[--[65.84.65.76]--]

SENSEX

Sensex
82566.37 +221.69 (0.27%)
L: 81707.94 H: 82689.96

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Historical option data for SENSEX

29 Jan 2026 04:11 PM IST
SENSEX 29-JAN-2026 82500 CE
Delta: 0.63
Vega: 0.34
Theta: -49953.4
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 82566.37 66 -143.55 126.38 2,82,50,036 11,554 1,02,143
28 Jan 82344.68 195.45 -5.35 15.46 69,85,072 41,140 90,589
27 Jan 81857.48 245.25 8.5 17.33 9,05,671 17,958 49,449
23 Jan 81537.70 235.75 -321.9 12.9 7,81,463 19,521 31,491
22 Jan 82307.37 590 155.9 12.45 1,18,753 7,940 11,970
21 Jan 81909.63 447.5 -97.65 12.94 37,740 1,318 4,030
20 Jan 82180.47 557.6 -578 11.97 8,066 2,483 2,712
19 Jan 83246.18 1100.2 -462.95 10.32 941 216 229
16 Jan 83570.35 1576.25 184.7 10.46 42 13 13
14 Jan 83382.71 0 0 - 0 0 0
13 Jan 83627.69 0 0 - 0 0 0
12 Jan 83878.17 0 0 - 0 0 0
9 Jan 83576.24 0 0 - 0 0 0
8 Jan 84180.96 0 0 - 0 0 0
7 Jan 84961.14 0 0 - 0 0 0
6 Jan 85063.34 0 0 - 0 0 0
5 Jan 85439.62 0 0 - 0 0 0
2 Jan 85762.01 0 0 - 0 0 0
1 Jan 85188.60 0 0 - 0 0 0
31 Dec 85220.60 0 0 - 0 0 0
30 Dec 84675.08 0 0 - 0 0 0
29 Dec 84695.54 0 0 - 0 0 0
26 Dec 85041.45 0 0 - 0 0 0
24 Dec 85408.70 0 0 - 0 0 0
23 Dec 85524.84 0 0 - 0 0 0
22 Dec 85567.48 0 0 - 0 0 0
19 Dec 84929.36 0 0 - 0 0 0
18 Dec 84481.81 0 0 - 0 0 0
17 Dec 84559.65 0 0 - 0 0 0
16 Dec 84679.86 0 0 - 0 0 0
15 Dec 85213.36 0 0 - 0 0 0
12 Dec 85267.66 0 0 - 0 0 0
11 Dec 84818.13 0 0 - 0 0 0
10 Dec 84391.27 0 0 - 0 0 0
9 Dec 84666.28 0 0 - 0 0 0
8 Dec 85102.69 0 0 - 0 0 0
5 Dec 85712.37 0 0 - 0 0 0
4 Dec 85265.32 0 0 - 0 0 0
3 Dec 85106.81 0 0 - 0 0 0
2 Dec 85138.27 0 0 - 0 0 0
1 Dec 85641.90 0 0 - 0 0 0


For Sensex - strike price 82500 expiring on 29JAN2026

Delta for 82500 CE is 0.63

Historical price for 82500 CE is as follows

On 29 Jan SENSEX was trading at 82566.37. The strike last trading price was 66, which was -143.55 lower than the previous day. The implied volatity was 126.38, the open interest changed by 11554 which increased total open position to 102143


On 28 Jan SENSEX was trading at 82344.68. The strike last trading price was 195.45, which was -5.35 lower than the previous day. The implied volatity was 15.46, the open interest changed by 41140 which increased total open position to 90589


On 27 Jan SENSEX was trading at 81857.48. The strike last trading price was 245.25, which was 8.5 higher than the previous day. The implied volatity was 17.33, the open interest changed by 17958 which increased total open position to 49449


On 23 Jan SENSEX was trading at 81537.70. The strike last trading price was 235.75, which was -321.9 lower than the previous day. The implied volatity was 12.9, the open interest changed by 19521 which increased total open position to 31491


On 22 Jan SENSEX was trading at 82307.37. The strike last trading price was 590, which was 155.9 higher than the previous day. The implied volatity was 12.45, the open interest changed by 7940 which increased total open position to 11970


On 21 Jan SENSEX was trading at 81909.63. The strike last trading price was 447.5, which was -97.65 lower than the previous day. The implied volatity was 12.94, the open interest changed by 1318 which increased total open position to 4030


On 20 Jan SENSEX was trading at 82180.47. The strike last trading price was 557.6, which was -578 lower than the previous day. The implied volatity was 11.97, the open interest changed by 2483 which increased total open position to 2712


On 19 Jan SENSEX was trading at 83246.18. The strike last trading price was 1100.2, which was -462.95 lower than the previous day. The implied volatity was 10.32, the open interest changed by 216 which increased total open position to 229


