SENSEX50
Sensex 50
Historical option data for SENSEX50
14 Jan 2026 04:11 PM IST
| SENSEX50 29-JAN-2026 84000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 66.6
Theta: -31.39
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 Jan | 83382.71 | 527 | -141.6 | 9.7 | 6,242 | 71.733 | 966.933 | |||||||||
| 13 Jan | 26863.70 | 647 | -270.95 | 9.37 | 7,564 | 276.267 | 895.2 | |||||||||
| 12 Jan | 83878.17 | 920 | 136.5 | 10.14 | 5,860 | 80.533 | 618.933 | |||||||||
| 9 Jan | 83576.24 | 829.95 | -305.55 | - | 4,534 | 461.333 | 538.4 | |||||||||
| 8 Jan | 84180.96 | 1108.5 | -461.5 | - | 365 | 41.6 | 77.067 | |||||||||
| 7 Jan | 84961.14 | 1570 | -169.75 | - | 58 | 7.467 | 35.467 | |||||||||
| 6 Jan | 85063.34 | 1739.75 | -306.7 | - | 33 | 6.4 | 28 | |||||||||
| 5 Jan | 85439.62 | 2046.45 | -293.55 | - | 9 | 0.8 | 21.6 | |||||||||
| 2 Jan | 85762.01 | 2340 | 372.35 | - | 18 | -0.533 | 20.8 | |||||||||
| 1 Jan | 85188.60 | 1975 | -136.45 | - | 19 | 0.533 | 21.333 | |||||||||
| 31 Dec | 85220.60 | 2111.45 | 397.6 | - | 115 | -1.867 | 20.8 | |||||||||
| 30 Dec | 84675.08 | 1737.7 | -58.25 | - | 116 | 8 | 22.667 | |||||||||
| 29 Dec | 84695.54 | 1795.95 | -179.05 | - | 5 | 0.267 | 14.667 | |||||||||
| 26 Dec | 85041.45 | 1975 | -285 | - | 9 | -0.267 | 14.4 | |||||||||
| 24 Dec | 85408.70 | 2260 | -240 | - | 26 | -0.8 | 14.667 | |||||||||
| 23 Dec | 85524.84 | 2500 | 70 | - | 7 | 0.267 | 15.467 | |||||||||
| 22 Dec | 85567.48 | 2430 | 274.7 | - | 9 | 0 | 15.2 | |||||||||
| 19 Dec | 84929.36 | 2178.65 | 325.8 | - | 5 | 0.533 | 15.733 | |||||||||
| 18 Dec | 84481.81 | 1852.85 | -102 | - | 75 | 5.867 | 15.2 | |||||||||
| 17 Dec | 84559.65 | 1950.85 | -225.45 | - | 38 | 7.467 | 9.333 | |||||||||
| 16 Dec | 84679.86 | 2176.3 | -518 | - | 3 | 0.533 | 1.867 | |||||||||
| 15 Dec | 85213.36 | 2550 | 250 | - | 0 | 0 | 1.333 | |||||||||
| 12 Dec | 85267.66 | 2550 | 250 | - | 1 | 0.267 | 1.333 | |||||||||
| 11 Dec | 84818.13 | 2300 | 366.3 | - | 5 | 1.067 | 1.067 | |||||||||
| 10 Dec | 84391.27 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 84666.28 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 85102.69 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 85712.37 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 85265.32 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 85106.81 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 85138.27 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 85641.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 84478.67 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 84466.51 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 83871.32 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 10 Nov | 83535.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 83978.49 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 84000 expiring on 29JAN2026
Delta for 84000 CE is 0.44
Historical price for 84000 CE is as follows
On 14 Jan SENSEX50 was trading at 83382.71. The strike last trading price was 527, which was -141.6 lower than the previous day. The implied volatity was 9.7, the open interest changed by 269 which increased total open position to 3626
On 13 Jan SENSEX50 was trading at 26863.70. The strike last trading price was 647, which was -270.95 lower than the previous day. The implied volatity was 9.37, the open interest changed by 1036 which increased total open position to 3357
On 12 Jan SENSEX50 was trading at 83878.17. The strike last trading price was 920, which was 136.5 higher than the previous day. The implied volatity was 10.14, the open interest changed by 302 which increased total open position to 2321
On 9 Jan SENSEX50 was trading at 83576.24. The strike last trading price was 829.95, which was -305.55 lower than the previous day. The implied volatity was -, the open interest changed by 1730 which increased total open position to 2019
On 8 Jan SENSEX50 was trading at 84180.96. The strike last trading price was 1108.5, which was -461.5 lower than the previous day. The implied volatity was -, the open interest changed by 156 which increased total open position to 289
On 7 Jan SENSEX50 was trading at 84961.14. The strike last trading price was 1570, which was -169.75 lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 133
On 6 Jan SENSEX50 was trading at 85063.34. The strike last trading price was 1739.75, which was -306.7 lower than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 105
On 5 Jan SENSEX50 was trading at 85439.62. The strike last trading price was 2046.45, which was -293.55 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 81
On 2 Jan SENSEX50 was trading at 85762.01. The strike last trading price was 2340, which was 372.35 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 78
On 1 Jan SENSEX50 was trading at 85188.60. The strike last trading price was 1975, which was -136.45 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 80
On 31 Dec SENSEX50 was trading at 85220.60. The strike last trading price was 2111.45, which was 397.6 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 78
On 30 Dec SENSEX50 was trading at 84675.08. The strike last trading price was 1737.7, which was -58.25 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 85
On 29 Dec SENSEX50 was trading at 84695.54. The strike last trading price was 1795.95, which was -179.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 55
On 26 Dec SENSEX50 was trading at 85041.45. The strike last trading price was 1975, which was -285 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 54
