SENSEX expiry 15 October 2026: what the 74,000 options did in the last 30 minutes
On Thursday 15 October 2026 the SENSEX strike nearest the index at 15:00 was 74,000. The index went from 74,020 at 15:00 to 74,316 at 15:30, up 296 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 |
|---|---|---|---|---|---|---|
| 74,000 CE | ₹98.0 | ₹316 15:30 | ₹42.6 15:13 | ₹316 | 3.2× | 4.3M → 2.9M |
| 74,000 PE | ₹77.0 | ₹137 15:13 | ₹0.1 15:29 | ₹0.1 | worthless | 7.7M → 7.4M |
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 74,000 call was ₹98.0 at 15:00. It reached ₹316 at 15:30, 3.2× its 15:00 price. Its low was ₹42.6 at 15:13, less than half of where it started the half hour. It ended at ₹316, 3.2× the 15:00 price. Open interest at the strike went from 4.3 million to 2.9 million, so positions were closed through the window.
The 74,000 put was ₹77.0 at 15:00. Its high was ₹137 at 15:13. Its low was ₹0.1 at 15:29, 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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