SENSEX50
Sensex 50
Historical option data for SENSEX50
10 Mar 2026 09:11 AM IST
| SENSEX50 25-MAR-2026 81500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Mar | 78376.15 | 299.3 | -179.55 | - | 492 | 0 | 105.067 | |||||||||
| 9 Mar | 77566.16 | 299.3 | -179.55 | 21.86 | 492 | 7.2 | 105.067 | |||||||||
| 6 Mar | 78918.90 | 470 | -189.45 | 17.05 | 346 | 14.933 | 97.867 | |||||||||
| 5 Mar | 80015.90 | 683.6 | 56 | 15.45 | 882 | 1.6 | 82.933 | |||||||||
| 4 Mar | 79116.19 | 596.65 | -217.05 | 17.56 | 807 | -0.8 | 81.333 | |||||||||
| 2 Mar | 80238.85 | 779.95 | -454.65 | 14.04 | 853 | 10.667 | 82.133 | |||||||||
| 27 Feb | 81287.19 | 1281.05 | -571.2 | 12.61 | 405 | 34.133 | 71.467 | |||||||||
| 26 Feb | 82248.61 | 1848.8 | -119.3 | 11.89 | 388 | 15.733 | 37.333 | |||||||||
| 25 Feb | 82276.07 | 1933.75 | -79.15 | 12.15 | 109 | 5.867 | 21.6 | |||||||||
| 24 Feb | 82225.92 | 2018.9 | -631.9 | 12.43 | 71 | 15.2 | 15.733 | |||||||||
| 23 Feb | 83294.66 | 2650.8 | 247.7 | 10.18 | 2 | 0.533 | 0.533 | |||||||||
| 20 Feb | 82814.71 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 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 81500 expiring on 25MAR2026
Delta for 81500 CE is -
Historical price for 81500 CE is as follows
On 10 Mar SENSEX50 was trading at 78376.15. The strike last trading price was 299.3, which was -179.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 394
On 9 Mar SENSEX50 was trading at 77566.16. The strike last trading price was 299.3, which was -179.55 lower than the previous day. The implied volatity was 21.86, the open interest changed by 27 which increased total open position to 394
On 6 Mar SENSEX50 was trading at 78918.90. The strike last trading price was 470, which was -189.45 lower than the previous day. The implied volatity was 17.05, the open interest changed by 56 which increased total open position to 367
On 5 Mar SENSEX50 was trading at 80015.90. The strike last trading price was 683.6, which was 56 higher than the previous day. The implied volatity was 15.45, the open interest changed by 6 which increased total open position to 311
On 4 Mar SENSEX50 was trading at 79116.19. The strike last trading price was 596.65, which was -217.05 lower than the previous day. The implied volatity was 17.56, the open interest changed by -3 which decreased total open position to 305
On 2 Mar SENSEX50 was trading at 80238.85. The strike last trading price was 779.95, which was -454.65 lower than the previous day. The implied volatity was 14.04, the open interest changed by 40 which increased total open position to 308
On 27 Feb SENSEX50 was trading at 81287.19. The strike last trading price was 1281.05, which was -571.2 lower than the previous day. The implied volatity was 12.61, the open interest changed by 128 which increased total open position to 268
On 26 Feb SENSEX50 was trading at 82248.61. The strike last trading price was 1848.8, which was -119.3 lower than the previous day. The implied volatity was 11.89, the open interest changed by 59 which increased total open position to 140
On 25 Feb SENSEX50 was trading at 82276.07. The strike last trading price was 1933.75, which was -79.15 lower than the previous day. The implied volatity was 12.15, the open interest changed by 22 which increased total open position to 81
On 24 Feb SENSEX50 was trading at 82225.92. The strike last trading price was 2018.9, which was -631.9 lower than the previous day. The implied volatity was 12.43, the open interest changed by 57 which increased total open position to 59
On 23 Feb SENSEX50 was trading at 83294.66. The strike last trading price was 2650.8, which was 247.7 higher than the previous day. The implied volatity was 10.18, the open interest changed by 2 which increased total open position to 2
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 81500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Mar | 78376.15 | 3958.55 | 1196.55 | - | 131 | 0 | 100 |
| 9 Mar | 77566.16 | 3958.55 | 1196.55 | 22.11 | 131 | 5.333 | 100 |
| 6 Mar | 78918.90 | 2700 | 704.5 | 19.58 | 79 | -2.667 | 94.667 |
| 5 Mar | 80015.90 | 1987.3 | -605.2 | 17.95 | 115 | -8 | 97.333 |
| 4 Mar | 79116.19 | 2619.8 | 852.45 | 19.07 | 127 | 6.4 | 105.333 |
| 2 Mar | 80238.85 | 1727.9 | 740 | 16.01 | 540 | -34.933 | 98.933 |
| 27 Feb | 81287.19 | 949.35 | 354.35 | 13.16 | 1,209 | 15.467 | 133.867 |
| 26 Feb | 82248.61 | 581.15 | -36.5 | 12.7 | 871 | 61.067 | 118.4 |
| 25 Feb | 82276.07 | 612.45 | -71.7 | 13.1 | 378 | 37.067 | 57.333 |
| 24 Feb | 82225.92 | 657.8 | 177.1 | 13.7 | 241 | -1.867 | 20.267 |
| 23 Feb | 83294.66 | 464.05 | -144.6 | - | 114 | -4.8 | 22.133 |
| 20 Feb | 82814.71 | 589.9 | -53.5 | 13.98 | 133 | 15.733 | 26.933 |
| 19 Feb | 82498.14 | 696 | 345.45 | 13.59 | 40 | 2.133 | 11.2 |
| 18 Feb | 83734.25 | 345.6 | -89.25 | 13.16 | 16 | 0.267 | 9.067 |
| 17 Feb | 83450.96 | 434.85 | -47.7 | 13.63 | 33 | 5.333 | 8.8 |
| 16 Feb | 83277.15 | 475.4 | -121.55 | 13.54 | 21 | 2.667 | 3.467 |
| 13 Feb | 82626.76 | 605.05 | 234.05 | - | 11 | -0.267 | 0.8 |
| 12 Feb | 83674.92 | 371 | 79.85 | 12.82 | 24 | -4.267 | 1.067 |
| 11 Feb | 84233.64 | 291.15 | -18.2 | - | 2 | 0.533 | 5.333 |
