SENSEX50
Sensex 50
Historical option data for SENSEX50
09 Jan 2026 04:11 PM IST
| SENSEX50 29-JAN-2026 86000 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 | 163.7 | -88.6 | - | 2,856 | 24.8 | 457.867 | |||||||||
| 8 Jan | 84180.96 | 244.9 | -203.95 | - | 2,321 | 115.467 | 433.067 | |||||||||
| 7 Jan | 84961.14 | 456.05 | -83.65 | - | 933 | 20.8 | 317.6 | |||||||||
| 6 Jan | 85063.34 | 533.35 | -175 | - | 902 | 24.8 | 296.8 | |||||||||
| 5 Jan | 85439.62 | 692.6 | -212 | - | 2,131 | 42.133 | 272 | |||||||||
| 2 Jan | 85762.01 | 958.8 | 292.7 | - | 891 | 65.867 | 229.867 | |||||||||
| 1 Jan | 85188.60 | 662.8 | -71.1 | - | 495 | 8.267 | 164 | |||||||||
| 31 Dec | 85220.60 | 745 | 182.7 | - | 456 | 23.2 | 155.733 | |||||||||
| 30 Dec | 84675.08 | 575.15 | -24.65 | - | 455 | 12.8 | 132.533 | |||||||||
| 29 Dec | 84695.54 | 616.6 | -141.95 | - | 284 | 6.4 | 119.733 | |||||||||
| 26 Dec | 85041.45 | 758.4 | -190.4 | - | 239 | -12.533 | 113.333 | |||||||||
| 24 Dec | 85408.70 | 948.45 | -127.45 | - | 242 | -12.533 | 125.867 | |||||||||
| 23 Dec | 85524.84 | 1055 | -42.65 | - | 416 | 60 | 138.4 | |||||||||
| 22 Dec | 85567.48 | 1098.95 | 234.05 | - | 184 | 18.4 | 78.4 | |||||||||
| 19 Dec | 84929.36 | 879.95 | 156.35 | - | 219 | 6.933 | 66.933 | |||||||||
| 18 Dec | 84481.81 | 715 | -91.9 | - | 118 | 20.533 | 60 | |||||||||
| 17 Dec | 84559.65 | 816.1 | -92.65 | - | 169 | 18.933 | 39.467 | |||||||||
| 16 Dec | 84679.86 | 903.95 | -252.1 | - | 64 | 1.867 | 20.533 | |||||||||
| 15 Dec | 85213.36 | 1157 | -82 | - | 45 | -1.067 | 18.667 | |||||||||
| 12 Dec | 85267.66 | 1230 | 152.95 | - | 46 | 5.333 | 19.733 | |||||||||
| 11 Dec | 84818.13 | 1071.45 | 72.45 | - | 45 | 9.333 | 14.4 | |||||||||
| 10 Dec | 84391.27 | 999 | -117.75 | - | 3 | 0.267 | 5.067 | |||||||||
| 9 Dec | 84666.28 | 1116.75 | -283.25 | - | 17 | 0.267 | 4.8 | |||||||||
| 8 Dec | 85102.69 | 1400 | -279.2 | - | 45 | 1.333 | 4.533 | |||||||||
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| 5 Dec | 85712.37 | 1698.3 | 305.5 | - | 14 | 2.133 | 3.2 | |||||||||
| 4 Dec | 85265.32 | 1392.8 | 22.8 | - | 3 | 0 | 1.067 | |||||||||
| 3 Dec | 85106.81 | 1370 | -351.3 | - | 4 | 1.067 | 1.067 | |||||||||
| 2 Dec | 85138.27 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 85641.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 85632.68 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 86000 expiring on 29JAN2026
Delta for 86000 CE is -
Historical price for 86000 CE is as follows
On 9 Jan SENSEX50 was trading at 83576.24. The strike last trading price was 163.7, which was -88.6 lower than the previous day. The implied volatity was -, the open interest changed by 93 which increased total open position to 1717
On 8 Jan SENSEX50 was trading at 84180.96. The strike last trading price was 244.9, which was -203.95 lower than the previous day. The implied volatity was -, the open interest changed by 433 which increased total open position to 1624
On 7 Jan SENSEX50 was trading at 84961.14. The strike last trading price was 456.05, which was -83.65 lower than the previous day. The implied volatity was -, the open interest changed by 78 which increased total open position to 1191
On 6 Jan SENSEX50 was trading at 85063.34. The strike last trading price was 533.35, which was -175 lower than the previous day. The implied volatity was -, the open interest changed by 93 which increased total open position to 1113
On 5 Jan SENSEX50 was trading at 85439.62. The strike last trading price was 692.6, which was -212 lower than the previous day. The implied volatity was -, the open interest changed by 158 which increased total open position to 1020
On 2 Jan SENSEX50 was trading at 85762.01. The strike last trading price was 958.8, which was 292.7 higher than the previous day. The implied volatity was -, the open interest changed by 247 which increased total open position to 862
On 1 Jan SENSEX50 was trading at 85188.60. The strike last trading price was 662.8, which was -71.1 lower than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 615
On 31 Dec SENSEX50 was trading at 85220.60. The strike last trading price was 745, which was 182.7 higher than the previous day. The implied volatity was -, the open interest changed by 87 which increased total open position to 584
On 30 Dec SENSEX50 was trading at 84675.08. The strike last trading price was 575.15, which was -24.65 lower than the previous day. The implied volatity was -, the open interest changed by 48 which increased total open position to 497
On 29 Dec SENSEX50 was trading at 84695.54. The strike last trading price was 616.6, which was -141.95 lower than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 449
On 26 Dec SENSEX50 was trading at 85041.45. The strike last trading price was 758.4, which was -190.4 lower than the previous day. The implied volatity was -, the open interest changed by -47 which decreased total open position to 425
