SENSEX50
Sensex 50
Historical option data for SENSEX50
06 Feb 2026 04:11 PM IST
| SENSEX50 26-FEB-2026 83000 CE | ||||||||||||||||
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Delta: 0.7
Vega: 67.77
Theta: -32.16
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Feb | 83580.40 | 1342.8 | 33.15 | 9.72 | 4,017 | 497.067 | 665.6 | |||||||||
| 5 Feb | 83313.93 | 1270.5 | -445.75 | 10.28 | 525 | -1.867 | 168.533 | |||||||||
| 4 Feb | 83817.69 | 1679.6 | -32.25 | 10.65 | 369 | -2.667 | 170.4 | |||||||||
| 3 Feb | 83739.13 | 1720 | 1066.95 | 11.92 | 1,772 | -61.333 | 173.067 | |||||||||
| 2 Feb | 81666.46 | 640 | 100.4 | 11.9 | 1,074 | -15.2 | 234.4 | |||||||||
| 1 Feb | 80722.94 | 477.8 | -602.95 | - | 1,281 | 50.133 | 249.6 | |||||||||
| 30 Jan | 82269.78 | 1067.5 | -212.1 | - | 762 | 28 | 199.467 | |||||||||
| 29 Jan | 82566.37 | 1268.35 | 83.8 | 12.79 | 611 | 2.933 | 171.467 | |||||||||
| 28 Jan | 82344.68 | 1178.9 | 10.55 | - | 559 | -9.333 | 168.533 | |||||||||
| 27 Jan | 81857.48 | 1181.5 | 172.9 | 13.99 | 571 | 2.667 | 177.867 | |||||||||
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| 23 Jan | 81537.70 | 1026 | -299.6 | 13.3 | 697 | 27.2 | 175.2 | |||||||||
| 22 Jan | 82307.37 | 1411.6 | 294.25 | 12.97 | 582 | 75.467 | 148 | |||||||||
| 21 Jan | 81909.63 | 1170.3 | -76.6 | 12.64 | 252 | 23.2 | 72.533 | |||||||||
| 20 Jan | 82180.47 | 1250.95 | -500.95 | 11.9 | 269 | 26.133 | 49.333 | |||||||||
| 19 Jan | 83246.18 | 1700 | -528.95 | 10.62 | 98 | 12.8 | 23.2 | |||||||||
| 16 Jan | 83570.35 | 2228.95 | 467.25 | 12 | 15 | 0.533 | 10.4 | |||||||||
| 14 Jan | 83382.71 | 2142.9 | -302.75 | - | 0 | 0 | 9.867 | |||||||||
| 13 Jan | 26863.70 | 2142.9 | -302.75 | 10.11 | 34 | 4.267 | 9.867 | |||||||||
| 12 Jan | 83878.17 | 2398.95 | 408.95 | 9.89 | 35 | 5.6 | 5.6 | |||||||||
| 9 Jan | 83576.24 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 84180.96 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 84961.14 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 85063.34 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 85439.62 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 85762.01 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 85188.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 85220.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Dec | 84675.08 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Dec | 84695.54 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 83000 expiring on 26FEB2026
Delta for 83000 CE is 0.7
Historical price for 83000 CE is as follows
On 6 Feb SENSEX50 was trading at 83580.40. The strike last trading price was 1342.8, which was 33.15 higher than the previous day. The implied volatity was 9.72, the open interest changed by 1864 which increased total open position to 2496
On 5 Feb SENSEX50 was trading at 83313.93. The strike last trading price was 1270.5, which was -445.75 lower than the previous day. The implied volatity was 10.28, the open interest changed by -7 which decreased total open position to 632
On 4 Feb SENSEX50 was trading at 83817.69. The strike last trading price was 1679.6, which was -32.25 lower than the previous day. The implied volatity was 10.65, the open interest changed by -10 which decreased total open position to 639
On 3 Feb SENSEX50 was trading at 83739.13. The strike last trading price was 1720, which was 1066.95 higher than the previous day. The implied volatity was 11.92, the open interest changed by -230 which decreased total open position to 649
On 2 Feb SENSEX50 was trading at 81666.46. The strike last trading price was 640, which was 100.4 higher than the previous day. The implied volatity was 11.9, the open interest changed by -57 which decreased total open position to 879
On 1 Feb SENSEX50 was trading at 80722.94. The strike last trading price was 477.8, which was -602.95 lower than the previous day. The implied volatity was -, the open interest changed by 188 which increased total open position to 936
