SENSEX
Sensex
Historical option data for SENSEX
02 Mar 2026 04:11 PM IST
| SENSEX 05-MAR-2026 84800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 1.48
Theta: -6.25
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Mar | 80238.85 | 4.3 | -16.65 | 24.76 | 34,721 | -1,757 | 2,619 | |||||||||
| 27 Feb | 81287.19 | 23.65 | -7.2 | 17.1 | 30,735 | 2,765 | 4,376 | |||||||||
| 26 Feb | 82248.61 | 30.6 | -16.65 | 12.67 | 10,280 | -51 | 1,611 | |||||||||
| 25 Feb | 82276.07 | 47.45 | -38.05 | 12.76 | 3,598 | 1,328 | 1,662 | |||||||||
| 24 Feb | 82225.92 | 85.35 | -109.1 | 13.59 | 634 | 9 | 334 | |||||||||
| 23 Feb | 83294.66 | 190.75 | 12.3 | 11.57 | 699 | 141 | 325 | |||||||||
| 20 Feb | 82814.71 | 162.8 | -127.2 | 11.16 | 999 | 83 | 184 | |||||||||
| 19 Feb | 82498.14 | 290 | -52.65 | 15.77 | 2 | 0 | 101 | |||||||||
| 18 Feb | 83734.25 | 342.65 | 27.35 | 9.53 | 73 | -59 | 101 | |||||||||
| 17 Feb | 83450.96 | 315.3 | -1 | 9.96 | 25 | 17 | 160 | |||||||||
| 16 Feb | 83277.15 | 320 | 86 | 10.44 | 134 | 120 | 143 | |||||||||
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| 13 Feb | 82626.76 | 234 | -206.5 | 10.64 | 27 | 9 | 23 | |||||||||
| 12 Feb | 83674.92 | 440.5 | -332.8 | 8.9 | 15 | 14 | 14 | |||||||||
| 11 Feb | 84233.64 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 84273.92 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 84065.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 84800 expiring on 05MAR2026
Delta for 84800 CE is 0.01
Historical price for 84800 CE is as follows
On 2 Mar SENSEX was trading at 80238.85. The strike last trading price was 4.3, which was -16.65 lower than the previous day. The implied volatity was 24.76, the open interest changed by -1757 which decreased total open position to 2619
On 27 Feb SENSEX was trading at 81287.19. The strike last trading price was 23.65, which was -7.2 lower than the previous day. The implied volatity was 17.1, the open interest changed by 2765 which increased total open position to 4376
On 26 Feb SENSEX was trading at 82248.61. The strike last trading price was 30.6, which was -16.65 lower than the previous day. The implied volatity was 12.67, the open interest changed by -51 which decreased total open position to 1611
On 25 Feb SENSEX was trading at 82276.07. The strike last trading price was 47.45, which was -38.05 lower than the previous day. The implied volatity was 12.76, the open interest changed by 1328 which increased total open position to 1662
On 24 Feb SENSEX was trading at 82225.92. The strike last trading price was 85.35, which was -109.1 lower than the previous day. The implied volatity was 13.59, the open interest changed by 9 which increased total open position to 334
On 23 Feb SENSEX was trading at 83294.66. The strike last trading price was 190.75, which was 12.3 higher than the previous day. The implied volatity was 11.57, the open interest changed by 141 which increased total open position to 325
On 20 Feb SENSEX was trading at 82814.71. The strike last trading price was 162.8, which was -127.2 lower than the previous day. The implied volatity was 11.16, the open interest changed by 83 which increased total open position to 184
On 19 Feb SENSEX was trading at 82498.14. The strike last trading price was 290, which was -52.65 lower than the previous day. The implied volatity was 15.77, the open interest changed by 0 which decreased total open position to 101
On 18 Feb SENSEX was trading at 83734.25. The strike last trading price was 342.65, which was 27.35 higher than the previous day. The implied volatity was 9.53, the open interest changed by -59 which decreased total open position to 101
On 17 Feb SENSEX was trading at 83450.96. The strike last trading price was 315.3, which was -1 lower than the previous day. The implied volatity was 9.96, the open interest changed by 17 which increased total open position to 160
On 16 Feb SENSEX was trading at 83277.15. The strike last trading price was 320, which was 86 higher than the previous day. The implied volatity was 10.44, the open interest changed by 120 which increased total open position to 143
On 13 Feb SENSEX was trading at 82626.76. The strike last trading price was 234, which was -206.5 lower than the previous day. The implied volatity was 10.64, the open interest changed by 9 which increased total open position to 23
On 12 Feb SENSEX was trading at 83674.92. The strike last trading price was 440.5, which was -332.8 lower than the previous day. The implied volatity was 8.9, the open interest changed by 14 which increased total open position to 14
On 11 Feb SENSEX was trading at 84233.64. 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 Feb SENSEX was trading at 84273.92. 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 Feb SENSEX was trading at 84065.75. 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 05MAR2026 84800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 80238.85 | 2463.5 | -21.75 | - | 0 | 0 | 113 |
| 27 Feb | 81287.19 | 2463.5 | -21.75 | - | 109 | 0 | 113 |
| 26 Feb | 82248.61 | 2463.5 | -21.75 | 14.49 | 109 | 107 | 113 |
| 25 Feb | 82276.07 | 1725.15 | -349.7 | - | 0 | 0 | 6 |
| 24 Feb | 82225.92 | 1725.15 | -349.7 | - | 0 | 0 | 6 |
| 23 Feb | 83294.66 | 1725.15 | -349.7 | 17.27 | 14 | 6 | 6 |
| 20 Feb | 82814.71 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 82498.14 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 83734.25 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 83450.96 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Feb | 83277.15 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 82626.76 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 83674.92 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 84233.64 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 84273.92 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 84065.75 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 84800 expiring on 05MAR2026
Delta for 84800 PE is -
Historical price for 84800 PE is as follows
On 2 Mar SENSEX was trading at 80238.85. The strike last trading price was 2463.5, which was -21.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 113
On 27 Feb SENSEX was trading at 81287.19. The strike last trading price was 2463.5, which was -21.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 113
On 26 Feb SENSEX was trading at 82248.61. The strike last trading price was 2463.5, which was -21.75 lower than the previous day. The implied volatity was 14.49, the open interest changed by 107 which increased total open position to 113
On 25 Feb SENSEX was trading at 82276.07. The strike last trading price was 1725.15, which was -349.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 24 Feb SENSEX was trading at 82225.92. The strike last trading price was 1725.15, which was -349.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 23 Feb SENSEX was trading at 83294.66. The strike last trading price was 1725.15, which was -349.7 lower than the previous day. The implied volatity was 17.27, the open interest changed by 6 which increased total open position to 6
On 20 Feb SENSEX was trading at 82814.71. 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 19 Feb SENSEX was trading at 82498.14. 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 18 Feb SENSEX was trading at 83734.25. 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 17 Feb SENSEX was trading at 83450.96. 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 16 Feb SENSEX was trading at 83277.15. 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 Feb SENSEX was trading at 82626.76. 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 Feb SENSEX was trading at 83674.92. 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 11 Feb SENSEX was trading at 84233.64. 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 Feb SENSEX was trading at 84273.92. 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 Feb SENSEX was trading at 84065.75. 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
