SENSEX
Sensex
Historical option data for SENSEX
23 Apr 2026 04:09 PM IST
| SENSEX 23-Apr-2026 77700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Apr | 77664.00 | 0.05 | -921.35 | - | 2,38,58,250 | 3,42,279 | 3,43,029 | |||||||||
| 22 Apr | 78516.49 | 902.9 | -797.85 | - | 6,589 | 90 | 750 | |||||||||
| 21 Apr | 79273.33 | 1717.4 | 506.85 | - | 359 | -142 | 660 | |||||||||
| 20 Apr | 78520.30 | 1138.25 | -90.15 | - | 2,521 | 125 | 802 | |||||||||
| 17 Apr | 78493.54 | 1310.65 | 397.9 | 18.85 | 17,302 | -394 | 677 | |||||||||
| 16 Apr | 77988.68 | 920 | -209.9 | 16.34 | 7,232 | 987 | 1,071 | |||||||||
|
|
||||||||||||||||
| 15 Apr | 78111.24 | 1124.9 | 352.85 | 17.43 | 62 | -10 | 84 | |||||||||
| 13 Apr | 76847.57 | 712.65 | -355.85 | 20.06 | 99 | 54 | 94 | |||||||||
| 10 Apr | 77550.25 | 1093.6 | 402.35 | 17.77 | 146 | 40 | 40 | |||||||||
| 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 | |||||||||
| 12 Mar | 76034.42 | - | - | - | 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 | |||||||||
For Sensex - strike price 77700 expiring on 23APR2026
Delta for 77700 CE is -
Historical price for 77700 CE is as follows
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 0.05, which was -921.35 lower than the previous day. The implied volatity was -, the open interest changed by 342279 which increased total open position to 343029
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 902.9, which was -797.85 lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 750
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 1717.4, which was 506.85 higher than the previous day. The implied volatity was -, the open interest changed by -142 which decreased total open position to 660
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 1138.25, which was -90.15 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 802
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 1310.65, which was 397.9 higher than the previous day. The implied volatity was 18.85, the open interest changed by -394 which decreased total open position to 677
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 920, which was -209.9 lower than the previous day. The implied volatity was 16.34, the open interest changed by 987 which increased total open position to 1071
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 1124.9, which was 352.85 higher than the previous day. The implied volatity was 17.43, the open interest changed by -10 which decreased total open position to 84
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 712.65, which was -355.85 lower than the previous day. The implied volatity was 20.06, the open interest changed by 54 which increased total open position to 94
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 1093.6, which was 402.35 higher than the previous day. The implied volatity was 17.77, the open interest changed by 40 which increased total open position to 40
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
On 12 Mar SENSEX was trading at 76034.42. The strike last trading price was -, which was - 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 SENSEX 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 SENSEX 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 SENSEX 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
| SENSEX 23-Apr-2026 77700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Apr | 77664.00 | 35.9 | -46.9 | - | 4,23,70,319 | 1,62,409 | 1,78,273 |
| 22 Apr | 78516.49 | 77.4 | -37.65 | - | 12,35,633 | 8,947 | 15,864 |
| 21 Apr | 79273.33 | 114.7 | -321.45 | - | 70,035 | 2,788 | 6,917 |
| 20 Apr | 78520.30 | 475.3 | 95.75 | - | 1,36,920 | 781 | 4,129 |
| 17 Apr | 78493.54 | 366.65 | -245.6 | 18.73 | 1,04,946 | 1,067 | 3,348 |
| 16 Apr | 77988.68 | 677 | -0.9 | 20.06 | 11,648 | 2,191 | 2,281 |
| 15 Apr | 78111.24 | 697.9 | -780.05 | 20.91 | 317 | 47 | 90 |
| 13 Apr | 76847.57 | 1515 | 484.5 | 22.31 | 32 | 6 | 43 |
| 10 Apr | 77550.25 | 1036.45 | -559.4 | 18.73 | 141 | 37 | 37 |
| 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 |
| 12 Mar | 76034.42 | - | - | - | 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 |
For Sensex - strike price 77700 expiring on 23APR2026
Delta for 77700 PE is -
Historical price for 77700 PE is as follows
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 35.9, which was -46.9 lower than the previous day. The implied volatity was -, the open interest changed by 162409 which increased total open position to 178273
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 77.4, which was -37.65 lower than the previous day. The implied volatity was -, the open interest changed by 8947 which increased total open position to 15864
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 114.7, which was -321.45 lower than the previous day. The implied volatity was -, the open interest changed by 2788 which increased total open position to 6917
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 475.3, which was 95.75 higher than the previous day. The implied volatity was -, the open interest changed by 781 which increased total open position to 4129
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 366.65, which was -245.6 lower than the previous day. The implied volatity was 18.73, the open interest changed by 1067 which increased total open position to 3348
On 16 Apr SENSEX was trading at 77988.68. The strike last trading price was 677, which was -0.9 lower than the previous day. The implied volatity was 20.06, the open interest changed by 2191 which increased total open position to 2281
On 15 Apr SENSEX was trading at 78111.24. The strike last trading price was 697.9, which was -780.05 lower than the previous day. The implied volatity was 20.91, the open interest changed by 47 which increased total open position to 90
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 1515, which was 484.5 higher than the previous day. The implied volatity was 22.31, the open interest changed by 6 which increased total open position to 43
On 10 Apr SENSEX was trading at 77550.25. The strike last trading price was 1036.45, which was -559.4 lower than the previous day. The implied volatity was 18.73, the open interest changed by 37 which increased total open position to 37
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
On 12 Mar SENSEX was trading at 76034.42. The strike last trading price was -, which was - 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 SENSEX 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 SENSEX 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 SENSEX 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
