SENSEX

Sensex

83580.4 +266.47 (0.32%)

L: 82925.35 H: 83612.12

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Historical option data for SENSEX
06 Feb 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 12-FEB-2026 83300 CE
Delta: 0.67 Vega: 39 Theta: -43.15 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
6 Feb	83580.40	602.25 ₹ 12,045	5.8 116.00	8.64	7,70,391 1,54,07,820	861 17,220	9,668 1,93,360
5 Feb	83313.93	565 ₹ 11,300	-426.5 -8530.00	10.3	43,306 8,66,120	8,301 1,66,020	8,807 1,76,140
4 Feb	83817.69	959.65 ₹ 19,193	-95.7 -1914.00	12.54	780 15,600	41 820	506 10,120
3 Feb	83739.13	1061.95 ₹ 21,239	842.45 16849.00	13.26	1,156 23,120	315 6,300	465 9,300
2 Feb	81666.46	213.1 ₹ 4,262	-2.9 -58.00	13.12	513 10,260	-61 -1,220	150 3,000
1 Feb	80722.94	175.4 ₹ 3,508	-387.85 -7757.00	16.83	1,071 21,420	182 3,640	211 4,220
30 Jan	82269.78	547.2 ₹ 10,944	-233.2 -4664.00	13.7	255 5,100	29 580	29 580
29 Jan	82566.37	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

28 Jan	82344.68	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
27 Jan	81857.48	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
23 Jan	81537.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
22 Jan	82307.37	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
21 Jan	81909.63	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
20 Jan	82180.47	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
19 Jan	83246.18	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
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
31 Dec	85220.60	- ₹ NaN	- NaN	-	0 0	0 0	0 0
30 Dec	84675.08	0 ₹ 0	- NaN	-	0 0	0 0	0 0

For Sensex - strike price 83300 expiring on 12FEB2026

Delta for 83300 CE is 0.67

Historical price for 83300 CE is as follows

On 6 Feb SENSEX was trading at 83580.40. The strike last trading price was 602.25, which was 5.8 higher than the previous day. The implied volatity was 8.64, the open interest changed by 861 which increased total open position to 9668

On 5 Feb SENSEX was trading at 83313.93. The strike last trading price was 565, which was -426.5 lower than the previous day. The implied volatity was 10.3, the open interest changed by 8301 which increased total open position to 8807

On 4 Feb SENSEX was trading at 83817.69. The strike last trading price was 959.65, which was -95.7 lower than the previous day. The implied volatity was 12.54, the open interest changed by 41 which increased total open position to 506

On 3 Feb SENSEX was trading at 83739.13. The strike last trading price was 1061.95, which was 842.45 higher than the previous day. The implied volatity was 13.26, the open interest changed by 315 which increased total open position to 465

On 2 Feb SENSEX was trading at 81666.46. The strike last trading price was 213.1, which was -2.9 lower than the previous day. The implied volatity was 13.12, the open interest changed by -61 which decreased total open position to 150

On 1 Feb SENSEX was trading at 80722.94. The strike last trading price was 175.4, which was -387.85 lower than the previous day. The implied volatity was 16.83, the open interest changed by 182 which increased total open position to 211

On 30 Jan SENSEX was trading at 82269.78. The strike last trading price was 547.2, which was -233.2 lower than the previous day. The implied volatity was 13.7, the open interest changed by 29 which increased total open position to 29

On 29 Jan SENSEX was trading at 82566.37. 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 28 Jan SENSEX was trading at 82344.68. 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 27 Jan SENSEX was trading at 81857.48. 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 23 Jan SENSEX was trading at 81537.70. 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 22 Jan SENSEX was trading at 82307.37. 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 21 Jan SENSEX was trading at 81909.63. 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 Jan SENSEX was trading at 82180.47. 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 Jan SENSEX was trading at 83246.18. 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 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 31 Dec SENSEX was trading at 85220.60. The strike last trading price was -, which was - 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 - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

SENSEX 12FEB2026 83300 PE
Delta: -0.38 Vega: 40.68 Theta: -31.13 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
6 Feb	83580.40	333.65 ₹ 6,673	-125.35 -2507.00	11.75	7,50,585 1,50,11,700	7,734 1,54,680	15,840 3,16,800
5 Feb	83313.93	486.6 ₹ 9,732	119.8 2396.00	12.38	46,118 9,22,360	7,651 1,53,020	8,106 1,62,120
4 Feb	83817.69	402.7 ₹ 8,054	-67.25 -1345.00	14.15	2,021 40,420	135 2,700	455 9,100
3 Feb	83739.13	471.45 ₹ 9,429	-1676.15 -33523.00	14.36	1,618 32,360	190 3,800	320 6,400
2 Feb	81666.46	2900 ₹ 58,000	1571.65 31433.00	-	0 0	0 0	130 2,600
1 Feb	80722.94	2900 ₹ 58,000	1571.65 31433.00	21.71	167 3,340	89 1,780	130 2,600
30 Jan	82269.78	1280 ₹ 25,600	189.45 3789.00	14.32	58 1,160	38 760	41 820
29 Jan	82566.37	1090.55 ₹ 21,811	-406.95 -8139.00	13.42	4 80	3 60	3 60
28 Jan	82344.68	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
27 Jan	81857.48	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
23 Jan	81537.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
22 Jan	82307.37	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
21 Jan	81909.63	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
20 Jan	82180.47	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
19 Jan	83246.18	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
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
31 Dec	85220.60	- ₹ NaN	- NaN	-	0 0	0 0	0 0
30 Dec	84675.08	0 ₹ 0	- NaN	-	0 0	0 0	0 0

For Sensex - strike price 83300 expiring on 12FEB2026

Delta for 83300 PE is -0.38

Historical price for 83300 PE is as follows

On 6 Feb SENSEX was trading at 83580.40. The strike last trading price was 333.65, which was -125.35 lower than the previous day. The implied volatity was 11.75, the open interest changed by 7734 which increased total open position to 15840

On 5 Feb SENSEX was trading at 83313.93. The strike last trading price was 486.6, which was 119.8 higher than the previous day. The implied volatity was 12.38, the open interest changed by 7651 which increased total open position to 8106

On 4 Feb SENSEX was trading at 83817.69. The strike last trading price was 402.7, which was -67.25 lower than the previous day. The implied volatity was 14.15, the open interest changed by 135 which increased total open position to 455

On 3 Feb SENSEX was trading at 83739.13. The strike last trading price was 471.45, which was -1676.15 lower than the previous day. The implied volatity was 14.36, the open interest changed by 190 which increased total open position to 320

On 2 Feb SENSEX was trading at 81666.46. The strike last trading price was 2900, which was 1571.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 130

On 1 Feb SENSEX was trading at 80722.94. The strike last trading price was 2900, which was 1571.65 higher than the previous day. The implied volatity was 21.71, the open interest changed by 89 which increased total open position to 130

On 30 Jan SENSEX was trading at 82269.78. The strike last trading price was 1280, which was 189.45 higher than the previous day. The implied volatity was 14.32, the open interest changed by 38 which increased total open position to 41

On 29 Jan SENSEX was trading at 82566.37. The strike last trading price was 1090.55, which was -406.95 lower than the previous day. The implied volatity was 13.42, the open interest changed by 3 which increased total open position to 3

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