SENSEX
Sensex
Historical option data for SENSEX
10 Mar 2026 11:13 AM IST
| SENSEX 12-MAR-2026 78100 CE | ||||||||||||||||
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Delta: 0.53
Vega: 24.02
Theta: -156.64
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Mar | 78154.65 | 686.95 | -112.25 | 26.39 | 1,59,090 | 11,445 | 14,076 | |||||||||
| 9 Mar | 77566.16 | 736.95 | -791.85 | 34.99 | 92,276 | 2,409 | 2,631 | |||||||||
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| 6 Mar | 78918.90 | 1479.3 | -282.1 | 21.71 | 598 | 129 | 222 | |||||||||
| 5 Mar | 80015.90 | 1761.4 | 13.4 | 13.43 | 95 | 63 | 93 | |||||||||
| 4 Mar | 79116.19 | 1748 | -689.1 | 22.75 | 71 | 30 | 30 | |||||||||
| 2 Mar | 80238.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 81287.19 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 82248.61 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 82276.07 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 82225.92 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 78100 expiring on 12MAR2026
Delta for 78100 CE is 0.53
Historical price for 78100 CE is as follows
On 10 Mar SENSEX was trading at 78154.65. The strike last trading price was 686.95, which was -112.25 lower than the previous day. The implied volatity was 26.39, the open interest changed by 11445 which increased total open position to 14076
On 9 Mar SENSEX was trading at 77566.16. The strike last trading price was 736.95, which was -791.85 lower than the previous day. The implied volatity was 34.99, the open interest changed by 2409 which increased total open position to 2631
On 6 Mar SENSEX was trading at 78918.90. The strike last trading price was 1479.3, which was -282.1 lower than the previous day. The implied volatity was 21.71, the open interest changed by 129 which increased total open position to 222
On 5 Mar SENSEX was trading at 80015.90. The strike last trading price was 1761.4, which was 13.4 higher than the previous day. The implied volatity was 13.43, the open interest changed by 63 which increased total open position to 93
On 4 Mar SENSEX was trading at 79116.19. The strike last trading price was 1748, which was -689.1 lower than the previous day. The implied volatity was 22.75, the open interest changed by 30 which increased total open position to 30
On 2 Mar SENSEX was trading at 80238.85. 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 27 Feb SENSEX was trading at 81287.19. 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 26 Feb SENSEX was trading at 82248.61. 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 25 Feb SENSEX was trading at 82276.07. 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 24 Feb SENSEX was trading at 82225.92. 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
| SENSEX 12MAR2026 78100 PE | |||||||
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Delta: -0.47
Vega: 24.01
Theta: -126.75
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Mar | 78154.65 | 548.65 | -577 | 24.84 | 1,27,639 | 10,329 | 11,632 |
| 9 Mar | 77566.16 | 1193.4 | 552.35 | 31.89 | 14,468 | -805 | 1,303 |
| 6 Mar | 78918.90 | 564.95 | 254.9 | 24.79 | 77,511 | 1,278 | 2,108 |
| 5 Mar | 80015.90 | 320 | -483.15 | 23.33 | 4,190 | 721 | 830 |
| 4 Mar | 79116.19 | 790.95 | 429.2 | 27.95 | 112 | 7 | 109 |
| 2 Mar | 80238.85 | 351.05 | 300.75 | 22.16 | 259 | 102 | 102 |
| 27 Feb | 81287.19 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 82248.61 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 82276.07 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 82225.92 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 78100 expiring on 12MAR2026
Delta for 78100 PE is -0.47
Historical price for 78100 PE is as follows
On 10 Mar SENSEX was trading at 78154.65. The strike last trading price was 548.65, which was -577 lower than the previous day. The implied volatity was 24.84, the open interest changed by 10329 which increased total open position to 11632
On 9 Mar SENSEX was trading at 77566.16. The strike last trading price was 1193.4, which was 552.35 higher than the previous day. The implied volatity was 31.89, the open interest changed by -805 which decreased total open position to 1303
On 6 Mar SENSEX was trading at 78918.90. The strike last trading price was 564.95, which was 254.9 higher than the previous day. The implied volatity was 24.79, the open interest changed by 1278 which increased total open position to 2108
On 5 Mar SENSEX was trading at 80015.90. The strike last trading price was 320, which was -483.15 lower than the previous day. The implied volatity was 23.33, the open interest changed by 721 which increased total open position to 830
On 4 Mar SENSEX was trading at 79116.19. The strike last trading price was 790.95, which was 429.2 higher than the previous day. The implied volatity was 27.95, the open interest changed by 7 which increased total open position to 109
On 2 Mar SENSEX was trading at 80238.85. The strike last trading price was 351.05, which was 300.75 higher than the previous day. The implied volatity was 22.16, the open interest changed by 102 which increased total open position to 102
On 27 Feb SENSEX was trading at 81287.19. 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 26 Feb SENSEX was trading at 82248.61. 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 25 Feb SENSEX was trading at 82276.07. 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 24 Feb SENSEX was trading at 82225.92. 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
