SENSEX50
Sensex 50
Historical option data for SENSEX50
12 Mar 2026 04:11 PM IST
| SENSEX50 25-MAR-2026 79500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.15
Vega: 33.96
Theta: -30.09
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Mar | 76034.42 | 232.45 | -177.95 | 20.64 | 1,108 | 124.533 | 270.133 | |||||||||
| 11 Mar | 76863.71 | 387.85 | -394.65 | 20.28 | 485 | -6.933 | 145.6 | |||||||||
| 10 Mar | 78205.98 | 806.05 | -93.8 | 18.77 | 317 | -14.133 | 152.533 | |||||||||
| 9 Mar | 77566.16 | 856.5 | -431.4 | 23.64 | 767 | -43.467 | 166.667 | |||||||||
| 6 Mar | 78918.90 | 1242.05 | -490.6 | 17.87 | 890 | 95.733 | 210.133 | |||||||||
| 5 Mar | 80015.90 | 1685 | 119.2 | 16.24 | 1,343 | 18.667 | 114.4 | |||||||||
| 4 Mar | 79116.19 | 1508.15 | -442.55 | 19.5 | 744 | 64.267 | 95.733 | |||||||||
| 2 Mar | 80238.85 | 1955 | -571.45 | 15.94 | 359 | 31.467 | 31.467 | |||||||||
| 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 79500 expiring on 25MAR2026
Delta for 79500 CE is 0.15
Historical price for 79500 CE is as follows
On 12 Mar SENSEX50 was trading at 76034.42. The strike last trading price was 232.45, which was -177.95 lower than the previous day. The implied volatity was 20.64, the open interest changed by 467 which increased total open position to 1013
On 11 Mar SENSEX50 was trading at 76863.71. The strike last trading price was 387.85, which was -394.65 lower than the previous day. The implied volatity was 20.28, the open interest changed by -26 which decreased total open position to 546
On 10 Mar SENSEX50 was trading at 78205.98. The strike last trading price was 806.05, which was -93.8 lower than the previous day. The implied volatity was 18.77, the open interest changed by -53 which decreased total open position to 572
On 9 Mar SENSEX50 was trading at 77566.16. The strike last trading price was 856.5, which was -431.4 lower than the previous day. The implied volatity was 23.64, the open interest changed by -163 which decreased total open position to 625
On 6 Mar SENSEX50 was trading at 78918.90. The strike last trading price was 1242.05, which was -490.6 lower than the previous day. The implied volatity was 17.87, the open interest changed by 359 which increased total open position to 788
On 5 Mar SENSEX50 was trading at 80015.90. The strike last trading price was 1685, which was 119.2 higher than the previous day. The implied volatity was 16.24, the open interest changed by 70 which increased total open position to 429
On 4 Mar SENSEX50 was trading at 79116.19. The strike last trading price was 1508.15, which was -442.55 lower than the previous day. The implied volatity was 19.5, the open interest changed by 241 which increased total open position to 359
On 2 Mar SENSEX50 was trading at 80238.85. The strike last trading price was 1955, which was -571.45 lower than the previous day. The implied volatity was 15.94, the open interest changed by 118 which increased total open position to 118
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 79500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Mar | 76034.42 | 3350 | 576.5 | - | 143 | -11.467 | 69.333 |
| 11 Mar | 76863.71 | 2799.9 | 1128.6 | 21.64 | 60 | -5.867 | 80.8 |
| 10 Mar | 78205.98 | 1618.9 | -775.9 | 17.65 | 139 | -10.933 | 86.667 |
| 9 Mar | 77566.16 | 2566.8 | 1004.9 | 24.51 | 300 | -46.933 | 97.6 |
| 6 Mar | 78918.90 | 1529.25 | 533.5 | 20.64 | 1,097 | 24.267 | 144.533 |
| 5 Mar | 80015.90 | 1011.7 | -564.1 | 18.87 | 1,350 | 55.467 | 120.267 |
| 4 Mar | 79116.19 | 1566.7 | 658.35 | 21.13 | 671 | -22.133 | 64.8 |
| 2 Mar | 80238.85 | 891.5 | 481.8 | 17.67 | 1,309 | 54.933 | 86.933 |
| 27 Feb | 81287.19 | 398.15 | 157 | 14.57 | 159 | 13.333 | 32 |
| 26 Feb | 82248.61 | 240 | -28.35 | 14.44 | 43 | 1.6 | 18.667 |
| 25 Feb | 82276.07 | 266.85 | -39.15 | 14.86 | 92 | 5.333 | 17.067 |
| 24 Feb | 82225.92 | 303.75 | 72.65 | 15.48 | 55 | 5.067 | 11.733 |
| 23 Feb | 83294.66 | 230.05 | -35.3 | - | 24 | 0.267 | 6.667 |
| 20 Feb | 82814.71 | 265.35 | -29.85 | 15.29 | 22 | 3.467 | 6.4 |
| 19 Feb | 82498.14 | 327.35 | 160.65 | - | 7 | -0.8 | 2.933 |
| 18 Feb | 83734.25 | 166.7 | -90 | - | 6 | -0.533 | 3.733 |
| 17 Feb | 83450.96 | 256.7 | 16.7 | 15.28 | 7 | 0.533 | 4.267 |
| 16 Feb | 83277.15 | 237.2 | 26.7 | - | 16 | 1.067 | 3.733 |
| 13 Feb | 82626.76 | 242.95 | 18.1 | - | 0 | 0 | 2.667 |
| 12 Feb | 83674.92 | 242.95 | 18.1 | - | 0 | 0 | 2.667 |
| 11 Feb | 84233.64 | 242.95 | 18.1 | - | 0 | 0 | 2.667 |
| 10 Feb | 84273.92 | 242.95 | 18.1 | - | 0 | 0 | 2.667 |
| 9 Feb | 84065.75 | 242.95 | 18.1 | - | 0 | 0 | 2.667 |
| 6 Feb | 83580.40 | 242.95 | 18.1 | 13.77 | 3 | 0.267 | 2.667 |
| 5 Feb | 83313.93 | 224.85 | 85.1 | 13.76 | 9 | 2.4 | 2.4 |
| 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 79500 expiring on 25MAR2026
Delta for 79500 PE is -
Historical price for 79500 PE is as follows
On 12 Mar SENSEX50 was trading at 76034.42. The strike last trading price was 3350, which was 576.5 higher than the previous day. The implied volatity was -, the open interest changed by -43 which decreased total open position to 260
