SENSEX50
Sensex 50
Historical option data for SENSEX50
09 Jan 2026 04:11 PM IST
| SENSEX50 29-JAN-2026 85100 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 83576.24 | 361.1 | -173.15 | - | 450 | 3.733 | 70.933 | |||||||||
| 8 Jan | 84180.96 | 520.8 | -374 | - | 285 | 27.467 | 67.2 | |||||||||
| 7 Jan | 84961.14 | 896.55 | -115.6 | - | 133 | 14.667 | 39.733 | |||||||||
| 6 Jan | 85063.34 | 1017.05 | -189.15 | - | 193 | 12 | 25.067 | |||||||||
| 5 Jan | 85439.62 | 1206.2 | -275.2 | - | 13 | 2.133 | 13.067 | |||||||||
| 2 Jan | 85762.01 | 1506.3 | 274.75 | - | 34 | 5.067 | 10.933 | |||||||||
| 1 Jan | 85188.60 | 1231.55 | -76.45 | - | 34 | -0.533 | 5.867 | |||||||||
| 31 Dec | 85220.60 | 1308 | 300.45 | - | 45 | -2.133 | 6.4 | |||||||||
| 30 Dec | 84675.08 | 1018.15 | -49.15 | - | 24 | 0.267 | 8.533 | |||||||||
| 29 Dec | 84695.54 | 1064.15 | -163.4 | - | 60 | 5.067 | 8.267 | |||||||||
| 26 Dec | 85041.45 | 1251 | -140.95 | - | 33 | 1.067 | 3.2 | |||||||||
| 24 Dec | 85408.70 | 1580 | 115.9 | - | 0 | 0 | 2.133 | |||||||||
| 23 Dec | 85524.84 | 1580 | 115.9 | - | 3 | 0 | 2.133 | |||||||||
| 22 Dec | 85567.48 | 1464.1 | 64.1 | - | 11 | -0.267 | 2.133 | |||||||||
| 19 Dec | 84929.36 | 1400 | 290.55 | - | 7 | -0.267 | 2.133 | |||||||||
| 18 Dec | 84481.81 | 1109.45 | -140.55 | - | 2 | 0 | 2.4 | |||||||||
| 17 Dec | 84559.65 | 1250 | -238.4 | - | 1 | 0 | 2.4 | |||||||||
| 16 Dec | 84679.86 | 1488.4 | -211.6 | - | 5 | 1.067 | 2.4 | |||||||||
| 15 Dec | 85213.36 | 1700 | 42.35 | - | 1 | 0.267 | 1.333 | |||||||||
| 12 Dec | 85267.66 | 1307.25 | -29.2 | - | 0 | 0 | 1.067 | |||||||||
| 11 Dec | 84818.13 | 1307.25 | -29.2 | - | 2 | 0.533 | 1.067 | |||||||||
| 10 Dec | 84391.27 | 1554.8 | -711.5 | - | 0 | 0 | 0.533 | |||||||||
| 9 Dec | 84666.28 | 1554.8 | -711.5 | - | 2 | 0.533 | 0.533 | |||||||||
| 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 | |||||||||
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| 2 Dec | 85138.27 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 85641.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 85231.92 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 85186.47 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 84673.02 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 84950.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 85100 expiring on 29JAN2026
Delta for 85100 CE is -
Historical price for 85100 CE is as follows
On 9 Jan SENSEX50 was trading at 83576.24. The strike last trading price was 361.1, which was -173.15 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 266
On 8 Jan SENSEX50 was trading at 84180.96. The strike last trading price was 520.8, which was -374 lower than the previous day. The implied volatity was -, the open interest changed by 103 which increased total open position to 252
On 7 Jan SENSEX50 was trading at 84961.14. The strike last trading price was 896.55, which was -115.6 lower than the previous day. The implied volatity was -, the open interest changed by 55 which increased total open position to 149
On 6 Jan SENSEX50 was trading at 85063.34. The strike last trading price was 1017.05, which was -189.15 lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 94
On 5 Jan SENSEX50 was trading at 85439.62. The strike last trading price was 1206.2, which was -275.2 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 49
On 2 Jan SENSEX50 was trading at 85762.01. The strike last trading price was 1506.3, which was 274.75 higher than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 41
On 1 Jan SENSEX50 was trading at 85188.60. The strike last trading price was 1231.55, which was -76.45 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 22
On 31 Dec SENSEX50 was trading at 85220.60. The strike last trading price was 1308, which was 300.45 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 24
On 30 Dec SENSEX50 was trading at 84675.08. The strike last trading price was 1018.15, which was -49.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 32
On 29 Dec SENSEX50 was trading at 84695.54. The strike last trading price was 1064.15, which was -163.4 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 31
On 26 Dec SENSEX50 was trading at 85041.45. The strike last trading price was 1251, which was -140.95 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 12
On 24 Dec SENSEX50 was trading at 85408.70. The strike last trading price was 1580, which was 115.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 23 Dec SENSEX50 was trading at 85524.84. The strike last trading price was 1580, which was 115.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 22 Dec SENSEX50 was trading at 85567.48. The strike last trading price was 1464.1, which was 64.1 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 8
On 19 Dec SENSEX50 was trading at 84929.36. The strike last trading price was 1400, which was 290.55 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 8
On 18 Dec SENSEX50 was trading at 84481.81. The strike last trading price was 1109.45, which was -140.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 17 Dec SENSEX50 was trading at 84559.65. The strike last trading price was 1250, which was -238.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 1488.4, which was -211.6 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 9
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 1700, which was 42.35 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 1307.25, which was -29.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 1307.25, which was -29.2 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 4
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 1554.8, which was -711.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 1554.8, which was -711.5 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
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 21 Nov SENSEX50 was trading at 85231.92. 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 19 Nov SENSEX50 was trading at 85186.47. 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 Nov SENSEX50 was trading at 84673.02. 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 Nov SENSEX50 was trading at 84950.95. 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 85100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 83576.24 | 1090 | 87.75 | - | 35 | -0.267 | 37.067 |