On 30 Jan SENSEX50 was trading at 82269.78. The strike last trading price was 1067.5, which was -212.1 lower than the previous day. The implied volatity was -, the open interest changed by 105 which increased total open position to 748
On 29 Jan SENSEX50 was trading at 82566.37. The strike last trading price was 1268.35, which was 83.8 higher than the previous day. The implied volatity was 12.79, the open interest changed by 11 which increased total open position to 643
On 28 Jan SENSEX50 was trading at 82344.68. The strike last trading price was 1178.9, which was 10.55 higher than the previous day. The implied volatity was -, the open interest changed by -35 which decreased total open position to 632
On 27 Jan SENSEX50 was trading at 81857.48. The strike last trading price was 1181.5, which was 172.9 higher than the previous day. The implied volatity was 13.99, the open interest changed by 10 which increased total open position to 667
On 23 Jan SENSEX50 was trading at 81537.70. The strike last trading price was 1026, which was -299.6 lower than the previous day. The implied volatity was 13.3, the open interest changed by 102 which increased total open position to 657
On 22 Jan SENSEX50 was trading at 82307.37. The strike last trading price was 1411.6, which was 294.25 higher than the previous day. The implied volatity was 12.97, the open interest changed by 283 which increased total open position to 555
On 21 Jan SENSEX50 was trading at 81909.63. The strike last trading price was 1170.3, which was -76.6 lower than the previous day. The implied volatity was 12.64, the open interest changed by 87 which increased total open position to 272
On 20 Jan SENSEX50 was trading at 82180.47. The strike last trading price was 1250.95, which was -500.95 lower than the previous day. The implied volatity was 11.9, the open interest changed by 98 which increased total open position to 185
On 19 Jan SENSEX50 was trading at 83246.18. The strike last trading price was 1700, which was -528.95 lower than the previous day. The implied volatity was 10.62, the open interest changed by 48 which increased total open position to 87
On 16 Jan SENSEX50 was trading at 83570.35. The strike last trading price was 2228.95, which was 467.25 higher than the previous day. The implied volatity was 12, the open interest changed by 2 which increased total open position to 39
On 14 Jan SENSEX50 was trading at 83382.71. The strike last trading price was 2142.9, which was -302.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 13 Jan SENSEX50 was trading at 26863.70. The strike last trading price was 2142.9, which was -302.75 lower than the previous day. The implied volatity was 10.11, the open interest changed by 16 which increased total open position to 37
On 12 Jan SENSEX50 was trading at 83878.17. The strike last trading price was 2398.95, which was 408.95 higher than the previous day. The implied volatity was 9.89, the open interest changed by 21 which increased total open position to 21
On 9 Jan SENSEX50 was trading at 83576.24. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Jan SENSEX50 was trading at 84180.96. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jan SENSEX50 was trading at 84961.14. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jan SENSEX50 was trading at 85063.34. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jan SENSEX50 was trading at 85439.62. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jan SENSEX50 was trading at 85762.01. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Jan SENSEX50 was trading at 85188.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Dec SENSEX50 was trading at 85220.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Dec SENSEX50 was trading at 84675.08. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Dec SENSEX50 was trading at 84695.54. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SENSEX50 26FEB2026 83000 PE | |||||||
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Delta: -0.33
