was 501.5, which was -975.35 lower than the previous day. The implied volatity was 18.98, the open interest changed by 2 which increased total open position to 24
On 18 Mar SENSEX was trading at 76704.13. The strike last trading price was 1630, which was -870 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 17 Mar SENSEX was trading at 76070.84. The strike last trading price was 1630, which was -870 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 16 Mar SENSEX was trading at 75502.85. The strike last trading price was 1630, which was -870 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 13 Mar SENSEX was trading at 74563.92. The strike last trading price was 1630, which was -870 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 1630, which was -870 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 11 Mar SENSEX was trading at 76863.71. The strike last trading price was 1630, which was -870 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 10 Mar SENSEX was trading at 78205.98. The strike last trading price was 1630, which was -870 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 9 Mar SENSEX was trading at 77566.16. The strike last trading price was 1630, which was -870 lower than the previous day. The implied volatity was 17.39, the open interest changed by 20 which increased total open position to 22
On 6 Mar SENSEX was trading at 78918.90. The strike last trading price was 2500, which was -133.3 lower than the previous day. The implied volatity was 17.56, the open interest changed by 2 which increased total open position to 2
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) 79500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 18.69
Theta: -15.77
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76515.39 | 2968.05 | 984.75 | 22.91 | 427 | -186 | 647 |
| 23 Apr | 77664.00 | 1971.5 | 568.7 | - | 690 | 109 | 833 |
| 22 Apr | 78516.49 | 1407.7 | 423.6 | - | 1,310 | 26 | 724 |
| 21 Apr | 79273.33 | 988 | -556.95 | - | 1,472 | 412 | 698 |
| 20 Apr | 78520.30 | 1632.2 | 192.4 | - | 694 | 242 | 286 |
| 17 Apr | 78493.54 | 1440 | -359.95 | 17.79 | 73 | 31 | 44 |
| 16 Apr | 77988.68 | 1800 | -227.5 | 17.32 | 32 | 9 | 13 |
| 15 Apr | 78111.24 | 1550 | 100.65 | - | 0 | 0 | 4 |
| 13 Apr | 76847.57 | 1550 | 100.65 | - | 0 | 0 | 4 |
| 10 Apr | 77550.25 | 1550 | 100.65 | - | 0 | 0 | 4 |
| 9 Apr | 76631.65 | 1550 | 100.65 | - | 0 | 0 | 4 |
| 8 Apr | 77562.90 | 1550 | 100.65 | - | 0 | 0 | 4 |
| 7 Apr | 74616.58 | 1550 | 100.65 | - | 0 | 0 | 4 |
| 6 Apr | 74106.85 | 1550 | 100.65 | - | 0 | 0 | 4 |
| 2 Apr | 73319.55 | 1550 | 100.65 | - | 0 | 0 | 4 |
| 1 Apr | 73134.32 | 1550 | 100.65 | - | 0 | 0 | 4 |
| 30 Mar | 71947.55 | 1550 | 100.65 | - | 0 | 0 | 4 |
| 27 Mar | 73583.22 | 1550 | 100.65 | - | 0 | 0 | 4 |
| 25 Mar | 75273.45 | 1550 | 100.65 | - | 0 | 0 | 4 |
| 24 Mar | 74068.45 | 1550 | 100.65 | - | 0 | 0 | 4 |
| 23 Mar | 72696.39 | 1550 | 100.65 | - | 0 | 0 | 4 |
| 20 Mar | 74532.96 | 1550 | 100.65 | - | 0 | 0 | 4 |
| 19 Mar | 74207.24 | 1550 | 100.65 | - | 0 | 0 | 4 |
| 18 Mar | 76704.13 | 1550 | 100.65 | - | 0 | 0 | 4 |
| 17 Mar | 76070.84 | 1550 | 100.65 | - | 0 | 0 | 4 |
| 16 Mar | 75502.85 | 1550 | 100.65 | - | 0 | 0 | 4 |
| 13 Mar | 74563.92 | 1550 | 100.65 | - | 0 | 0 | 4 |
| 12 Mar | 76034.42 | 1550 | 100.65 | - | 0 | 0 | 4 |
| 11 Mar | 76863.71 | 1550 | 100.65 | - | 0 | 0 | 4 |
| 10 Mar | 78205.98 | 1550 | 100.65 | - | 0 | 0 | 4 |
| 9 Mar | 77566.16 | 1550 | 100.65 | - | 0 | 0 | 4 |
| 6 Mar | 78918.90 | 1550 | 100.65 | 15.39 | 4 | 4 | 4 |
| 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 79500 expiring on 30APR2026
Delta for 79500 PE is -0.89
Historical price for 79500 PE is as follows
On 24 Apr SENSEX was trading at 76515.39. The strike last trading price was 2968.05, which was 984.75 higher than the previous day. The implied volatity was 22.91, the open interest changed by -186 which decreased total open position to 647
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 1971.5, which was 568.7 higher than the previous day. The implied volatity was -, the open interest changed by 109 which increased total open position to 833
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 1407.7, which was 423.6 higher than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 724
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 988, which was -556.95 lower than the previous day. The implied volatity was -, the open interest changed by 412 which increased total open position to 698
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 1632.2, which was 192.4 higher than the previous day. The implied volatity was -, the open interest changed by 242 which increased total open position to 286
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 1440, which was -359.95 lower than the previous day. The implied volatity was 17.79, the open interest changed by 31 which increased total open position to 44
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 1800, which was -227.5 lower than the previous day. The implied volatity was 17.32, the open interest changed by 9 which increased total open position to 13
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 1550, which was 100.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 1550, which was 100.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 1550, which was 100.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 1550, which was 100.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 1550, which was 100.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 1550, which was 100.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 1550, which was 100.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 1550, which was 100.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 1550, which was 100.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 1550, which was 100.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 1550, which was 100.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 1550, which was 100.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 1550, which was 100.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 1550, which was 100.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 Mar SENSEX was trading at 74532.96. The strike last trading price was 1550, which was 100.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 19 Mar SENSEX was trading at 74207.24. The strike last trading price was 1550, which was 100.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 18 Mar SENSEX was trading at 76704.13. The strike last trading price was 1550, which was 100.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Mar SENSEX was trading at 76070.84. The strike last trading price was 1550, which was 100.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Mar SENSEX was trading at 75502.85. The strike last trading price was 1550, which was 100.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 13 Mar SENSEX was trading at 74563.92. The strike last trading price was 1550, which was 100.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 12 Mar SENSEX was trading at 76034.42. The strike last trading price was 1550, which was 100.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Mar SENSEX was trading at 76863.71. The strike last trading price was 1550, which was 100.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Mar SENSEX was trading at 78205.98. The strike last trading price was 1550, which was 100.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Mar SENSEX was trading at 77566.16. The strike last trading price was 1550, which was 100.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 6 Mar SENSEX was trading at 78918.90. The strike last trading price was 1550, which was 100.65 higher than the previous day. The implied volatity was 15.39, the open interest changed by 4 which increased total open position to 4
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
