Sensex expiry alert: Check derivatives data insights, key levels to track

The BSE derivatives data suggests that the Sensex may face resistance around 80,450 - 80,550, while seek support around 79,850 - 79,700 levels on the monthly expiry day on Tuesday.

The Bombay Stock Exchange (BSE) monthly derivatives expiry is scheduled for Tuesday, April 29, 2025 i.e. today. The BSE was a late entrant in the derivatives segment, but has slowly and gradually increased its market share to roughly around 25 per cent, as per reports.  Among index derivatives - the BSE offers Sensex and Bankex, of which almost 90 per cent of the trading volume is concentrated towards Sensex derivatives. The weekly and the monthly derivatives expiry for both Sensex and the Bankex are scheduled for Tuesday; while in case of the National Stock Exchange (NSE) it is Thursday.  At present, proprietary traders roughly account for almost 50 per cent of the trading volume, while retail investors and foreign institutional investors are the other two key participants in the BSE derivatives market. 

Here are the 5 important things you need to know ahead of April Sensex expiry.

Sensex April Futures: The BSE Sensex April futures OI stands at 19,280 contracts, of which nearly 20 per cent of 3,800 OI was added in trades on Monday.    Most Active Calls: According to the exchange derivatives data - the 82,000, 81,000 and 83,000 Strike Prices are the most active Calls for the Sensex with a OI of 15.6 lakh, 11.7 lakh and 10.4 lakh contracts. These are followed by 81,500 and 80,500 Strike Calls with OI of around 8.1 lakh and 6.7 lakh contracts.  Most Active Puts: Data shows that 79,000 Strike Put with an OI of 10.2 lakh contracts is the most active Put. That apart, the 74,000, 75,000 and 78,000 Puts are the other most traded contracts as of Monday.  PCR: The BSE Sensex Put-Call Ratio (PCR) stands at 1.07 - this ratio implies presence of higher open interest (OI) in Put options as against Call options for the April month series.  Options OI Cues: The Sensex options market shows significant trading activity at 80,000 to 81,000 Strike Calls; and 80,000 to 79,000 Strike Puts. Based on the present OI data, the BSE Sensex may face resistance in the range of 80,450 - 80,550 levels, with the upside likely capped around 81,000-mark on the expiry day. On the downside, the BSE benchmark is likely to find support around 79,850 to 79,700 levels.