SENSEX
Sensex
Historical option data for SENSEX
06 Feb 2026 04:11 PM IST
| SENSEX 12-FEB-2026 83500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.6
Vega: 41.48
Theta: -43
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Feb | 83580.40 | 482.6 | -7 | 8.52 | 10,01,603 | 7,421 | 36,297 | |||||||||
| 5 Feb | 83313.93 | 460 | -386.9 | 10.28 | 1,08,320 | 25,651 | 28,876 | |||||||||
| 4 Feb | 83817.69 | 827.1 | -90.65 | 12.3 | 19,373 | 1,027 | 3,225 | |||||||||
| 3 Feb | 83739.13 | 912.4 | 730.3 | 13.38 | 9,925 | 1,084 | 2,198 | |||||||||
| 2 Feb | 81666.46 | 178.95 | -20.45 | 13.24 | 7,647 | -25 | 1,114 | |||||||||
| 1 Feb | 80722.94 | 185.7 | -313.05 | 17.68 | 6,578 | 928 | 1,139 | |||||||||
| 30 Jan | 82269.78 | 474.9 | -129.1 | 13.7 | 2,494 | 131 | 211 | |||||||||
| 29 Jan | 82566.37 | 605 | 39.55 | 13.57 | 287 | 27 | 80 | |||||||||
| 28 Jan | 82344.68 | 560.55 | -28.4 | 13.75 | 251 | -24 | 53 | |||||||||
| 27 Jan | 81857.48 | 605.6 | 100.55 | 16.42 | 130 | 51 | 77 | |||||||||
| 23 Jan | 81537.70 | 509.5 | -275.05 | 13.91 | 200 | -20 | 26 | |||||||||
| 22 Jan | 82307.37 | 807.3 | 139.85 | 13.82 | 33 | 32 | 46 | |||||||||
| 21 Jan | 81909.63 | 836.45 | -549.55 | - | 0 | 0 | 14 | |||||||||
| 20 Jan | 82180.47 | 836.45 | -549.55 | 14.42 | 14 | 14 | 14 | |||||||||
| 19 Jan | 83246.18 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 83570.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 83382.71 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 83627.69 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 12 Jan | 83878.17 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 85220.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 30 Dec | 84675.08 | 0 | - | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 83500 expiring on 12FEB2026
Delta for 83500 CE is 0.6
Historical price for 83500 CE is as follows
On 6 Feb SENSEX was trading at 83580.40. The strike last trading price was 482.6, which was -7 lower than the previous day. The implied volatity was 8.52, the open interest changed by 7421 which increased total open position to 36297
On 5 Feb SENSEX was trading at 83313.93. The strike last trading price was 460, which was -386.9 lower than the previous day. The implied volatity was 10.28, the open interest changed by 25651 which increased total open position to 28876
On 4 Feb SENSEX was trading at 83817.69. The strike last trading price was 827.1, which was -90.65 lower than the previous day. The implied volatity was 12.3, the open interest changed by 1027 which increased total open position to 3225
On 3 Feb SENSEX was trading at 83739.13. The strike last trading price was 912.4, which was 730.3 higher than the previous day. The implied volatity was 13.38, the open interest changed by 1084 which increased total open position to 2198
On 2 Feb SENSEX was trading at 81666.46. The strike last trading price was 178.95, which was -20.45 lower than the previous day. The implied volatity was 13.24, the open interest changed by -25 which decreased total open position to 1114
On 1 Feb SENSEX was trading at 80722.94. The strike last trading price was 185.7, which was -313.05 lower than the previous day. The implied volatity was 17.68, the open interest changed by 928 which increased total open position to 1139
On 30 Jan SENSEX was trading at 82269.78. The strike last trading price was 474.9, which was -129.1 lower than the previous day. The implied volatity was 13.7, the open interest changed by 131 which increased total open position to 211
On 29 Jan SENSEX was trading at 82566.37. The strike last trading price was 605, which was 39.55 higher than the previous day. The implied volatity was 13.57, the open interest changed by 27 which increased total open position to 80
On 28 Jan SENSEX was trading at 82344.68. The strike last trading price was 560.55, which was -28.4 lower than the previous day. The implied volatity was 13.75, the open interest changed by -24 which decreased total open position to 53
On 27 Jan SENSEX was trading at 81857.48. The strike last trading price was 605.6, which was 100.55 higher than the previous day. The implied volatity was 16.42, the open interest changed by 51 which increased total open position to 77
On 23 Jan SENSEX was trading at 81537.70. The strike last trading price was 509.5, which was -275.05 lower than the previous day. The implied volatity was 13.91, the open interest changed by -20 which decreased total open position to 26
On 22 Jan SENSEX was trading at 82307.37. The strike last trading price was 807.3, which was 139.85 higher than the previous day. The implied volatity was 13.82, the open interest changed by 32 which increased total open position to 46
