SENSEX

Sensex

82269.78 -296.59 (-0.36%)

L: 81941.03 H: 82430.82

Back to Option Chain

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 26-FEB-2026 82500 CE
Delta: 0.57 Vega: 88.08 Theta: -32.88 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
30 Jan	82269.78	1340.25 ₹ 26,805	-236 -4720.00	12.56	627 12,540	117 2,340	617 12,340
29 Jan	82566.37	1577 ₹ 31,540	130.9 2618.00	13.17	402 8,040	111 2,220	500 10,000
28 Jan	82344.68	1457 ₹ 29,140	58.85 1177.00	13.07	345 6,900	65 1,300	389 7,780
27 Jan	81857.48	1444.5 ₹ 28,890	192.45 3849.00	14.43	668 13,360	-16 -320	324 6,480
23 Jan	81537.70	1252.05 ₹ 25,041	-448.15 -8963.00	13.44	596 11,920	241 4,820	340 6,800
22 Jan	82307.37	1706.6 ₹ 34,132	315.35 6307.00	13.66	236 4,720	49 980	99 1,980
21 Jan	81909.63	1391.25 ₹ 27,825	-139.85 -2797.00	12.43	85 1,700	20 400	50 1,000
20 Jan	82180.47	1477.95 ₹ 29,559	-672.05 -13441.00	11.61	54 1,080	24 480	30 600
19 Jan	83246.18	2150 ₹ 43,000	-16 -320.00	11.92	11 220	6 120	6 120
16 Jan	83570.35	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
14 Jan	83382.71	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
13 Jan	83627.69	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
12 Jan	83878.17	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
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

5 Jan	85439.62	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
2 Jan	85762.01	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
1 Jan	85188.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
31 Dec	85220.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Dec	84675.08	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
29 Dec	84695.54	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Sensex - strike price 82500 expiring on 26FEB2026

Delta for 82500 CE is 0.57

Historical price for 82500 CE is as follows

On 30 Jan SENSEX was trading at 82269.78. The strike last trading price was 1340.25, which was -236 lower than the previous day. The implied volatity was 12.56, the open interest changed by 117 which increased total open position to 617

On 29 Jan SENSEX was trading at 82566.37. The strike last trading price was 1577, which was 130.9 higher than the previous day. The implied volatity was 13.17, the open interest changed by 111 which increased total open position to 500

On 28 Jan SENSEX was trading at 82344.68. The strike last trading price was 1457, which was 58.85 higher than the previous day. The implied volatity was 13.07, the open interest changed by 65 which increased total open position to 389

On 27 Jan SENSEX was trading at 81857.48. The strike last trading price was 1444.5, which was 192.45 higher than the previous day. The implied volatity was 14.43, the open interest changed by -16 which decreased total open position to 324

On 23 Jan SENSEX was trading at 81537.70. The strike last trading price was 1252.05, which was -448.15 lower than the previous day. The implied volatity was 13.44, the open interest changed by 241 which increased total open position to 340

On 22 Jan SENSEX was trading at 82307.37. The strike last trading price was 1706.6, which was 315.35 higher than the previous day. The implied volatity was 13.66, the open interest changed by 49 which increased total open position to 99

On 21 Jan SENSEX was trading at 81909.63. The strike last trading price was 1391.25, which was -139.85 lower than the previous day. The implied volatity was 12.43, the open interest changed by 20 which increased total open position to 50

On 20 Jan SENSEX was trading at 82180.47. The strike last trading price was 1477.95, which was -672.05 lower than the previous day. The implied volatity was 11.61, the open interest changed by 24 which increased total open position to 30

On 19 Jan SENSEX was trading at 83246.18. The strike last trading price was 2150, which was -16 lower than the previous day. The implied volatity was 11.92, the open interest changed by 6 which increased total open position to 6

On 16 Jan SENSEX was trading at 83570.35. 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 14 Jan SENSEX was trading at 83382.71. 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 13 Jan SENSEX was trading at 83627.69. 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 Jan SENSEX was trading at 83878.17. 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 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

On 5 Jan SENSEX 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 SENSEX 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 SENSEX 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 SENSEX 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 SENSEX 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 SENSEX 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

