SENSEX
Sensex
Historical option data for SENSEX
06 Mar 2026 04:11 PM IST
| SENSEX 12-MAR-2026 79500 CE | ||||||||||||||||
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Delta: 0.43
Vega: 39.85
Theta: -76.68
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Mar | 78918.90 | 650.75 | -549.55 | 20.32 | 5,41,871 | 12,023 | 22,153 | |||||||||
| 5 Mar | 80015.90 | 1143.75 | 103.8 | 18.67 | 1,08,247 | 8,202 | 10,130 | |||||||||
| 4 Mar | 79116.19 | 1008 | -518.35 | 23.8 | 10,778 | 1,505 | 1,928 | |||||||||
| 2 Mar | 80238.85 | 1545 | -604.85 | 19.48 | 1,128 | 423 | 423 | |||||||||
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| 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 79500 expiring on 12MAR2026
Delta for 79500 CE is 0.43
Historical price for 79500 CE is as follows
On 6 Mar SENSEX was trading at 78918.90. The strike last trading price was 650.75, which was -549.55 lower than the previous day. The implied volatity was 20.32, the open interest changed by 12023 which increased total open position to 22153
On 5 Mar SENSEX was trading at 80015.90. The strike last trading price was 1143.75, which was 103.8 higher than the previous day. The implied volatity was 18.67, the open interest changed by 8202 which increased total open position to 10130
On 4 Mar SENSEX was trading at 79116.19. The strike last trading price was 1008, which was -518.35 lower than the previous day. The implied volatity was 23.8, the open interest changed by 1505 which increased total open position to 1928
On 2 Mar SENSEX was trading at 80238.85. The strike last trading price was 1545, which was -604.85 lower than the previous day. The implied volatity was 19.48, the open interest changed by 423 which increased total open position to 423
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 79500 PE | |||||||
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Delta: -0.56
Vega: 40
Theta: -64.89
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Mar | 78918.90 | 1135.8 | 513.35 | 23.18 | 7,19,610 | -1 | 13,798 |
| 5 Mar | 80015.90 | 669 | -606 | 21.14 | 1,22,862 | 11,464 | 13,799 |
| 4 Mar | 79116.19 | 1240 | 558.45 | 24.11 | 7,451 | 1,374 | 2,335 |
| 2 Mar | 80238.85 | 640 | 419.95 | 19.61 | 6,975 | 599 | 961 |
| 27 Feb | 81287.19 | 215 | 96.65 | 14.79 | 961 | 236 | 362 |
| 26 Feb | 82248.61 | 121.55 | -18.05 | 15.32 | 850 | 83 | 126 |
| 25 Feb | 82276.07 | 137.6 | -56.1 | 15.57 | 183 | 43 | 43 |
| 24 Feb | 82225.92 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 79500 expiring on 12MAR2026
Delta for 79500 PE is -0.56
Historical price for 79500 PE is as follows
On 6 Mar SENSEX was trading at 78918.90. The strike last trading price was 1135.8, which was 513.35 higher than the previous day. The implied volatity was 23.18, the open interest changed by -1 which decreased total open position to 13798
On 5 Mar SENSEX was trading at 80015.90. The strike last trading price was 669, which was -606 lower than the previous day. The implied volatity was 21.14, the open interest changed by 11464 which increased total open position to 13799
On 4 Mar SENSEX was trading at 79116.19. The strike last trading price was 1240, which was 558.45 higher than the previous day. The implied volatity was 24.11, the open interest changed by 1374 which increased total open position to 2335
On 2 Mar SENSEX was trading at 80238.85. The strike last trading price was 640, which was 419.95 higher than the previous day. The implied volatity was 19.61, the open interest changed by 599 which increased total open position to 961
On 27 Feb SENSEX was trading at 81287.19. The strike last trading price was 215, which was 96.65 higher than the previous day. The implied volatity was 14.79, the open interest changed by 236 which increased total open position to 362
On 26 Feb SENSEX was trading at 82248.61. The strike last trading price was 121.55, which was -18.05 lower than the previous day. The implied volatity was 15.32, the open interest changed by 83 which increased total open position to 126
On 25 Feb SENSEX was trading at 82276.07. The strike last trading price was 137.6, which was -56.1 lower than the previous day. The implied volatity was 15.57, the open interest changed by 43 which increased total open position to 43
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
