SENSEX
Sensex
Historical option data for SENSEX
20 Feb 2026 04:11 PM IST
| SENSEX 26-FEB-2026 88000 CE | ||||||||||||||||
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Delta: 0.01
Vega: 3.82
Theta: -7
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 82814.71 | 11 | -3.3 | 20.98 | 1,40,648 | 2,967 | 14,812 | |||||||||
| 19 Feb | 82498.14 | 12 | 0.8 | 21.27 | 33,064 | 9,419 | 11,845 | |||||||||
| 18 Feb | 83734.25 | 10.7 | -0.9 | 15.03 | 4,616 | 1,338 | 2,426 | |||||||||
| 17 Feb | 83450.96 | 10.8 | -15.6 | 15.01 | 1,915 | 572 | 1,088 | |||||||||
| 16 Feb | 83277.15 | 27 | -1.3 | 16.77 | 142 | 61 | 516 | |||||||||
| 13 Feb | 82626.76 | 32.35 | 5.3 | 16.94 | 444 | 200 | 455 | |||||||||
| 12 Feb | 83674.92 | 26 | -5.75 | 12.84 | 236 | -25 | 255 | |||||||||
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| 11 Feb | 84233.64 | 32 | -3.3 | 11.27 | 113 | -2 | 280 | |||||||||
| 10 Feb | 84273.92 | 30.75 | -9.3 | 10.72 | 455 | 3 | 282 | |||||||||
| 9 Feb | 84065.75 | 40.05 | -1.6 | 11.32 | 24 | 3 | 279 | |||||||||
| 6 Feb | 83580.40 | 40 | -7.2 | 11.52 | 117 | 17 | 276 | |||||||||
| 5 Feb | 83313.93 | 48.45 | -19.3 | 12.19 | 55 | -11 | 259 | |||||||||
| 4 Feb | 83817.69 | 68 | -22.9 | 11.46 | 464 | 11 | 270 | |||||||||
| 3 Feb | 83739.13 | 90.45 | 52.4 | 12.19 | 759 | 116 | 259 | |||||||||
| 2 Feb | 81666.46 | 45.9 | -3.25 | 14.85 | 74 | 12 | 143 | |||||||||
| 1 Feb | 80722.94 | 52 | -3 | 17.21 | 102 | 36 | 131 | |||||||||
| 30 Jan | 82269.78 | 55 | -12.5 | 12.86 | 141 | 44 | 95 | |||||||||
| 29 Jan | 82566.37 | 65 | 4 | 12.49 | 70 | -17 | 51 | |||||||||
| 28 Jan | 82344.68 | 61 | -26.45 | 12.54 | 31 | -5 | 68 | |||||||||
| 27 Jan | 81857.48 | 84.1 | 4.1 | 13.86 | 19 | -1 | 73 | |||||||||
| 23 Jan | 81537.70 | 80 | -23.1 | 13.58 | 2 | 0 | 74 | |||||||||
| 22 Jan | 82307.37 | 105.05 | 13.65 | 12.43 | 113 | 4 | 74 | |||||||||
| 21 Jan | 81909.63 | 91 | -5.4 | 12.78 | 95 | 19 | 70 | |||||||||
| 20 Jan | 82180.47 | 93.25 | -47.65 | 12.12 | 78 | -10 | 51 | |||||||||
| 19 Jan | 83246.18 | 135.65 | -49.4 | 11 | 58 | 10 | 61 | |||||||||
| 16 Jan | 83570.35 | 185.65 | 5.65 | 10.43 | 44 | 16 | 51 | |||||||||
| 14 Jan | 83382.71 | 180 | -32.7 | 10.44 | 37 | -11 | 35 | |||||||||
| 13 Jan | 83627.69 | 208.95 | -67.65 | 10.25 | 28 | 2 | 46 | |||||||||
| 12 Jan | 83878.17 | 276.6 | 40.2 | 10.28 | 39 | 14 | 44 | |||||||||
| 9 Jan | 83576.24 | 236.4 | -20.7 | - | 19 | 4 | 30 | |||||||||
| 8 Jan | 84180.96 | 549.8 | -68 | - | 0 | 0 | 26 | |||||||||
| 7 Jan | 84961.14 | 549.8 | -68 | - | 0 | 0 | 26 | |||||||||
| 6 Jan | 85063.34 | 549.8 | -68 | - | 13 | 5 | 26 | |||||||||
| 5 Jan | 85439.62 | 628.35 | -111.3 | - | 30 | -13 | 21 | |||||||||
| 2 Jan | 85762.01 | 777.8 | 329.95 | - | 63 | 34 | 34 | |||||||||
For Sensex - strike price 88000 expiring on 26FEB2026
Delta for 88000 CE is 0.01
Historical price for 88000 CE is as follows
On 20 Feb SENSEX was trading at 82814.71. The strike last trading price was 11, which was -3.3 lower than the previous day. The implied volatity was 20.98, the open interest changed by 2967 which increased total open position to 14812
On 19 Feb SENSEX was trading at 82498.14. The strike last trading price was 12, which was 0.8 higher than the previous day. The implied volatity was 21.27, the open interest changed by 9419 which increased total open position to 11845
On 18 Feb SENSEX was trading at 83734.25. The strike last trading price was 10.7, which was -0.9 lower than the previous day. The implied volatity was 15.03, the open interest changed by 1338 which increased total open position to 2426
On 17 Feb SENSEX was trading at 83450.96. The strike last trading price was 10.8, which was -15.6 lower than the previous day. The implied volatity was 15.01, the open interest changed by 572 which increased total open position to 1088
On 16 Feb SENSEX was trading at 83277.15. The strike last trading price was 27, which was -1.3 lower than the previous day. The implied volatity was 16.77, the open interest changed by 61 which increased total open position to 516
On 13 Feb SENSEX was trading at 82626.76. The strike last trading price was 32.35, which was 5.3 higher than the previous day. The implied volatity was 16.94, the open interest changed by 200 which increased total open position to 455
On 12 Feb SENSEX was trading at 83674.92. The strike last trading price was 26, which was -5.75 lower than the previous day. The implied volatity was 12.84, the open interest changed by -25 which decreased total open position to 255
On 11 Feb SENSEX was trading at 84233.64. The strike last trading price was 32, which was -3.3 lower than the previous day. The implied volatity was 11.27, the open interest changed by -2 which decreased total open position to 280
On 10 Feb SENSEX was trading at 84273.92. The strike last trading price was 30.75, which was -9.3 lower than the previous day. The implied volatity was 10.72, the open interest changed by 3 which increased total open position to 282