| 10 Feb | 84273.92 | 309.35 | -46.7 | - | 12 | 3.2 | 4.8 |
| 9 Feb | 84065.75 | 356.05 | -196.85 | 13.2 | 6 | 0.533 | 1.6 |
| 6 Feb | 83580.40 | 552.9 | -78.55 | - | 4 | 1.067 | 1.067 |
| 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 81500 expiring on 25MAR2026
Delta for 81500 PE is -
Historical price for 81500 PE is as follows
On 10 Mar SENSEX50 was trading at 78376.15. The strike last trading price was 3958.55, which was 1196.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 375
On 9 Mar SENSEX50 was trading at 77566.16. The strike last trading price was 3958.55, which was 1196.55 higher than the previous day. The implied volatity was 22.11, the open interest changed by 20 which increased total open position to 375
On 6 Mar SENSEX50 was trading at 78918.90. The strike last trading price was 2700, which was 704.5 higher than the previous day. The implied volatity was 19.58, the open interest changed by -10 which decreased total open position to 355
On 5 Mar SENSEX50 was trading at 80015.90. The strike last trading price was 1987.3, which was -605.2 lower than the previous day. The implied volatity was 17.95, the open interest changed by -30 which decreased total open position to 365
On 4 Mar SENSEX50 was trading at 79116.19. The strike last trading price was 2619.8, which was 852.45 higher than the previous day. The implied volatity was 19.07, the open interest changed by 24 which increased total open position to 395
On 2 Mar SENSEX50 was trading at 80238.85. The strike last trading price was 1727.9, which was 740 higher than the previous day. The implied volatity was 16.01, the open interest changed by -131 which decreased total open position to 371
On 27 Feb SENSEX50 was trading at 81287.19. The strike last trading price was 949.35, which was 354.35 higher than the previous day. The implied volatity was 13.16, the open interest changed by 58 which increased total open position to 502
On 26 Feb SENSEX50 was trading at 82248.61. The strike last trading price was 581.15, which was -36.5 lower than the previous day. The implied volatity was 12.7, the open interest changed by 229 which increased total open position to 444
On 25 Feb SENSEX50 was trading at 82276.07. The strike last trading price was 612.45, which was -71.7 lower than the previous day. The implied volatity was 13.1, the open interest changed by 139 which increased total open position to 215
On 24 Feb SENSEX50 was trading at 82225.92. The strike last trading price was 657.8, which was 177.1 higher than the previous day. The implied volatity was 13.7, the open interest changed by -7 which decreased total open position to 76
On 23 Feb SENSEX50 was trading at 83294.66. The strike last trading price was 464.05, which was -144.6 lower than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 83
On 20 Feb SENSEX50 was trading at 82814.71. The strike last trading price was 589.9, which was -53.5 lower than the previous day. The implied volatity was 13.98, the open interest changed by 59 which increased total open position to 101
On 19 Feb SENSEX50 was trading at 82498.14. The strike last trading price was 696, which was 345.45 higher than the previous day. The implied volatity was 13.59, the open interest changed by 8 which increased total open position to 42
On 18 Feb SENSEX50 was trading at 83734.25. The strike last trading price was 345.6, which was -89.25 lower than the previous day. The implied volatity was 13.16, the open interest changed by 1 which increased total open position to 34
On 17 Feb SENSEX50 was trading at 83450.96. The strike last trading price was 434.85, which was -47.7 lower than the previous day. The implied volatity was 13.63, the open interest changed by 20 which increased total open position to 33
On 16 Feb SENSEX50 was trading at 83277.15. The strike last trading price was 475.4, which was -121.55 lower than the previous day. The implied volatity was 13.54, the open interest changed by 10 which increased total open position to 13
On 13 Feb SENSEX50 was trading at 82626.76. The strike last trading price was 605.05, which was 234.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 3
On 12 Feb SENSEX50 was trading at 83674.92. The strike last trading price was 371, which was 79.85 higher than the previous day. The implied volatity was 12.82, the open interest changed by -16 which decreased total open position to 4
On 11 Feb SENSEX50 was trading at 84233.64. The strike last trading price was 291.15, which was -18.2 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 20
On 10 Feb SENSEX50 was trading at 84273.92. The strike last trading price was 309.35, which was -46.7 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 18
On 9 Feb SENSEX50 was trading at 84065.75. The strike last trading price was 356.05, which was -196.85 lower than the previous day. The implied volatity was 13.2, the open interest changed by 2 which increased total open position to 6
On 6 Feb SENSEX50 was trading at 83580.40. The strike last trading price was 552.9, which was -78.55 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
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
