SENSEX Option Chain — Live

Index / Benchmark Lot 20

BSE SENSEX · All strikes, calls, puts, Greeks, IV, open interest. Updated every 30 seconds during market hours. SENSEX Strategy Builder →

₹77328.19
Live · updated
Calls
Strike
Puts
BidAskLastVolIV%Δ Strike BidAskLastVolIV%Δ
1306.35 1316.70 8180 76400.00 224.65 225.90 2535800
1231.90 1238.70 217980 76500.00 250.70 251.00 6125140
1160.05 1166.70 19280 76600.00 275.50 277.65 2670520
1088.80 1094.50 58560 76700.00 303.05 305.15 3063420
1017.25 1025.15 118020 76800.00 333.60 336.35 3332080
951.15 958.25 180760 76900.00 367.15 368.45 3424260
885.85 891.60 1600480 77000.00 405.20 406.80 10890500
826.80 829.95 797860 77100.00 440.70 442.50 4523400
766.35 770.50 2610500 77200.00 482.35 486.15 6079480
713.00 715.70 6230280 77300.00 525.80 529.45 10083180
661.25 662.90 8769580 77400.00 571.65 575.10 10755580
609.55 611.70 13185560 77500.00 622.90 625.40 13754840
563.75 565.00 5514060 77600.00 677.65 680.45 4376820
521.60 524.75 3679040 77700.00 732.70 737.25 2143860
480.65 483.15 3777040 77800.00 791.85 794.65 1679500
442.00 443.90 2970840 77900.00 853.15 857.85 866040
405.45 406.80 10401080 78000.00 920.05 923.00 2058880
371.15 373.10 2425500 78100.00 983.15 990.20 323820
338.95 342.20 2624620 78200.00 1050.45 1059.05 143480
310.25 312.80 2679900 78300.00 1121.25 1130.60 74100

About BSE SENSEX Options

SENSEX is the Bombay Stock Exchange's 30-stock benchmark, the oldest Indian equity index (launched 1986). BSE's weekly options on SENSEX have grown rapidly since their relaunch in May 2023 — now second only to NIFTY in retail F&O turnover.

SENSEX options offer an alternative to NIFTY for broad-market exposure with smaller lot size — accessible to smaller accounts. Tuesday weekly expiries align with NIFTY for spread/calendar plays across exchanges.

How to Read the SENSEX Option Chain

Each row above is one strike price. Calls (right to buy SENSEX) sit on the left; puts (right to sell) sit on the right. For both sides you see the bid, ask, last traded price, volume, implied volatility (IV%) and delta (Δ). The highlighted row is the at-the-money strike — the one closest to the current SENSEX price of ₹77328.19. Each contract is one lot of 20, so P&L scales by 20× the per-share premium difference.

Bid/ask is what buyers are willing to pay and what sellers want; the midpoint is a fair estimate of the option's value. Last is the most recent trade. IV% is the market's implied forecast of SENSEX's future price movement — higher IV means pricier premiums. Delta roughly equals how much the option price moves per ₹1 change in SENSEX.

SENSEX Option Chain FAQ

What is the SENSEX option chain?

The SENSEX option chain is the complete list of call and put options available on BSE SENSEX for every strike price and expiration date. Each row shows the bid/ask, last trade, volume, open interest, implied volatility, and Greeks (delta, gamma, theta, vega) for one contract.

How often is this SENSEX option chain updated?

Quotes, Greeks, and implied volatility refresh every 30 seconds during market hours — 9:00am to 3:30pm IST, Monday to Friday. Outside market hours the page refreshes more slowly. The timestamp in the header shows exactly when the data was last updated.

Where does SENSEX options data come from?

Options data is sourced from Zerodha Kite Connect (NSE/BSE F&O segment). Implied volatility and Greeks are computed using Black-Scholes-Merton pricing.

How do I read an option chain?

Each row is a strike price. Call options (right to buy) are on the left, put options (right to sell) are on the right. For each side you see the bid (what buyers will pay), ask (what sellers want), last (last traded price), and Greeks. The ATM strike is highlighted — it is closest to the current SENSEX price.

What are the Greeks in the SENSEX option chain?

Delta measures how much the option price changes per ₹1 move in SENSEX. Gamma is the rate of change of delta. Theta is daily time decay (negative for long options). Vega is sensitivity to implied-volatility changes. These appear per strike in the table above.

Why trade SENSEX options?

SENSEX options offer an alternative to NIFTY for broad-market exposure with smaller lot size — accessible to smaller accounts. Tuesday weekly expiries align with NIFTY for spread/calendar plays across exchanges.

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