SENSEX50
Sensex 50
Historical option data for SENSEX50
13 Apr 2026 04:11 PM IST
| SENSEX50 30-Apr-2026 (16d) 76500 CE | ||||||||||||||||
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Delta: 0.59
Vega: 64.51
Theta: -49.22
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Apr | 76847.57 | 1645.35 | -438.1 | 19.66 | 561 | 60.533 | 116.533 | |||||||||
| 10 Apr | 77550.25 | 2060.05 | 359.65 | 17.79 | 57 | -7.2 | 56 | |||||||||
| 9 Apr | 76631.65 | 1727.6 | -521.8 | - | 507 | 42.4 | 63.2 | |||||||||
| 8 Apr | 77562.90 | 2244.95 | 1155.1 | 17.94 | 126 | -5.333 | 20.8 | |||||||||
| 7 Apr | 74616.58 | 1095 | 100.3 | 22.57 | 41 | 1.867 | 26.133 | |||||||||
| 6 Apr | 74106.85 | 1047.45 | 233.75 | 23.98 | 68 | 4.267 | 24.267 | |||||||||
| 2 Apr | 73319.55 | 784.85 | -78.2 | 21.75 | 180 | -17.867 | 20 | |||||||||
| 1 Apr | 73134.32 | 875 | 80.9 | 22.73 | 99 | -5.6 | 37.867 | |||||||||
| 30 Mar | 71947.55 | 816 | -497.95 | 26.2 | 327 | -24.8 | 43.467 | |||||||||
| 27 Mar | 73583.22 | 1415.55 | -399.9 | 25.93 | 38 | -2.133 | 68.267 | |||||||||
| 25 Mar | 75273.45 | 1803.65 | 354.85 | 21.49 | 298 | 54.133 | 70.4 | |||||||||
| 24 Mar | 74068.45 | 1493.35 | 370.1 | 22.75 | 32 | -1.333 | 16.267 | |||||||||
| 23 Mar | 72696.39 | 1105.15 | -411.95 | 24.41 | 36 | 0.267 | 17.6 | |||||||||
| 20 Mar | 74532.96 | 1517.1 | 233.55 | 19.89 | 25 | 5.6 | 17.333 | |||||||||
| 19 Mar | 74207.24 | 1284.1 | -1147.8 | 18.84 | 54 | 3.467 | 11.733 | |||||||||
| 18 Mar | 76704.13 | 2310.45 | -254.75 | 16.47 | 35 | 8.267 | 8.267 | |||||||||
| 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 | |||||||||
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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 76500 expiring on 30APR2026
Delta for 76500 CE is 0.59
Historical price for 76500 CE is as follows
On 13 Apr SENSEX50 was trading at 76847.57. The strike last trading price was 1645.35, which was -438.1 lower than the previous day. The implied volatity was 19.66, the open interest changed by 227 which increased total open position to 437
On 10 Apr SENSEX50 was trading at 77550.25. The strike last trading price was 2060.05, which was 359.65 higher than the previous day. The implied volatity was 17.79, the open interest changed by -27 which decreased total open position to 210
On 9 Apr SENSEX50 was trading at 76631.65. The strike last trading price was 1727.6, which was -521.8 lower than the previous day. The implied volatity was -, the open interest changed by 159 which increased total open position to 237
On 8 Apr SENSEX50 was trading at 77562.90. The strike last trading price was 2244.95, which was 1155.1 higher than the previous day. The implied volatity was 17.94, the open interest changed by -20 which decreased total open position to 78
On 7 Apr SENSEX50 was trading at 74616.58. The strike last trading price was 1095, which was 100.3 higher than the previous day. The implied volatity was 22.57, the open interest changed by 7 which increased total open position to 98
On 6 Apr SENSEX50 was trading at 74106.85. The strike last trading price was 1047.45, which was 233.75 higher than the previous day. The implied volatity was 23.98, the open interest changed by 16 which increased total open position to 91
On 2 Apr SENSEX50 was trading at 73319.55. The strike last trading price was 784.85, which was -78.2 lower than the previous day. The implied volatity was 21.75, the open interest changed by -67 which decreased total open position to 75
On 1 Apr SENSEX50 was trading at 73134.32. The strike last trading price was 875, which was 80.9 higher than the previous day. The implied volatity was 22.73, the open interest changed by -21 which decreased total open position to 142
On 30 Mar SENSEX50 was trading at 71947.55. The strike last trading price was 816, which was -497.95 lower than the previous day. The implied volatity was 26.2, the open interest changed by -93 which decreased total open position to 163
On 27 Mar SENSEX50 was trading at 73583.22. The strike last trading price was 1415.55, which was -399.9 lower than the previous day. The implied volatity was 25.93, the open interest changed by -8 which decreased total open position to 256
On 25 Mar SENSEX50 was trading at 75273.45. The strike last trading price was 1803.65, which was 354.85 higher than the previous day. The implied volatity was 21.49, the open interest changed by 203 which increased total open position to 264
On 24 Mar SENSEX50 was trading at 74068.45. The strike last trading price was 1493.35, which was 370.1 higher than the previous day. The implied volatity was 22.75, the open interest changed by -5 which decreased total open position to 61
On 23 Mar SENSEX50 was trading at 72696.39. The strike last trading price was 1105.15, which was -411.95 lower than the previous day. The implied volatity was 24.41, the open interest changed by 1 which increased total open position to 66
On 20 Mar SENSEX50 was trading at 74532.96. The strike last trading price was 1517.1, which was 233.55 higher than the previous day. The implied volatity was 19.89, the open interest changed by 21 which increased total open position to 65
On 19 Mar SENSEX50 was trading at 74207.24. The strike last trading price was 1284.1, which was -1147.8 lower than the previous day. The implied volatity was 18.84, the open interest changed by 13 which increased total open position to 44
