SENSEX
Sensex
Historical option data for SENSEX
30 Apr 2026 04:14 PM IST
| SENSEX 07-May-2026 (5d) 81000 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Apr | 76913.50 | 36 | 3 | - | 53,515 | 6,819 | 10,861 | |||||||||
| 29 Apr | 77496.36 | 30.95 | 6.15 | - | 26,560 | 2,339 | 4,042 | |||||||||
| 28 Apr | 76886.91 | 26.5 | -43.9 | - | 8,023 | 546 | 1,703 | |||||||||
| 27 Apr | 77303.63 | 70.3 | -38.2 | - | 4,048 | 450 | 1,157 | |||||||||
| 24 Apr | 76664.21 | 106.95 | -89.35 | - | 2,246 | 294 | 707 | |||||||||
| 23 Apr | 77664.00 | 196.7 | -146.85 | - | 710 | 208 | 413 | |||||||||
| 22 Apr | 78516.49 | 335 | -142.85 | - | 543 | 106 | 205 | |||||||||
| 21 Apr | 79273.33 | 482.8 | 88.5 | - | 269 | 86 | 99 | |||||||||
| 20 Apr | 78520.30 | 380 | 24.25 | - | 16 | 11 | 13 | |||||||||
| 17 Apr | 78493.54 | 355.75 | 52.55 | 14.62 | 2 | 2 | 2 | |||||||||
| 16 Apr | 77988.68 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 78111.24 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 13 Apr | 76847.57 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 77550.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 81000 expiring on 07MAY2026
Delta for 81000 CE is -
Historical price for 81000 CE is as follows
On 30 Apr SENSEX was trading at 76913.50. The strike last trading price was 36, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 6819 which increased total open position to 10861
On 29 Apr SENSEX was trading at 77496.36. The strike last trading price was 30.95, which was 6.15 higher than the previous day. The implied volatity was -, the open interest changed by 2339 which increased total open position to 4042
On 28 Apr SENSEX was trading at 76886.91. The strike last trading price was 26.5, which was -43.9 lower than the previous day. The implied volatity was -, the open interest changed by 546 which increased total open position to 1703
On 27 Apr SENSEX was trading at 77303.63. The strike last trading price was 70.3, which was -38.2 lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 1157
On 24 Apr SENSEX was trading at 76664.21. The strike last trading price was 106.95, which was -89.35 lower than the previous day. The implied volatity was -, the open interest changed by 294 which increased total open position to 707
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 196.7, which was -146.85 lower than the previous day. The implied volatity was -, the open interest changed by 208 which increased total open position to 413
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 335, which was -142.85 lower than the previous day. The implied volatity was -, the open interest changed by 106 which increased total open position to 205
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 482.8, which was 88.5 higher than the previous day. The implied volatity was -, the open interest changed by 86 which increased total open position to 99
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 380, which was 24.25 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 13
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 355.75, which was 52.55 higher than the previous day. The implied volatity was 14.62, the open interest changed by 2 which increased total open position to 2
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
| SENSEX 07-May-2026 (5d) 81000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 76913.50 | 3717.1 | 391.5 | - | 346 | 316 | 437 |
| 29 Apr | 77496.36 | 3373 | -662.45 | - | 123 | 121 | 121 |
| 28 Apr | 76886.91 | 3313.35 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 77303.63 | 3313.35 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 76664.21 | 3313.35 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 77664.00 | 2803.05 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 78516.49 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 79273.33 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 78520.30 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 78493.54 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
For Sensex - strike price 81000 expiring on 07MAY2026
Delta for 81000 PE is -
Historical price for 81000 PE is as follows
On 30 Apr SENSEX was trading at 76913.50. The strike last trading price was 3717.1, which was 391.5 higher than the previous day. The implied volatity was -, the open interest changed by 316 which increased total open position to 437
On 29 Apr SENSEX was trading at 77496.36. The strike last trading price was 3373, which was -662.45 lower than the previous day. The implied volatity was -, the open interest changed by 121 which increased total open position to 121
On 28 Apr SENSEX was trading at 76886.91. The strike last trading price was 3313.35, 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 Apr SENSEX was trading at 77303.63. The strike last trading price was 3313.35, 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 Apr SENSEX was trading at 76664.21. The strike last trading price was 3313.35, 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 Apr SENSEX was trading at 77664.00. The strike last trading price was 2803.05, 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 22 Apr SENSEX was trading at 78516.49. 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 21 Apr SENSEX was trading at 79273.33. 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 Apr SENSEX was trading at 78520.30. 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 Apr SENSEX was trading at 78493.54. 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 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