On 24 Dec SENSEX50 was trading at 85408.70. The strike last trading price was 2260, which was -240 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 55
On 23 Dec SENSEX50 was trading at 85524.84. The strike last trading price was 2500, which was 70 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 58
On 22 Dec SENSEX50 was trading at 85567.48. The strike last trading price was 2430, which was 274.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57
On 19 Dec SENSEX50 was trading at 84929.36. The strike last trading price was 2178.65, which was 325.8 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 59
On 18 Dec SENSEX50 was trading at 84481.81. The strike last trading price was 1852.85, which was -102 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 57
On 17 Dec SENSEX50 was trading at 84559.65. The strike last trading price was 1950.85, which was -225.45 lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 35
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 2176.3, which was -518 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 7
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 2550, which was 250 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 2550, which was 250 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 2300, which was 366.3 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 10 Dec SENSEX50 was trading at 84391.27. 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 Dec SENSEX50 was trading at 84666.28. 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 Dec SENSEX50 was trading at 85102.69. 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 5 Dec SENSEX50 was trading at 85712.37. 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 Dec SENSEX50 was trading at 85265.32. 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 Dec SENSEX50 was trading at 85106.81. 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 Dec SENSEX50 was trading at 85138.27. 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 Dec SENSEX50 was trading at 85641.90. 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 Nov SENSEX50 was trading at 84478.67. 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 Nov SENSEX50 was trading at 84466.51. 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 Nov SENSEX50 was trading at 83871.32. 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 Nov SENSEX50 was trading at 83535.35. 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 3 Nov SENSEX50 was trading at 83978.49. 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 29JAN2026 84000 PE | |||||||
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Delta: -0.56
Vega: 66.58
Theta: -9.34
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 Jan | 83382.71 | 836.65 | 103.85 | 10.11 | 5,251 | 2.133 | 953.6 |
| 13 Jan | 26863.70 | 743.3 | 118.4 | 10.63 | 8,766 | 455.733 | 951.467 |
| 12 Jan | 83878.17 | 605.75 | -140.6 | 10.65 | 3,177 | -16.8 | 495.733 |
| 9 Jan | 83576.24 | 712.8 | 225 | - | 4,143 | 307.733 | 512.533 |
| 8 Jan | 84180.96 | 492.9 | 217.85 | - | 2,538 | 51.467 | 204.8 |
| 7 Jan | 84961.14 | 290 | 23 | - | 1,163 | 28.267 | 153.333 |
| 6 Jan | 85063.34 | 269.35 | 22.3 | - | 644 | -16.533 | 125.067 |
| 5 Jan | 85439.62 | 250 | 59.9 | - | 920 | 6.4 | 141.6 |
| 2 Jan | 85762.01 | 190.75 | -58.8 | - | 550 | 15.2 | 135.2 |
| 1 Jan | 85188.60 | 250.15 | -12.45 | - | 424 | 8 | 120 |
| 31 Dec | 85220.60 | 252.3 | -136.2 | - | 455 | 10.133 | 112 |
| 30 Dec | 84675.08 | 376.55 | -38.4 | - | 336 | 6.667 | 101.867 |
| 29 Dec | 84695.54 | 413.9 | 80.6 | - | 216 | 26.667 | 95.2 |
| 26 Dec | 85041.45 | 328.1 | 35.5 | - | 201 | 7.733 | 68.533 |
| 24 Dec | 85408.70 | 295 | -3.65 | - | 78 | 0.267 | 60.8 |
| 23 Dec | 85524.84 | 304 | -32.9 | - | 97 | 8 | 60.533 |
| 22 Dec | 85567.48 | 345 | -134.8 | - | 133 | 12.8 | 52.533 |
| 19 Dec | 84929.36 | 460.5 | -137.15 | - | 178 | 8.533 | 48.267 |
| 18 Dec | 84481.81 | 607 | 12 | - | 106 | 8.533 | 39.733 |
| 17 Dec | 84559.65 | 595 | 15.8 | - | 48 | 5.067 | 31.2 |
| 16 Dec | 84679.86 | 574.05 | 98.95 | - | 79 | 17.333 | 26.133 |
| 15 Dec | 85213.36 | 475.1 | -14.9 | - | 11 | 1.867 | 8.8 |
| 12 Dec | 85267.66 | 490 | -102.65 | - | 23 | 2.4 | 6.933 |
| 11 Dec | 84818.13 | 592 | -164 | - | 15 | 3.2 | 4.533 |
| 10 Dec | 84391.27 | 756 | 110.8 | - | 4 | 0.533 | 1.333 |
| 9 Dec | 84666.28 | 645.2 | 187.7 | - | 13 | 0 | 0.8 |
| 8 Dec | 85102.69 | 457.5 | 35.85 | - | 1 | 0 | 0.8 |
| 5 Dec | 85712.37 | 412.85 | -177.15 | - | 2 | -0.267 | 0.8 |
| 4 Dec | 85265.32 | 590 | -35 | - | 2 | 0 | 1.067 |
| 3 Dec | 85106.81 | 625 | -326.95 | - | 7 | 1.067 | 1.067 |
| 2 Dec | 85138.27 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 85641.90 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 84478.67 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 84466.51 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 83871.32 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 83535.35 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 83978.49 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex 50 - strike price 84000 expiring on 29JAN2026
Delta for 84000 PE is -0.56
Historical price for 84000 PE is as follows
On 14 Jan SENSEX50 was trading at 83382.71. The strike last trading price was 836.65, which was 103.85 higher than the previous day. The implied volatity was 10.11, the open interest changed by 8 which increased total open position to 3576
On 13 Jan SENSEX50 was trading at 26863.70. The strike last trading price was 743.3, which was 118.4 higher than the previous day. The implied volatity was 10.63, the open interest changed by 1709 which increased total open position to 3568
