SENSEX
Sensex
Historical option data for SENSEX
13 Apr 2026 04:10 PM IST
| SENSEX 16-Apr-2026 (2d) 81000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 1.64
Theta: -6.8
Gamma: 0
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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
