SENSEX50
Sensex 50
Historical option data for SENSEX50
20 Mar 2026 04:11 PM IST
| SENSEX50 25-MAR-2026 75000 CE | ||||||||||||||||
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Delta: 0.44
Vega: 34.49
Theta: -85.97
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Mar | 74532.96 | 638.8 | 48.4 | 22.34 | 7,08,682 | 1,810.4 | 5,426.133 | |||||||||
| 19 Mar | 74207.24 | 686.7 | -1266.25 | 25.87 | 1,10,744 | 3,018.133 | 3,615.733 | |||||||||
| 18 Mar | 76704.13 | 2001.95 | 322.6 | 18.28 | 1,122 | 70.4 | 597.6 | |||||||||
| 17 Mar | 76070.84 | 1676.8 | 174.2 | 21.87 | 3,627 | -36.533 | 527.2 | |||||||||
| 16 Mar | 75502.85 | 1482.9 | 244.3 | 25.98 | 8,025 | 269.6 | 563.733 | |||||||||
| 13 Mar | 74563.92 | 1266.85 | -921.95 | 24.4 | 4,480 | 290.133 | 294.133 | |||||||||
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| 12 Mar | 76034.42 | 2200 | -768.4 | - | 6 | 0.8 | 4 | |||||||||
| 11 Mar | 76863.71 | 3609.25 | -199 | - | 0 | 0 | 3.2 | |||||||||
| 10 Mar | 78205.98 | 3609.25 | -199 | 10.66 | 14 | 2.933 | 3.2 | |||||||||
| 9 Mar | 77566.16 | 4688.25 | -876.1 | - | 0 | 0 | 0.267 | |||||||||
| 6 Mar | 78918.90 | 4688.25 | -876.1 | - | 0 | 0 | 0.267 | |||||||||
| 5 Mar | 80015.90 | 4688.25 | -876.1 | - | 0 | 0 | 0.267 | |||||||||
| 4 Mar | 79116.19 | 4688.25 | -876.1 | 18.65 | 1 | 0 | 0.267 | |||||||||
| 2 Mar | 80238.85 | 7000 | -558.55 | - | 0 | 0 | 0.267 | |||||||||
| 27 Feb | 81287.19 | 7000 | -558.55 | 23.52 | 1 | 0.267 | 0.267 | |||||||||
| 26 Feb | 82248.61 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 82276.07 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 82225.92 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 83294.66 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 | |||||||||
| 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 | |||||||||
For Sensex 50 - strike price 75000 expiring on 25MAR2026
Delta for 75000 CE is 0.44
Historical price for 75000 CE is as follows
On 20 Mar SENSEX50 was trading at 74532.96. The strike last trading price was 638.8, which was 48.4 higher than the previous day. The implied volatity was 22.34, the open interest changed by 6789 which increased total open position to 20348
On 19 Mar SENSEX50 was trading at 74207.24. The strike last trading price was 686.7, which was -1266.25 lower than the previous day. The implied volatity was 25.87, the open interest changed by 11318 which increased total open position to 13559
On 18 Mar SENSEX50 was trading at 76704.13. The strike last trading price was 2001.95, which was 322.6 higher than the previous day. The implied volatity was 18.28, the open interest changed by 264 which increased total open position to 2241
On 17 Mar SENSEX50 was trading at 76070.84. The strike last trading price was 1676.8, which was 174.2 higher than the previous day. The implied volatity was 21.87, the open interest changed by -137 which decreased total open position to 1977
On 16 Mar SENSEX50 was trading at 75502.85. The strike last trading price was 1482.9, which was 244.3 higher than the previous day. The implied volatity was 25.98, the open interest changed by 1011 which increased total open position to 2114
On 13 Mar SENSEX50 was trading at 74563.92. The strike last trading price was 1266.85, which was -921.95 lower than the previous day. The implied volatity was 24.4, the open interest changed by 1088 which increased total open position to 1103
On 12 Mar SENSEX50 was trading at 76034.42. The strike last trading price was 2200, which was -768.4 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 15