On 9 Feb SENSEX was trading at 84065.75. The strike last trading price was 40.05, which was -1.6 lower than the previous day. The implied volatity was 11.32, the open interest changed by 3 which increased total open position to 279
On 6 Feb SENSEX was trading at 83580.40. The strike last trading price was 40, which was -7.2 lower than the previous day. The implied volatity was 11.52, the open interest changed by 17 which increased total open position to 276
On 5 Feb SENSEX was trading at 83313.93. The strike last trading price was 48.45, which was -19.3 lower than the previous day. The implied volatity was 12.19, the open interest changed by -11 which decreased total open position to 259
On 4 Feb SENSEX was trading at 83817.69. The strike last trading price was 68, which was -22.9 lower than the previous day. The implied volatity was 11.46, the open interest changed by 11 which increased total open position to 270
On 3 Feb SENSEX was trading at 83739.13. The strike last trading price was 90.45, which was 52.4 higher than the previous day. The implied volatity was 12.19, the open interest changed by 116 which increased total open position to 259
On 2 Feb SENSEX was trading at 81666.46. The strike last trading price was 45.9, which was -3.25 lower than the previous day. The implied volatity was 14.85, the open interest changed by 12 which increased total open position to 143
On 1 Feb SENSEX was trading at 80722.94. The strike last trading price was 52, which was -3 lower than the previous day. The implied volatity was 17.21, the open interest changed by 36 which increased total open position to 131
On 30 Jan SENSEX was trading at 82269.78. The strike last trading price was 55, which was -12.5 lower than the previous day. The implied volatity was 12.86, the open interest changed by 44 which increased total open position to 95
On 29 Jan SENSEX was trading at 82566.37. The strike last trading price was 65, which was 4 higher than the previous day. The implied volatity was 12.49, the open interest changed by -17 which decreased total open position to 51
On 28 Jan SENSEX was trading at 82344.68. The strike last trading price was 61, which was -26.45 lower than the previous day. The implied volatity was 12.54, the open interest changed by -5 which decreased total open position to 68
On 27 Jan SENSEX was trading at 81857.48. The strike last trading price was 84.1, which was 4.1 higher than the previous day. The implied volatity was 13.86, the open interest changed by -1 which decreased total open position to 73
On 23 Jan SENSEX was trading at 81537.70. The strike last trading price was 80, which was -23.1 lower than the previous day. The implied volatity was 13.58, the open interest changed by 0 which decreased total open position to 74
On 22 Jan SENSEX was trading at 82307.37. The strike last trading price was 105.05, which was 13.65 higher than the previous day. The implied volatity was 12.43, the open interest changed by 4 which increased total open position to 74
On 21 Jan SENSEX was trading at 81909.63. The strike last trading price was 91, which was -5.4 lower than the previous day. The implied volatity was 12.78, the open interest changed by 19 which increased total open position to 70
On 20 Jan SENSEX was trading at 82180.47. The strike last trading price was 93.25, which was -47.65 lower than the previous day. The implied volatity was 12.12, the open interest changed by -10 which decreased total open position to 51
On 19 Jan SENSEX was trading at 83246.18. The strike last trading price was 135.65, which was -49.4 lower than the previous day. The implied volatity was 11, the open interest changed by 10 which increased total open position to 61
On 16 Jan SENSEX was trading at 83570.35. The strike last trading price was 185.65, which was 5.65 higher than the previous day. The implied volatity was 10.43, the open interest changed by 16 which increased total open position to 51
On 14 Jan SENSEX was trading at 83382.71. The strike last trading price was 180, which was -32.7 lower than the previous day. The implied volatity was 10.44, the open interest changed by -11 which decreased total open position to 35
On 13 Jan SENSEX was trading at 83627.69. The strike last trading price was 208.95, which was -67.65 lower than the previous day. The implied volatity was 10.25, the open interest changed by 2 which increased total open position to 46
On 12 Jan SENSEX was trading at 83878.17. The strike last trading price was 276.6, which was 40.2 higher than the previous day. The implied volatity was 10.28, the open interest changed by 14 which increased total open position to 44
On 9 Jan SENSEX was trading at 83576.24. The strike last trading price was 236.4, which was -20.7 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 30