On 12 Jan SENSEX50 was trading at 83878.17. The strike last trading price was 605.75, which was -140.6 lower than the previous day. The implied volatity was 10.65, the open interest changed by -63 which decreased total open position to 1859
On 9 Jan SENSEX50 was trading at 83576.24. The strike last trading price was 712.8, which was 225 higher than the previous day. The implied volatity was -, the open interest changed by 1154 which increased total open position to 1922
On 8 Jan SENSEX50 was trading at 84180.96. The strike last trading price was 492.9, which was 217.85 higher than the previous day. The implied volatity was -, the open interest changed by 193 which increased total open position to 768
On 7 Jan SENSEX50 was trading at 84961.14. The strike last trading price was 290, which was 23 higher than the previous day. The implied volatity was -, the open interest changed by 106 which increased total open position to 575
On 6 Jan SENSEX50 was trading at 85063.34. The strike last trading price was 269.35, which was 22.3 higher than the previous day. The implied volatity was -, the open interest changed by -62 which decreased total open position to 469
On 5 Jan SENSEX50 was trading at 85439.62. The strike last trading price was 250, which was 59.9 higher than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 531
On 2 Jan SENSEX50 was trading at 85762.01. The strike last trading price was 190.75, which was -58.8 lower than the previous day. The implied volatity was -, the open interest changed by 57 which increased total open position to 507
On 1 Jan SENSEX50 was trading at 85188.60. The strike last trading price was 250.15, which was -12.45 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 450
On 31 Dec SENSEX50 was trading at 85220.60. The strike last trading price was 252.3, which was -136.2 lower than the previous day. The implied volatity was -, the open interest changed by 38 which increased total open position to 420
On 30 Dec SENSEX50 was trading at 84675.08. The strike last trading price was 376.55, which was -38.4 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 382
On 29 Dec SENSEX50 was trading at 84695.54. The strike last trading price was 413.9, which was 80.6 higher than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 357
On 26 Dec SENSEX50 was trading at 85041.45. The strike last trading price was 328.1, which was 35.5 higher than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 257
On 24 Dec SENSEX50 was trading at 85408.70. The strike last trading price was 295, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 228
On 23 Dec SENSEX50 was trading at 85524.84. The strike last trading price was 304, which was -32.9 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 227
On 22 Dec SENSEX50 was trading at 85567.48. The strike last trading price was 345, which was -134.8 lower than the previous day. The implied volatity was -, the open interest changed by 48 which increased total open position to 197
On 19 Dec SENSEX50 was trading at 84929.36. The strike last trading price was 460.5, which was -137.15 lower than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 181
On 18 Dec SENSEX50 was trading at 84481.81. The strike last trading price was 607, which was 12 higher than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 149
On 17 Dec SENSEX50 was trading at 84559.65. The strike last trading price was 595, which was 15.8 higher than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 117
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 574.05, which was 98.95 higher than the previous day. The implied volatity was -, the open interest changed by 65 which increased total open position to 98
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 475.1, which was -14.9 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 33
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 490, which was -102.65 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 26
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 592, which was -164 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 17
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 756, which was 110.8 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 5
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 645.2, which was 187.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 457.5, which was 35.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 412.85, which was -177.15 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 3
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 590, which was -35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 625, which was -326.95 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 2 Dec SENSEX50 was trading at 85138.27. 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 Dec SENSEX50 was trading at 85641.90. 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 Nov SENSEX50 was trading at 84478.67. 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 Nov SENSEX50 was trading at 84466.51. 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 Nov SENSEX50 was trading at 83871.32. 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 Nov SENSEX50 was trading at 83535.35. 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 3 Nov SENSEX50 was trading at 83978.49. 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































































































































































































































