SENSEX50
Sensex 50
Historical option data for SENSEX50
01 Apr 2026 04:11 PM IST
| SENSEX50 30-Apr-2026 (29d) 74000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.5
Vega: 82.39
Theta: -43.76
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Apr | 73134.32 | 1915.05 | 237 | 24.07 | 627 | 10.133 | 249.867 | |||||||||
| 30 Mar | 71947.55 | 1789.7 | -718.5 | 28.86 | 291 | 12.533 | 239.733 | |||||||||
| 27 Mar | 73583.22 | 2523 | -858.5 | 26.69 | 1,330 | 182.667 | 227.2 | |||||||||
| 25 Mar | 75273.45 | 3381.5 | 661.5 | 24.09 | 12 | -1.333 | 44.533 | |||||||||
| 24 Mar | 74068.45 | 2804.35 | 588.95 | 24.47 | 234 | 25.067 | 45.867 | |||||||||
| 23 Mar | 72696.39 | 2171.6 | -676.25 | 26.26 | 254 | 9.333 | 20.8 | |||||||||
| 20 Mar | 74532.96 | 2829.4 | 123.7 | 20.65 | 16 | -0.267 | 11.467 | |||||||||
| 19 Mar | 74207.24 | 2811.7 | -1476.75 | 20.69 | 45 | 10.933 | 11.733 | |||||||||
| 18 Mar | 76704.13 | 3000 | -365.95 | - | 0 | 0 | 0.8 | |||||||||
| 17 Mar | 76070.84 | 3000 | -365.95 | - | 0 | 0 | 0.8 | |||||||||
| 16 Mar | 75502.85 | 3000 | -365.95 | 16.01 | 3 | 0.8 | 0.8 | |||||||||
| 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 | |||||||||
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| 5 Mar | 80015.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 79116.19 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 74000 expiring on 30APR2026
Delta for 74000 CE is 0.5
Historical price for 74000 CE is as follows
On 1 Apr SENSEX50 was trading at 73134.32. The strike last trading price was 1915.05, which was 237 higher than the previous day. The implied volatity was 24.07, the open interest changed by 38 which increased total open position to 937
On 30 Mar SENSEX50 was trading at 71947.55. The strike last trading price was 1789.7, which was -718.5 lower than the previous day. The implied volatity was 28.86, the open interest changed by 47 which increased total open position to 899
On 27 Mar SENSEX50 was trading at 73583.22. The strike last trading price was 2523, which was -858.5 lower than the previous day. The implied volatity was 26.69, the open interest changed by 685 which increased total open position to 852
On 25 Mar SENSEX50 was trading at 75273.45. The strike last trading price was 3381.5, which was 661.5 higher than the previous day. The implied volatity was 24.09, the open interest changed by -5 which decreased total open position to 167
On 24 Mar SENSEX50 was trading at 74068.45. The strike last trading price was 2804.35, which was 588.95 higher than the previous day. The implied volatity was 24.47, the open interest changed by 94 which increased total open position to 172
On 23 Mar SENSEX50 was trading at 72696.39. The strike last trading price was 2171.6, which was -676.25 lower than the previous day. The implied volatity was 26.26, the open interest changed by 35 which increased total open position to 78
On 20 Mar SENSEX50 was trading at 74532.96. The strike last trading price was 2829.4, which was 123.7 higher than the previous day. The implied volatity was 20.65, the open interest changed by -1 which decreased total open position to 43
On 19 Mar SENSEX50 was trading at 74207.24. The strike last trading price was 2811.7, which was -1476.75 lower than the previous day. The implied volatity was 20.69, the open interest changed by 41 which increased total open position to 44
On 18 Mar SENSEX50 was trading at 76704.13. The strike last trading price was 3000, which was -365.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Mar SENSEX50 was trading at 76070.84. The strike last trading price was 3000, which was -365.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Mar SENSEX50 was trading at 75502.85. The strike last trading price was 3000, which was -365.95 lower than the previous day. The implied volatity was 16.01, the open interest changed by 3 which increased total open position to 3
On 13 Mar SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 was trading at 79116.19. 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
| SENSEX50 30-Apr-2026 (29d) 74000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.5
Vega: 82.39
Theta: -26.09
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Apr | 73134.32 | 2198.95 | -968.5 | 25.8 | 768 | 38.4 | 225.867 |
| 30 Mar | 71947.55 | 3071.8 | 662.9 | 28.05 | 231 | -4.8 | 187.467 |
| 27 Mar | 73583.22 | 2380.5 | 819.05 | 28.51 | 1,638 | 141.867 | 192.267 |
| 25 Mar | 75273.45 | 1599 | -445.4 | 26.57 | 302 | -2.133 | 50.4 |
| 24 Mar | 74068.45 | 1955.85 | -966.65 | 25.71 | 258 | 3.2 | 52.533 |
| 23 Mar | 72696.39 | 3043.6 | 1282.4 | 29.07 | 319 | 36.267 | 49.333 |