On 11 Mar SENSEX50 was trading at 76863.71. The strike last trading price was 3609.25, which was -199 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 10 Mar SENSEX50 was trading at 78205.98. The strike last trading price was 3609.25, which was -199 lower than the previous day. The implied volatity was 10.66, the open interest changed by 11 which increased total open position to 12
On 9 Mar SENSEX50 was trading at 77566.16. The strike last trading price was 4688.25, which was -876.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Mar SENSEX50 was trading at 78918.90. The strike last trading price was 4688.25, which was -876.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Mar SENSEX50 was trading at 80015.90. The strike last trading price was 4688.25, which was -876.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Mar SENSEX50 was trading at 79116.19. The strike last trading price was 4688.25, which was -876.1 lower than the previous day. The implied volatity was 18.65, the open interest changed by 0 which decreased total open position to 1
On 2 Mar SENSEX50 was trading at 80238.85. The strike last trading price was 7000, which was -558.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Feb SENSEX50 was trading at 81287.19. The strike last trading price was 7000, which was -558.55 lower than the previous day. The implied volatity was 23.52, the open interest changed by 1 which increased total open position to 1
On 26 Feb SENSEX50 was trading at 82248.61. 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 25 Feb SENSEX50 was trading at 82276.07. 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 Feb SENSEX50 was trading at 82225.92. 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 23 Feb SENSEX50 was trading at 83294.66. 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 Feb SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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 SENSEX50 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
| SENSEX50 25MAR2026 75000 PE | |||||||
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Delta: -0.55
Vega: 34.6
Theta: -79.1
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Mar | 74532.96 | 1071.45 | -262.7 | 26.17 | 7,24,360 | 2,096.533 | 4,022.133 |
| 19 Mar | 74207.24 | 1220 | 913.6 | 22.13 | 98,027 | 558.933 | 1,925.6 |
| 18 Mar | 76704.13 | 290 | -243 | 22.27 | 17,304 | 494.133 | 1,366.667 |
| 17 Mar | 76070.84 | 530.7 | -458.5 | 22.76 | 9,641 | 190.133 | 872.533 |
| 16 Mar | 75502.85 | 995.5 | -515.2 | 26.07 | 6,145 | 214.933 | 682.4 |
| 13 Mar | 74563.92 | 1496 | 650.2 | 26.71 | 8,328 | 128 | 467.467 |
| 12 Mar | 76034.42 | 840 | 141.25 | - | 3,026 | -26.4 | 339.467 |
| 11 Mar | 76863.71 | 717.45 | 328.8 | 25.99 | 2,657 | 46.133 | 365.867 |
| 10 Mar | 78205.98 | 387.75 | -484.25 | 25.47 | 2,056 | 91.2 | 319.733 |
| 9 Mar | 77566.16 | 920.05 | 516.75 | 31.89 | 2,573 | 61.6 | 228.533 |
| 6 Mar | 78918.90 | 380 | 108.9 | 25.39 | 761 | -24 | 166.933 |
| 5 Mar | 80015.90 | 256.65 | -270.8 | 24.81 | 1,010 | 71.733 | 190.933 |
| 4 Mar | 79116.19 | 520 | 299.95 | 27.65 | 1,657 | 12.8 | 119.2 |
| 2 Mar | 80238.85 | 224 | 144 | 23.2 | 1,116 | 74.133 | 106.4 |
| 27 Feb | 81287.19 | 70 | 10.45 | 19.14 | 53 | 2.667 | 32.267 |
| 26 Feb | 82248.61 | 59.55 | -12.1 | 20.18 | 16 | 0.8 | 29.6 |
| 25 Feb | 82276.07 | 83.4 | 15.95 | 21.25 | 35 | 5.867 | 28.8 |
| 24 Feb | 82225.92 | 68.05 | 19.15 | 20.22 | 55 | 13.333 | 22.933 |
| 23 Feb | 83294.66 | 51 | -9.85 | - | 0 | 0 | 9.6 |
| 20 Feb | 82814.71 | 51 | -9.85 | - | 0 | 0 | 9.6 |
| 19 Feb | 82498.14 | 51 | -9.85 | - | 0 | 0 | 9.6 |
| 18 Feb | 83734.25 | 51 | -9.85 | 20.03 | 31 | 8 | 9.6 |
| 17 Feb | 83450.96 | 60.85 | 13.95 | - | 5 | 0 | 1.6 |
| 16 Feb | 83277.15 | 487.55 | 311.4 | - | 0 | 0 | 1.6 |
| 13 Feb | 82626.76 | 487.55 | 311.4 | - | 0 | 0 | 1.6 |
| 12 Feb | 83674.92 | 487.55 | 311.4 | - | 0 | 0 | 1.6 |
