SENSEX50
Sensex 50
Historical option data for SENSEX50
21 Apr 2026 10:18 AM IST
| SENSEX50 30-Apr-2026 (9d) 78100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.71
Vega: 42.84
Theta: -54.76
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 21 Apr | 79071.25 | 1557.95 | 181.25 | 17.1 | 5 | 0.267 | 30.667 | |||||||||
| 20 Apr | 78520.30 | 1310.1 | 6.1 | - | 59 | -2.133 | 30.4 | |||||||||
| 17 Apr | 78493.54 | 1350 | 280.65 | - | 246 | 7.2 | 32.533 | |||||||||
| 16 Apr | 77988.68 | 1083 | -157.3 | 16.21 | 194 | 3.467 | 25.333 | |||||||||
| 15 Apr | 78111.24 | 1213.6 | 125.2 | - | 66 | 6.4 | 21.867 | |||||||||
| 13 Apr | 76847.57 | 1088.4 | -2.65 | 22.75 | 1 | -0.267 | 15.467 | |||||||||
| 10 Apr | 77550.25 | 1090.9 | 227.05 | 15.89 | 66 | 8.533 | 15.733 | |||||||||
| 9 Apr | 76631.65 | 883 | -807.3 | - | 136 | -3.2 | 7.2 | |||||||||
| 8 Apr | 77562.90 | 555.6 | 32.7 | - | 0 | 0 | 10.4 | |||||||||
| 7 Apr | 74616.58 | 555.6 | 32.7 | 21.42 | 35 | 3.2 | 10.4 | |||||||||
| 6 Apr | 74106.85 | 517.45 | 109.15 | 22.39 | 78 | -1.067 | 7.2 | |||||||||
| 2 Apr | 73319.55 | 393.6 | -47 | 20.92 | 70 | 1.067 | 8.267 | |||||||||
| 1 Apr | 73134.32 | 442.2 | -3.7 | 21.53 | 38 | 5.333 | 7.2 | |||||||||
| 30 Mar | 71947.55 | 456.35 | -720.9 | 24.74 | 60 | 1.867 | 1.867 | |||||||||
| 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 | |||||||||
| 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 | |||||||||
| 2 Mar | 80238.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 78100 expiring on 30APR2026
Delta for 78100 CE is 0.71
Historical price for 78100 CE is as follows
On 21 Apr SENSEX50 was trading at 79071.25. The strike last trading price was 1557.95, which was 181.25 higher than the previous day. The implied volatity was 17.1, the open interest changed by 1 which increased total open position to 115
On 20 Apr SENSEX50 was trading at 78520.30. The strike last trading price was 1310.1, which was 6.1 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 114
On 17 Apr SENSEX50 was trading at 78493.54. The strike last trading price was 1350, which was 280.65 higher than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 122
On 16 Apr SENSEX50 was trading at 77988.68. The strike last trading price was 1083, which was -157.3 lower than the previous day. The implied volatity was 16.21, the open interest changed by 13 which increased total open position to 95
On 15 Apr SENSEX50 was trading at 78111.24. The strike last trading price was 1213.6, which was 125.2 higher than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 82
On 13 Apr SENSEX50 was trading at 76847.57. The strike last trading price was 1088.4, which was -2.65 lower than the previous day. The implied volatity was 22.75, the open interest changed by -1 which decreased total open position to 58
On 10 Apr SENSEX50 was trading at 77550.25. The strike last trading price was 1090.9, which was 227.05 higher than the previous day. The implied volatity was 15.89, the open interest changed by 32 which increased total open position to 59
On 9 Apr SENSEX50 was trading at 76631.65. The strike last trading price was 883, which was -807.3 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 27
On 8 Apr SENSEX50 was trading at 77562.90. The strike last trading price was 555.6, which was 32.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 7 Apr SENSEX50 was trading at 74616.58. The strike last trading price was 555.6, which was 32.7 higher than the previous day. The implied volatity was 21.42, the open interest changed by 12 which increased total open position to 39
On 6 Apr SENSEX50 was trading at 74106.85. The strike last trading price was 517.45, which was 109.15 higher than the previous day. The implied volatity was 22.39, the open interest changed by -4 which decreased total open position to 27
On 2 Apr SENSEX50 was trading at 73319.55. The strike last trading price was 393.6, which was -47 lower than the previous day. The implied volatity was 20.92, the open interest changed by 4 which increased total open position to 31
On 1 Apr SENSEX50 was trading at 73134.32. The strike last trading price was 442.2, which was -3.7 lower than the previous day. The implied volatity was 21.53, the open interest changed by 20 which increased total open position to 27
On 30 Mar SENSEX50 was trading at 71947.55. The strike last trading price was 456.35, which was -720.9 lower than the previous day. The implied volatity was 24.74, the open interest changed by 7 which increased total open position to 7
On 27 Mar SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 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
On 2 Mar SENSEX50 was trading at 80238.85. 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
| SENSEX50 30-Apr-2026 (9d) 78100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.32
Vega: 45.02
Theta: -43.97
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 21 Apr | 79071.25 | 560 | -325.6 | 20.92 | 50 | 2.667 | 39.467 |
| 20 Apr | 78520.30 | 910 | 126.65 | - | 199 | 5.867 | 36.8 |
| 17 Apr | 78493.54 | 774.25 | -317.1 | - | 141 | 8.8 | 30.933 |
| 16 Apr | 77988.68 | 1127.2 | 60 | 20.03 | 142 | 9.867 | 22.133 |
| 15 Apr | 78111.24 | 1070 | -1174.15 | 19.08 | 98 | 12.267 | 12.267 |
| 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 |
| 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 |
| 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 |
| 2 Mar | 80238.85 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex 50 - strike price 78100 expiring on 30APR2026
Delta for 78100 PE is -0.32
Historical price for 78100 PE is as follows
On 21 Apr SENSEX50 was trading at 79071.25. The strike last trading price was 560, which was -325.6 lower than the previous day. The implied volatity was 20.92, the open interest changed by 10 which increased total open position to 148
On 20 Apr SENSEX50 was trading at 78520.30. The strike last trading price was 910, which was 126.65 higher than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 138
On 17 Apr SENSEX50 was trading at 78493.54. The strike last trading price was 774.25, which was -317.1 lower than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 116
On 16 Apr SENSEX50 was trading at 77988.68. The strike last trading price was 1127.2, which was 60 higher than the previous day. The implied volatity was 20.03, the open interest changed by 37 which increased total open position to 83
On 15 Apr SENSEX50 was trading at 78111.24. The strike last trading price was 1070, which was -1174.15 lower than the previous day. The implied volatity was 19.08, the open interest changed by 46 which increased total open position to 46
On 13 Apr SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 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
On 2 Mar SENSEX50 was trading at 80238.85. 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
