[--[65.84.65.76]--]

SENSEX50

Sensex 50
26802.62 -61.08 (-0.23%)
L: 26738.39 H: 26936.21

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Historical option data for SENSEX50

14 Jan 2026 04:11 PM IST
SENSEX50 29-JAN-2026 84000 CE
Delta: 0.44
Vega: 66.6
Theta: -31.39
Gamma: 0
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
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
Delta: -0.56
Vega: 66.58
Theta: -9.34
Gamma: 0
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