SENSEX expiry 17 September 2026: what the 74,400 options did in the last 30 minutes
On Thursday 17 September 2026 the SENSEX strike nearest the index at 15:00 was 74,400. The index went from 74,400 at 15:00 to 74,315 at 15:30, down 86 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 |
|---|---|---|---|---|---|---|
| 74,400 CE | ₹150 | ₹182 15:15 | ₹0.1 15:30 | ₹0.1 | worthless | 4.0M → 6.8M |
| 74,400 PE | ₹170 | ₹170 15:00 | ₹6.8 15:27 | ₹85.2 | 0.5× | 4.8M → 4.2M |
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 74,400 call was ₹150 at 15:00. Its high was ₹182 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 4.0 million to 6.8 million, so positions were added through the window.
The 74,400 put was ₹170 at 15:00. It never traded meaningfully above its 15:00 price. Its low was ₹6.8 at 15:27, less than half of where it started the half hour. It ended at ₹85.2, 0.5× the 15:00 price.
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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