SENSEX 26FEB2026 82500 PE
Delta: -0.44 Vega: 88.2 Theta: -11.86 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
30 Jan	82269.78	1000 ₹ 20,000	124.6 2492.00	13.46	803 16,060	135 2,700	665 13,300
29 Jan	82566.37	877.3 ₹ 17,546	-129.95 -2599.00	13.14	540 10,800	96 1,920	530 10,600
28 Jan	82344.68	990 ₹ 19,800	-202.8 -4056.00	13.34	329 6,580	94 1,880	434 8,680
27 Jan	81857.48	1130.95 ₹ 22,619	-311.05 -6221.00	13.16	249 4,980	27 540	340 6,800
23 Jan	81537.70	1450 ₹ 29,000	460.9 9218.00	13.51	537 10,740	160 3,200	313 6,260
22 Jan	82307.37	977.9 ₹ 19,558	-317.95 -6359.00	12.72	167 3,340	81 1,620	153 3,060
21 Jan	81909.63	1340.5 ₹ 26,810	224.65 4493.00	14.17	149 2,980	-21 -420	72 1,440
20 Jan	82180.47	1146.85 ₹ 22,937	453.85 9077.00	13.33	63 1,260	28 560	93 1,860
19 Jan	83246.18	693 ₹ 13,860	103.25 2065.00	12.32	57 1,140	-9 -180	65 1,300
16 Jan	83570.35	589.75 ₹ 11,795	-85.25 -1705.00	12.35	21 420	2 40	74 1,480
14 Jan	83382.71	675 ₹ 13,500	-45 -900.00	12.49	25 500	20 400	72 1,440
13 Jan	83627.69	720 ₹ 14,400	182.3 3646.00	13.61	13 260	7 140	52 1,040
12 Jan	83878.17	537.7 ₹ 10,754	-112.3 -2246.00	12.52	59 1,180	32 640	45 900
9 Jan	83576.24	650 ₹ 13,000	195.35 3907.00	-	6 120	3 60	13 260
8 Jan	84180.96	454.65 ₹ 9,093	267.25 5345.00	-	10 200	10 200	10 200
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
5 Jan	85439.62	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
2 Jan	85762.01	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
1 Jan	85188.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
31 Dec	85220.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Dec	84675.08	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
29 Dec	84695.54	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Sensex - strike price 82500 expiring on 26FEB2026

Delta for 82500 PE is -0.44

Historical price for 82500 PE is as follows

On 30 Jan SENSEX was trading at 82269.78. The strike last trading price was 1000, which was 124.6 higher than the previous day. The implied volatity was 13.46, the open interest changed by 135 which increased total open position to 665

On 29 Jan SENSEX was trading at 82566.37. The strike last trading price was 877.3, which was -129.95 lower than the previous day. The implied volatity was 13.14, the open interest changed by 96 which increased total open position to 530

On 28 Jan SENSEX was trading at 82344.68. The strike last trading price was 990, which was -202.8 lower than the previous day. The implied volatity was 13.34, the open interest changed by 94 which increased total open position to 434

On 27 Jan SENSEX was trading at 81857.48. The strike last trading price was 1130.95, which was -311.05 lower than the previous day. The implied volatity was 13.16, the open interest changed by 27 which increased total open position to 340

On 23 Jan SENSEX was trading at 81537.70. The strike last trading price was 1450, which was 460.9 higher than the previous day. The implied volatity was 13.51, the open interest changed by 160 which increased total open position to 313

On 22 Jan SENSEX was trading at 82307.37. The strike last trading price was 977.9, which was -317.95 lower than the previous day. The implied volatity was 12.72, the open interest changed by 81 which increased total open position to 153

On 21 Jan SENSEX was trading at 81909.63. The strike last trading price was 1340.5, which was 224.65 higher than the previous day. The implied volatity was 14.17, the open interest changed by -21 which decreased total open position to 72

On 20 Jan SENSEX was trading at 82180.47. The strike last trading price was 1146.85, which was 453.85 higher than the previous day. The implied volatity was 13.33, the open interest changed by 28 which increased total open position to 93

On 19 Jan SENSEX was trading at 83246.18. The strike last trading price was 693, which was 103.25 higher than the previous day. The implied volatity was 12.32, the open interest changed by -9 which decreased total open position to 65

On 16 Jan SENSEX was trading at 83570.35. The strike last trading price was 589.75, which was -85.25 lower than the previous day. The implied volatity was 12.35, the open interest changed by 2 which increased total open position to 74

On 14 Jan SENSEX was trading at 83382.71. The strike last trading price was 675, which was -45 lower than the previous day. The implied volatity was 12.49, the open interest changed by 20 which increased total open position to 72

On 13 Jan SENSEX was trading at 83627.69. The strike last trading price was 720, which was 182.3 higher than the previous day. The implied volatity was 13.61, the open interest changed by 7 which increased total open position to 52

On 12 Jan SENSEX was trading at 83878.17. The strike last trading price was 537.7, which was -112.3 lower than the previous day. The implied volatity was 12.52, the open interest changed by 32 which increased total open position to 45

On 9 Jan SENSEX was trading at 83576.24. The strike last trading price was 650, which was 195.35 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 13

On 8 Jan SENSEX was trading at 84180.96. The strike last trading price was 454.65, which was 267.25 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10

Related Pages for SENSEX

SENSEX

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJAJHLDNG

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD