SENSEX expiry 10 September 2026: what the 74,700 options did in the last 30 minutes
On Thursday 10 September 2026 the SENSEX strike nearest the index at 15:00 was 74,700. The index went from 74,680 at 15:00 to 74,903 at 15:30, up 222 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 |
|---|---|---|---|---|---|---|
| 74,700 CE | ₹123 | ₹366 15:28 | ₹63.9 15:06 | ₹203 | 1.6× | 3.7M → 1.1M |
| 74,700 PE | ₹163 | ₹253 15:16 | ₹0.1 15:30 | ₹0.1 | worthless | 6.0M → 5.9M |
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 74,700 call was ₹123 at 15:00. It reached ₹366 at 15:28, 3.0× its 15:00 price. It ended at ₹203, 1.6× the 15:00 price. Open interest at the strike went from 3.7 million to 1.1 million, so positions were closed through the window.
The 74,700 put was ₹163 at 15:00. Its high was ₹253 at 15:16. Its low was ₹0.1 at 15:30, less than half of where it started the half hour. It ended at ₹0.1, worthless.
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.
Gamma Terrain shows the pin, the walls, the book read and every large print, tick by tick, on NIFTY and SENSEX.
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