SENSEX

Sensex

83645.49 -93.64 (-0.11%)

L: 83119.95 H: 83885.87

Back to Option Chain

Historical option data for SENSEX
04 Feb 2026 11:11 AM 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 83700 CE
Delta: 0.49 Vega: 18.97 Theta: -128.16 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
4 Feb	83656.34	267.9 ₹ 5,358	-199.7 -3994.00	14.55	15,06,031 3,01,20,620	74,202 14,84,040	83,320 16,66,400
3 Feb	83739.13	485 ₹ 9,700	448.85 8977.00	17.88	3,33,603 66,72,060	-3,041 -60,820	9,118 1,82,360
2 Feb	81666.46	35.8 ₹ 716	-29.25 -585.00	17.45	1,47,521 29,50,420	3,742 74,840	12,159 2,43,180
1 Feb	80722.94	57.95 ₹ 1,159	-194.05 -3881.00	23.86	2,41,987 48,39,740	6,058 1,21,160	8,417 1,68,340
30 Jan	82269.78	230.65 ₹ 4,613	-65.5 -1310.00	16.19	1,03,422 20,68,440	945 18,900	2,359 47,180
29 Jan	82566.37	316.25 ₹ 6,325	26.15 523.00	15.21	8,388 1,67,760	926 18,520	1,414 28,280

28 Jan	82344.68	280.9 ₹ 5,618	-34.8 -696.00	14.93	1,416 28,320	373 7,460	488 9,760
27 Jan	81857.48	334.2 ₹ 6,684	39.85 797.00	18.02	555 11,100	34 680	115 2,300
23 Jan	81537.70	311.7 ₹ 6,234	-193.8 -3876.00	15.22	386 7,720	56 1,120	81 1,620
22 Jan	82307.37	521.9 ₹ 10,438	122.5 2450.00	14.42	36 720	10 200	25 500
21 Jan	81909.63	682.6 ₹ 13,652	-17.5 -350.00	-	0 0	0 0	15 300
20 Jan	82180.47	682.6 ₹ 13,652	-17.5 -350.00	17.63	6 120	0 0	15 300
19 Jan	83246.18	700.1 ₹ 14,002	-391.65 -7833.00	10.91	8 160	5 100	15 300
16 Jan	83570.35	1084.55 ₹ 21,691	66.7 1334.00	11.45	41 820	-29 -580	10 200
14 Jan	83382.71	1017.85 ₹ 20,357	-76.3 -1526.00	11.32	9 180	-1 -20	39 780
13 Jan	83627.69	1094.15 ₹ 21,883	184.05 3681.00	10.22	14 280	14 280	40 800
12 Jan	83878.17	910.1 ₹ 18,202	-197.85 -3957.00	4.38	32 640	26 520	26 520
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
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 83700 expiring on 05FEB2026

Delta for 83700 CE is 0.49

Historical price for 83700 CE is as follows

On 4 Feb SENSEX was trading at 83656.34. The strike last trading price was 267.9, which was -199.7 lower than the previous day. The implied volatity was 14.55, the open interest changed by 74202 which increased total open position to 83320

On 3 Feb SENSEX was trading at 83739.13. The strike last trading price was 485, which was 448.85 higher than the previous day. The implied volatity was 17.88, the open interest changed by -3041 which decreased total open position to 9118

On 2 Feb SENSEX was trading at 81666.46. The strike last trading price was 35.8, which was -29.25 lower than the previous day. The implied volatity was 17.45, the open interest changed by 3742 which increased total open position to 12159

On 1 Feb SENSEX was trading at 80722.94. The strike last trading price was 57.95, which was -194.05 lower than the previous day. The implied volatity was 23.86, the open interest changed by 6058 which increased total open position to 8417

On 30 Jan SENSEX was trading at 82269.78. The strike last trading price was 230.65, which was -65.5 lower than the previous day. The implied volatity was 16.19, the open interest changed by 945 which increased total open position to 2359

