SENSEX50
Sensex 50
Historical option data for SENSEX50
04 Feb 2026 09:11 AM IST
| SENSEX50 26-FEB-2026 82800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Feb | 83252.06 | 1796.95 | 1058.45 | - | 0 | 0 | 29.067 | |||||||||
| 3 Feb | 83739.13 | 1796.95 | 1058.45 | 11.03 | 68 | -1.867 | 29.067 | |||||||||
| 2 Feb | 81666.46 | 724.6 | 207.7 | 12.01 | 178 | -3.733 | 30.933 | |||||||||
| 1 Feb | 80722.94 | 503.7 | -673.85 | - | 244 | 1.867 | 34.667 | |||||||||
| 30 Jan | 82269.78 | 1236.5 | -169.8 | - | 94 | 5.067 | 32.8 | |||||||||
| 29 Jan | 82566.37 | 1414.8 | 111.35 | 13.24 | 121 | -6.133 | 27.733 | |||||||||
| 28 Jan | 82344.68 | 1295.6 | 20.3 | 12.92 | 162 | 0.8 | 33.867 | |||||||||
| 27 Jan | 81857.48 | 1275.3 | 167.5 | 14 | 82 | -17.067 | 33.067 | |||||||||
| 23 Jan | 81537.70 | 1095.6 | -393.75 | 13.15 | 254 | 37.067 | 50.133 | |||||||||
| 22 Jan | 82307.37 | 1489.35 | 198.4 | 12.71 | 59 | 4 | 13.067 | |||||||||
| 21 Jan | 81909.63 | 1290.95 | -48.95 | 12.9 | 37 | 5.6 | 9.067 | |||||||||
| 20 Jan | 82180.47 | 1324 | -879.55 | 11.64 | 13 | 3.467 | 3.467 | |||||||||
| 19 Jan | 83246.18 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 83570.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 83382.71 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 26863.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 83878.17 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 83576.24 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 84180.96 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 84961.14 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 85063.34 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 85439.62 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 2 Jan | 85762.01 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 85188.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 85220.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Dec | 84675.08 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Dec | 84695.54 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 82800 expiring on 26FEB2026
Delta for 82800 CE is -
Historical price for 82800 CE is as follows
On 4 Feb SENSEX50 was trading at 83252.06. The strike last trading price was 1796.95, which was 1058.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 109
On 3 Feb SENSEX50 was trading at 83739.13. The strike last trading price was 1796.95, which was 1058.45 higher than the previous day. The implied volatity was 11.03, the open interest changed by -7 which decreased total open position to 109
On 2 Feb SENSEX50 was trading at 81666.46. The strike last trading price was 724.6, which was 207.7 higher than the previous day. The implied volatity was 12.01, the open interest changed by -14 which decreased total open position to 116
On 1 Feb SENSEX50 was trading at 80722.94. The strike last trading price was 503.7, which was -673.85 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 130
On 30 Jan SENSEX50 was trading at 82269.78. The strike last trading price was 1236.5, which was -169.8 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 123
On 29 Jan SENSEX50 was trading at 82566.37. The strike last trading price was 1414.8, which was 111.35 higher than the previous day. The implied volatity was 13.24, the open interest changed by -23 which decreased total open position to 104
On 28 Jan SENSEX50 was trading at 82344.68. The strike last trading price was 1295.6, which was 20.3 higher than the previous day. The implied volatity was 12.92, the open interest changed by 3 which increased total open position to 127
On 27 Jan SENSEX50 was trading at 81857.48. The strike last trading price was 1275.3, which was 167.5 higher than the previous day. The implied volatity was 14, the open interest changed by -64 which decreased total open position to 124
On 23 Jan SENSEX50 was trading at 81537.70. The strike last trading price was 1095.6, which was -393.75 lower than the previous day. The implied volatity was 13.15, the open interest changed by 139 which increased total open position to 188
On 22 Jan SENSEX50 was trading at 82307.37. The strike last trading price was 1489.35, which was 198.4 higher than the previous day. The implied volatity was 12.71, the open interest changed by 15 which increased total open position to 49
On 21 Jan SENSEX50 was trading at 81909.63. The strike last trading price was 1290.95, which was -48.95 lower than the previous day. The implied volatity was 12.9, the open interest changed by 21 which increased total open position to 34
On 20 Jan SENSEX50 was trading at 82180.47. The strike last trading price was 1324, which was -879.55 lower than the previous day. The implied volatity was 11.64, the open interest changed by 13 which increased total open position to 13
On 19 Jan SENSEX50 was trading at 83246.18. 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 Jan SENSEX50 was trading at 83570.35. 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 14 Jan SENSEX50 was trading at 83382.71. 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 13 Jan SENSEX50 was trading at 26863.70. 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 Jan SENSEX50 was trading at 83878.17. 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 Jan SENSEX50 was trading at 83576.24. 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 8 Jan SENSEX50 was trading at 84180.96. 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 7 Jan SENSEX50 was trading at 84961.14. 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 6 Jan SENSEX50 was trading at 85063.34. 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 Jan SENSEX50 was trading at 85439.62. 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 Jan SENSEX50 was trading at 85762.01. 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 Jan SENSEX50 was trading at 85188.60. 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 31 Dec SENSEX50 was trading at 85220.60. 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 30 Dec SENSEX50 was trading at 84675.08. 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 29 Dec SENSEX50 was trading at 84695.54. 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 26FEB2026 82800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Feb | 83252.06 | 1769.25 | 55.75 | - | 0 | 0 | 25.867 |
| 3 Feb | 83739.13 | 1769.25 | 55.75 | - | 0 | 0 | 25.867 |
| 2 Feb | 81666.46 | 1769.25 | 55.75 | - | 12 | 0 | 25.867 |
| 1 Feb | 80722.94 | 1713.5 | 560.5 | - | 46 | 0.533 | 25.867 |
| 30 Jan | 82269.78 | 1136.8 | 159.1 | - | 74 | 6.667 | 25.333 |
| 29 Jan | 82566.37 | 977.7 | -288.9 | 12.82 | 16 | -0.533 | 18.667 |
| 28 Jan | 82344.68 | 1266.6 | -8.2 | - | 34 | 1.867 | 19.2 |
| 27 Jan | 81857.48 | 1274.8 | -347.5 | 13.16 | 18 | -1.333 | 17.333 |
| 23 Jan | 81537.70 | 1622.3 | 442.2 | 13.89 | 140 | 14.4 | 18.667 |
| 22 Jan | 82307.37 | 1153.65 | -84.55 | 13.14 | 22 | 1.067 | 4.267 |
| 21 Jan | 81909.63 | 1238.2 | 3.65 | 11.72 | 36 | -6.667 | 3.2 |
| 20 Jan | 82180.47 | 1278.35 | 508.75 | - | 25 | 1.6 | 9.867 |
| 19 Jan | 83246.18 | 769.6 | 81.25 | 12.1 | 51 | -11.467 | 8.267 |
| 16 Jan | 83570.35 | 688.35 | -59.05 | 12.48 | 45 | 8.267 | 19.733 |
| 14 Jan | 83382.71 | 747.4 | 36.6 | 12.26 | 18 | 2.933 | 11.467 |
| 13 Jan | 26863.70 | 710.8 | 51.65 | 12.6 | 0 | 0 | 0 |
| 12 Jan | 83878.17 | 659.15 | 109.1 | 12.95 | 25 | 4.8 | 5.867 |
| 9 Jan | 83576.24 | 550.05 | 78.9 | - | 4 | 1.067 | 1.067 |
| 8 Jan | 84180.96 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 84961.14 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Jan | 85063.34 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jan | 85439.62 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 85762.01 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jan | 85188.60 | 0 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 85220.60 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Dec | 84675.08 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Dec | 84695.54 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex 50 - strike price 82800 expiring on 26FEB2026
Delta for 82800 PE is -
Historical price for 82800 PE is as follows
On 4 Feb SENSEX50 was trading at 83252.06. The strike last trading price was 1769.25, which was 55.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 97
On 3 Feb SENSEX50 was trading at 83739.13. The strike last trading price was 1769.25, which was 55.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 97
On 2 Feb SENSEX50 was trading at 81666.46. The strike last trading price was 1769.25, which was 55.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 97
On 1 Feb SENSEX50 was trading at 80722.94. The strike last trading price was 1713.5, which was 560.5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 97
On 30 Jan SENSEX50 was trading at 82269.78. The strike last trading price was 1136.8, which was 159.1 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 95
On 29 Jan SENSEX50 was trading at 82566.37. The strike last trading price was 977.7, which was -288.9 lower than the previous day. The implied volatity was 12.82, the open interest changed by -2 which decreased total open position to 70
On 28 Jan SENSEX50 was trading at 82344.68. The strike last trading price was 1266.6, which was -8.2 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 72
On 27 Jan SENSEX50 was trading at 81857.48. The strike last trading price was 1274.8, which was -347.5 lower than the previous day. The implied volatity was 13.16, the open interest changed by -5 which decreased total open position to 65
On 23 Jan SENSEX50 was trading at 81537.70. The strike last trading price was 1622.3, which was 442.2 higher than the previous day. The implied volatity was 13.89, the open interest changed by 54 which increased total open position to 70
On 22 Jan SENSEX50 was trading at 82307.37. The strike last trading price was 1153.65, which was -84.55 lower than the previous day. The implied volatity was 13.14, the open interest changed by 4 which increased total open position to 16
On 21 Jan SENSEX50 was trading at 81909.63. The strike last trading price was 1238.2, which was 3.65 higher than the previous day. The implied volatity was 11.72, the open interest changed by -25 which decreased total open position to 12
On 20 Jan SENSEX50 was trading at 82180.47. The strike last trading price was 1278.35, which was 508.75 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 37
On 19 Jan SENSEX50 was trading at 83246.18. The strike last trading price was 769.6, which was 81.25 higher than the previous day. The implied volatity was 12.1, the open interest changed by -43 which decreased total open position to 31
On 16 Jan SENSEX50 was trading at 83570.35. The strike last trading price was 688.35, which was -59.05 lower than the previous day. The implied volatity was 12.48, the open interest changed by 31 which increased total open position to 74
On 14 Jan SENSEX50 was trading at 83382.71. The strike last trading price was 747.4, which was 36.6 higher than the previous day. The implied volatity was 12.26, the open interest changed by 11 which increased total open position to 43
On 13 Jan SENSEX50 was trading at 26863.70. The strike last trading price was 710.8, which was 51.65 higher than the previous day. The implied volatity was 12.6, the open interest changed by 0 which decreased total open position to 0
On 12 Jan SENSEX50 was trading at 83878.17. The strike last trading price was 659.15, which was 109.1 higher than the previous day. The implied volatity was 12.95, the open interest changed by 18 which increased total open position to 22
On 9 Jan SENSEX50 was trading at 83576.24. The strike last trading price was 550.05, which was 78.9 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 8 Jan SENSEX50 was trading at 84180.96. 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 7 Jan SENSEX50 was trading at 84961.14. 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 6 Jan SENSEX50 was trading at 85063.34. 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 Jan SENSEX50 was trading at 85439.62. 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 Jan SENSEX50 was trading at 85762.01. 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 Jan SENSEX50 was trading at 85188.60. 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 31 Dec SENSEX50 was trading at 85220.60. 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 30 Dec SENSEX50 was trading at 84675.08. 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 29 Dec SENSEX50 was trading at 84695.54. 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






























































































































































































































