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.

₹73606.75
Live · updated
Calls
Strike
Puts
BidAskLastVolOIIV%Δ Strike BidAskLastVolOIIV%Δ
1201.90 1210.05 1206.85 1900100 64.0K 23.5 0.73 72700.00 218.25 219.00 218.85 7967840 329.5K 21.6 -0.25
1123.85 1127.90 1120.00 2672420 108.2K 22.8 0.72 72800.00 239.90 239.95 237.75 8588420 294.5K 21.3 -0.27
1049.15 1053.55 1026.90 3020560 97.5K 21.8 0.70 72900.00 264.40 264.55 263.00 6615520 232.8K 21.1 -0.29
975.95 979.45 963.00 8780320 298.9K 22.0 0.68 73000.00 290.95 291.65 284.70 18944400 743.0K 20.7 -0.32
903.10 907.05 889.10 5463540 136.2K 21.6 0.65 73100.00 317.60 318.20 318.65 8006540 286.1K 20.7 -0.34
835.00 837.55 840.00 7211800 119.8K 22.2 0.62 73200.00 348.10 348.95 343.20 9133920 287.3K 20.3 -0.37
767.25 770.65 774.90 7897740 124.5K 22.0 0.60 73300.00 381.60 382.00 384.05 8236980 259.5K 20.4 -0.40
706.70 708.05 693.85 7769720 172.2K 21.1 0.57 73400.00 417.60 418.65 410.15 6625360 289.1K 19.8 -0.42
648.30 648.95 651.00 14189900 526.7K 21.6 0.55 73500.00 458.05 459.00 456.05 8982800 666.2K 19.8 -0.45
590.15 591.80 593.00 6251640 231.6K 21.4 0.52 73600.00 499.25 499.95 500.90 2582160 241.6K 19.7 -0.48
534.65 536.05 526.95 6216520 209.1K 20.7 0.49 73700.00 545.05 546.05 537.60 1586860 156.3K 19.2 -0.51
483.25 484.00 481.95 6008360 194.8K 20.8 0.46 73800.00 593.30 595.00 591.65 1039600 128.2K 19.2 -0.54
435.95 436.65 434.70 4969260 191.2K 20.7 0.43 73900.00 643.95 645.15 646.60 468000 52.5K 19.2 -0.57
390.10 391.50 382.20 15433860 597.7K 20.2 0.40 74000.00 696.90 699.55 696.80 1212980 240.7K 18.8 -0.61
347.90 349.00 347.90 4766440 112.0K 20.4 0.37 74100.00 757.10 759.95 756.75 178560 24.4K 18.7 -0.64
308.60 310.20 302.90 5357180 160.0K 20.0 0.34 74200.00 817.50 820.00 829.45 137160 21.2K 19.0 -0.66
272.80 274.05 270.25 4824280 175.1K 20.0 0.32 74300.00 881.40 886.10 886.25 62160 13.9K 18.5 -0.70
240.15 240.80 240.00 3792620 126.4K 19.9 0.29 74400.00 945.95 950.00 957.55 37660 11.2K 18.4 -0.73
209.70 210.00 206.00 8828460 361.8K 19.6 0.26 74500.00 1015.35 1020.00 1025.00 88400 63.2K 18.1 -0.76
183.10 184.10 185.10 3933420 137.3K 19.8 0.24 74600.00 1087.50 1093.00 1098.00 10020 9.9K 17.9 -0.78

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 ₹73606.75. 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 comes from the 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.

Related Option Chains