On 11 Mar SENSEX50 was trading at 76863.71. The strike last trading price was 2799.9, which was 1128.6 higher than the previous day. The implied volatity was 21.64, the open interest changed by -22 which decreased total open position to 303
On 10 Mar SENSEX50 was trading at 78205.98. The strike last trading price was 1618.9, which was -775.9 lower than the previous day. The implied volatity was 17.65, the open interest changed by -41 which decreased total open position to 325
On 9 Mar SENSEX50 was trading at 77566.16. The strike last trading price was 2566.8, which was 1004.9 higher than the previous day. The implied volatity was 24.51, the open interest changed by -176 which decreased total open position to 366
On 6 Mar SENSEX50 was trading at 78918.90. The strike last trading price was 1529.25, which was 533.5 higher than the previous day. The implied volatity was 20.64, the open interest changed by 91 which increased total open position to 542
On 5 Mar SENSEX50 was trading at 80015.90. The strike last trading price was 1011.7, which was -564.1 lower than the previous day. The implied volatity was 18.87, the open interest changed by 208 which increased total open position to 451
On 4 Mar SENSEX50 was trading at 79116.19. The strike last trading price was 1566.7, which was 658.35 higher than the previous day. The implied volatity was 21.13, the open interest changed by -83 which decreased total open position to 243
On 2 Mar SENSEX50 was trading at 80238.85. The strike last trading price was 891.5, which was 481.8 higher than the previous day. The implied volatity was 17.67, the open interest changed by 206 which increased total open position to 326
On 27 Feb SENSEX50 was trading at 81287.19. The strike last trading price was 398.15, which was 157 higher than the previous day. The implied volatity was 14.57, the open interest changed by 50 which increased total open position to 120
On 26 Feb SENSEX50 was trading at 82248.61. The strike last trading price was 240, which was -28.35 lower than the previous day. The implied volatity was 14.44, the open interest changed by 6 which increased total open position to 70
On 25 Feb SENSEX50 was trading at 82276.07. The strike last trading price was 266.85, which was -39.15 lower than the previous day. The implied volatity was 14.86, the open interest changed by 20 which increased total open position to 64
On 24 Feb SENSEX50 was trading at 82225.92. The strike last trading price was 303.75, which was 72.65 higher than the previous day. The implied volatity was 15.48, the open interest changed by 19 which increased total open position to 44
On 23 Feb SENSEX50 was trading at 83294.66. The strike last trading price was 230.05, which was -35.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 25
On 20 Feb SENSEX50 was trading at 82814.71. The strike last trading price was 265.35, which was -29.85 lower than the previous day. The implied volatity was 15.29, the open interest changed by 13 which increased total open position to 24
On 19 Feb SENSEX50 was trading at 82498.14. The strike last trading price was 327.35, which was 160.65 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 11
On 18 Feb SENSEX50 was trading at 83734.25. The strike last trading price was 166.7, which was -90 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 14
On 17 Feb SENSEX50 was trading at 83450.96. The strike last trading price was 256.7, which was 16.7 higher than the previous day. The implied volatity was 15.28, the open interest changed by 2 which increased total open position to 16
On 16 Feb SENSEX50 was trading at 83277.15. The strike last trading price was 237.2, which was 26.7 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 14
On 13 Feb SENSEX50 was trading at 82626.76. The strike last trading price was 242.95, which was 18.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 12 Feb SENSEX50 was trading at 83674.92. The strike last trading price was 242.95, which was 18.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 11 Feb SENSEX50 was trading at 84233.64. The strike last trading price was 242.95, which was 18.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 10 Feb SENSEX50 was trading at 84273.92. The strike last trading price was 242.95, which was 18.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 9 Feb SENSEX50 was trading at 84065.75. The strike last trading price was 242.95, which was 18.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 6 Feb SENSEX50 was trading at 83580.40. The strike last trading price was 242.95, which was 18.1 higher than the previous day. The implied volatity was 13.77, the open interest changed by 1 which increased total open position to 10
On 5 Feb SENSEX50 was trading at 83313.93. The strike last trading price was 224.85, which was 85.1 higher than the previous day. The implied volatity was 13.76, the open interest changed by 9 which increased total open position to 9
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
