SENSEX
Sensex
Historical option data for SENSEX
09 Jan 2026 04:11 PM IST
| SENSEX 15-JAN-2026 88000 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 83576.24 | 9.05 | 1.1 | - | 2,67,112 | 1,645 | 26,312 | |||||||||
| 8 Jan | 84180.96 | 7.2 | -3 | - | 95,637 | 18,670 | 24,667 | |||||||||
| 7 Jan | 84961.14 | 9.9 | -1.75 | - | 19,309 | 4,009 | 5,997 | |||||||||
| 6 Jan | 85063.34 | 10.85 | -7.7 | - | 6,861 | 1,347 | 1,988 | |||||||||
| 5 Jan | 85439.62 | 18.5 | -11.95 | - | 6,665 | 481 | 641 | |||||||||
| 2 Jan | 85762.01 | 36.95 | 10.55 | - | 316 | 160 | 160 | |||||||||
| 1 Jan | 85188.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 85220.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 30 Dec | 84675.08 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Dec | 84695.54 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Dec | 85041.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Dec | 85408.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Dec | 85524.84 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 88000 expiring on 15JAN2026
Delta for 88000 CE is -
Historical price for 88000 CE is as follows
On 9 Jan SENSEX was trading at 83576.24. The strike last trading price was 9.05, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 1645 which increased total open position to 26312
On 8 Jan SENSEX was trading at 84180.96. The strike last trading price was 7.2, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 18670 which increased total open position to 24667
On 7 Jan SENSEX was trading at 84961.14. The strike last trading price was 9.9, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 4009 which increased total open position to 5997
On 6 Jan SENSEX was trading at 85063.34. The strike last trading price was 10.85, which was -7.7 lower than the previous day. The implied volatity was -, the open interest changed by 1347 which increased total open position to 1988
On 5 Jan SENSEX was trading at 85439.62. The strike last trading price was 18.5, which was -11.95 lower than the previous day. The implied volatity was -, the open interest changed by 481 which increased total open position to 641
On 2 Jan SENSEX was trading at 85762.01. The strike last trading price was 36.95, which was 10.55 higher than the previous day. The implied volatity was -, the open interest changed by 160 which increased total open position to 160
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
| SENSEX 15JAN2026 88000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 83576.24 | 3550 | 615.15 | - | 0 | 0 | 28 |
| 8 Jan | 84180.96 | 3550 | 615.15 | - | 28 | 28 | 28 |
| 7 Jan | 84961.14 | 2130 | 10 | - | 0 | 0 | 0 |
| 6 Jan | 85063.34 | 2130 | 10 | - | 0 | 0 | 0 |
| 5 Jan | 85439.62 | 2130 | 10 | - | 2 | -2 | 0 |
| 2 Jan | 85762.01 | 2120 | -532.35 | - | 2 | 2 | 2 |
| 1 Jan | 85188.60 | 0 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 85220.60 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Dec | 84675.08 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Dec | 84695.54 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Dec | 85041.45 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Dec | 85408.70 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Dec | 85524.84 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 88000 expiring on 15JAN2026
Delta for 88000 PE is -
Historical price for 88000 PE is as follows
On 9 Jan SENSEX was trading at 83576.24. The strike last trading price was 3550, which was 615.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 8 Jan SENSEX was trading at 84180.96. The strike last trading price was 3550, which was 615.15 higher than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 28
On 7 Jan SENSEX was trading at 84961.14. The strike last trading price was 2130, which was 10 higher 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 2130, which was 10 higher 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 2130, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 2 Jan SENSEX was trading at 85762.01. The strike last trading price was 2120, which was -532.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
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































































































































































































