| 11 Feb | 84233.64 | 487.55 | 311.4 | - | 0 | 0 | 1.6 |
| 10 Feb | 84273.92 | 487.55 | 311.4 | - | 0 | 0 | 1.6 |
| 9 Feb | 84065.75 | 487.55 | 311.4 | - | 0 | 0 | 1.6 |
| 6 Feb | 83580.40 | 487.55 | 311.4 | - | 0 | 0 | 1.6 |
| 5 Feb | 83313.93 | 487.55 | 311.4 | - | 0 | 0 | 1.6 |
| 4 Feb | 83817.69 | 487.55 | 311.4 | - | 0 | 0 | 1.6 |
| 3 Feb | 83739.13 | 487.55 | 311.4 | - | 0 | 0 | 1.6 |
| 2 Feb | 81666.46 | 487.55 | 311.4 | - | 0 | 0 | 1.6 |
| 1 Feb | 80722.94 | 487.55 | 311.4 | - | 6 | 1.6 | 1.6 |
For Sensex 50 - strike price 75000 expiring on 25MAR2026
Delta for 75000 PE is -0.55
Historical price for 75000 PE is as follows
On 20 Mar SENSEX50 was trading at 74532.96. The strike last trading price was 1071.45, which was -262.7 lower than the previous day. The implied volatity was 26.17, the open interest changed by 7862 which increased total open position to 15083
On 19 Mar SENSEX50 was trading at 74207.24. The strike last trading price was 1220, which was 913.6 higher than the previous day. The implied volatity was 22.13, the open interest changed by 2096 which increased total open position to 7221
On 18 Mar SENSEX50 was trading at 76704.13. The strike last trading price was 290, which was -243 lower than the previous day. The implied volatity was 22.27, the open interest changed by 1853 which increased total open position to 5125
On 17 Mar SENSEX50 was trading at 76070.84. The strike last trading price was 530.7, which was -458.5 lower than the previous day. The implied volatity was 22.76, the open interest changed by 713 which increased total open position to 3272
On 16 Mar SENSEX50 was trading at 75502.85. The strike last trading price was 995.5, which was -515.2 lower than the previous day. The implied volatity was 26.07, the open interest changed by 806 which increased total open position to 2559
On 13 Mar SENSEX50 was trading at 74563.92. The strike last trading price was 1496, which was 650.2 higher than the previous day. The implied volatity was 26.71, the open interest changed by 480 which increased total open position to 1753
On 12 Mar SENSEX50 was trading at 76034.42. The strike last trading price was 840, which was 141.25 higher than the previous day. The implied volatity was -, the open interest changed by -99 which decreased total open position to 1273
On 11 Mar SENSEX50 was trading at 76863.71. The strike last trading price was 717.45, which was 328.8 higher than the previous day. The implied volatity was 25.99, the open interest changed by 173 which increased total open position to 1372
On 10 Mar SENSEX50 was trading at 78205.98. The strike last trading price was 387.75, which was -484.25 lower than the previous day. The implied volatity was 25.47, the open interest changed by 342 which increased total open position to 1199
On 9 Mar SENSEX50 was trading at 77566.16. The strike last trading price was 920.05, which was 516.75 higher than the previous day. The implied volatity was 31.89, the open interest changed by 231 which increased total open position to 857
On 6 Mar SENSEX50 was trading at 78918.90. The strike last trading price was 380, which was 108.9 higher than the previous day. The implied volatity was 25.39, the open interest changed by -90 which decreased total open position to 626
On 5 Mar SENSEX50 was trading at 80015.90. The strike last trading price was 256.65, which was -270.8 lower than the previous day. The implied volatity was 24.81, the open interest changed by 269 which increased total open position to 716
On 4 Mar SENSEX50 was trading at 79116.19. The strike last trading price was 520, which was 299.95 higher than the previous day. The implied volatity was 27.65, the open interest changed by 48 which increased total open position to 447
