SENSEX expiry 22 Oct 2026: what the 73,300 options did
On Thursday 22 October 2026 the SENSEX strike nearest the index at 15:00 was 73,300. The index went from 73,263 at 15:00 to 73,249 at 15:30, down 14 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 |
|---|---|---|---|---|---|---|
| 73,300 CE | ₹71.5 | ₹140 15:21 | ₹0.1 15:30 | ₹0.1 | worthless | 4.2M → 4.6M |
| 73,300 PE | ₹109 | ₹179 15:28 | ₹50.5 15:30 | ₹50.5 | 0.5× | 3.4M → 2.5M |
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 73,300 call was ₹71.5 at 15:00. Its high was ₹140 at 15:21. Its low was ₹0.1 at 15:30, less than half of where it started the half hour. It ended at ₹0.1, worthless.
The 73,300 put was ₹109 at 15:00. Its high was ₹179 at 15:28. Its low was ₹50.5 at 15:30, less than half of where it started the half hour. It ended at ₹50.5, 0.5× the 15:00 price. Open interest at the strike went from 3.4 million to 2.5 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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