SENSEX
Sensex
Historical option data for SENSEX
02 Apr 2026 04:11 PM IST
| SENSEX 09-Apr-2026 (5d) 82000 CE | ||||||||||||||||
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Delta: 0.01
Vega: 3.22
Theta: -8.29
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 73319.55 | 14.8 | 6.6 | 34.94 | 6,922 | 3,633 | 4,138 | |||||||||
| 1 Apr | 73134.32 | 8.6 | -2.4 | 30.81 | 775 | 502 | 505 | |||||||||
| 30 Mar | 71947.55 | 11 | -40.35 | 31.76 | 3 | 3 | 3 | |||||||||
| 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 | |||||||||
| 2 Mar | 80238.85 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 81287.19 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 82248.61 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 25 Feb | 82276.07 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 82225.92 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 83294.66 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 82814.71 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 82000 expiring on 09APR2026
Delta for 82000 CE is 0.01
Historical price for 82000 CE is as follows
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 14.8, which was 6.6 higher than the previous day. The implied volatity was 34.94, the open interest changed by 3633 which increased total open position to 4138
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 8.6, which was -2.4 lower than the previous day. The implied volatity was 30.81, the open interest changed by 502 which increased total open position to 505
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 11, which was -40.35 lower than the previous day. The implied volatity was 31.76, the open interest changed by 3 which increased total open position to 3
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 2 Mar SENSEX was trading at 80238.85. 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 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 26 Feb SENSEX was trading at 82248.61. 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 Feb SENSEX was trading at 82276.07. 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 Feb SENSEX was trading at 82225.92. 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 23 Feb SENSEX was trading at 83294.66. 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 20 Feb SENSEX was trading at 82814.71. 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
| SENSEX 09-Apr-2026 (5d) 82000 PE | |||||||
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Delta: -0.93
Vega: 13.97
Theta: -31.99
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 73319.55 | 8694.8 | 74.8 | 53.11 | 964 | 860 | 895 |
| 1 Apr | 73134.32 | 8620 | -1318.75 | 37.98 | 35 | 35 | 35 |
| 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 |
| 2 Mar | 80238.85 | - | - | - | 0 | 0 | 0 |
| 27 Feb | 81287.19 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 82248.61 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 82276.07 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 82225.92 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Feb | 83294.66 | - | - | - | 0 | 0 | 0 |
| 20 Feb | 82814.71 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 82000 expiring on 09APR2026
Delta for 82000 PE is -0.93
Historical price for 82000 PE is as follows
On 2 Apr SENSEX was trading at 73319.55. The strike last trading price was 8694.8, which was 74.8 higher than the previous day. The implied volatity was 53.11, the open interest changed by 860 which increased total open position to 895
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 8620, which was -1318.75 lower than the previous day. The implied volatity was 37.98, the open interest changed by 35 which increased total open position to 35
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 2 Mar SENSEX was trading at 80238.85. 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 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 26 Feb SENSEX was trading at 82248.61. 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 Feb SENSEX was trading at 82276.07. 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 Feb SENSEX was trading at 82225.92. 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 23 Feb SENSEX was trading at 83294.66. 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 20 Feb SENSEX was trading at 82814.71. 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