Vega: 70.9
Theta: -13.42
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Feb | 83580.40 | 516.15 | -63.6 | 11.93 | 7,450 | 599.2 | 840 |
| 5 Feb | 83313.93 | 590 | 90 | 11.75 | 1,835 | -31.733 | 240.8 |
| 4 Feb | 83817.69 | 527 | -40.5 | 12.98 | 2,184 | 43.467 | 272.533 |
| 3 Feb | 83739.13 | 563.7 | -1035.4 | 12.8 | 2,041 | 20.8 | 229.067 |
| 2 Feb | 81666.46 | 1600 | -704 | - | 153 | -8 | 208.267 |
| 1 Feb | 80722.94 | 2354.45 | 1134.9 | - | 696 | 1.867 | 216.267 |
| 30 Jan | 82269.78 | 1229.5 | 157.95 | - | 277 | 7.733 | 214.4 |
| 29 Jan | 82566.37 | 1078.3 | -128.85 | 12.91 | 414 | 22.667 | 206.667 |
| 28 Jan | 82344.68 | 1205.2 | -203.15 | 13 | 776 | 34.4 | 184 |
| 27 Jan | 81857.48 | 1351.8 | -358.45 | 12.86 | 213 | 6.667 | 149.6 |
| 23 Jan | 81537.70 | 1723.85 | 508.25 | 13.77 | 517 | 34.133 | 142.933 |
| 22 Jan | 82307.37 | 1187.75 | -402.95 | 12.55 | 725 | 61.867 | 108.8 |
| 21 Jan | 81909.63 | 1590.7 | 276.4 | 14.14 | 314 | 6.667 | 46.933 |
| 20 Jan | 82180.47 | 1360 | 503 | 13.12 | 147 | 6.667 | 40.267 |
| 19 Jan | 83246.18 | 890 | 157 | 12.51 | 104 | -7.733 | 33.6 |
| 16 Jan | 83570.35 | 725 | -100 | 12.22 | 75 | 9.6 | 41.333 |
| 14 Jan | 83382.71 | 830 | 91.1 | 12.4 | 23 | 0.8 | 31.733 |
| 13 Jan | 26863.70 | 738.9 | 74.95 | 12.25 | 117 | 17.6 | 30.933 |
| 12 Jan | 83878.17 | 665 | -93.35 | 12.42 | 81 | 6.667 | 13.333 |
| 9 Jan | 83576.24 | 756.85 | 143.55 | - | 20 | 2.133 | 6.667 |
| 8 Jan | 84180.96 | 617.7 | 351.55 | - | 18 | 3.467 | 4.533 |
| 7 Jan | 84961.14 | 256.55 | 0 | - | 0 | 0 | 1.067 |
| 6 Jan | 85063.34 | 256.55 | 0 | - | 0 | 0 | 1.067 |
| 5 Jan | 85439.62 | 256.55 | 0 | - | 0 | 0 | 1.067 |
| 2 Jan | 85762.01 | 256.55 | 0 | - | 1 | 0.267 | 1.067 |
| 1 Jan | 85188.60 | 400 | 0 | - | 0 | 0 | 0.8 |
| 31 Dec | 85220.60 | 400 | 0 | - | 0 | 0 | 0.8 |
| 30 Dec | 84675.08 | 400 | 0 | - | 2 | 0.533 | 0.8 |
| 29 Dec | 84695.54 | 400 | 92.45 | - | 1 | 0.267 | 0.267 |
For Sensex 50 - strike price 83000 expiring on 26FEB2026
Delta for 83000 PE is -0.33
Historical price for 83000 PE is as follows
On 6 Feb SENSEX50 was trading at 83580.40. The strike last trading price was 516.15, which was -63.6 lower than the previous day. The implied volatity was 11.93, the open interest changed by 2247 which increased total open position to 3150
On 5 Feb SENSEX50 was trading at 83313.93. The strike last trading price was 590, which was 90 higher than the previous day. The implied volatity was 11.75, the open interest changed by -119 which decreased total open position to 903
On 4 Feb SENSEX50 was trading at 83817.69. The strike last trading price was 527, which was -40.5 lower than the previous day. The implied volatity was 12.98, the open interest changed by 163 which increased total open position to 1022
On 3 Feb SENSEX50 was trading at 83739.13. The strike last trading price was 563.7, which was -1035.4 lower than the previous day. The implied volatity was 12.8, the open interest changed by 78 which increased total open position to 859
On 2 Feb SENSEX50 was trading at 81666.46. The strike last trading price was 1600, which was -704 lower than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 781
On 1 Feb SENSEX50 was trading at 80722.94. The strike last trading price was 2354.45, which was 1134.9 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 811
On 30 Jan SENSEX50 was trading at 82269.78. The strike last trading price was 1229.5, which was 157.95 higher than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 804
On 29 Jan SENSEX50 was trading at 82566.37. The strike last trading price was 1078.3, which was -128.85 lower than the previous day. The implied volatity was 12.91, the open interest changed by 85 which increased total open position to 775
On 28 Jan SENSEX50 was trading at 82344.68. The strike last trading price was 1205.2, which was -203.15 lower than the previous day. The implied volatity was 13, the open interest changed by 129 which increased total open position to 690
