SENSEX50
Sensex 50
Historical option data for SENSEX50
17 Mar 2026 04:11 PM IST
| SENSEX50 25-MAR-2026 76500 CE | ||||||||||||||||
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Delta: 0.46
Vega: 44.65
Theta: -62.17
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Mar | 76070.84 | 727 | 13.45 | 18.93 | 6,931 | 329.6 | 481.867 | |||||||||
| 16 Mar | 75502.85 | 663.4 | 68.25 | 23.02 | 4,332 | 29.6 | 152.267 | |||||||||
| 13 Mar | 74563.92 | 635.55 | -577.4 | 23.44 | 1,869 | 22.933 | 122.667 | |||||||||
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| 12 Mar | 76034.42 | 1245.5 | -500.95 | 23.11 | 1,523 | 45.333 | 99.733 | |||||||||
| 11 Mar | 76863.71 | 1709.2 | -1016.55 | 23.41 | 221 | 37.067 | 54.4 | |||||||||
| 10 Mar | 78205.98 | 2735 | 77.5 | 23.11 | 20 | -5.067 | 17.333 | |||||||||
| 9 Mar | 77566.16 | 2526.05 | -634.15 | 27.79 | 554 | 22.4 | 22.4 | |||||||||
| 6 Mar | 78918.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 80015.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 79116.19 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 80238.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 81287.19 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 76500 expiring on 25MAR2026
Delta for 76500 CE is 0.46
Historical price for 76500 CE is as follows
On 17 Mar SENSEX50 was trading at 76070.84. The strike last trading price was 727, which was 13.45 higher than the previous day. The implied volatity was 18.93, the open interest changed by 1236 which increased total open position to 1807
On 16 Mar SENSEX50 was trading at 75502.85. The strike last trading price was 663.4, which was 68.25 higher than the previous day. The implied volatity was 23.02, the open interest changed by 111 which increased total open position to 571
On 13 Mar SENSEX50 was trading at 74563.92. The strike last trading price was 635.55, which was -577.4 lower than the previous day. The implied volatity was 23.44, the open interest changed by 86 which increased total open position to 460
On 12 Mar SENSEX50 was trading at 76034.42. The strike last trading price was 1245.5, which was -500.95 lower than the previous day. The implied volatity was 23.11, the open interest changed by 170 which increased total open position to 374
On 11 Mar SENSEX50 was trading at 76863.71. The strike last trading price was 1709.2, which was -1016.55 lower than the previous day. The implied volatity was 23.41, the open interest changed by 139 which increased total open position to 204
On 10 Mar SENSEX50 was trading at 78205.98. The strike last trading price was 2735, which was 77.5 higher than the previous day. The implied volatity was 23.11, the open interest changed by -19 which decreased total open position to 65
On 9 Mar SENSEX50 was trading at 77566.16. The strike last trading price was 2526.05, which was -634.15 lower than the previous day. The implied volatity was 27.79, the open interest changed by 84 which increased total open position to 84
On 6 Mar SENSEX50 was trading at 78918.90. 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 Mar SENSEX50 was trading at 80015.90. 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 Mar SENSEX50 was trading at 79116.19. 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 Mar SENSEX50 was trading at 80238.85. 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 Feb SENSEX50 was trading at 81287.19. 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 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 76500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.55
Vega: 44.57
Theta: -45.17
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Mar | 76070.84 | 1085.25 | -539.55 | 20.43 | 3,065 | 282.4 | 384 |
| 16 Mar | 75502.85 | 1757.25 | -623.55 | 25.02 | 381 | -3.2 | 101.6 |
| 13 Mar | 74563.92 | 2305.05 | 932.95 | 24.89 | 1,040 | -58.4 | 104.8 |
| 12 Mar | 76034.42 | 1372.85 | 249.2 | - | 1,886 | -1.867 | 163.2 |
| 11 Mar | 76863.71 | 1156.15 | 551.3 | 23.9 | 1,013 | 83.467 | 165.067 |
| 10 Mar | 78205.98 | 575 | -608.3 | 22.1 | 280 | 17.067 | 81.6 |
| 9 Mar | 77566.16 | 1256.25 | 733.65 | 28.76 | 894 | 64.533 | 64.533 |
| 6 Mar | 78918.90 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 80015.90 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 79116.19 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 80238.85 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 81287.19 | 0 | 0 | - | 0 | 0 | 0 |
| 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 76500 expiring on 25MAR2026
Delta for 76500 PE is -0.55
Historical price for 76500 PE is as follows
On 17 Mar SENSEX50 was trading at 76070.84. The strike last trading price was 1085.25, which was -539.55 lower than the previous day. The implied volatity was 20.43, the open interest changed by 1059 which increased total open position to 1440
On 16 Mar SENSEX50 was trading at 75502.85. The strike last trading price was 1757.25, which was -623.55 lower than the previous day. The implied volatity was 25.02, the open interest changed by -12 which decreased total open position to 381
On 13 Mar SENSEX50 was trading at 74563.92. The strike last trading price was 2305.05, which was 932.95 higher than the previous day. The implied volatity was 24.89, the open interest changed by -219 which decreased total open position to 393
On 12 Mar SENSEX50 was trading at 76034.42. The strike last trading price was 1372.85, which was 249.2 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 612
On 11 Mar SENSEX50 was trading at 76863.71. The strike last trading price was 1156.15, which was 551.3 higher than the previous day. The implied volatity was 23.9, the open interest changed by 313 which increased total open position to 619
On 10 Mar SENSEX50 was trading at 78205.98. The strike last trading price was 575, which was -608.3 lower than the previous day. The implied volatity was 22.1, the open interest changed by 64 which increased total open position to 306
On 9 Mar SENSEX50 was trading at 77566.16. The strike last trading price was 1256.25, which was 733.65 higher than the previous day. The implied volatity was 28.76, the open interest changed by 242 which increased total open position to 242
On 6 Mar SENSEX50 was trading at 78918.90. 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 Mar SENSEX50 was trading at 80015.90. 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 Mar SENSEX50 was trading at 79116.19. 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 Mar SENSEX50 was trading at 80238.85. 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 Feb SENSEX50 was trading at 81287.19. 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 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
