SENSEX

Sensex

82269.78 -296.59 (-0.36%)

L: 81941.03 H: 82430.82

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Historical option data for SENSEX
30 Jan 2026 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

SENSEX 05-FEB-2026 82300 CE
Delta: 0.54 Vega: 41.89 Theta: -66.56 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
30 Jan	82269.78	735 ₹ 14,700	-203.7 -4074.00	15.64	4,31,481 86,29,620	6,836 1,36,720	9,867 1,97,340
29 Jan	82566.37	957.45 ₹ 19,149	79.5 1590.00	15.96	23,220 4,64,400	353 7,060	3,031 60,620
28 Jan	82344.68	862.65 ₹ 17,253	23 460.00	15.64	10,616 2,12,320	2,486 49,720	2,678 53,560

27 Jan	81857.48	878 ₹ 17,560	145.1 2902.00	17.66	1,185 23,700	18 360	192 3,840
23 Jan	81537.70	743.85 ₹ 14,877	-422.55 -8451.00	15.48	797 15,940	149 2,980	174 3,480
22 Jan	82307.37	1205.2 ₹ 24,104	154.85 3097.00	15.39	144 2,880	15 300	25 500
21 Jan	81909.63	1050.35 ₹ 21,007	50 1000.00	16.18	5 100	5 100	10 200
20 Jan	82180.47	1718.8 ₹ 34,376	-276.1 -5522.00	-	0 0	0 0	5 100
19 Jan	83246.18	1718.8 ₹ 34,376	-276.1 -5522.00	-	0 0	0 0	5 100
16 Jan	83570.35	1718.8 ₹ 34,376	-276.1 -5522.00	-	0 0	0 0	5 100
14 Jan	83382.71	1718.8 ₹ 34,376	-276.1 -5522.00	-	0 0	0 0	5 100
13 Jan	83627.69	1718.8 ₹ 34,376	-276.1 -5522.00	-	0 0	0 0	0 0
12 Jan	83878.17	1718.8 ₹ 34,376	-276.1 -5522.00	4.58	5 100	5 100	5 100
9 Jan	83576.24	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
8 Jan	84180.96	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
7 Jan	84961.14	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
6 Jan	85063.34	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Sensex - strike price 82300 expiring on 05FEB2026

Delta for 82300 CE is 0.54

Historical price for 82300 CE is as follows

On 30 Jan SENSEX was trading at 82269.78. The strike last trading price was 735, which was -203.7 lower than the previous day. The implied volatity was 15.64, the open interest changed by 6836 which increased total open position to 9867

On 29 Jan SENSEX was trading at 82566.37. The strike last trading price was 957.45, which was 79.5 higher than the previous day. The implied volatity was 15.96, the open interest changed by 353 which increased total open position to 3031

On 28 Jan SENSEX was trading at 82344.68. The strike last trading price was 862.65, which was 23 higher than the previous day. The implied volatity was 15.64, the open interest changed by 2486 which increased total open position to 2678

On 27 Jan SENSEX was trading at 81857.48. The strike last trading price was 878, which was 145.1 higher than the previous day. The implied volatity was 17.66, the open interest changed by 18 which increased total open position to 192

On 23 Jan SENSEX was trading at 81537.70. The strike last trading price was 743.85, which was -422.55 lower than the previous day. The implied volatity was 15.48, the open interest changed by 149 which increased total open position to 174

On 22 Jan SENSEX was trading at 82307.37. The strike last trading price was 1205.2, which was 154.85 higher than the previous day. The implied volatity was 15.39, the open interest changed by 15 which increased total open position to 25

On 21 Jan SENSEX was trading at 81909.63. The strike last trading price was 1050.35, which was 50 higher than the previous day. The implied volatity was 16.18, the open interest changed by 5 which increased total open position to 10

On 20 Jan SENSEX was trading at 82180.47. The strike last trading price was 1718.8, which was -276.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5

On 19 Jan SENSEX was trading at 83246.18. The strike last trading price was 1718.8, which was -276.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5

On 16 Jan SENSEX was trading at 83570.35. The strike last trading price was 1718.8, which was -276.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5

On 14 Jan SENSEX was trading at 83382.71. The strike last trading price was 1718.8, which was -276.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5

On 13 Jan SENSEX was trading at 83627.69. The strike last trading price was 1718.8, which was -276.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Jan SENSEX was trading at 83878.17. The strike last trading price was 1718.8, which was -276.1 lower than the previous day. The implied volatity was 4.58, the open interest changed by 5 which increased total open position to 5

On 9 Jan SENSEX 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 SENSEX 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 SENSEX 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 SENSEX 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