On 29 Jan SENSEX was trading at 82566.37. The strike last trading price was 316.25, which was 26.15 higher than the previous day. The implied volatity was 15.21, the open interest changed by 926 which increased total open position to 1414

On 28 Jan SENSEX was trading at 82344.68. The strike last trading price was 280.9, which was -34.8 lower than the previous day. The implied volatity was 14.93, the open interest changed by 373 which increased total open position to 488

On 27 Jan SENSEX was trading at 81857.48. The strike last trading price was 334.2, which was 39.85 higher than the previous day. The implied volatity was 18.02, the open interest changed by 34 which increased total open position to 115

On 23 Jan SENSEX was trading at 81537.70. The strike last trading price was 311.7, which was -193.8 lower than the previous day. The implied volatity was 15.22, the open interest changed by 56 which increased total open position to 81

On 22 Jan SENSEX was trading at 82307.37. The strike last trading price was 521.9, which was 122.5 higher than the previous day. The implied volatity was 14.42, the open interest changed by 10 which increased total open position to 25

On 21 Jan SENSEX was trading at 81909.63. The strike last trading price was 682.6, which was -17.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15

On 20 Jan SENSEX was trading at 82180.47. The strike last trading price was 682.6, which was -17.5 lower than the previous day. The implied volatity was 17.63, the open interest changed by 0 which decreased total open position to 15

On 19 Jan SENSEX was trading at 83246.18. The strike last trading price was 700.1, which was -391.65 lower than the previous day. The implied volatity was 10.91, the open interest changed by 5 which increased total open position to 15

On 16 Jan SENSEX was trading at 83570.35. The strike last trading price was 1084.55, which was 66.7 higher than the previous day. The implied volatity was 11.45, the open interest changed by -29 which decreased total open position to 10

On 14 Jan SENSEX was trading at 83382.71. The strike last trading price was 1017.85, which was -76.3 lower than the previous day. The implied volatity was 11.32, the open interest changed by -1 which decreased total open position to 39

On 13 Jan SENSEX was trading at 83627.69. The strike last trading price was 1094.15, which was 184.05 higher than the previous day. The implied volatity was 10.22, the open interest changed by 14 which increased total open position to 40

On 12 Jan SENSEX was trading at 83878.17. The strike last trading price was 910.1, which was -197.85 lower than the previous day. The implied volatity was 4.38, the open interest changed by 26 which increased total open position to 26

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 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 05FEB2026 83700 PE
Delta: -0.51 Vega: 18.97 Theta: -122.86 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
4 Feb	83656.34	325.75 ₹ 6,515	-88.45 -1769.00	16.73	14,58,879 2,91,77,580	70,295 14,05,900	85,016 17,00,320
3 Feb	83739.13	388.85 ₹ 7,777	-2757.6 -55152.00	17.42	3,66,489 73,29,780	14,298 2,85,960	14,721 2,94,420
2 Feb	81666.46	3146.45 ₹ 62,929	109 2180.00	66.57	5 100	-1 -20	423 8,460
1 Feb	80722.94	3202.2 ₹ 64,044	1740.25 34805.00	26.99	1,300 26,000	191 3,820	424 8,480
30 Jan	82269.78	1512 ₹ 30,240	283.5 5670.00	17.03	184 3,680	52 1,040	233 4,660
29 Jan	82566.37	1237.55 ₹ 24,751	-205.55 -4111.00	13.86	202 4,040	103 2,060	181 3,620
28 Jan	82344.68	1440 ₹ 28,800	-641.3 -12826.00	14.27	85 1,700	37 740	78 1,560
27 Jan	81857.48	2165.05 ₹ 43,301	466.55 9331.00	-	0 0	0 0	41 820
23 Jan	81537.70	2165.05 ₹ 43,301	466.55 9331.00	15.99	65 1,300	31 620	41 820
22 Jan	82307.37	859.75 ₹ 17,195	-43.45 -869.00	-	0 0	0 0	10 200
21 Jan	81909.63	859.75 ₹ 17,195	-43.45 -869.00	-	0 0	0 0	10 200
20 Jan	82180.47	859.75 ₹ 17,195	-43.45 -869.00	-	0 0	0 0	10 200
19 Jan	83246.18	859.75 ₹ 17,195	-43.45 -869.00	-	0 0	0 0	10 200
16 Jan	83570.35	859.75 ₹ 17,195	-43.45 -869.00	13.2	65 1,300	-25 -500	10 200
14 Jan	83382.71	903.2 ₹ 18,064	113.45 2269.00	12.17	23 460	5 100	35 700
13 Jan	83627.69	789.75 ₹ 15,795	70.6 1412.00	12	17 340	1 20	30 600
12 Jan	83878.17	715.3 ₹ 14,306	-176.55 -3531.00	12.54	60 1,200	29 580	29 580
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
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 83700 expiring on 05FEB2026

