Stocks · Market intelligence desk
Pre-open brief
Event

SENSEX weekly expiry — 3 September 2026

Thu 3 Sep 2026 · IN · Expiry
when
settled
3 Sep 2026
past cases
114
of this class, on SENSEX
typical move
0.47%
on the day, either way
the market is asking
—
settled — see below

What this is

as of Fri 16 Oct 15:30

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

as of Fri 16 Oct 15:30

going into the last 114 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 37 times in 100.

half of them landed between 0.19% and 1.04% either way

What events of this class have done

as of Fri 16 Oct 15:30
indextypical movethe middle halfleanover 1%session afterpast cases
NIFTY0.43%0.17 – 1.00%none25 in 1000.39%
113 cases
114
BANKNIFTY0.51%0.29 – 1.02%none25 in 1000.51%
113 cases
114
SENSEX0.47%0.19 – 1.04%none27 in 1000.40%
113 cases
114

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

What happened

This event

as of Fri 16 Oct 15:30
indexsessioncloseopenrangenext sessionfive sessions onwas askedtravelled
BANKNIFTYThu 3 Sep+0.36%+0.57%0.4× normal−0.02%−1.58%2.6%
27d window
5.1%
NIFTYThu 3 Sep−0.17%+0.35%0.2× normal+0.10%−1.66%1.1%
6d window
1.2%
SENSEXThu 3 Sep−0.55%+0.20%0.7× normal+0.48%−1.64%0.6%
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

as of Fri 16 Oct 15:30
dateindexclosenext sessionwas askedtravelled
20 Aug 2026BANKNIFTY+0.45%+0.46%1.2%0.5%
20 Aug 2026NIFTY+0.64%+0.08%1.0%1.1%
20 Aug 2026SENSEX+0.82%+0.00%0.5%0.8%
13 Aug 2026BANKNIFTY−0.43%−0.25%1.8%0.6%
13 Aug 2026NIFTY−0.16%−0.12%1.0%1.2%
13 Aug 2026SENSEX+0.15%−0.09%0.5%0.1%
6 Aug 2026BANKNIFTY+0.56%−0.55%2.4%0.4%
6 Aug 2026NIFTY+0.05%−0.27%1.1%0.6%
6 Aug 2026SENSEX+0.48%−0.58%0.8%0.5%
23 Jul 2026BANKNIFTY−0.94%+0.18%1.6%0.6%
23 Jul 2026NIFTY−0.53%−0.43%1.3%0.0%
23 Jul 2026SENSEX−0.47%−0.43%0.7%0.5%
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%
← every published date