SENSEX
Sensex
Historical option data for SENSEX
24 Apr 2026 01:38 PM IST
| SENSEX 30-Apr-2026 (6d) 81100 CE | ||||||||||||||||
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Delta: 0.03
Vega: 7.09
Theta: -14.34
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 76515.39 | 28.65 | -21.95 | 23.46 | 12,058 | 1,064 | 1,397 | |||||||||
| 23 Apr | 77664.00 | 46.85 | -78.95 | - | 1,108 | 271 | 333 | |||||||||
| 22 Apr | 78516.49 | 128.45 | -146.6 | - | 179 | 21 | 62 | |||||||||
| 21 Apr | 79273.33 | 281 | 83.75 | - | 101 | 35 | 41 | |||||||||
| 20 Apr | 78520.30 | 197.25 | 58.25 | - | 4 | 4 | 6 | |||||||||
| 17 Apr | 78493.54 | 139 | -14.75 | 13.73 | 2 | 1 | 2 | |||||||||
| 16 Apr | 77988.68 | 153.75 | 0 | 15.88 | 1 | -1 | 1 | |||||||||
| 15 Apr | 78111.24 | 153.75 | 44.75 | 14.65 | 2 | 0 | 2 | |||||||||
| 13 Apr | 76847.57 | 109 | -40 | 16.74 | 1 | 0 | 2 | |||||||||
| 10 Apr | 77550.25 | 149 | -16 | 14.14 | 1 | 0 | 2 | |||||||||
| 9 Apr | 76631.65 | 165 | -500.8 | 17.13 | 2 | 0 | 2 | |||||||||
| 8 Apr | 77562.90 | 143.15 | 5 | - | 0 | 0 | 2 | |||||||||
| 7 Apr | 74616.58 | 143.15 | 5 | - | 0 | 0 | 2 | |||||||||
| 6 Apr | 74106.85 | 143.15 | 5 | 22.38 | 2 | 1 | 2 | |||||||||
| 2 Apr | 73319.55 | 948.1 | 0 | - | 0 | 0 | 1 | |||||||||
| 1 Apr | 73134.32 | 948.1 | 0 | - | 0 | 0 | 1 | |||||||||
| 30 Mar | 71947.55 | 948.1 | 0 | - | 0 | 0 | 1 | |||||||||
| 27 Mar | 73583.22 | 948.1 | 0 | - | 0 | 0 | 1 | |||||||||
| 25 Mar | 75273.45 | 948.1 | 0 | - | 0 | 0 | 1 | |||||||||
| 24 Mar | 74068.45 | 948.1 | 0 | - | 0 | 0 | 1 | |||||||||
| 23 Mar | 72696.39 | 948.1 | 0 | - | 0 | 0 | 1 | |||||||||
| 20 Mar | 74532.96 | 948.1 | 0 | - | 0 | 0 | 1 | |||||||||
| 19 Mar | 74207.24 | 948.1 | 0 | - | 0 | 0 | 1 | |||||||||
| 18 Mar | 76704.13 | 948.1 | 0 | - | 0 | 0 | 1 | |||||||||
| 17 Mar | 76070.84 | 948.1 | 0 | - | 0 | 0 | 1 | |||||||||
| 16 Mar | 75502.85 | 948.1 | 0 | - | 0 | 0 | 1 | |||||||||
| 13 Mar | 74563.92 | 948.1 | 0 | - | 0 | 0 | 0 | |||||||||
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| 12 Mar | 76034.42 | 948.1 | 0 | - | 0 | 0 | 1 | |||||||||
| 11 Mar | 76863.71 | 948.1 | 0 | - | 0 | 0 | 1 | |||||||||
| 10 Mar | 78205.98 | 948.1 | 0 | - | 0 | 0 | 1 | |||||||||
| 9 Mar | 77566.16 | 948.1 | 0 | - | 0 | 0 | 1 | |||||||||
| 6 Mar | 78918.90 | 948.1 | 0 | - | 0 | 0 | 1 | |||||||||
| 5 Mar | 80015.90 | 948.1 | 0 | 7.34 | 1 | 1 | 1 | |||||||||
| 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 | |||||||||
| 3 Feb | 83739.13 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 81666.46 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 80722.94 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 81100 expiring on 30APR2026
Delta for 81100 CE is 0.03
Historical price for 81100 CE is as follows
On 24 Apr SENSEX was trading at 76515.39. The strike last trading price was 28.65, which was -21.95 lower than the previous day. The implied volatity was 23.46, the open interest changed by 1064 which increased total open position to 1397
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 46.85, which was -78.95 lower than the previous day. The implied volatity was -, the open interest changed by 271 which increased total open position to 333
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 128.45, which was -146.6 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 62
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 281, which was 83.75 higher than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 41
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 197.25, which was 58.25 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 6
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 139, which was -14.75 lower than the previous day. The implied volatity was 13.73, the open interest changed by 1 which increased total open position to 2
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 153.75, which was 0 lower than the previous day. The implied volatity was 15.88, the open interest changed by -1 which decreased total open position to 1
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 153.75, which was 44.75 higher than the previous day. The implied volatity was 14.65, the open interest changed by 0 which decreased total open position to 2
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 109, which was -40 lower than the previous day. The implied volatity was 16.74, the open interest changed by 0 which decreased total open position to 2
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 149, which was -16 lower than the previous day. The implied volatity was 14.14, the open interest changed by 0 which decreased total open position to 2
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 165, which was -500.8 lower than the previous day. The implied volatity was 17.13, the open interest changed by 0 which decreased total open position to 2
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 143.15, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 143.15, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 143.15, which was 5 higher than the previous day. The implied volatity was 22.38, the open interest changed by 1 which increased total open position to 2
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 948.1, which was 0 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 948.1, which was 0 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 948.1, which was 0 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 948.1, which was 0 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 948.1, which was 0 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 948.1, which was 0 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 948.1, which was 0 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 948.1, which was 0 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 948.1, which was 0 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 948.1, which was 0 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 948.1, which was 0 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 948.1, which was 0 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 948.1, 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 948.1, which was 0 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 948.1, which was 0 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 948.1, which was 0 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 948.1, which was 0 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 948.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Mar SENSEX was trading at 80015.90. The strike last trading price was 948.1, which was 0 lower than the previous day. The implied volatity was 7.34, the open interest changed by 1 which increased total open position to 1
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
On 3 Feb SENSEX was trading at 83739.13. 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 Feb SENSEX was trading at 81666.46. 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 Feb SENSEX was trading at 80722.94. 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) 81100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 76515.39 | 4414.15 | 1036.6 | - | 2 | -1 | 12 |
| 23 Apr | 77664.00 | 2459 | 0 | - | 0 | 0 | 13 |
| 22 Apr | 78516.49 | 2459 | 331.55 | - | 13 | 13 | 13 |
| 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 |
| 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 |
| 2 Mar | 80238.85 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 81287.19 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 83739.13 | - | - | - | 0 | 0 | 0 |
| 2 Feb | 81666.46 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 80722.94 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 81100 expiring on 30APR2026
Delta for 81100 PE is -
Historical price for 81100 PE is as follows
On 24 Apr SENSEX was trading at 76515.39. The strike last trading price was 4414.15, which was 1036.6 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 12
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 2459, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 2459, which was 331.55 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 13
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
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 -, 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
On 3 Feb SENSEX was trading at 83739.13. 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 Feb SENSEX was trading at 81666.46. 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 Feb SENSEX was trading at 80722.94. 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
