SENSEX

Sensex

83576.24 -604.72 (-0.72%)

L: 83402.28 H: 84406.22

Back to Option Chain

Historical option data for SENSEX
09 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 15-JAN-2026 84000 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	83576.24	319.35 ₹ 6,387	-296 -5920.00	-	7,00,878 1,40,17,560	16,302 3,26,040	25,567 5,11,340
8 Jan	84180.96	583.1 ₹ 11,662	-587.5 -11750.00	-	20,917 4,18,340	3,456 69,120	9,265 1,85,300
7 Jan	84961.14	1183.25 ₹ 23,665	-131.1 -2622.00	-	2,386 47,720	1,146 22,920	5,809 1,16,180
6 Jan	85063.34	1322.35 ₹ 26,447	-285.9 -5718.00	-	4,917 98,340	4,309 86,180	4,663 93,260
5 Jan	85439.62	1602.4 ₹ 32,048	-332.6 -6652.00	-	383 7,660	322 6,440	354 7,080
2 Jan	85762.01	1935 ₹ 38,700	424.35 8487.00	-	33 660	31 620	32 640
1 Jan	85188.60	1673.5 ₹ 33,470	254 5080.00	-	0 0	0 0	1 20
31 Dec	85220.60	1673.5 ₹ 33,470	254 5080.00	-	2 40	1 20	1 20
30 Dec	84675.08	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
29 Dec	84695.54	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

26 Dec	85041.45	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
24 Dec	85408.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
23 Dec	85524.84	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
22 Dec	85567.48	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
19 Dec	84929.36	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
10 Dec	84391.27	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Sensex - strike price 84000 expiring on 15JAN2026

Delta for 84000 CE is -

Historical price for 84000 CE is as follows

On 9 Jan SENSEX was trading at 83576.24. The strike last trading price was 319.35, which was -296 lower than the previous day. The implied volatity was -, the open interest changed by 16302 which increased total open position to 25567

On 8 Jan SENSEX was trading at 84180.96. The strike last trading price was 583.1, which was -587.5 lower than the previous day. The implied volatity was -, the open interest changed by 3456 which increased total open position to 9265

On 7 Jan SENSEX was trading at 84961.14. The strike last trading price was 1183.25, which was -131.1 lower than the previous day. The implied volatity was -, the open interest changed by 1146 which increased total open position to 5809

On 6 Jan SENSEX was trading at 85063.34. The strike last trading price was 1322.35, which was -285.9 lower than the previous day. The implied volatity was -, the open interest changed by 4309 which increased total open position to 4663

On 5 Jan SENSEX was trading at 85439.62. The strike last trading price was 1602.4, which was -332.6 lower than the previous day. The implied volatity was -, the open interest changed by 322 which increased total open position to 354

On 2 Jan SENSEX was trading at 85762.01. The strike last trading price was 1935, which was 424.35 higher than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 32

On 1 Jan SENSEX was trading at 85188.60. The strike last trading price was 1673.5, which was 254 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 31 Dec SENSEX was trading at 85220.60. The strike last trading price was 1673.5, which was 254 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1

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 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

SENSEX 15JAN2026 84000 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	83576.24	509.3 ₹ 10,186	255.5 5110.00	-	14,22,433 2,84,48,660	181 3,620	16,582 3,31,640
8 Jan	84180.96	278 ₹ 5,560	202.65 4053.00	-	1,41,863 28,37,260	8,561 1,71,220	16,401 3,28,020
7 Jan	84961.14	74 ₹ 1,480	-4.7 -94.00	-	41,704 8,34,080	3,148 62,960	7,840 1,56,800
6 Jan	85063.34	77.55 ₹ 1,551	-4.95 -99.00	-	18,285 3,65,700	3,618 72,360	4,692 93,840
5 Jan	85439.62	82.05 ₹ 1,641	17.15 343.00	-	7,497 1,49,940	654 13,080	1,074 21,480
2 Jan	85762.01	64.45 ₹ 1,289	-53.25 -1065.00	-	1,252 25,040	415 8,300	420 8,400
1 Jan	85188.60	108.65 ₹ 2,173	-42.1 -842.00	-	7 140	5 100	5 100
31 Dec	85220.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Dec	84675.08	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
29 Dec	84695.54	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
26 Dec	85041.45	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
24 Dec	85408.70	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
23 Dec	85524.84	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
22 Dec	85567.48	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
19 Dec	84929.36	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
10 Dec	84391.27	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Sensex - strike price 84000 expiring on 15JAN2026

Delta for 84000 PE is -

Historical price for 84000 PE is as follows

On 9 Jan SENSEX was trading at 83576.24. The strike last trading price was 509.3, which was 255.5 higher than the previous day. The implied volatity was -, the open interest changed by 181 which increased total open position to 16582

On 8 Jan SENSEX was trading at 84180.96. The strike last trading price was 278, which was 202.65 higher than the previous day. The implied volatity was -, the open interest changed by 8561 which increased total open position to 16401

On 7 Jan SENSEX was trading at 84961.14. The strike last trading price was 74, which was -4.7 lower than the previous day. The implied volatity was -, the open interest changed by 3148 which increased total open position to 7840

On 6 Jan SENSEX was trading at 85063.34. The strike last trading price was 77.55, which was -4.95 lower than the previous day. The implied volatity was -, the open interest changed by 3618 which increased total open position to 4692

On 5 Jan SENSEX was trading at 85439.62. The strike last trading price was 82.05, which was 17.15 higher than the previous day. The implied volatity was -, the open interest changed by 654 which increased total open position to 1074

On 2 Jan SENSEX was trading at 85762.01. The strike last trading price was 64.45, which was -53.25 lower than the previous day. The implied volatity was -, the open interest changed by 415 which increased total open position to 420

On 1 Jan SENSEX was trading at 85188.60. The strike last trading price was 108.65, which was -42.1 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5

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

Related Pages for SENSEX

SENSEX

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJAJHLDNG

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD