SENSEX50
Sensex 50
Historical option data for SENSEX50
02 Mar 2026 04:11 PM IST
| SENSEX50 25-MAR-2026 82000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.33
Vega: 73.09
Theta: -29.5
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Mar | 80238.85 | 608.8 | -345.55 | 14.08 | 4,102 | 23.733 | 690.667 | |||||||||
| 27 Feb | 81287.19 | 985.05 | -531.2 | 12.11 | 4,106 | 519.2 | 666.933 | |||||||||
| 26 Feb | 82248.61 | 1512 | -76.4 | 11.74 | 953 | 67.2 | 147.733 | |||||||||
| 25 Feb | 82276.07 | 1547.65 | -114.8 | 11.44 | 559 | 1.867 | 80.533 | |||||||||
| 24 Feb | 82225.92 | 1680 | -605.25 | 12.28 | 442 | 30.4 | 78.667 | |||||||||
| 23 Feb | 83294.66 | 2285 | 314.5 | - | 72 | 0.267 | 48.267 | |||||||||
| 20 Feb | 82814.71 | 2000 | 241.15 | 10.81 | 122 | 8.267 | 48 | |||||||||
| 19 Feb | 82498.14 | 1650 | -1012.5 | - | 130 | 16 | 39.733 | |||||||||
| 18 Feb | 83734.25 | 2660 | 173.65 | 9.4 | 11 | 1.067 | 23.733 | |||||||||
| 17 Feb | 83450.96 | 2486.35 | 86.35 | 9.84 | 21 | 4 | 22.667 | |||||||||
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| 16 Feb | 83277.15 | 2400 | 313.3 | 9.78 | 25 | 2.667 | 18.667 | |||||||||
| 13 Feb | 82626.76 | 2000 | -603.2 | - | 38 | 9.6 | 16 | |||||||||
| 12 Feb | 83674.92 | 3276.45 | -146.15 | - | 0 | 0 | 6.4 | |||||||||
| 11 Feb | 84233.64 | 3276.45 | -146.15 | - | 3 | 0 | 6.4 | |||||||||
| 10 Feb | 84273.92 | 3422.6 | 283.45 | - | 15 | 3.733 | 6.4 | |||||||||
| 9 Feb | 84065.75 | 3139.15 | 367.55 | 7.85 | 12 | 0 | 2.667 | |||||||||
| 6 Feb | 83580.40 | 2771.6 | 87.6 | 8.46 | 4 | -1.067 | 2.667 | |||||||||
| 5 Feb | 83313.93 | 1701.45 | -675.95 | - | 0 | 0 | 3.733 | |||||||||
| 4 Feb | 83817.69 | 1701.45 | -675.95 | - | 0 | 0 | 3.733 | |||||||||
| 3 Feb | 83739.13 | 1701.45 | -675.95 | - | 0 | 0 | 3.733 | |||||||||
| 2 Feb | 81666.46 | 1701.45 | -675.95 | 10.57 | 14 | 3.733 | 3.733 | |||||||||
| 1 Feb | 80722.94 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 82000 expiring on 25MAR2026
Delta for 82000 CE is 0.33
Historical price for 82000 CE is as follows
On 2 Mar SENSEX50 was trading at 80238.85. The strike last trading price was 608.8, which was -345.55 lower than the previous day. The implied volatity was 14.08, the open interest changed by 89 which increased total open position to 2590
On 27 Feb SENSEX50 was trading at 81287.19. The strike last trading price was 985.05, which was -531.2 lower than the previous day. The implied volatity was 12.11, the open interest changed by 1947 which increased total open position to 2501
On 26 Feb SENSEX50 was trading at 82248.61. The strike last trading price was 1512, which was -76.4 lower than the previous day. The implied volatity was 11.74, the open interest changed by 252 which increased total open position to 554
On 25 Feb SENSEX50 was trading at 82276.07. The strike last trading price was 1547.65, which was -114.8 lower than the previous day. The implied volatity was 11.44, the open interest changed by 7 which increased total open position to 302
On 24 Feb SENSEX50 was trading at 82225.92. The strike last trading price was 1680, which was -605.25 lower than the previous day. The implied volatity was 12.28, the open interest changed by 114 which increased total open position to 295
On 23 Feb SENSEX50 was trading at 83294.66. The strike last trading price was 2285, which was 314.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 181
On 20 Feb SENSEX50 was trading at 82814.71. The strike last trading price was 2000, which was 241.15 higher than the previous day. The implied volatity was 10.81, the open interest changed by 31 which increased total open position to 180
On 19 Feb SENSEX50 was trading at 82498.14. The strike last trading price was 1650, which was -1012.5 lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 149
On 18 Feb SENSEX50 was trading at 83734.25. The strike last trading price was 2660, which was 173.65 higher than the previous day. The implied volatity was 9.4, the open interest changed by 4 which increased total open position to 89
On 17 Feb SENSEX50 was trading at 83450.96. The strike last trading price was 2486.35, which was 86.35 higher than the previous day. The implied volatity was 9.84, the open interest changed by 15 which increased total open position to 85
On 16 Feb SENSEX50 was trading at 83277.15. The strike last trading price was 2400, which was 313.3 higher than the previous day. The implied volatity was 9.78, the open interest changed by 10 which increased total open position to 70
On 13 Feb SENSEX50 was trading at 82626.76. The strike last trading price was 2000, which was -603.2 lower than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 60
On 12 Feb SENSEX50 was trading at 83674.92. The strike last trading price was 3276.45, which was -146.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 11 Feb SENSEX50 was trading at 84233.64. The strike last trading price was 3276.45, which was -146.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 10 Feb SENSEX50 was trading at 84273.92. The strike last trading price was 3422.6, which was 283.45 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 24
On 9 Feb SENSEX50 was trading at 84065.75. The strike last trading price was 3139.15, which was 367.55 higher than the previous day. The implied volatity was 7.85, 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 2771.6, which was 87.6 higher than the previous day. The implied volatity was 8.46, the open interest changed by -4 which decreased total open position to 10
On 5 Feb SENSEX50 was trading at 83313.93. The strike last trading price was 1701.45, which was -675.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 4 Feb SENSEX50 was trading at 83817.69. The strike last trading price was 1701.45, which was -675.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 3 Feb SENSEX50 was trading at 83739.13. The strike last trading price was 1701.45, which was -675.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 2 Feb SENSEX50 was trading at 81666.46. The strike last trading price was 1701.45, which was -675.95 lower than the previous day. The implied volatity was 10.57, the open interest changed by 14 which increased total open position to 14
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 82000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.65
Vega: 74.47
Theta: -10.33
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 80238.85 | 2008 | 776.2 | 15.56 | 1,016 | -33.067 | 646.933 |
| 27 Feb | 81287.19 | 1164.1 | 420.3 | 12.67 | 5,770 | 495.733 | 680 |
| 26 Feb | 82248.61 | 750.7 | -19.4 | 12.61 | 1,741 | 45.6 | 184.267 |
| 25 Feb | 82276.07 | 776.85 | -54.15 | 12.98 | 1,148 | 16.267 | 138.667 |
| 24 Feb | 82225.92 | 814.45 | 227.25 | 13.47 | 925 | -8.533 | 122.4 |
| 23 Feb | 83294.66 | 576.8 | -134.8 | 14.19 | 392 | 26.933 | 130.933 |
| 20 Feb | 82814.71 | 697.85 | -103.65 | 13.47 | 433 | 31.2 | 104 |
| 19 Feb | 82498.14 | 858 | 427.3 | - | 474 | 26.133 | 72.8 |
| 18 Feb | 83734.25 | 422.7 | -105.8 | 12.78 | 81 | -1.067 | 46.667 |
| 17 Feb | 83450.96 | 525 | -48.05 | 12.94 | 146 | 4.533 | 47.733 |
| 16 Feb | 83277.15 | 550 | -204.9 | 12.92 | 121 | 1.867 | 43.2 |
| 13 Feb | 82626.76 | 770 | 367.7 | - | 237 | 16.533 | 41.333 |
| 12 Feb | 83674.92 | 401 | 21.95 | - | 224 | -30.4 | 24.8 |
| 11 Feb | 84233.64 | 379.55 | -1 | - | 69 | 6.667 | 55.2 |
| 10 Feb | 84273.92 | 380 | -60.85 | - | 210 | 44.267 | 48.533 |
| 9 Feb | 84065.75 | 440.85 | -104.15 | 13.09 | 27 | 3.467 | 4.267 |
| 6 Feb | 83580.40 | 545 | -234.15 | 12.68 | 5 | 0.8 | 0.8 |
| 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 82000 expiring on 25MAR2026
Delta for 82000 PE is -0.65
Historical price for 82000 PE is as follows
On 2 Mar SENSEX50 was trading at 80238.85. The strike last trading price was 2008, which was 776.2 higher than the previous day. The implied volatity was 15.56, the open interest changed by -124 which decreased total open position to 2426
On 27 Feb SENSEX50 was trading at 81287.19. The strike last trading price was 1164.1, which was 420.3 higher than the previous day. The implied volatity was 12.67, the open interest changed by 1859 which increased total open position to 2550
On 26 Feb SENSEX50 was trading at 82248.61. The strike last trading price was 750.7, which was -19.4 lower than the previous day. The implied volatity was 12.61, the open interest changed by 171 which increased total open position to 691
On 25 Feb SENSEX50 was trading at 82276.07. The strike last trading price was 776.85, which was -54.15 lower than the previous day. The implied volatity was 12.98, the open interest changed by 61 which increased total open position to 520
On 24 Feb SENSEX50 was trading at 82225.92. The strike last trading price was 814.45, which was 227.25 higher than the previous day. The implied volatity was 13.47, the open interest changed by -32 which decreased total open position to 459
On 23 Feb SENSEX50 was trading at 83294.66. The strike last trading price was 576.8, which was -134.8 lower than the previous day. The implied volatity was 14.19, the open interest changed by 101 which increased total open position to 491
On 20 Feb SENSEX50 was trading at 82814.71. The strike last trading price was 697.85, which was -103.65 lower than the previous day. The implied volatity was 13.47, the open interest changed by 117 which increased total open position to 390
On 19 Feb SENSEX50 was trading at 82498.14. The strike last trading price was 858, which was 427.3 higher than the previous day. The implied volatity was -, the open interest changed by 98 which increased total open position to 273
On 18 Feb SENSEX50 was trading at 83734.25. The strike last trading price was 422.7, which was -105.8 lower than the previous day. The implied volatity was 12.78, the open interest changed by -4 which decreased total open position to 175
On 17 Feb SENSEX50 was trading at 83450.96. The strike last trading price was 525, which was -48.05 lower than the previous day. The implied volatity was 12.94, the open interest changed by 17 which increased total open position to 179
On 16 Feb SENSEX50 was trading at 83277.15. The strike last trading price was 550, which was -204.9 lower than the previous day. The implied volatity was 12.92, the open interest changed by 7 which increased total open position to 162
On 13 Feb SENSEX50 was trading at 82626.76. The strike last trading price was 770, which was 367.7 higher than the previous day. The implied volatity was -, the open interest changed by 62 which increased total open position to 155
On 12 Feb SENSEX50 was trading at 83674.92. The strike last trading price was 401, which was 21.95 higher than the previous day. The implied volatity was -, the open interest changed by -114 which decreased total open position to 93
On 11 Feb SENSEX50 was trading at 84233.64. The strike last trading price was 379.55, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 207
On 10 Feb SENSEX50 was trading at 84273.92. The strike last trading price was 380, which was -60.85 lower than the previous day. The implied volatity was -, the open interest changed by 166 which increased total open position to 182
On 9 Feb SENSEX50 was trading at 84065.75. The strike last trading price was 440.85, which was -104.15 lower than the previous day. The implied volatity was 13.09, the open interest changed by 13 which increased total open position to 16
On 6 Feb SENSEX50 was trading at 83580.40. The strike last trading price was 545, which was -234.15 lower than the previous day. The implied volatity was 12.68, the open interest changed by 3 which increased total open position to 3
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
