Event

SENSEX weekly expiry — 23 July 2026

Thu 23 Jul 2026 · IN · Expiry
when
settled
23 Jul 2026
past cases
111
of this class, on SENSEX
typical move
0.46%
on the day, either way
the market is asking
settled — see below

What this is

The last session of a SENSEX weekly option contract on BSE. SENSEX derivatives are the newer of the two Indian index option markets, so this class has a shorter archive behind it than NIFTY's — the count below is small by construction and not because anything is missing.

Who decides

The exchange decides it, not the market. BSE publishes the contract calendar well in advance, so the date is known months ahead, and it computes the settlement value from SENSEX's own closing calculation at the end of the session. Every contract in the series is cash settled against that one number: nothing is delivered and no position carries into the next day.

What moves

The same decay a weekly carries anywhere. What differs is depth: the SENSEX chain is thinner than NIFTY's, so the strikes carrying real open interest sit closer to the money and the picture either side of them is sparser. The desk shows what the index actually did rather than inferring from that.

What it is not

The expiry is not an announcement. Nothing is published on the day and no new information about the economy arrives with it — what changes is that one set of contracts stops existing and the positions held in them have to be closed, rolled or settled. So the figures below are a record of what SENSEX did on these sessions, not a claim that the expiry caused any of it, and they carry their own count so a reader can see how much they rest on.

What is priced, and what has followed

going into the last 110 of these, the option market was asking about 0.6% by expiry and the market travelled about 0.5% — the move was the larger of the two about 35 times in 100.

half of them landed between 0.18% and 1.04% either way

What events of this class have done

indextypical movethe middle halfleanover 1%session afterpast cases
NIFTY0.42%0.16 – 0.94%none24 in 1000.38%
111 cases
111
BANKNIFTY0.51%0.28 – 1.05%none26 in 1000.51%
111 cases
111
SENSEX0.46%0.18 – 1.04%none26 in 1000.40%
111 cases
111

what past events of this class did, per index: a base rate with its n, never a forecast of direction

What happened

This event

indexsessioncloseopenrangenext sessionfive sessions onwas askedtravelled
BANKNIFTYThu 23 Jul−0.94%−0.58%0.7× normal+0.18%+0.98%1.6%
6d window
0.6%
NIFTYThu 23 Jul−0.53%−0.38%0.5× normal−0.43%+1.87%1.3%
6d window
0.0%
SENSEXThu 23 Jul−0.47%−0.31%0.4× normal−0.43%+2.01%0.7%
1d window
0.5%

what was asked and what it travelled span the same window — from the close the quote was read at to that quote’s own expiry

