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.

₹74459.53
Live · updated
Calls
Strike
Puts
BidAskLastVolOIIV%Δ Strike BidAskLastVolOIIV%Δ
1168.25 1173.15 1174.85 439620 98.4K 17.0 0.78 73500.00 235.35 236.65 232.00 7047740 454.7K 19.7 -0.25
1092.85 1095.75 1096.90 107380 21.8K 16.9 0.76 73600.00 258.15 259.50 252.80 3197180 184.2K 19.4 -0.27
1017.35 1021.05 1022.40 221460 29.6K 16.9 0.73 73700.00 283.35 285.30 285.55 3509980 140.4K 19.6 -0.29
943.65 948.20 950.05 453020 36.8K 16.9 0.71 73800.00 311.45 312.35 305.50 5750880 223.4K 19.2 -0.31
874.15 877.65 878.40 444640 27.6K 16.8 0.68 73900.00 339.60 342.10 330.60 4366080 211.8K 18.9 -0.34
805.65 809.90 813.95 4704980 197.5K 16.8 0.65 74000.00 373.20 374.80 372.00 12981720 638.6K 19.1 -0.36
740.55 744.70 748.25 3528400 122.7K 16.7 0.63 74100.00 408.55 409.20 406.05 7227880 241.2K 18.9 -0.39
678.15 682.30 684.60 8215540 183.8K 16.6 0.60 74200.00 445.15 446.70 442.00 10408520 333.6K 18.8 -0.41
621.10 623.10 620.90 7944060 159.4K 16.4 0.57 74300.00 486.25 487.25 483.05 7688760 282.8K 18.7 -0.44
562.00 565.55 567.80 8241940 163.8K 16.5 0.54 74400.00 528.45 530.50 531.95 6362100 184.4K 18.8 -0.47
511.00 512.20 515.80 13921560 327.0K 16.5 0.51 74500.00 574.60 576.70 571.65 8812840 351.2K 18.5 -0.49
459.50 461.95 461.45 9535680 216.1K 16.3 0.47 74600.00 623.55 626.00 620.75 5084420 164.4K 18.4 -0.52
412.75 414.45 411.00 8331140 203.3K 16.1 0.44 74700.00 674.25 678.30 669.65 3783080 133.0K 18.3 -0.55
369.70 371.15 370.35 7069240 134.6K 16.1 0.41 74800.00 732.95 734.95 732.20 1643100 67.1K 18.4 -0.58
329.20 330.75 334.80 4874720 96.0K 16.2 0.38 74900.00 791.30 794.70 794.60 538180 27.0K 18.5 -0.60
292.00 292.50 290.50 12584900 419.4K 16.0 0.35 75000.00 851.95 855.00 850.00 1384020 83.9K 18.3 -0.63
257.10 258.70 257.60 3921160 119.0K 16.0 0.32 75100.00 918.25 921.90 917.15 126580 10.0K 18.4 -0.66
225.45 226.90 221.00 4165420 126.3K 15.7 0.29 75200.00 986.00 991.90 985.05 99200 12.4K 18.4 -0.68
197.05 198.45 192.85 3878920 69.0K 15.7 0.26 75300.00 1056.85 1063.80 1059.25 82340 8.2K 18.5 -0.70
171.35 172.40 171.55 3517520 77.8K 15.8 0.24 75400.00 1132.35 1137.90 1131.45 24640 6.6K 18.5 -0.73

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 ₹74459.53. 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.

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