On 8 Jan SENSEX was trading at 84180.96. The strike last trading price was 549.8, which was -68 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 7 Jan SENSEX was trading at 84961.14. The strike last trading price was 549.8, which was -68 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 6 Jan SENSEX was trading at 85063.34. The strike last trading price was 549.8, which was -68 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 26
On 5 Jan SENSEX was trading at 85439.62. The strike last trading price was 628.35, which was -111.3 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 21
On 2 Jan SENSEX was trading at 85762.01. The strike last trading price was 777.8, which was 329.95 higher than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 34
| SENSEX 26FEB2026 88000 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 82814.71 | 5414.75 | 1253.55 | - | 0 | 0 | 14 |
| 19 Feb | 82498.14 | 5414.75 | 1253.55 | 21.95 | 14 | 14 | 14 |
| 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 |
| 6 Feb | 83580.40 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 83313.93 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 83817.69 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 83739.13 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 81666.46 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 80722.94 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 82269.78 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 82566.37 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 82344.68 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Jan | 81857.48 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 81537.70 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Jan | 82307.37 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Jan | 81909.63 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Jan | 82180.47 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Jan | 83246.18 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jan | 83570.35 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Jan | 83382.71 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Jan | 83627.69 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jan | 83878.17 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jan | 83576.24 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 84180.96 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 84961.14 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Jan | 85063.34 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jan | 85439.62 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 85762.01 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 88000 expiring on 26FEB2026
Delta for 88000 PE is -
Historical price for 88000 PE is as follows
On 20 Feb SENSEX was trading at 82814.71. The strike last trading price was 5414.75, which was 1253.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 19 Feb SENSEX was trading at 82498.14. The strike last trading price was 5414.75, which was 1253.55 higher than the previous day. The implied volatity was 21.95, the open interest changed by 14 which increased total open position to 14
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
On 6 Feb SENSEX was trading at 83580.40. 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 Feb SENSEX was trading at 83313.93. 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 4 Feb SENSEX was trading at 83817.69. 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 3 Feb SENSEX was trading at 83739.13. 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 Feb SENSEX was trading at 81666.46. 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 Feb SENSEX was trading at 80722.94. 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 Jan SENSEX was trading at 82269.78. 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 Jan SENSEX was trading at 82566.37. 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 28 Jan SENSEX was trading at 82344.68. 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 27 Jan SENSEX was trading at 81857.48. 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 23 Jan SENSEX was trading at 81537.70. 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 22 Jan SENSEX was trading at 82307.37. 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 21 Jan SENSEX was trading at 81909.63. 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 20 Jan SENSEX was trading at 82180.47. 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 Jan SENSEX was trading at 83246.18. 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 Jan SENSEX was trading at 83570.35. 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 14 Jan SENSEX was trading at 83382.71. 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 13 Jan SENSEX was trading at 83627.69. 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 Jan SENSEX was trading at 83878.17. 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 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 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
