SENSEX expiry 1 October 2026: what the 71,900 options did in the last 30 minutes
On Thursday 1 October 2026 the SENSEX strike nearest the index at 15:00 was 71,900. The index went from 71,862 at 15:00 to 71,910 at 15:30, up 47 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 |
|---|---|---|---|---|---|---|
| 71,900 CE | ₹80.2 | ₹128 15:06 | ₹9.8 15:30 | ₹9.8 | 0.1× | 3.3M → 3.5M |
| 71,900 PE | ₹143 | ₹169 15:02 | ₹0.1 15:30 | ₹0.1 | worthless | 1.9M → 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 71,900 call was ₹80.2 at 15:00. Its high was ₹128 at 15:06. Its low was ₹9.8 at 15:30, less than half of where it started the half hour. It ended at ₹9.8, 0.1× the 15:00 price.
The 71,900 put was ₹143 at 15:00. Its high was ₹169 at 15:02. 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 1.9 million to 4.2 million, so positions were added 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.
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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