SENSEX50
Sensex 50
Historical option data for SENSEX50
11 Mar 2026 04:11 PM IST
| SENSEX50 25-MAR-2026 80500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 33.01
Theta: -25.77
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Mar | 76863.71 | 200 | -216.95 | 19.45 | 788 | 5.067 | 98.933 | |||||||||
| 10 Mar | 78205.98 | 431.35 | -123.9 | 17.64 | 580 | -21.333 | 93.867 | |||||||||
| 9 Mar | 77566.16 | 525 | -279.95 | 22.65 | 754 | -31.467 | 115.2 | |||||||||
| 6 Mar | 78918.90 | 791.95 | -334.45 | 17.41 | 968 | 65.333 | 146.667 | |||||||||
| 5 Mar | 80015.90 | 1134.4 | 111.45 | 16.06 | 1,198 | 10.133 | 81.333 | |||||||||
| 4 Mar | 79116.19 | 1002.2 | -321.7 | 18.64 | 572 | 29.067 | 71.2 | |||||||||
| 2 Mar | 80238.85 | 1328.1 | -536.3 | 15.28 | 732 | 23.2 | 42.133 | |||||||||
| 27 Feb | 81287.19 | 1885 | -654.15 | 12.49 | 90 | 18.933 | 18.933 | |||||||||
| 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 | |||||||||
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| 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 80500 expiring on 25MAR2026
Delta for 80500 CE is 0.14
Historical price for 80500 CE is as follows
On 11 Mar SENSEX50 was trading at 76863.71. The strike last trading price was 200, which was -216.95 lower than the previous day. The implied volatity was 19.45, the open interest changed by 19 which increased total open position to 371
On 10 Mar SENSEX50 was trading at 78205.98. The strike last trading price was 431.35, which was -123.9 lower than the previous day. The implied volatity was 17.64, the open interest changed by -80 which decreased total open position to 352
On 9 Mar SENSEX50 was trading at 77566.16. The strike last trading price was 525, which was -279.95 lower than the previous day. The implied volatity was 22.65, the open interest changed by -118 which decreased total open position to 432
On 6 Mar SENSEX50 was trading at 78918.90. The strike last trading price was 791.95, which was -334.45 lower than the previous day. The implied volatity was 17.41, the open interest changed by 245 which increased total open position to 550
On 5 Mar SENSEX50 was trading at 80015.90. The strike last trading price was 1134.4, which was 111.45 higher than the previous day. The implied volatity was 16.06, the open interest changed by 38 which increased total open position to 305
On 4 Mar SENSEX50 was trading at 79116.19. The strike last trading price was 1002.2, which was -321.7 lower than the previous day. The implied volatity was 18.64, the open interest changed by 109 which increased total open position to 267
On 2 Mar SENSEX50 was trading at 80238.85. The strike last trading price was 1328.1, which was -536.3 lower than the previous day. The implied volatity was 15.28, the open interest changed by 87 which increased total open position to 158
On 27 Feb SENSEX50 was trading at 81287.19. The strike last trading price was 1885, which was -654.15 lower than the previous day. The implied volatity was 12.49, the open interest changed by 71 which increased total open position to 71
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 80500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 33.73
Theta: -5.34
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Mar | 76863.71 | 3618.8 | 1335.8 | 20.25 | 48 | 6.4 | 80.533 |
| 10 Mar | 78205.98 | 2258.95 | -827.45 | 16.68 | 128 | -25.067 | 74.133 |
| 9 Mar | 77566.16 | 3150 | 1089.05 | 22.09 | 73 | -16.533 | 99.2 |
| 6 Mar | 78918.90 | 2003.95 | 629.75 | 19.28 | 450 | 50.4 | 115.733 |
| 5 Mar | 80015.90 | 1410.5 | -609 | 17.98 | 577 | 11.2 | 65.333 |
| 4 Mar | 79116.19 | 2029 | 745.95 | 19.95 | 276 | -0.8 | 54.133 |
| 2 Mar | 80238.85 | 1269.8 | 614.55 | 17.05 | 636 | 26.4 | 54.933 |
| 27 Feb | 81287.19 | 624.9 | 239.9 | 13.9 | 349 | 17.333 | 28.533 |
| 26 Feb | 82248.61 | 385 | -20.55 | 13.73 | 61 | 6.133 | 11.2 |
| 25 Feb | 82276.07 | 399.5 | -46.3 | 13.9 | 43 | 1.867 | 5.067 |
| 24 Feb | 82225.92 | 440.5 | 114.45 | 14.49 | 30 | -2.933 | 3.2 |
| 23 Feb | 83294.66 | 326.05 | -62.15 | - | 4 | 1.067 | 6.133 |
| 20 Feb | 82814.71 | 388.2 | -34.8 | 14.5 | 19 | 1.867 | 5.067 |
| 19 Feb | 82498.14 | 423 | 189.05 | - | 6 | -1.067 | 3.2 |
| 18 Feb | 83734.25 | 232.6 | -64.75 | - | 6 | 0.533 | 4.267 |
| 17 Feb | 83450.96 | 297.35 | -36.4 | 14.37 | 9 | -1.333 | 3.733 |
| 16 Feb | 83277.15 | 331.4 | -83.6 | 13.53 | 21 | 4 | 5.067 |
| 13 Feb | 82626.76 | 415 | 163.3 | - | 38 | -4 | 1.067 |
| 12 Feb | 83674.92 | 251.7 | 37.85 | - | 30 | -3.467 | 5.067 |
| 11 Feb | 84233.64 | 213.85 | -5.05 | - | 28 | 1.067 | 8.533 |
| 10 Feb | 84273.92 | 218.9 | -19.95 | - | 20 | 5.333 | 7.467 |
| 9 Feb | 84065.75 | 238.85 | -89.5 | 13.73 | 18 | -0.533 | 2.133 |
| 6 Feb | 83580.40 | 328.35 | 4.1 | 13.15 | 8 | 2.133 | 2.667 |
| 5 Feb | 83313.93 | 324.25 | 70.7 | 13.13 | 2 | 0.533 | 0.533 |
| 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 80500 expiring on 25MAR2026
Delta for 80500 PE is -0.86
Historical price for 80500 PE is as follows