SENSEX 05FEB2026 82300 PE
Delta: -0.46 Vega: 41.91 Theta: -46.89 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
30 Jan	82269.78	596.95 ₹ 11,939	115.35 2307.00	16.46	3,60,231 72,04,620	6,188 1,23,760	9,073 1,81,460
29 Jan	82566.37	483.9 ₹ 9,678	-183.55 -3671.00	14.84	14,602 2,92,040	1,971 39,420	2,885 57,700
28 Jan	82344.68	644.35 ₹ 12,887	-235.85 -4717.00	15.44	6,551 1,31,020	742 14,840	914 18,280
27 Jan	81857.48	854.95 ₹ 17,099	-337.75 -6755.00	15.67	589 11,780	78 1,560	172 3,440
23 Jan	81537.70	1187.4 ₹ 23,748	499.9 9998.00	15.59	1,350 27,000	74 1,480	94 1,880
22 Jan	82307.37	686.1 ₹ 13,722	-213.9 -4278.00	13.63	61 1,220	-15 -300	20 400
21 Jan	81909.63	900 ₹ 18,000	-21.7 -434.00	13.25	48 960	34 680	35 700
20 Jan	82180.47	314.05 ₹ 6,281	-115.45 -2309.00	-	0 0	0 0	1 20
19 Jan	83246.18	314.05 ₹ 6,281	-115.45 -2309.00	-	0 0	0 0	1 20
16 Jan	83570.35	314.05 ₹ 6,281	-115.45 -2309.00	12.12	52 1,040	-49 -980	1 20
14 Jan	83382.71	425.35 ₹ 8,507	38.7 774.00	12.69	118 2,360	-8 -160	50 1,000
13 Jan	83627.69	391.9 ₹ 7,838	58.2 1164.00	12.96	104 2,080	51 1,020	58 1,160
12 Jan	83878.17	333.7 ₹ 6,674	-50.8 -1016.00	13	90 1,800	7 140	7 140
9 Jan	83576.24	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
8 Jan	84180.96	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
7 Jan	84961.14	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
6 Jan	85063.34	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Sensex - strike price 82300 expiring on 05FEB2026

Delta for 82300 PE is -0.46

Historical price for 82300 PE is as follows

On 30 Jan SENSEX was trading at 82269.78. The strike last trading price was 596.95, which was 115.35 higher than the previous day. The implied volatity was 16.46, the open interest changed by 6188 which increased total open position to 9073

On 29 Jan SENSEX was trading at 82566.37. The strike last trading price was 483.9, which was -183.55 lower than the previous day. The implied volatity was 14.84, the open interest changed by 1971 which increased total open position to 2885

On 28 Jan SENSEX was trading at 82344.68. The strike last trading price was 644.35, which was -235.85 lower than the previous day. The implied volatity was 15.44, the open interest changed by 742 which increased total open position to 914

On 27 Jan SENSEX was trading at 81857.48. The strike last trading price was 854.95, which was -337.75 lower than the previous day. The implied volatity was 15.67, the open interest changed by 78 which increased total open position to 172

On 23 Jan SENSEX was trading at 81537.70. The strike last trading price was 1187.4, which was 499.9 higher than the previous day. The implied volatity was 15.59, the open interest changed by 74 which increased total open position to 94

On 22 Jan SENSEX was trading at 82307.37. The strike last trading price was 686.1, which was -213.9 lower than the previous day. The implied volatity was 13.63, the open interest changed by -15 which decreased total open position to 20

On 21 Jan SENSEX was trading at 81909.63. The strike last trading price was 900, which was -21.7 lower than the previous day. The implied volatity was 13.25, the open interest changed by 34 which increased total open position to 35

On 20 Jan SENSEX was trading at 82180.47. The strike last trading price was 314.05, which was -115.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 19 Jan SENSEX was trading at 83246.18. The strike last trading price was 314.05, which was -115.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 16 Jan SENSEX was trading at 83570.35. The strike last trading price was 314.05, which was -115.45 lower than the previous day. The implied volatity was 12.12, the open interest changed by -49 which decreased total open position to 1

On 14 Jan SENSEX was trading at 83382.71. The strike last trading price was 425.35, which was 38.7 higher than the previous day. The implied volatity was 12.69, the open interest changed by -8 which decreased total open position to 50

On 13 Jan SENSEX was trading at 83627.69. The strike last trading price was 391.9, which was 58.2 higher than the previous day. The implied volatity was 12.96, the open interest changed by 51 which increased total open position to 58

On 12 Jan SENSEX was trading at 83878.17. The strike last trading price was 333.7, which was -50.8 lower than the previous day. The implied volatity was 13, the open interest changed by 7 which increased total open position to 7

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