On 24 Dec SENSEX50 was trading at 85408.70. The strike last trading price was 948.45, which was -127.45 lower than the previous day. The implied volatity was -, the open interest changed by -47 which decreased total open position to 472
On 23 Dec SENSEX50 was trading at 85524.84. The strike last trading price was 1055, which was -42.65 lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 519
On 22 Dec SENSEX50 was trading at 85567.48. The strike last trading price was 1098.95, which was 234.05 higher than the previous day. The implied volatity was -, the open interest changed by 69 which increased total open position to 294
On 19 Dec SENSEX50 was trading at 84929.36. The strike last trading price was 879.95, which was 156.35 higher than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 251
On 18 Dec SENSEX50 was trading at 84481.81. The strike last trading price was 715, which was -91.9 lower than the previous day. The implied volatity was -, the open interest changed by 77 which increased total open position to 225
On 17 Dec SENSEX50 was trading at 84559.65. The strike last trading price was 816.1, which was -92.65 lower than the previous day. The implied volatity was -, the open interest changed by 71 which increased total open position to 148
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 903.95, which was -252.1 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 77
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 1157, which was -82 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 70
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 1230, which was 152.95 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 74
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 1071.45, which was 72.45 higher than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 54
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 999, which was -117.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 19
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 1116.75, which was -283.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 18
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 1400, which was -279.2 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 17
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 1698.3, which was 305.5 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 12
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 1392.8, which was 22.8 higher 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 1370, which was -351.3 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 20 Nov SENSEX50 was trading at 85632.68. 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 86000 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 2098.7 | 529.05 | - | 77 | -4.8 | 157.067 |
| 8 Jan | 84180.96 | 1598 | 535.75 | - | 463 | -9.333 | 161.867 |
| 7 Jan | 84961.14 | 1060.15 | 53.65 | - | 303 | 1.067 | 171.2 |
| 6 Jan | 85063.34 | 1019.05 | 141.95 | - | 580 | -10.133 | 170.133 |
| 5 Jan | 85439.62 | 880 | 193.2 | - | 1,522 | -15.733 | 180.267 |
| 2 Jan | 85762.01 | 673.85 | -234.8 | - | 889 | 95.2 | 196 |
| 1 Jan | 85188.60 | 909.75 | -4.85 | - | 597 | 2.133 | 100.8 |
| 31 Dec | 85220.60 | 904 | -325.85 | - | 371 | 9.867 | 98.667 |
| 30 Dec | 84675.08 | 1208.7 | -0.75 | - | 71 | -1.333 | 88.8 |
| 29 Dec | 84695.54 | 1205.4 | 149.35 | - | 95 | -2.133 | 90.133 |
| 26 Dec | 85041.45 | 1051.1 | 144.75 | - | 166 | -3.733 | 92.267 |
| 24 Dec | 85408.70 | 910 | 36.2 | - | 295 | -10.933 | 96 |
| 23 Dec | 85524.84 | 885 | -39.15 | - | 473 | 68.8 | 106.933 |
| 22 Dec | 85567.48 | 929.3 | -277.1 | - | 135 | 17.333 | 38.133 |
| 19 Dec | 84929.36 | 1209.7 | -216.25 | - | 70 | 4.267 | 25.067 |
| 18 Dec | 84481.81 | 1425.95 | -44.05 | - | 20 | -0.267 | 20.8 |
| 17 Dec | 84559.65 | 1470 | 123.35 | - | 6 | 0.267 | 21.067 |
| 16 Dec | 84679.86 | 1350 | 216.1 | - | 23 | -1.067 | 20.8 |
| 15 Dec | 85213.36 | 1139 | 23.2 | - | 50 | 5.333 | 21.867 |
| 12 Dec | 85267.66 | 1115.8 | -279.75 | - | 70 | 10.4 | 16.533 |
| 11 Dec | 84818.13 | 1395.55 | -517.7 | - | 4 | 0 | 6.133 |
| 10 Dec | 84391.27 | 1431.2 | 154.3 | - | 0 | 0 | 6.133 |
| 9 Dec | 84666.28 | 1431.2 | 154.3 | - | 2 | 0 | 6.133 |
| 8 Dec | 85102.69 | 1276.9 | 317.65 | - | 12 | 1.6 | 6.133 |
| 5 Dec | 85712.37 | 935.5 | -264.5 | - | 38 | 3.733 | 4.533 |
| 4 Dec | 85265.32 | 1200 | -339.9 | - | 3 | 0.267 | 0.8 |
| 3 Dec | 85106.81 | 1101.3 | -48.7 | - | 0 | 0 | 0.533 |
| 2 Dec | 85138.27 | 1101.3 | -48.7 | - | 0 | 0 | 0.533 |
| 1 Dec | 85641.90 | 1101.3 | -48.7 | - | 4 | 0.533 | 0.533 |
| 20 Nov | 85632.68 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex 50 - strike price 86000 expiring on 29JAN2026
Delta for 86000 PE is -
Historical price for 86000 PE is as follows
