[--[65.84.65.76]--]

SENSEX

Sensex
76847.57 -702.68 (-0.91%)
L: 75868.32 H: 77063.41

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Historical option data for SENSEX

13 Apr 2026 04:10 PM IST
SENSEX 16-Apr-2026 (2d) 81000 CE
Delta: 0.01
Vega: 1.64
Theta: -6.8
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
13 Apr 76847.57 4.85 -32.25 24.22 3,39,797 36,414 54,340
10 Apr 77550.25 39.45 5.5 19.61 2,31,013 6,831 17,926
9 Apr 76631.65 34.2 -33.35 21.58 58,854 6,755 11,095
8 Apr 77562.90 77.95 53.65 19.26 18,713 3,872 4,340
7 Apr 74616.58 25 -13.4 25.13 657 412 468
6 Apr 74106.85 30 11.3 26.38 58 56 56
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
4 Mar 79116.19 - - - 0 0 0
2 Mar 80238.85 0 0 - 0 0 0
27 Feb 81287.19 0 0 - 0 0 0


For Sensex - strike price 81000 expiring on 16APR2026

Delta for 81000 CE is 0.01

Historical price for 81000 CE is as follows

On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 4.85, which was -32.25 lower than the previous day. The implied volatity was 24.22, the open interest changed by 36414 which increased total open position to 54340


On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 39.45, which was 5.5 higher than the previous day. The implied volatity was 19.61, the open interest changed by 6831 which increased total open position to 17926


On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 34.2, which was -33.35 lower than the previous day. The implied volatity was 21.58, the open interest changed by 6755 which increased total open position to 11095


On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 77.95, which was 53.65 higher than the previous day. The implied volatity was 19.26, the open interest changed by 3872 which increased total open position to 4340


On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 25, which was -13.4 lower than the previous day. The implied volatity was 25.13, the open interest changed by 412 which increased total open position to 468


On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 30, which was 11.3 higher than the previous day. The implied volatity was 26.38, the open interest changed by 56 which increased total open position to 56


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 4 Mar SENSEX was trading at 79116.19. 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 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


On 27 Feb SENSEX was trading at 81287.19. 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


SENSEX 16-Apr-2026 (2d) 81000 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
13 Apr 76847.57 4157.3 655.45 - 0 0 69
10 Apr 77550.25 4157.3 655.45 - 0 0 69
9 Apr 76631.65 4157.3 655.45 15.81 88 69 69
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
4 Mar 79116.19 - - - 0 0 0
2 Mar 80238.85 0 0 - 0 0 0
27 Feb 81287.19 0 0 - 0 0 0


For Sensex - strike price 81000 expiring on 16APR2026

Delta for 81000 PE is -

Historical price for 81000 PE is as follows

On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 4157.3, which was 655.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 69


On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 4157.3, which was 655.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 69


On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 4157.3, which was 655.45 higher than the previous day. The implied volatity was 15.81, the open interest changed by 69 which increased total open position to 69


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 4 Mar SENSEX was trading at 79116.19. 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 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


On 27 Feb SENSEX was trading at 81287.19. 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