SENSEX
Sensex
Historical option data for SENSEX
01 Apr 2026 04:11 PM IST
| SENSEX 02-Apr-2026 (1d) 86700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Apr | 73134.32 | 0.35 | -1.4 | - | 209 | 16 | 65 | |||||||||
| 30 Mar | 71947.55 | 1.9 | -0.75 | - | 100 | -3 | 49 | |||||||||
| 27 Mar | 73583.22 | 4.95 | -1 | 46.8 | 365 | 37 | 52 | |||||||||
| 25 Mar | 75273.45 | 5.95 | 3.9 | 35.93 | 5 | 0 | 15 | |||||||||
| 24 Mar | 74068.45 | 2.05 | -2.05 | 33.32 | 3 | -3 | 15 | |||||||||
| 23 Mar | 72696.39 | 12.6 | -1.35 | - | 0 | 0 | 18 | |||||||||
| 20 Mar | 74532.96 | 12.6 | -1.35 | 32.18 | 1 | 0 | 18 | |||||||||
| 19 Mar | 74207.24 | 13.95 | 2.45 | 32.35 | 144 | 5 | 18 | |||||||||
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| 18 Mar | 76704.13 | 11.5 | 4.6 | 24.54 | 491 | 13 | 13 | |||||||||
| 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 | |||||||||
For Sensex - strike price 86700 expiring on 02APR2026
Delta for 86700 CE is -
Historical price for 86700 CE is as follows
On 1 Apr SENSEX was trading at 73134.32. The strike last trading price was 0.35, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 65
On 30 Mar SENSEX was trading at 71947.55. The strike last trading price was 1.9, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 49
On 27 Mar SENSEX was trading at 73583.22. The strike last trading price was 4.95, which was -1 lower than the previous day. The implied volatity was 46.8, the open interest changed by 37 which increased total open position to 52
On 25 Mar SENSEX was trading at 75273.45. The strike last trading price was 5.95, which was 3.9 higher than the previous day. The implied volatity was 35.93, the open interest changed by 0 which decreased total open position to 15
On 24 Mar SENSEX was trading at 74068.45. The strike last trading price was 2.05, which was -2.05 lower than the previous day. The implied volatity was 33.32, the open interest changed by -3 which decreased total open position to 15
On 23 Mar SENSEX was trading at 72696.39. The strike last trading price was 12.6, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 20 Mar SENSEX was trading at 74532.96. The strike last trading price was 12.6, which was -1.35 lower than the previous day. The implied volatity was 32.18, the open interest changed by 0 which decreased total open position to 18
On 19 Mar SENSEX was trading at 74207.24. The strike last trading price was 13.95, which was 2.45 higher than the previous day. The implied volatity was 32.35, the open interest changed by 5 which increased total open position to 18
On 18 Mar SENSEX was trading at 76704.13. The strike last trading price was 11.5, which was 4.6 higher than the previous day. The implied volatity was 24.54, the open interest changed by 13 which increased total open position to 13
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
| SENSEX 02-Apr-2026 (1d) 86700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 |
For Sensex - strike price 86700 expiring on 02APR2026
Delta for 86700 PE is -
Historical price for 86700 PE is as follows
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
