SENSEX expiry 3 September 2026: what the 76,500 options did in the last 30 minutes
On Thursday 3 September 2026 the SENSEX strike nearest the index at 15:00 was 76,500. The index went from 76,541 at 15:00 to 76,153 at 15:30, down 388 points across the settle walk.
The at-the-money legs, 15:00 to 15:30
| Leg | 15:00 | High | Low | 15:30 | End vs 15:00 | Open interest |
|---|---|---|---|---|---|---|
| 76,500 CE | ₹164 | ₹226 15:15 | ₹0.1 15:30 | ₹0.1 | worthless | 3.1M → 6.0M |
| 76,500 PE | ₹82.8 | ₹371 15:26 | ₹59.5 15:14 | ₹346 | 4.2× | 8.0M → 1.9M |
Premium of the strike nearest the index at 15:00, sampled every ten seconds from the NSE option chain. Index values are the chain's own quote. Dotted verticals mark a pin-book flip on Gamma Terrain.
What happened
The 76,500 call was ₹164 at 15:00. Its high was ₹226 at 15:15. Its low was ₹0.1 at 15:30, less than half of where it started the half hour. It ended at ₹0.1, worthless. Open interest at the strike went from 3.1 million to 6.0 million, so positions were added through the window.
The 76,500 put was ₹82.8 at 15:00. It reached ₹371 at 15:26, 4.5× its 15:00 price. It ended at ₹346, 4.2× the 15:00 price. Open interest at the strike went from 8.0 million to 1.9 million, so positions were closed through the window.
For context, across 21 NIFTY and SENSEX expiries measured to 2026-09-08, 15 of 42 at-the-money legs doubled at some point in this window, 26 lost half, and 13 ended at or above their 15:00 price. This page states what the tape did. It is not a recommendation to buy or sell anything.
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