On 16 Jan SENSEX was trading at 83570.35. The strike last trading price was 1576.25, which was 184.7 higher than the previous day. The implied volatity was 10.46, the open interest changed by 13 which increased total open position to 13


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


On 26 Dec SENSEX was trading at 85041.45. 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 Dec SENSEX was trading at 85408.70. 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 Dec SENSEX was trading at 85524.84. 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 22 Dec SENSEX was trading at 85567.48. 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 Dec SENSEX was trading at 84929.36. 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 Dec SENSEX was trading at 84481.81. 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 Dec SENSEX was trading at 84559.65. 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 Dec SENSEX was trading at 84679.86. 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 15 Dec SENSEX was trading at 85213.36. 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 Dec SENSEX was trading at 85267.66. 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 11 Dec SENSEX was trading at 84818.13. 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 Dec SENSEX was trading at 84391.27. 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 Dec SENSEX was trading at 84666.28. 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 Dec SENSEX was trading at 85102.69. 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 5 Dec SENSEX was trading at 85712.37. 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 4 Dec SENSEX was trading at 85265.32. 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 3 Dec SENSEX was trading at 85106.81. 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 Dec SENSEX was trading at 85138.27. 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 Dec SENSEX was trading at 85641.90. 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 29JAN2026 82500 PE
Delta: -0.01
Vega: 0.02
Theta: -475.44
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 82566.37 0.05 -331.45 17.62 2,77,14,894 3,12,327 3,35,480
28 Jan 82344.68 307.45 -310.15 13.36 17,55,581 9,931 23,153
27 Jan 81857.48 555.25 -471.65 12.38 55,927 -942 13,222
23 Jan 81537.70 1012.95 544.05 12.79 4,13,904 4,053 14,164
22 Jan 82307.37 431.1 -432.55 9.93 1,06,035 6,817 10,111
21 Jan 81909.63 824.35 170.2 12.44 17,251 690 3,294
20 Jan 82180.47 689.95 423.5 12.23 14,913 1,117 2,604
19 Jan 83246.18 272 71.9 11.17 7,386 455 1,487
16 Jan 83570.35 190.5 -86.35 10.76 5,714 548 1,032
14 Jan 83382.71 274 40.4 10.85 2,510 95 484
13 Jan 83627.69 237 12.5 11.03 4,026 106 389
12 Jan 83878.17 212.1 -55.95 11.57 3,504 -53 283
9 Jan 83576.24 258.4 111.8 - 1,060 -36 336
8 Jan 84180.96 158.85 82.05 - 1,188 106 372
7 Jan 84961.14 76.5 -1.25 - 267 15 266
6 Jan 85063.34 80.1 0.5 - 124 2 251
5 Jan 85439.62 79.6 10.95 - 81 2 249
2 Jan 85762.01 70.3 -10.4 - 258 16 247
1 Jan 85188.60 82.15 -7.05 - 252 102 231
31 Dec 85220.60 86.05 -45.75 - 161 -17 129
30 Dec 84675.08 131.15 -13.05 - 97 31 146
29 Dec 84695.54 142.5 19.35 - 75 0 115
26 Dec 85041.45 122.15 7.65 - 49 32 115
24 Dec 85408.70 114 -12.35 - 47 27 83
23 Dec 85524.84 127.65 -37.3 - 27 11 56
22 Dec 85567.48 164.95 -52.9 - 41 1 45
19 Dec 84929.36 215 -56 - 43 20 64
18 Dec 84481.81 273.15 -14.85 - 36 16 44
17 Dec 84559.65 288 24.1 - 30 -7 28
16 Dec 84679.86 258.4 25.6 - 25 25 35
15 Dec 85213.36 232.8 28.7 - 2 1 10
12 Dec 85267.66 354.65 -95.55 - 0 0 9
11 Dec 84818.13 354.65 -95.55 - 8 3 9
10 Dec 84391.27 265 37 - 0 0 6
9 Dec 84666.28 265 37 - 0 0 6
8 Dec 85102.69 265 37 - 3 2 6
5 Dec 85712.37 228 -11.45 - 6 4 4
4 Dec 85265.32 0 0 - 0 0 0
3 Dec 85106.81 0 0 - 0 0 0
2 Dec 85138.27 0 0 - 0 0 0
1 Dec 85641.90 0 0 - 0 0 0


For Sensex - strike price 82500 expiring on 29JAN2026

Delta for 82500 PE is -0.01

Historical price for 82500 PE is as follows

On 29 Jan SENSEX was trading at 82566.37. The strike last trading price was 0.05, which was -331.45 lower than the previous day. The implied volatity was 17.62, the open interest changed by 312327 which increased total open position to 335480