| 8 Jan | 84180.96 | 1024.2 | 420.25 | - | 85 | -1.333 | 37.333 |
| 7 Jan | 84961.14 | 607 | 24.55 | - | 107 | 0.8 | 38.667 |
| 6 Jan | 85063.34 | 580.85 | 73.7 | - | 164 | 8.8 | 37.867 |
| 5 Jan | 85439.62 | 519.05 | 117.8 | - | 165 | 7.467 | 29.067 |
| 2 Jan | 85762.01 | 401.25 | -121.35 | - | 88 | 12.8 | 21.6 |
| 1 Jan | 85188.60 | 523.5 | -14.5 | - | 50 | 0.267 | 8.8 |
| 31 Dec | 85220.60 | 538 | -256.35 | - | 24 | -1.067 | 8.533 |
| 30 Dec | 84675.08 | 797 | 22.75 | - | 48 | -1.333 | 9.6 |
| 29 Dec | 84695.54 | 767.9 | 104.05 | - | 57 | -1.067 | 10.933 |
| 26 Dec | 85041.45 | 658.8 | 88.95 | - | 91 | 5.333 | 12 |
| 24 Dec | 85408.70 | 569.85 | 9.55 | - | 32 | 0.8 | 6.667 |
| 23 Dec | 85524.84 | 561 | -49.35 | - | 48 | 1.333 | 5.867 |
| 22 Dec | 85567.48 | 610.35 | -218.5 | - | 17 | 2.933 | 4.533 |
| 19 Dec | 84929.36 | 828.85 | -203.05 | - | 11 | 0.8 | 2.4 |
| 18 Dec | 84481.81 | 1031.9 | -121.25 | - | 2 | 0.533 | 1.6 |
| 17 Dec | 84559.65 | 900.8 | 123.4 | - | 0 | 0 | 1.067 |
| 16 Dec | 84679.86 | 900.8 | 123.4 | - | 8 | 0.533 | 1.067 |
| 15 Dec | 85213.36 | 780.5 | -96.2 | - | 4 | 0 | 0.533 |
| 12 Dec | 85267.66 | 1025.15 | 130.7 | - | 0 | 0 | 0.533 |
| 11 Dec | 84818.13 | 1025.15 | 130.7 | - | 0 | 0 | 0.533 |
| 10 Dec | 84391.27 | 1025.15 | 130.7 | - | 0 | 0 | 0.533 |
| 9 Dec | 84666.28 | 1025.15 | 130.7 | - | 2 | -0.533 | 0.533 |
| 8 Dec | 85102.69 | 910.45 | 147.65 | - | 4 | 1.067 | 1.067 |
| 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 |
| 21 Nov | 85231.92 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 85186.47 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 84673.02 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 84950.95 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex 50 - strike price 85100 expiring on 29JAN2026
Delta for 85100 PE is -
Historical price for 85100 PE is as follows
On 9 Jan SENSEX50 was trading at 83576.24. The strike last trading price was 1090, which was 87.75 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 139
On 8 Jan SENSEX50 was trading at 84180.96. The strike last trading price was 1024.2, which was 420.25 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 140
On 7 Jan SENSEX50 was trading at 84961.14. The strike last trading price was 607, which was 24.55 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 145
On 6 Jan SENSEX50 was trading at 85063.34. The strike last trading price was 580.85, which was 73.7 higher than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 142
On 5 Jan SENSEX50 was trading at 85439.62. The strike last trading price was 519.05, which was 117.8 higher than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 109
On 2 Jan SENSEX50 was trading at 85762.01. The strike last trading price was 401.25, which was -121.35 lower than the previous day. The implied volatity was -, the open interest changed by 48 which increased total open position to 81
On 1 Jan SENSEX50 was trading at 85188.60. The strike last trading price was 523.5, which was -14.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 33
On 31 Dec SENSEX50 was trading at 85220.60. The strike last trading price was 538, which was -256.35 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 32
On 30 Dec SENSEX50 was trading at 84675.08. The strike last trading price was 797, which was 22.75 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 36
On 29 Dec SENSEX50 was trading at 84695.54. The strike last trading price was 767.9, which was 104.05 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 41
On 26 Dec SENSEX50 was trading at 85041.45. The strike last trading price was 658.8, which was 88.95 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 45
On 24 Dec SENSEX50 was trading at 85408.70. The strike last trading price was 569.85, which was 9.55 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 25
On 23 Dec SENSEX50 was trading at 85524.84. The strike last trading price was 561, which was -49.35 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 22
On 22 Dec SENSEX50 was trading at 85567.48. The strike last trading price was 610.35, which was -218.5 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 17
On 19 Dec SENSEX50 was trading at 84929.36. The strike last trading price was 828.85, which was -203.05 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 9
On 18 Dec SENSEX50 was trading at 84481.81. The strike last trading price was 1031.9, which was -121.25 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 6
On 17 Dec SENSEX50 was trading at 84559.65. The strike last trading price was 900.8, which was 123.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 900.8, which was 123.4 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 4
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 780.5, which was -96.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 1025.15, which was 130.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 1025.15, which was 130.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 1025.15, which was 130.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 1025.15, which was 130.7 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 2
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 910.45, which was 147.65 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
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 21 Nov SENSEX50 was trading at 85231.92. 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 19 Nov SENSEX50 was trading at 85186.47. 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 Nov SENSEX50 was trading at 84673.02. 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 Nov SENSEX50 was trading at 84950.95. 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































































































































































































