On 18 Mar SENSEX50 was trading at 76704.13. The strike last trading price was 2310.45, which was -254.75 lower than the previous day. The implied volatity was 16.47, the open interest changed by 31 which increased total open position to 31
On 17 Mar SENSEX50 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 SENSEX50 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 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 (16d) 76500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Apr | 76847.57 | 1110.35 | 300.55 | - | 636 | 64 | 140 |
| 10 Apr | 77550.25 | 815.9 | -392 | 20.07 | 374 | 0.533 | 76 |
| 9 Apr | 76631.65 | 1190.15 | 287.15 | - | 828 | 53.333 | 75.467 |
| 8 Apr | 77562.90 | 900.35 | -2484.05 | 20.7 | 124 | 1.867 | 22.133 |
| 7 Apr | 74616.58 | 3745.5 | 66.65 | - | 0 | 0 | 20.267 |
| 6 Apr | 74106.85 | 3745.5 | 66.65 | - | 0 | 0 | 20.267 |
| 2 Apr | 73319.55 | 3745.5 | 66.65 | 26.78 | 21 | 3.467 | 20.267 |
| 1 Apr | 73134.32 | 3678.85 | -1666 | 24.86 | 8 | -1.067 | 16.8 |
| 30 Mar | 71947.55 | 3760 | 1254.05 | - | 0 | 0 | 17.867 |
| 27 Mar | 73583.22 | 3760 | 1254.05 | 28.1 | 4 | 0 | 17.867 |
| 25 Mar | 75273.45 | 2526.2 | -1723.25 | 24.11 | 65 | 8.267 | 17.867 |
| 24 Mar | 74068.45 | 4196.7 | 1266.85 | - | 0 | 0 | 9.6 |
| 23 Mar | 72696.39 | 4196.7 | 1266.85 | 24.51 | 13 | 0 | 9.6 |
| 20 Mar | 74532.96 | 2929.85 | -51.15 | 23.59 | 12 | -3.2 | 9.6 |
| 19 Mar | 74207.24 | 2981 | 1468.7 | 23.42 | 5 | -1.333 | 12.8 |
| 18 Mar | 76704.13 | 1577.35 | -444.2 | 19.88 | 40 | 8.533 | 14.133 |
| 17 Mar | 76070.84 | 2021.55 | -1405.8 | 21.26 | 21 | 5.6 | 5.6 |
| 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 | 0 | 0 |
For Sensex 50 - strike price 76500 expiring on 30APR2026
Delta for 76500 PE is -
Historical price for 76500 PE is as follows
On 13 Apr SENSEX50 was trading at 76847.57. The strike last trading price was 1110.35, which was 300.55 higher than the previous day. The implied volatity was -, the open interest changed by 240 which increased total open position to 525
On 10 Apr SENSEX50 was trading at 77550.25. The strike last trading price was 815.9, which was -392 lower than the previous day. The implied volatity was 20.07, the open interest changed by 2 which increased total open position to 285
On 9 Apr SENSEX50 was trading at 76631.65. The strike last trading price was 1190.15, which was 287.15 higher than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 283
On 8 Apr SENSEX50 was trading at 77562.90. The strike last trading price was 900.35, which was -2484.05 lower than the previous day. The implied volatity was 20.7, the open interest changed by 7 which increased total open position to 83
On 7 Apr SENSEX50 was trading at 74616.58. The strike last trading price was 3745.5, which was 66.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 76
On 6 Apr SENSEX50 was trading at 74106.85. The strike last trading price was 3745.5, which was 66.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 76
On 2 Apr SENSEX50 was trading at 73319.55. The strike last trading price was 3745.5, which was 66.65 higher than the previous day. The implied volatity was 26.78, the open interest changed by 13 which increased total open position to 76
On 1 Apr SENSEX50 was trading at 73134.32. The strike last trading price was 3678.85, which was -1666 lower than the previous day. The implied volatity was 24.86, the open interest changed by -4 which decreased total open position to 63
On 30 Mar SENSEX50 was trading at 71947.55. The strike last trading price was 3760, which was 1254.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 67
On 27 Mar SENSEX50 was trading at 73583.22. The strike last trading price was 3760, which was 1254.05 higher than the previous day. The implied volatity was 28.1, the open interest changed by 0 which decreased total open position to 67
On 25 Mar SENSEX50 was trading at 75273.45. The strike last trading price was 2526.2, which was -1723.25 lower than the previous day. The implied volatity was 24.11, the open interest changed by 31 which increased total open position to 67
On 24 Mar SENSEX50 was trading at 74068.45. The strike last trading price was 4196.7, which was 1266.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 23 Mar SENSEX50 was trading at 72696.39. The strike last trading price was 4196.7, which was 1266.85 higher than the previous day. The implied volatity was 24.51, the open interest changed by 0 which decreased total open position to 36
On 20 Mar SENSEX50 was trading at 74532.96. The strike last trading price was 2929.85, which was -51.15 lower than the previous day. The implied volatity was 23.59, the open interest changed by -12 which decreased total open position to 36
On 19 Mar SENSEX50 was trading at 74207.24. The strike last trading price was 2981, which was 1468.7 higher than the previous day. The implied volatity was 23.42, the open interest changed by -5 which decreased total open position to 48
On 18 Mar SENSEX50 was trading at 76704.13. The strike last trading price was 1577.35, which was -444.2 lower than the previous day. The implied volatity was 19.88, the open interest changed by 32 which increased total open position to 53
On 17 Mar SENSEX50 was trading at 76070.84. The strike last trading price was 2021.55, which was -1405.8 lower than the previous day. The implied volatity was 21.26, the open interest changed by 21 which increased total open position to 21
On 16 Mar SENSEX50 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 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
