SENSEX

Sensex

83570.35 +187.64 (0.23%)

L: 83456.5 H: 84134.97

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Historical option data for SENSEX
16 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 22-JAN-2026 83700 CE
Delta: 0.52 Vega: 42.72 Theta: -46.05 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
16 Jan	83570.35	433.1 ₹ 8,662	57 1140.00	9.63	6,40,118 1,28,02,360	7,805 1,56,100	12,892 2,57,840
14 Jan	83382.71	386 ₹ 7,720	-209.8 -4196.00	9.15	44,673 8,93,460	3,989 79,780	5,087 1,01,740
13 Jan	83627.69	563.65 ₹ 11,273	-311.25 -6225.00	9.56	8,819 1,76,380	838 16,760	1,098 21,960
12 Jan	83878.17	890 ₹ 17,800	200.15 4003.00	11.11	2,156 43,120	135 2,700	260 5,200
9 Jan	83576.24	741.25 ₹ 14,825	-294.35 -5887.00	-	499 9,980	125 2,500	125 2,500
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

For Sensex - strike price 83700 expiring on 22JAN2026

Delta for 83700 CE is 0.52

Historical price for 83700 CE is as follows

On 16 Jan SENSEX was trading at 83570.35. The strike last trading price was 433.1, which was 57 higher than the previous day. The implied volatity was 9.63, the open interest changed by 7805 which increased total open position to 12892

On 14 Jan SENSEX was trading at 83382.71. The strike last trading price was 386, which was -209.8 lower than the previous day. The implied volatity was 9.15, the open interest changed by 3989 which increased total open position to 5087

On 13 Jan SENSEX was trading at 83627.69. The strike last trading price was 563.65, which was -311.25 lower than the previous day. The implied volatity was 9.56, the open interest changed by 838 which increased total open position to 1098

On 12 Jan SENSEX was trading at 83878.17. The strike last trading price was 890, which was 200.15 higher than the previous day. The implied volatity was 11.11, the open interest changed by 135 which increased total open position to 260

On 9 Jan SENSEX was trading at 83576.24. The strike last trading price was 741.25, which was -294.35 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 125

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

SENSEX 22JAN2026 83700 PE
Delta: -0.48 Vega: 42.72 Theta: -24.38 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
16 Jan	83570.35	409.25 ₹ 8,185	-165.15 -3303.00	9.99	9,53,789 1,90,75,780	9,371 1,87,420	12,180 2,43,600
14 Jan	83382.71	576.7 ₹ 11,534	89.35 1787.00	10.26	49,656 9,93,120	2,030 40,600	2,809 56,180
13 Jan	83627.69	504 ₹ 10,080	94.55 1891.00	10.92	12,009 2,40,180	459 9,180	779 15,580
12 Jan	83878.17	398.85 ₹ 7,977	-113.75 -2275.00	11.09	1,560 31,200	160 3,200	320 6,400
9 Jan	83576.24	480.8 ₹ 9,616	195.4 3908.00	-	1,177 23,540	105 2,100	160 3,200
8 Jan	84180.96	298.7 ₹ 5,974	156.3 3126.00	-	97 1,940	55 1,100	55 1,100
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

For Sensex - strike price 83700 expiring on 22JAN2026

Delta for 83700 PE is -0.48

Historical price for 83700 PE is as follows

On 16 Jan SENSEX was trading at 83570.35. The strike last trading price was 409.25, which was -165.15 lower than the previous day. The implied volatity was 9.99, the open interest changed by 9371 which increased total open position to 12180

On 14 Jan SENSEX was trading at 83382.71. The strike last trading price was 576.7, which was 89.35 higher than the previous day. The implied volatity was 10.26, the open interest changed by 2030 which increased total open position to 2809

On 13 Jan SENSEX was trading at 83627.69. The strike last trading price was 504, which was 94.55 higher than the previous day. The implied volatity was 10.92, the open interest changed by 459 which increased total open position to 779

On 12 Jan SENSEX was trading at 83878.17. The strike last trading price was 398.85, which was -113.75 lower than the previous day. The implied volatity was 11.09, the open interest changed by 160 which increased total open position to 320

On 9 Jan SENSEX was trading at 83576.24. The strike last trading price was 480.8, which was 195.4 higher than the previous day. The implied volatity was -, the open interest changed by 105 which increased total open position to 160

On 8 Jan SENSEX was trading at 84180.96. The strike last trading price was 298.7, which was 156.3 higher than the previous day. The implied volatity was -, the open interest changed by 55 which increased total open position to 55

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