On 21 Jan SENSEX was trading at 81909.63. The strike last trading price was 836.45, which was -549.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 20 Jan SENSEX was trading at 82180.47. The strike last trading price was 836.45, which was -549.55 lower than the previous day. The implied volatity was 14.42, the open interest changed by 14 which increased total open position to 14
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 83500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.43
Vega: 42.08
Theta: -32.39
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Feb | 83580.40 | 413.65 | -139.85 | 12.07 | 5,00,103 | 12,830 | 36,107 |
| 5 Feb | 83313.93 | 573.65 | 141.7 | 12.18 | 1,13,331 | 17,315 | 23,277 |
| 4 Feb | 83817.69 | 460.5 | -79.65 | 12.96 | 28,588 | 3,890 | 5,962 |
| 3 Feb | 83739.13 | 538.25 | -1365.2 | 14.14 | 15,381 | 933 | 2,072 |
| 2 Feb | 81666.46 | 1908.15 | -583 | 15.58 | 918 | 838 | 1,139 |
| 1 Feb | 80722.94 | 2514.4 | 1025.65 | 14.47 | 388 | 188 | 301 |
| 30 Jan | 82269.78 | 1410.05 | -89.95 | 14.38 | 187 | 68 | 113 |
| 29 Jan | 82566.37 | 1500 | -123.8 | 18.03 | 2 | -1 | 45 |
| 28 Jan | 82344.68 | 1966.85 | 257.1 | - | 0 | 0 | 46 |
| 27 Jan | 81857.48 | 1966.85 | 257.1 | - | 0 | 0 | 46 |
| 23 Jan | 81537.70 | 1966.85 | 257.1 | 13.88 | 117 | -13 | 46 |
| 22 Jan | 82307.37 | 2058.15 | 311.35 | - | 0 | 0 | 59 |
| 21 Jan | 81909.63 | 2058.15 | 311.35 | 18.02 | 66 | 54 | 59 |
| 20 Jan | 82180.47 | 877.15 | 73.5 | - | 0 | 0 | 5 |
| 19 Jan | 83246.18 | 877.15 | 73.5 | 11.4 | 15 | 5 | 5 |
| 16 Jan | 83570.35 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
| 31 Dec | 85220.60 | - | - | - | 0 | 0 | 0 |
| 30 Dec | 84675.08 | 0 | - | - | 0 | 0 | 0 |
For Sensex - strike price 83500 expiring on 12FEB2026
Delta for 83500 PE is -0.43
Historical price for 83500 PE is as follows
On 6 Feb SENSEX was trading at 83580.40. The strike last trading price was 413.65, which was -139.85 lower than the previous day. The implied volatity was 12.07, the open interest changed by 12830 which increased total open position to 36107
On 5 Feb SENSEX was trading at 83313.93. The strike last trading price was 573.65, which was 141.7 higher than the previous day. The implied volatity was 12.18, the open interest changed by 17315 which increased total open position to 23277
On 4 Feb SENSEX was trading at 83817.69. The strike last trading price was 460.5, which was -79.65 lower than the previous day. The implied volatity was 12.96, the open interest changed by 3890 which increased total open position to 5962
On 3 Feb SENSEX was trading at 83739.13. The strike last trading price was 538.25, which was -1365.2 lower than the previous day. The implied volatity was 14.14, the open interest changed by 933 which increased total open position to 2072
On 2 Feb SENSEX was trading at 81666.46. The strike last trading price was 1908.15, which was -583 lower than the previous day. The implied volatity was 15.58, the open interest changed by 838 which increased total open position to 1139
On 1 Feb SENSEX was trading at 80722.94. The strike last trading price was 2514.4, which was 1025.65 higher than the previous day. The implied volatity was 14.47, the open interest changed by 188 which increased total open position to 301
On 30 Jan SENSEX was trading at 82269.78. The strike last trading price was 1410.05, which was -89.95 lower than the previous day. The implied volatity was 14.38, the open interest changed by 68 which increased total open position to 113
On 29 Jan SENSEX was trading at 82566.37. The strike last trading price was 1500, which was -123.8 lower than the previous day. The implied volatity was 18.03, the open interest changed by -1 which decreased total open position to 45
On 28 Jan SENSEX was trading at 82344.68. The strike last trading price was 1966.85, which was 257.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 27 Jan SENSEX was trading at 81857.48. The strike last trading price was 1966.85, which was 257.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 23 Jan SENSEX was trading at 81537.70. The strike last trading price was 1966.85, which was 257.1 higher than the previous day. The implied volatity was 13.88, the open interest changed by -13 which decreased total open position to 46
On 22 Jan SENSEX was trading at 82307.37. The strike last trading price was 2058.15, which was 311.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 59
On 21 Jan SENSEX was trading at 81909.63. The strike last trading price was 2058.15, which was 311.35 higher than the previous day. The implied volatity was 18.02, the open interest changed by 54 which increased total open position to 59
On 20 Jan SENSEX was trading at 82180.47. The strike last trading price was 877.15, which was 73.5 higher 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 877.15, which was 73.5 higher than the previous day. The implied volatity was 11.4, the open interest changed by 5 which increased total open position to 5
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