On 28 Jan SENSEX was trading at 82344.68. The strike last trading price was 307.45, which was -310.15 lower than the previous day. The implied volatity was 13.36, the open interest changed by 9931 which increased total open position to 23153


On 27 Jan SENSEX was trading at 81857.48. The strike last trading price was 555.25, which was -471.65 lower than the previous day. The implied volatity was 12.38, the open interest changed by -942 which decreased total open position to 13222


On 23 Jan SENSEX was trading at 81537.70. The strike last trading price was 1012.95, which was 544.05 higher than the previous day. The implied volatity was 12.79, the open interest changed by 4053 which increased total open position to 14164


On 22 Jan SENSEX was trading at 82307.37. The strike last trading price was 431.1, which was -432.55 lower than the previous day. The implied volatity was 9.93, the open interest changed by 6817 which increased total open position to 10111


On 21 Jan SENSEX was trading at 81909.63. The strike last trading price was 824.35, which was 170.2 higher than the previous day. The implied volatity was 12.44, the open interest changed by 690 which increased total open position to 3294


On 20 Jan SENSEX was trading at 82180.47. The strike last trading price was 689.95, which was 423.5 higher than the previous day. The implied volatity was 12.23, the open interest changed by 1117 which increased total open position to 2604


On 19 Jan SENSEX was trading at 83246.18. The strike last trading price was 272, which was 71.9 higher than the previous day. The implied volatity was 11.17, the open interest changed by 455 which increased total open position to 1487


On 16 Jan SENSEX was trading at 83570.35. The strike last trading price was 190.5, which was -86.35 lower than the previous day. The implied volatity was 10.76, the open interest changed by 548 which increased total open position to 1032


On 14 Jan SENSEX was trading at 83382.71. The strike last trading price was 274, which was 40.4 higher than the previous day. The implied volatity was 10.85, the open interest changed by 95 which increased total open position to 484


On 13 Jan SENSEX was trading at 83627.69. The strike last trading price was 237, which was 12.5 higher than the previous day. The implied volatity was 11.03, the open interest changed by 106 which increased total open position to 389


On 12 Jan SENSEX was trading at 83878.17. The strike last trading price was 212.1, which was -55.95 lower than the previous day. The implied volatity was 11.57, the open interest changed by -53 which decreased total open position to 283


On 9 Jan SENSEX was trading at 83576.24. The strike last trading price was 258.4, which was 111.8 higher than the previous day. The implied volatity was -, the open interest changed by -36 which decreased total open position to 336


On 8 Jan SENSEX was trading at 84180.96. The strike last trading price was 158.85, which was 82.05 higher than the previous day. The implied volatity was -, the open interest changed by 106 which increased total open position to 372


On 7 Jan SENSEX was trading at 84961.14. The strike last trading price was 76.5, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 266


On 6 Jan SENSEX was trading at 85063.34. The strike last trading price was 80.1, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 251


On 5 Jan SENSEX was trading at 85439.62. The strike last trading price was 79.6, which was 10.95 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 249


On 2 Jan SENSEX was trading at 85762.01. The strike last trading price was 70.3, which was -10.4 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 247


On 1 Jan SENSEX was trading at 85188.60. The strike last trading price was 82.15, which was -7.05 lower than the previous day. The implied volatity was -, the open interest changed by 102 which increased total open position to 231


On 31 Dec SENSEX was trading at 85220.60. The strike last trading price was 86.05, which was -45.75 lower than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 129


On 30 Dec SENSEX was trading at 84675.08. The strike last trading price was 131.15, which was -13.05 lower than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 146


On 29 Dec SENSEX was trading at 84695.54. The strike last trading price was 142.5, which was 19.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 115


On 26 Dec SENSEX was trading at 85041.45. The strike last trading price was 122.15, which was 7.65 higher than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 115


On 24 Dec SENSEX was trading at 85408.70. The strike last trading price was 114, which was -12.35 lower than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 83


On 23 Dec SENSEX was trading at 85524.84. The strike last trading price was 127.65, which was -37.3 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 56


On 22 Dec SENSEX was trading at 85567.48. The strike last trading price was 164.95, which was -52.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 45


On 19 Dec SENSEX was trading at 84929.36. The strike last trading price was 215, which was -56 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 64


On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 273.15, which was -14.85 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 44


On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 288, which was 24.1 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 28


On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 258.4, which was 25.6 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 35


On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 232.8, which was 28.7 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 10


On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 354.65, which was -95.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 354.65, which was -95.55 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 9


On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 265, which was 37 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 265, which was 37 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 265, which was 37 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 6


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 228, which was -11.45 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4


On 4 Dec SENSEX was trading at 85265.32. 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 3 Dec SENSEX was trading at 85106.81. 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 Dec SENSEX was trading at 85138.27. 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 Dec SENSEX was trading at 85641.90. 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