Delta for 83700 PE is -0.51

Historical price for 83700 PE is as follows

On 4 Feb SENSEX was trading at 83656.34. The strike last trading price was 325.75, which was -88.45 lower than the previous day. The implied volatity was 16.73, the open interest changed by 70295 which increased total open position to 85016

On 3 Feb SENSEX was trading at 83739.13. The strike last trading price was 388.85, which was -2757.6 lower than the previous day. The implied volatity was 17.42, the open interest changed by 14298 which increased total open position to 14721

On 2 Feb SENSEX was trading at 81666.46. The strike last trading price was 3146.45, which was 109 higher than the previous day. The implied volatity was 66.57, the open interest changed by -1 which decreased total open position to 423

On 1 Feb SENSEX was trading at 80722.94. The strike last trading price was 3202.2, which was 1740.25 higher than the previous day. The implied volatity was 26.99, the open interest changed by 191 which increased total open position to 424

On 30 Jan SENSEX was trading at 82269.78. The strike last trading price was 1512, which was 283.5 higher than the previous day. The implied volatity was 17.03, the open interest changed by 52 which increased total open position to 233

On 29 Jan SENSEX was trading at 82566.37. The strike last trading price was 1237.55, which was -205.55 lower than the previous day. The implied volatity was 13.86, the open interest changed by 103 which increased total open position to 181

On 28 Jan SENSEX was trading at 82344.68. The strike last trading price was 1440, which was -641.3 lower than the previous day. The implied volatity was 14.27, the open interest changed by 37 which increased total open position to 78

On 27 Jan SENSEX was trading at 81857.48. The strike last trading price was 2165.05, which was 466.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41

On 23 Jan SENSEX was trading at 81537.70. The strike last trading price was 2165.05, which was 466.55 higher than the previous day. The implied volatity was 15.99, the open interest changed by 31 which increased total open position to 41

On 22 Jan SENSEX was trading at 82307.37. The strike last trading price was 859.75, which was -43.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10

On 21 Jan SENSEX was trading at 81909.63. The strike last trading price was 859.75, which was -43.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10

On 20 Jan SENSEX was trading at 82180.47. The strike last trading price was 859.75, which was -43.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10

On 19 Jan SENSEX was trading at 83246.18. The strike last trading price was 859.75, which was -43.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10

On 16 Jan SENSEX was trading at 83570.35. The strike last trading price was 859.75, which was -43.45 lower than the previous day. The implied volatity was 13.2, the open interest changed by -25 which decreased total open position to 10

On 14 Jan SENSEX was trading at 83382.71. The strike last trading price was 903.2, which was 113.45 higher than the previous day. The implied volatity was 12.17, the open interest changed by 5 which increased total open position to 35

On 13 Jan SENSEX was trading at 83627.69. The strike last trading price was 789.75, which was 70.6 higher than the previous day. The implied volatity was 12, the open interest changed by 1 which increased total open position to 30

On 12 Jan SENSEX was trading at 83878.17. The strike last trading price was 715.3, which was -176.55 lower than the previous day. The implied volatity was 12.54, the open interest changed by 29 which increased total open position to 29

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