The cases behind the numbers above

dateindexclosenext sessionwas askedtravelled
16 Jul 2026BANKNIFTY−0.30%+1.63%2.4%1.7%
16 Jul 2026NIFTY−0.02%+1.09%1.3%0.5%
16 Jul 2026SENSEX+0.00%+1.25%0.6%0.0%
9 Jul 2026BANKNIFTY+0.90%+1.39%3.2%0.0%
9 Jul 2026NIFTY+0.34%+1.02%1.6%0.7%
9 Jul 2026SENSEX+0.31%+1.08%0.9%0.3%
2 Jul 2026BANKNIFTY−0.00%−0.16%3.2%2.2%
2 Jul 2026NIFTY+0.71%+0.39%1.2%1.6%
2 Jul 2026SENSEX+0.75%+0.34%0.6%0.8%
18 Jun 2026BANKNIFTY+0.66%−0.48%2.2%0.1%
18 Jun 2026NIFTY+0.34%−0.64%1.2%1.1%
18 Jun 2026SENSEX+0.33%−0.78%0.6%0.3%
11 Jun 2026BANKNIFTY+0.14%+2.97%3.5%4.4%
11 Jun 2026NIFTY−0.23%+1.99%1.5%3.3%
11 Jun 2026SENSEX−0.20%+2.30%0.7%0.2%
4 Jun 2026BANKNIFTY+0.22%+0.35%4.1%6.2%
4 Jun 2026NIFTY+0.05%−0.21%1.7%0.7%
4 Jun 2026SENSEX+0.02%−0.16%0.9%0.0%
21 May 2026BANKNIFTY−0.23%+1.15%2.1%2.9%
21 May 2026NIFTY−0.02%+0.27%1.7%1.1%
21 May 2026SENSEX−0.18%+0.31%0.8%0.2%
14 May 2026BANKNIFTY+1.26%−0.77%3.5%3.1%
14 May 2026NIFTY+1.18%−0.19%1.9%0.9%
14 May 2026SENSEX+1.06%−0.21%0.9%1.1%
7 May 2026BANKNIFTY+0.12%−1.31%3.3%1.6%
7 May 2026NIFTY−0.02%−0.62%1.6%3.9%
7 May 2026SENSEX−0.15%−0.66%0.9%0.1%
23 Apr 2026BANKNIFTY−1.43%−0.38%2.1%3.0%
23 Apr 2026NIFTY−0.84%−1.14%1.8%1.6%
23 Apr 2026SENSEX−1.09%−1.29%0.8%1.1%
16 Apr 2026BANKNIFTY−0.38%+0.85%3.2%1.6%
16 Apr 2026NIFTY−0.14%+0.65%1.8%1.4%
16 Apr 2026SENSEX−0.16%+0.65%0.8%0.2%
9 Apr 2026BANKNIFTY−1.58%+1.99%3.8%0.5%
9 Apr 2026NIFTY−0.93%+1.16%1.8%0.6%
9 Apr 2026SENSEX−1.20%+1.20%1.0%1.2%
2 Apr 2026BANKNIFTY+0.19%+2.06%6.3%7.7%
2 Apr 2026NIFTY+0.15%+1.12%2.7%2.0%
2 Apr 2026SENSEX+0.25%+1.07%1.3%0.3%
19 Mar 2026BANKNIFTY−3.39%−0.04%2.8%9.1%
19 Mar 2026NIFTY−3.26%+0.49%1.8%3.6%
19 Mar 2026SENSEX−3.26%+0.44%0.9%3.3%
12 Mar 2026BANKNIFTY−1.14%−2.44%4.3%9.8%
12 Mar 2026NIFTY−0.95%−2.06%2.5%1.2%
12 Mar 2026SENSEX−1.08%−1.93%1.2%1.1%
5 Mar 2026BANKNIFTY+0.51%−2.15%3.9%14.4%
5 Mar 2026NIFTY+1.17%−1.27%2.6%0.9%
5 Mar 2026SENSEX+1.14%−1.37%1.4%1.1%
19 Feb 2026BANKNIFTY−1.32%+0.71%1.1%0.8%
19 Feb 2026NIFTY−1.41%+0.46%1.0%1.5%
19 Feb 2026SENSEX−1.48%+0.38%0.5%1.5%
12 Feb 2026BANKNIFTY−0.01%−0.91%1.5%0.5%
12 Feb 2026NIFTY−0.57%−1.30%0.9%0.9%
12 Feb 2026SENSEX−0.66%−1.25%0.5%0.7%
5 Feb 2026BANKNIFTY−0.29%+0.09%2.3%1.3%
5 Feb 2026NIFTY−0.52%+0.20%1.2%0.6%
5 Feb 2026SENSEX−0.60%+0.32%0.6%0.6%
22 Jan 2026BANKNIFTY+0.68%−1.23%1.3%0.7%
22 Jan 2026NIFTY+0.53%−0.95%1.2%0.1%
22 Jan 2026SENSEX+0.49%−0.94%0.7%0.5%
15 Jan 2026BANKNIFTY+0.86%−0.34%1.6%0.6%
15 Jan 2026NIFTY+0.11%−0.42%1.0%1.7%
15 Jan 2026SENSEX+0.23%−0.39%200.0%
14 Jan 2026BANKNIFTY+0.00%+0.86%1.7%0.6%
14 Jan 2026NIFTY−0.26%+0.11%200.0%
14 Jan 2026SENSEX−0.29%+0.23%0.5%0.3%
8 Jan 2026BANKNIFTY−0.51%−0.73%1.8%1.3%
8 Jan 2026NIFTY−1.01%−0.75%0.7%1.6%
8 Jan 2026SENSEX−0.92%−0.72%0.4%0.9%
1 Jan 2026BANKNIFTY+0.22%+0.74%2.1%0.6%
1 Jan 2026NIFTY+0.06%+0.70%0.8%0.2%
1 Jan 2026SENSEX−0.04%+0.67%0.4%0.0%

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