On 9 Jan SENSEX50 was trading at 83576.24. The strike last trading price was 2098.7, which was 529.05 higher than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 589
On 8 Jan SENSEX50 was trading at 84180.96. The strike last trading price was 1598, which was 535.75 higher than the previous day. The implied volatity was -, the open interest changed by -35 which decreased total open position to 607
On 7 Jan SENSEX50 was trading at 84961.14. The strike last trading price was 1060.15, which was 53.65 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 642
On 6 Jan SENSEX50 was trading at 85063.34. The strike last trading price was 1019.05, which was 141.95 higher than the previous day. The implied volatity was -, the open interest changed by -38 which decreased total open position to 638
On 5 Jan SENSEX50 was trading at 85439.62. The strike last trading price was 880, which was 193.2 higher than the previous day. The implied volatity was -, the open interest changed by -59 which decreased total open position to 676
On 2 Jan SENSEX50 was trading at 85762.01. The strike last trading price was 673.85, which was -234.8 lower than the previous day. The implied volatity was -, the open interest changed by 357 which increased total open position to 735
On 1 Jan SENSEX50 was trading at 85188.60. The strike last trading price was 909.75, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 378
On 31 Dec SENSEX50 was trading at 85220.60. The strike last trading price was 904, which was -325.85 lower than the previous day. The implied volatity was -, the open interest changed by 37 which increased total open position to 370
On 30 Dec SENSEX50 was trading at 84675.08. The strike last trading price was 1208.7, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 333
On 29 Dec SENSEX50 was trading at 84695.54. The strike last trading price was 1205.4, which was 149.35 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 338
On 26 Dec SENSEX50 was trading at 85041.45. The strike last trading price was 1051.1, which was 144.75 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 346
On 24 Dec SENSEX50 was trading at 85408.70. The strike last trading price was 910, which was 36.2 higher than the previous day. The implied volatity was -, the open interest changed by -41 which decreased total open position to 360
On 23 Dec SENSEX50 was trading at 85524.84. The strike last trading price was 885, which was -39.15 lower than the previous day. The implied volatity was -, the open interest changed by 258 which increased total open position to 401
On 22 Dec SENSEX50 was trading at 85567.48. The strike last trading price was 929.3, which was -277.1 lower than the previous day. The implied volatity was -, the open interest changed by 65 which increased total open position to 143
On 19 Dec SENSEX50 was trading at 84929.36. The strike last trading price was 1209.7, which was -216.25 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 94
On 18 Dec SENSEX50 was trading at 84481.81. The strike last trading price was 1425.95, which was -44.05 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 78
On 17 Dec SENSEX50 was trading at 84559.65. The strike last trading price was 1470, which was 123.35 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 79
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 1350, which was 216.1 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 78
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 1139, which was 23.2 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 82
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 1115.8, which was -279.75 lower than the previous day. The implied volatity was -, the open interest changed by 39 which increased total open position to 62
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 1395.55, which was -517.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 1431.2, which was 154.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 1431.2, which was 154.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 1276.9, which was 317.65 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 23
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 935.5, which was -264.5 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 17
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 1200, which was -339.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 1101.3, which was -48.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 1101.3, which was -48.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 1101.3, which was -48.7 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 20 Nov SENSEX50 was trading at 85632.68. 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































































































































































































































