SENSEX
Sensex
Historical option data for SENSEX
23 Apr 2026 04:09 PM IST
| SENSEX 23-Apr-2026 85000 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Apr | 77664.00 | 0.05 | -0.6 | - | 1,35,814 | -4,246 | 9,055 | |||||||||
| 22 Apr | 78516.49 | 1 | -0.25 | - | 75,437 | 2,584 | 13,301 | |||||||||
| 21 Apr | 79273.33 | 1.65 | -0.55 | - | 76,572 | -1,243 | 10,717 | |||||||||
| 20 Apr | 78520.30 | 2.55 | -0.25 | - | 91,452 | -4,866 | 11,960 | |||||||||
| 17 Apr | 78493.54 | 2.85 | -1.4 | 22.79 | 85,456 | 9,457 | 16,826 | |||||||||
| 16 Apr | 77988.68 | 4.2 | -0.7 | 23.72 | 17,351 | 5,570 | 7,369 | |||||||||
| 15 Apr | 78111.24 | 4.8 | -2.75 | 21.97 | 3,984 | 1,450 | 1,799 | |||||||||
| 13 Apr | 76847.57 | 7.8 | -4.85 | 24.41 | 470 | 321 | 349 | |||||||||
| 10 Apr | 77550.25 | 12.65 | -6.35 | 20.63 | 24 | 12 | 28 | |||||||||
| 9 Apr | 76631.65 | 19 | -3.05 | 23.37 | 1 | 0 | 16 | |||||||||
| 8 Apr | 77562.90 | 22.05 | 7.05 | 20.58 | 8 | -4 | 16 | |||||||||
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| 7 Apr | 74616.58 | 15 | -0.75 | 25.93 | 32 | 16 | 20 | |||||||||
| 6 Apr | 74106.85 | 15.75 | 9.8 | 26.56 | 509 | 4 | 4 | |||||||||
| 2 Apr | 73319.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 73134.32 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 85000 expiring on 23APR2026
Delta for 85000 CE is -
Historical price for 85000 CE is as follows
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 0.05, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by -4246 which decreased total open position to 9055
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 2584 which increased total open position to 13301
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 1.65, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -1243 which decreased total open position to 10717
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 2.55, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -4866 which decreased total open position to 11960
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 2.85, which was -1.4 lower than the previous day. The implied volatity was 22.79, the open interest changed by 9457 which increased total open position to 16826
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 4.2, which was -0.7 lower than the previous day. The implied volatity was 23.72, the open interest changed by 5570 which increased total open position to 7369
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 4.8, which was -2.75 lower than the previous day. The implied volatity was 21.97, the open interest changed by 1450 which increased total open position to 1799
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 7.8, which was -4.85 lower than the previous day. The implied volatity was 24.41, the open interest changed by 321 which increased total open position to 349
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 12.65, which was -6.35 lower than the previous day. The implied volatity was 20.63, the open interest changed by 12 which increased total open position to 28
On 9 Apr SENSEX was trading at 76631.65. The strike last trading price was 19, which was -3.05 lower than the previous day. The implied volatity was 23.37, the open interest changed by 0 which decreased total open position to 16
On 8 Apr SENSEX was trading at 77562.90. The strike last trading price was 22.05, which was 7.05 higher than the previous day. The implied volatity was 20.58, the open interest changed by -4 which decreased total open position to 16
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 15, which was -0.75 lower than the previous day. The implied volatity was 25.93, the open interest changed by 16 which increased total open position to 20
On 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 15.75, which was 9.8 higher than the previous day. The implied volatity was 26.56, the open interest changed by 4 which increased total open position to 4
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
| SENSEX 23-Apr-2026 85000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Apr | 77664.00 | 7346.7 | 887.65 | - | 589 | -474 | 134 |
| 22 Apr | 78516.49 | 6479.9 | 789.5 | - | 687 | -626 | 608 |
| 21 Apr | 79273.33 | 5690.4 | -701.85 | - | 171 | 142 | 1,234 |
| 20 Apr | 78520.30 | 6392.25 | -38.1 | - | 114 | -94 | 1,092 |
| 17 Apr | 78493.54 | 6437.15 | -458.5 | 37.24 | 39 | -36 | 1,186 |
| 16 Apr | 77988.68 | 6995.5 | 228.1 | 41.42 | 467 | 332 | 1,222 |
| 15 Apr | 78111.24 | 6774.75 | -1258.8 | 32.71 | 904 | 890 | 890 |
| 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 |
For Sensex - strike price 85000 expiring on 23APR2026
Delta for 85000 PE is -
Historical price for 85000 PE is as follows
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 7346.7, which was 887.65 higher than the previous day. The implied volatity was -, the open interest changed by -474 which decreased total open position to 134
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 6479.9, which was 789.5 higher than the previous day. The implied volatity was -, the open interest changed by -626 which decreased total open position to 608
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 5690.4, which was -701.85 lower than the previous day. The implied volatity was -, the open interest changed by 142 which increased total open position to 1234
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 6392.25, which was -38.1 lower than the previous day. The implied volatity was -, the open interest changed by -94 which decreased total open position to 1092
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 6437.15, which was -458.5 lower than the previous day. The implied volatity was 37.24, the open interest changed by -36 which decreased total open position to 1186
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 6995.5, which was 228.1 higher than the previous day. The implied volatity was 41.42, the open interest changed by 332 which increased total open position to 1222
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 6774.75, which was -1258.8 lower than the previous day. The implied volatity was 32.71, the open interest changed by 890 which increased total open position to 890
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
