SENSEX50
Sensex 50
Historical option data for SENSEX50
13 Mar 2026 04:11 PM IST
| SENSEX50 25-MAR-2026 77500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.21
Vega: 39.06
Theta: -41.39
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 74563.92 | 361.4 | -379.25 | 22.84 | 2,221 | -0.8 | 155.2 | |||||||||
| 12 Mar | 76034.42 | 770.35 | -389.55 | - | 1,543 | 33.333 | 156 | |||||||||
| 11 Mar | 76863.71 | 1129.6 | -783.45 | 21.48 | 1,253 | 99.733 | 122.667 | |||||||||
| 10 Mar | 78205.98 | 1973.35 | -0.35 | 21.4 | 240 | -18.933 | 22.933 | |||||||||
|
|
||||||||||||||||
| 9 Mar | 77566.16 | 1920 | -534.05 | 27.07 | 719 | 41.867 | 41.867 | |||||||||
| 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 77500 expiring on 25MAR2026
Delta for 77500 CE is 0.21
Historical price for 77500 CE is as follows
On 13 Mar SENSEX50 was trading at 74563.92. The strike last trading price was 361.4, which was -379.25 lower than the previous day. The implied volatity was 22.84, the open interest changed by -3 which decreased total open position to 582
On 12 Mar SENSEX50 was trading at 76034.42. The strike last trading price was 770.35, which was -389.55 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 585
On 11 Mar SENSEX50 was trading at 76863.71. The strike last trading price was 1129.6, which was -783.45 lower than the previous day. The implied volatity was 21.48, the open interest changed by 374 which increased total open position to 460
On 10 Mar SENSEX50 was trading at 78205.98. The strike last trading price was 1973.35, which was -0.35 lower than the previous day. The implied volatity was 21.4, the open interest changed by -71 which decreased total open position to 86
On 9 Mar SENSEX50 was trading at 77566.16. The strike last trading price was 1920, which was -534.05 lower than the previous day. The implied volatity was 27.07, the open interest changed by 157 which increased total open position to 157
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 77500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.75
Vega: 42.8
Theta: -31.4
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 74563.92 | 3116.35 | 1230.85 | 26.71 | 296 | -7.733 | 111.733 |
| 12 Mar | 76034.42 | 1848.25 | 312.55 | - | 692 | -59.467 | 119.467 |
| 11 Mar | 76863.71 | 1565.85 | 717.05 | 23.09 | 1,727 | 97.6 | 178.933 |
| 10 Mar | 78205.98 | 830 | -679.3 | 20.86 | 666 | 24.8 | 81.333 |
| 9 Mar | 77566.16 | 1557.4 | 743.8 | 26.62 | 522 | 50.133 | 56.533 |
| 6 Mar | 78918.90 | 438.75 | 274.75 | - | 0 | 0 | 6.4 |
| 5 Mar | 80015.90 | 438.75 | 274.75 | - | 0 | 0 | 6.4 |
| 4 Mar | 79116.19 | 438.75 | 274.75 | - | 0 | 0 | 6.4 |
| 2 Mar | 80238.85 | 438.75 | 274.75 | 19.46 | 7 | 1.067 | 6.4 |
| 27 Feb | 81287.19 | 169.9 | 110.05 | 16.37 | 20 | 5.333 | 5.333 |
| 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 77500 expiring on 25MAR2026
Delta for 77500 PE is -0.75
Historical price for 77500 PE is as follows
On 13 Mar SENSEX50 was trading at 74563.92. The strike last trading price was 3116.35, which was 1230.85 higher than the previous day. The implied volatity was 26.71, the open interest changed by -29 which decreased total open position to 419
On 12 Mar SENSEX50 was trading at 76034.42. The strike last trading price was 1848.25, which was 312.55 higher than the previous day. The implied volatity was -, the open interest changed by -223 which decreased total open position to 448
On 11 Mar SENSEX50 was trading at 76863.71. The strike last trading price was 1565.85, which was 717.05 higher than the previous day. The implied volatity was 23.09, the open interest changed by 366 which increased total open position to 671
On 10 Mar SENSEX50 was trading at 78205.98. The strike last trading price was 830, which was -679.3 lower than the previous day. The implied volatity was 20.86, the open interest changed by 93 which increased total open position to 305
On 9 Mar SENSEX50 was trading at 77566.16. The strike last trading price was 1557.4, which was 743.8 higher than the previous day. The implied volatity was 26.62, the open interest changed by 188 which increased total open position to 212
On 6 Mar SENSEX50 was trading at 78918.90. The strike last trading price was 438.75, which was 274.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 5 Mar SENSEX50 was trading at 80015.90. The strike last trading price was 438.75, which was 274.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 4 Mar SENSEX50 was trading at 79116.19. The strike last trading price was 438.75, which was 274.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 2 Mar SENSEX50 was trading at 80238.85. The strike last trading price was 438.75, which was 274.75 higher than the previous day. The implied volatity was 19.46, the open interest changed by 4 which increased total open position to 24
On 27 Feb SENSEX50 was trading at 81287.19. The strike last trading price was 169.9, which was 110.05 higher than the previous day. The implied volatity was 16.37, the open interest changed by 20 which increased total open position to 20
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
