SENSEX
Sensex
Historical option data for SENSEX
04 Mar 2026 04:11 PM IST
| SENSEX 05-MAR-2026 79500 CE | ||||||||||||||||
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Delta: 0.39
Vega: 15.88
Theta: -253.69
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Mar | 79116.19 | 347.75 | -722.15 | 30.89 | 28,23,382 | 22,274 | 26,466 | |||||||||
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| 2 Mar | 80238.85 | 1115.1 | -825.35 | 23.14 | 99,487 | 4,189 | 4,192 | |||||||||
| 27 Feb | 81287.19 | 2035 | -819.35 | 15.51 | 4 | 3 | 3 | |||||||||
| 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 | |||||||||
| 23 Feb | 83294.66 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 82814.71 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 82498.14 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 83734.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 83450.96 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 83277.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 82626.76 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 83674.92 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 84233.64 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 84273.92 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 84065.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 83580.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 79500 expiring on 05MAR2026
Delta for 79500 CE is 0.39
Historical price for 79500 CE is as follows
On 4 Mar SENSEX was trading at 79116.19. The strike last trading price was 347.75, which was -722.15 lower than the previous day. The implied volatity was 30.89, the open interest changed by 22274 which increased total open position to 26466
On 2 Mar SENSEX was trading at 80238.85. The strike last trading price was 1115.1, which was -825.35 lower than the previous day. The implied volatity was 23.14, the open interest changed by 4189 which increased total open position to 4192
On 27 Feb SENSEX was trading at 81287.19. The strike last trading price was 2035, which was -819.35 lower than the previous day. The implied volatity was 15.51, the open interest changed by 3 which increased total open position to 3
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
On 23 Feb SENSEX was trading at 83294.66. 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 20 Feb SENSEX was trading at 82814.71. 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 19 Feb SENSEX was trading at 82498.14. 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 18 Feb SENSEX was trading at 83734.25. 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 17 Feb SENSEX was trading at 83450.96. 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 16 Feb SENSEX was trading at 83277.15. 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 13 Feb SENSEX was trading at 82626.76. 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 12 Feb SENSEX was trading at 83674.92. 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
On 11 Feb SENSEX was trading at 84233.64. 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 10 Feb SENSEX was trading at 84273.92. 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
On 9 Feb SENSEX was trading at 84065.75. 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 Feb SENSEX was trading at 83580.40. 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 05MAR2026 79500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.61
Vega: 15.89
Theta: -233.3
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Mar | 79116.19 | 720 | 342.55 | 31.05 | 4,81,363 | -6,269 | 18,489 |
| 2 Mar | 80238.85 | 358 | 257.85 | 23.22 | 6,82,586 | 13,705 | 24,758 |
| 27 Feb | 81287.19 | 84.05 | 36.45 | 15.41 | 1,69,839 | 5,813 | 11,053 |
| 26 Feb | 82248.61 | 47.1 | -11.55 | 16.51 | 24,026 | 3,072 | 5,240 |
| 25 Feb | 82276.07 | 57.4 | -24.45 | 16.43 | 11,477 | 1,175 | 2,168 |
| 24 Feb | 82225.92 | 77 | -10.5 | 16.87 | 3,958 | 993 | 993 |
| 23 Feb | 83294.66 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 82814.71 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 82498.14 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 83734.25 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 83450.96 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Feb | 83277.15 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 82626.76 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 83674.92 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 84233.64 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 84273.92 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 84065.75 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 83580.40 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 79500 expiring on 05MAR2026
Delta for 79500 PE is -0.61
Historical price for 79500 PE is as follows
On 4 Mar SENSEX was trading at 79116.19. The strike last trading price was 720, which was 342.55 higher than the previous day. The implied volatity was 31.05, the open interest changed by -6269 which decreased total open position to 18489
On 2 Mar SENSEX was trading at 80238.85. The strike last trading price was 358, which was 257.85 higher than the previous day. The implied volatity was 23.22, the open interest changed by 13705 which increased total open position to 24758
On 27 Feb SENSEX was trading at 81287.19. The strike last trading price was 84.05, which was 36.45 higher than the previous day. The implied volatity was 15.41, the open interest changed by 5813 which increased total open position to 11053
On 26 Feb SENSEX was trading at 82248.61. The strike last trading price was 47.1, which was -11.55 lower than the previous day. The implied volatity was 16.51, the open interest changed by 3072 which increased total open position to 5240
On 25 Feb SENSEX was trading at 82276.07. The strike last trading price was 57.4, which was -24.45 lower than the previous day. The implied volatity was 16.43, the open interest changed by 1175 which increased total open position to 2168
On 24 Feb SENSEX was trading at 82225.92. The strike last trading price was 77, which was -10.5 lower than the previous day. The implied volatity was 16.87, the open interest changed by 993 which increased total open position to 993
On 23 Feb SENSEX was trading at 83294.66. 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 20 Feb SENSEX was trading at 82814.71. 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 19 Feb SENSEX was trading at 82498.14. 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 18 Feb SENSEX was trading at 83734.25. 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 17 Feb SENSEX was trading at 83450.96. 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 16 Feb SENSEX was trading at 83277.15. 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 13 Feb SENSEX was trading at 82626.76. 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 12 Feb SENSEX was trading at 83674.92. 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
On 11 Feb SENSEX was trading at 84233.64. 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 10 Feb SENSEX was trading at 84273.92. 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
On 9 Feb SENSEX was trading at 84065.75. 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 Feb SENSEX was trading at 83580.40. 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