On 2 Mar SENSEX50 was trading at 80238.85. The strike last trading price was 224, which was 144 higher than the previous day. The implied volatity was 23.2, the open interest changed by 278 which increased total open position to 399
On 27 Feb SENSEX50 was trading at 81287.19. The strike last trading price was 70, which was 10.45 higher than the previous day. The implied volatity was 19.14, the open interest changed by 10 which increased total open position to 121
On 26 Feb SENSEX50 was trading at 82248.61. The strike last trading price was 59.55, which was -12.1 lower than the previous day. The implied volatity was 20.18, the open interest changed by 3 which increased total open position to 111
On 25 Feb SENSEX50 was trading at 82276.07. The strike last trading price was 83.4, which was 15.95 higher than the previous day. The implied volatity was 21.25, the open interest changed by 22 which increased total open position to 108
On 24 Feb SENSEX50 was trading at 82225.92. The strike last trading price was 68.05, which was 19.15 higher than the previous day. The implied volatity was 20.22, the open interest changed by 50 which increased total open position to 86
On 23 Feb SENSEX50 was trading at 83294.66. The strike last trading price was 51, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 20 Feb SENSEX50 was trading at 82814.71. The strike last trading price was 51, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 19 Feb SENSEX50 was trading at 82498.14. The strike last trading price was 51, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 18 Feb SENSEX50 was trading at 83734.25. The strike last trading price was 51, which was -9.85 lower than the previous day. The implied volatity was 20.03, the open interest changed by 30 which increased total open position to 36
On 17 Feb SENSEX50 was trading at 83450.96. The strike last trading price was 60.85, which was 13.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 16 Feb SENSEX50 was trading at 83277.15. The strike last trading price was 487.55, which was 311.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 13 Feb SENSEX50 was trading at 82626.76. The strike last trading price was 487.55, which was 311.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 12 Feb SENSEX50 was trading at 83674.92. The strike last trading price was 487.55, which was 311.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 11 Feb SENSEX50 was trading at 84233.64. The strike last trading price was 487.55, which was 311.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 10 Feb SENSEX50 was trading at 84273.92. The strike last trading price was 487.55, which was 311.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 9 Feb SENSEX50 was trading at 84065.75. The strike last trading price was 487.55, which was 311.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 6 Feb SENSEX50 was trading at 83580.40. The strike last trading price was 487.55, which was 311.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 5 Feb SENSEX50 was trading at 83313.93. The strike last trading price was 487.55, which was 311.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 4 Feb SENSEX50 was trading at 83817.69. The strike last trading price was 487.55, which was 311.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 3 Feb SENSEX50 was trading at 83739.13. The strike last trading price was 487.55, which was 311.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 2 Feb SENSEX50 was trading at 81666.46. The strike last trading price was 487.55, which was 311.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 1 Feb SENSEX50 was trading at 80722.94. The strike last trading price was 487.55, which was 311.4 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