On 27 Jan SENSEX50 was trading at 81857.48. The strike last trading price was 1351.8, which was -358.45 lower than the previous day. The implied volatity was 12.86, the open interest changed by 25 which increased total open position to 561
On 23 Jan SENSEX50 was trading at 81537.70. The strike last trading price was 1723.85, which was 508.25 higher than the previous day. The implied volatity was 13.77, the open interest changed by 128 which increased total open position to 536
On 22 Jan SENSEX50 was trading at 82307.37. The strike last trading price was 1187.75, which was -402.95 lower than the previous day. The implied volatity was 12.55, the open interest changed by 232 which increased total open position to 408
On 21 Jan SENSEX50 was trading at 81909.63. The strike last trading price was 1590.7, which was 276.4 higher than the previous day. The implied volatity was 14.14, the open interest changed by 25 which increased total open position to 176
On 20 Jan SENSEX50 was trading at 82180.47. The strike last trading price was 1360, which was 503 higher than the previous day. The implied volatity was 13.12, the open interest changed by 25 which increased total open position to 151
On 19 Jan SENSEX50 was trading at 83246.18. The strike last trading price was 890, which was 157 higher than the previous day. The implied volatity was 12.51, the open interest changed by -29 which decreased total open position to 126
On 16 Jan SENSEX50 was trading at 83570.35. The strike last trading price was 725, which was -100 lower than the previous day. The implied volatity was 12.22, the open interest changed by 36 which increased total open position to 155
On 14 Jan SENSEX50 was trading at 83382.71. The strike last trading price was 830, which was 91.1 higher than the previous day. The implied volatity was 12.4, the open interest changed by 3 which increased total open position to 119
On 13 Jan SENSEX50 was trading at 26863.70. The strike last trading price was 738.9, which was 74.95 higher than the previous day. The implied volatity was 12.25, the open interest changed by 66 which increased total open position to 116
On 12 Jan SENSEX50 was trading at 83878.17. The strike last trading price was 665, which was -93.35 lower than the previous day. The implied volatity was 12.42, the open interest changed by 25 which increased total open position to 50
On 9 Jan SENSEX50 was trading at 83576.24. The strike last trading price was 756.85, which was 143.55 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 25
On 8 Jan SENSEX50 was trading at 84180.96. The strike last trading price was 617.7, which was 351.55 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 17
On 7 Jan SENSEX50 was trading at 84961.14. The strike last trading price was 256.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 6 Jan SENSEX50 was trading at 85063.34. The strike last trading price was 256.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Jan SENSEX50 was trading at 85439.62. The strike last trading price was 256.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 2 Jan SENSEX50 was trading at 85762.01. The strike last trading price was 256.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 1 Jan SENSEX50 was trading at 85188.60. The strike last trading price was 400, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 31 Dec SENSEX50 was trading at 85220.60. The strike last trading price was 400, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 30 Dec SENSEX50 was trading at 84675.08. The strike last trading price was 400, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3
On 29 Dec SENSEX50 was trading at 84695.54. The strike last trading price was 400, which was 92.45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1






























































































































































































































