SENSEX

Sensex

83576.24 -604.72 (-0.72%)

L: 83402.28 H: 84406.22

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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 84200 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	83576.24	244.6 ₹ 4,892	-251.35 -5027.00	-	6,17,982 1,23,59,640	11,233 2,24,660	19,052 3,81,040
8 Jan	84180.96	457.2 ₹ 9,144	-547.65 -10953.00	-	28,046 5,60,920	7,560 1,51,200	7,819 1,56,380
7 Jan	84961.14	1015.1 ₹ 20,302	-149.3 -2986.00	-	282 5,640	142 2,840	259 5,180
6 Jan	85063.34	1164.4 ₹ 23,288	-484.65 -9693.00	-	119 2,380	117 2,340	117 2,340
5 Jan	85439.62	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
2 Jan	85762.01	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

1 Jan	85188.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
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
9 Dec	84666.28	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Sensex - strike price 84200 expiring on 15JAN2026

Delta for 84200 CE is -

Historical price for 84200 CE is as follows

On 9 Jan SENSEX was trading at 83576.24. The strike last trading price was 244.6, which was -251.35 lower than the previous day. The implied volatity was -, the open interest changed by 11233 which increased total open position to 19052

On 8 Jan SENSEX was trading at 84180.96. The strike last trading price was 457.2, which was -547.65 lower than the previous day. The implied volatity was -, the open interest changed by 7560 which increased total open position to 7819

On 7 Jan SENSEX was trading at 84961.14. The strike last trading price was 1015.1, which was -149.3 lower than the previous day. The implied volatity was -, the open interest changed by 142 which increased total open position to 259

On 6 Jan SENSEX was trading at 85063.34. The strike last trading price was 1164.4, which was -484.65 lower than the previous day. The implied volatity was -, the open interest changed by 117 which increased total open position to 117

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

On 2 Jan SENSEX was trading at 85762.01. 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 1 Jan SENSEX was trading at 85188.60. 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

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

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

On 9 Dec SENSEX was trading at 84666.28. 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 84200 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	83576.24	632.45 ₹ 12,649	302.3 6046.00	-	8,22,706 1,64,54,120	2,146 42,920	8,564 1,71,280
8 Jan	84180.96	350 ₹ 7,000	245.15 4903.00	-	46,619 9,32,380	4,901 98,020	6,418 1,28,360
7 Jan	84961.14	103.4 ₹ 2,068	-1.25 -25.00	-	5,664 1,13,280	1,179 23,580	1,517 30,340
6 Jan	85063.34	104.4 ₹ 2,088	-2 -40.00	-	1,136 22,720	208 4,160	338 6,760
5 Jan	85439.62	106.6 ₹ 2,132	24.7 494.00	-	734 14,680	52 1,040	130 2,600
2 Jan	85762.01	78.5 ₹ 1,570	-51.55 -1031.00	-	299 5,980	60 1,200	78 1,560
1 Jan	85188.60	130.15 ₹ 2,603	-60.6 -1212.00	-	59 1,180	18 360	18 360
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
9 Dec	84666.28	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Sensex - strike price 84200 expiring on 15JAN2026

Delta for 84200 PE is -

Historical price for 84200 PE is as follows

On 9 Jan SENSEX was trading at 83576.24. The strike last trading price was 632.45, which was 302.3 higher than the previous day. The implied volatity was -, the open interest changed by 2146 which increased total open position to 8564

On 8 Jan SENSEX was trading at 84180.96. The strike last trading price was 350, which was 245.15 higher than the previous day. The implied volatity was -, the open interest changed by 4901 which increased total open position to 6418

On 7 Jan SENSEX was trading at 84961.14. The strike last trading price was 103.4, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 1179 which increased total open position to 1517

On 6 Jan SENSEX was trading at 85063.34. The strike last trading price was 104.4, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 208 which increased total open position to 338

On 5 Jan SENSEX was trading at 85439.62. The strike last trading price was 106.6, which was 24.7 higher than the previous day. The implied volatity was -, the open interest changed by 52 which increased total open position to 130

On 2 Jan SENSEX was trading at 85762.01. The strike last trading price was 78.5, which was -51.55 lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 78

On 1 Jan SENSEX was trading at 85188.60. The strike last trading price was 130.15, which was -60.6 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 18

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