SENSEX expiry 24 September 2026: what the 73,800 options did in the last 30 minutes
On Thursday 24 September 2026 the SENSEX strike nearest the index at 15:00 was 73,800. The index went from 73,763 at 15:00 to 73,580 at 15:30, down 183 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 |
|---|---|---|---|---|---|---|
| 73,800 CE | ₹110 | ₹123 15:04 | ₹0.1 15:30 | ₹0.1 | worthless | 2.9M → 5.5M |
| 73,800 PE | ₹181 | ₹221 15:20 | ₹85.6 15:26 | ₹219 | 1.2× | 2.4M → 1.5M |
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 73,800 call was ₹110 at 15:00. It never traded meaningfully above its 15:00 price. 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 2.9 million to 5.5 million, so positions were added through the window.
The 73,800 put was ₹181 at 15:00. Its high was ₹221 at 15:20. Its low was ₹85.6 at 15:26, less than half of where it started the half hour. It ended at ₹219, 1.2× the 15:00 price. Open interest at the strike went from 2.4 million to 1.5 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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