On 11 Mar SENSEX50 was trading at 76863.71. The strike last trading price was 3618.8, which was 1335.8 higher than the previous day. The implied volatity was 20.25, the open interest changed by 24 which increased total open position to 302
On 10 Mar SENSEX50 was trading at 78205.98. The strike last trading price was 2258.95, which was -827.45 lower than the previous day. The implied volatity was 16.68, the open interest changed by -94 which decreased total open position to 278
On 9 Mar SENSEX50 was trading at 77566.16. The strike last trading price was 3150, which was 1089.05 higher than the previous day. The implied volatity was 22.09, the open interest changed by -62 which decreased total open position to 372
On 6 Mar SENSEX50 was trading at 78918.90. The strike last trading price was 2003.95, which was 629.75 higher than the previous day. The implied volatity was 19.28, the open interest changed by 189 which increased total open position to 434
On 5 Mar SENSEX50 was trading at 80015.90. The strike last trading price was 1410.5, which was -609 lower than the previous day. The implied volatity was 17.98, the open interest changed by 42 which increased total open position to 245
On 4 Mar SENSEX50 was trading at 79116.19. The strike last trading price was 2029, which was 745.95 higher than the previous day. The implied volatity was 19.95, the open interest changed by -3 which decreased total open position to 203
On 2 Mar SENSEX50 was trading at 80238.85. The strike last trading price was 1269.8, which was 614.55 higher than the previous day. The implied volatity was 17.05, the open interest changed by 99 which increased total open position to 206
On 27 Feb SENSEX50 was trading at 81287.19. The strike last trading price was 624.9, which was 239.9 higher than the previous day. The implied volatity was 13.9, the open interest changed by 65 which increased total open position to 107
On 26 Feb SENSEX50 was trading at 82248.61. The strike last trading price was 385, which was -20.55 lower than the previous day. The implied volatity was 13.73, the open interest changed by 23 which increased total open position to 42
On 25 Feb SENSEX50 was trading at 82276.07. The strike last trading price was 399.5, which was -46.3 lower than the previous day. The implied volatity was 13.9, the open interest changed by 7 which increased total open position to 19
On 24 Feb SENSEX50 was trading at 82225.92. The strike last trading price was 440.5, which was 114.45 higher than the previous day. The implied volatity was 14.49, the open interest changed by -11 which decreased total open position to 12
On 23 Feb SENSEX50 was trading at 83294.66. The strike last trading price was 326.05, which was -62.15 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 23
On 20 Feb SENSEX50 was trading at 82814.71. The strike last trading price was 388.2, which was -34.8 lower than the previous day. The implied volatity was 14.5, the open interest changed by 7 which increased total open position to 19
On 19 Feb SENSEX50 was trading at 82498.14. The strike last trading price was 423, which was 189.05 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 12
On 18 Feb SENSEX50 was trading at 83734.25. The strike last trading price was 232.6, which was -64.75 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 16
On 17 Feb SENSEX50 was trading at 83450.96. The strike last trading price was 297.35, which was -36.4 lower than the previous day. The implied volatity was 14.37, the open interest changed by -5 which decreased total open position to 14
On 16 Feb SENSEX50 was trading at 83277.15. The strike last trading price was 331.4, which was -83.6 lower than the previous day. The implied volatity was 13.53, the open interest changed by 15 which increased total open position to 19
On 13 Feb SENSEX50 was trading at 82626.76. The strike last trading price was 415, which was 163.3 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 4
On 12 Feb SENSEX50 was trading at 83674.92. The strike last trading price was 251.7, which was 37.85 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 19
On 11 Feb SENSEX50 was trading at 84233.64. The strike last trading price was 213.85, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 32
On 10 Feb SENSEX50 was trading at 84273.92. The strike last trading price was 218.9, which was -19.95 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 28
On 9 Feb SENSEX50 was trading at 84065.75. The strike last trading price was 238.85, which was -89.5 lower than the previous day. The implied volatity was 13.73, the open interest changed by -2 which decreased total open position to 8
On 6 Feb SENSEX50 was trading at 83580.40. The strike last trading price was 328.35, which was 4.1 higher than the previous day. The implied volatity was 13.15, the open interest changed by 8 which increased total open position to 10
On 5 Feb SENSEX50 was trading at 83313.93. The strike last trading price was 324.25, which was 70.7 higher than the previous day. The implied volatity was 13.13, the open interest changed by 2 which increased total open position to 2
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