| 20 Mar | 74532.96 | 1800 | -137.65 | 24.76 | 16 | 0.267 | 13.067 |
| 19 Mar | 74207.24 | 1801.55 | 695.15 | 22.97 | 55 | 11.467 | 12.8 |
| 18 Mar | 76704.13 | 1600 | 287.9 | - | 0 | 0 | 1.333 |
| 17 Mar | 76070.84 | 1600 | 287.9 | - | 0 | 0 | 1.333 |
| 16 Mar | 75502.85 | 1600 | 287.9 | 24.6 | 1 | 0.267 | 1.333 |
| 13 Mar | 74563.92 | 1451.5 | 415.75 | 20.27 | 3 | 0.8 | 1.067 |
| 12 Mar | 76034.42 | 280 | 48.55 | - | 0 | 0 | 0.267 |
| 11 Mar | 76863.71 | 280 | 48.55 | - | 0 | 0 | 0.267 |
| 10 Mar | 78205.98 | 280 | 48.55 | - | 0 | 0 | 0.267 |
| 9 Mar | 77566.16 | 280 | 48.55 | - | 0 | 0 | 0.267 |
| 6 Mar | 78918.90 | 280 | 48.55 | - | 0 | 0 | 0.267 |
| 5 Mar | 80015.90 | 280 | 48.55 | - | 0 | 0 | 0.267 |
| 4 Mar | 79116.19 | 280 | 48.55 | 17.16 | 1 | 0.267 | 0.267 |
For Sensex 50 - strike price 74000 expiring on 30APR2026
Delta for 74000 PE is -0.5
Historical price for 74000 PE is as follows
On 1 Apr SENSEX50 was trading at 73134.32. The strike last trading price was 2198.95, which was -968.5 lower than the previous day. The implied volatity was 25.8, the open interest changed by 144 which increased total open position to 847
On 30 Mar SENSEX50 was trading at 71947.55. The strike last trading price was 3071.8, which was 662.9 higher than the previous day. The implied volatity was 28.05, the open interest changed by -18 which decreased total open position to 703
On 27 Mar SENSEX50 was trading at 73583.22. The strike last trading price was 2380.5, which was 819.05 higher than the previous day. The implied volatity was 28.51, the open interest changed by 532 which increased total open position to 721
On 25 Mar SENSEX50 was trading at 75273.45. The strike last trading price was 1599, which was -445.4 lower than the previous day. The implied volatity was 26.57, the open interest changed by -8 which decreased total open position to 189
On 24 Mar SENSEX50 was trading at 74068.45. The strike last trading price was 1955.85, which was -966.65 lower than the previous day. The implied volatity was 25.71, the open interest changed by 12 which increased total open position to 197
On 23 Mar SENSEX50 was trading at 72696.39. The strike last trading price was 3043.6, which was 1282.4 higher than the previous day. The implied volatity was 29.07, the open interest changed by 136 which increased total open position to 185
On 20 Mar SENSEX50 was trading at 74532.96. The strike last trading price was 1800, which was -137.65 lower than the previous day. The implied volatity was 24.76, the open interest changed by 1 which increased total open position to 49
On 19 Mar SENSEX50 was trading at 74207.24. The strike last trading price was 1801.55, which was 695.15 higher than the previous day. The implied volatity was 22.97, the open interest changed by 43 which increased total open position to 48
On 18 Mar SENSEX50 was trading at 76704.13. The strike last trading price was 1600, which was 287.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 17 Mar SENSEX50 was trading at 76070.84. The strike last trading price was 1600, which was 287.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 16 Mar SENSEX50 was trading at 75502.85. The strike last trading price was 1600, which was 287.9 higher than the previous day. The implied volatity was 24.6, the open interest changed by 1 which increased total open position to 5
On 13 Mar SENSEX50 was trading at 74563.92. The strike last trading price was 1451.5, which was 415.75 higher than the previous day. The implied volatity was 20.27, the open interest changed by 3 which increased total open position to 4
On 12 Mar SENSEX50 was trading at 76034.42. The strike last trading price was 280, which was 48.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Mar SENSEX50 was trading at 76863.71. The strike last trading price was 280, which was 48.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Mar SENSEX50 was trading at 78205.98. The strike last trading price was 280, which was 48.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Mar SENSEX50 was trading at 77566.16. The strike last trading price was 280, which was 48.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Mar SENSEX50 was trading at 78918.90. The strike last trading price was 280, which was 48.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Mar SENSEX50 was trading at 80015.90. The strike last trading price was 280, which was 48.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Mar SENSEX50 was trading at 79116.19. The strike last trading price was 280, which was 48.55 higher than the previous day. The implied volatity was 17.16, the open interest changed by 1 which increased total open position to 1
