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SENSEX

Sensex
83580.4 +266.47 (0.32%)
L: 82925.35 H: 83612.12

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Historical option data for SENSEX

08 Feb 2026 11:59 PM IST
Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV
SENSEX 26-FEB-2026 83000 CE
Delta: 0.72
Vega: 65.4
Theta: -31.36
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
8 Feb 83580.40 1342.8 33.15 9.22 4,017 1,864 2,496
7 Feb 83580.40 1342.8 33.15 9.22 4,017 1,864 2,496
1 Feb 80722.94 477.8 -602.95 13.36 1,281 188 936
31 Jan 82269.78 1067.5 -212.1 12.68 762 105 748
25 Jan 81537.70 1026 -299.6 13.54 697 102 657
24 Jan 81537.70 1026 -299.6 13.54 697 102 657
21 Jan 81909.63 1170.3 -76.6 - 252 87 272
20 Jan 82180.47 1250.95 -500.95 11.9 269 98 185
18 Jan 83570.35 2228.95 467.25 12.24 15 2 39
17 Jan 83570.35 2228.95 467.25 12.24 15 2 39
11 Jan 83576.24 0 0 - 0 0 0
10 Jan 83576.24 0 0 - 0 0 0
9 Jan 84180.96 0 0 - 0 0 0

For Sensex - strike price 83000 expiring on 26FEB2026

Delta for 83000 CE is 0.72

Historical price for 83000 CE is as follows

On 8 Feb SENSEX was trading at 83580.40. The strike last trading price was 1342.8, which was 33.15 higher than the previous day. The implied volatity was 9.22, the open interest changed by 1864 which increased total open position to 2496


On 7 Feb SENSEX was trading at 83580.40. The strike last trading price was 1342.8, which was 33.15 higher than the previous day. The implied volatity was 9.22, the open interest changed by 1864 which increased total open position to 2496


On 1 Feb SENSEX was trading at 80722.94. The strike last trading price was 477.8, which was -602.95 lower than the previous day. The implied volatity was 13.36, the open interest changed by 188 which increased total open position to 936


On 31 Jan SENSEX was trading at 82269.78. The strike last trading price was 1067.5, which was -212.1 lower than the previous day. The implied volatity was 12.68, the open interest changed by 105 which increased total open position to 748


On 25 Jan SENSEX was trading at 81537.70. The strike last trading price was 1026, which was -299.6 lower than the previous day. The implied volatity was 13.54, the open interest changed by 102 which increased total open position to 657


On 24 Jan SENSEX was trading at 81537.70. The strike last trading price was 1026, which was -299.6 lower than the previous day. The implied volatity was 13.54, the open interest changed by 102 which increased total open position to 657


On 21 Jan SENSEX was trading at 81909.63. The strike last trading price was 1170.3, which was -76.6 lower than the previous day. The implied volatity was -, the open interest changed by 87 which increased total open position to 272


On 20 Jan SENSEX was trading at 82180.47. The strike last trading price was 1250.95, which was -500.95 lower than the previous day. The implied volatity was 11.9, the open interest changed by 98 which increased total open position to 185


On 18 Jan SENSEX was trading at 83570.35. The strike last trading price was 2228.95, which was 467.25 higher than the previous day. The implied volatity was 12.24, the open interest changed by 2 which increased total open position to 39


On 17 Jan SENSEX was trading at 83570.35. The strike last trading price was 2228.95, which was 467.25 higher than the previous day. The implied volatity was 12.24, the open interest changed by 2 which increased total open position to 39


On 11 Jan SENSEX 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 10 Jan SENSEX 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 9 Jan SENSEX 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


SENSEX 26FEB2026 83000 PE
Delta: -0.33
Vega: 70.24
Theta: -14.01
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
8 Feb 83580.40 516.15 -63.6 12.21 7,450 2,247 3,150
7 Feb 83580.40 516.15 -63.6 12.21 7,450 2,247 3,150
1 Feb 80722.94 2354.45 1134.9 15.6 696 7 811
31 Jan 82269.78 1229.5 157.95 13.11 277 29 804
25 Jan 81537.70 1723.85 508.25 13.55 517 128 536
24 Jan 81537.70 1723.85 508.25 13.55 517 128 536
21 Jan 81909.63 1590.7 276.4 - 314 25 176
20 Jan 82180.47 1360 503 13.12 147 25 151
18 Jan 83570.35 725 -100 12.14 75 36 155
17 Jan 83570.35 725 -100 12.14 75 36 155
11 Jan 83576.24 756.85 143.55 12.02 20 8 25
10 Jan 83576.24 756.85 143.55 12.02 0 8 25
9 Jan 84180.96 617.7 351.55 12.29 18 13 17

For Sensex - strike price 83000 expiring on 26FEB2026

Delta for 83000 PE is -0.33

Historical price for 83000 PE is as follows

On 8 Feb SENSEX was trading at 83580.40. The strike last trading price was 516.15, which was -63.6 lower than the previous day. The implied volatity was 12.21, the open interest changed by 2247 which increased total open position to 3150


On 7 Feb SENSEX was trading at 83580.40. The strike last trading price was 516.15, which was -63.6 lower than the previous day. The implied volatity was 12.21, the open interest changed by 2247 which increased total open position to 3150


On 1 Feb SENSEX was trading at 80722.94. The strike last trading price was 2354.45, which was 1134.9 higher than the previous day. The implied volatity was 15.6, the open interest changed by 7 which increased total open position to 811


On 31 Jan SENSEX was trading at 82269.78. The strike last trading price was 1229.5, which was 157.95 higher than the previous day. The implied volatity was 13.11, the open interest changed by 29 which increased total open position to 804


On 25 Jan SENSEX was trading at 81537.70. The strike last trading price was 1723.85, which was 508.25 higher than the previous day. The implied volatity was 13.55, the open interest changed by 128 which increased total open position to 536


On 24 Jan SENSEX was trading at 81537.70. The strike last trading price was 1723.85, which was 508.25 higher than the previous day. The implied volatity was 13.55, the open interest changed by 128 which increased total open position to 536


On 21 Jan SENSEX was trading at 81909.63. The strike last trading price was 1590.7, which was 276.4 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 176


On 20 Jan SENSEX was trading at 82180.47. The strike last trading price was 1360, which was 503 higher than the previous day. The implied volatity was 13.12, the open interest changed by 25 which increased total open position to 151


On 18 Jan SENSEX was trading at 83570.35. The strike last trading price was 725, which was -100 lower than the previous day. The implied volatity was 12.14, the open interest changed by 36 which increased total open position to 155


On 17 Jan SENSEX was trading at 83570.35. The strike last trading price was 725, which was -100 lower than the previous day. The implied volatity was 12.14, the open interest changed by 36 which increased total open position to 155


On 11 Jan SENSEX was trading at 83576.24. The strike last trading price was 756.85, which was 143.55 higher than the previous day. The implied volatity was 12.02, the open interest changed by 8 which increased total open position to 25


On 10 Jan SENSEX was trading at 83576.24. The strike last trading price was 756.85, which was 143.55 higher than the previous day. The implied volatity was 12.02, the open interest changed by 8 which increased total open position to 25


On 9 Jan SENSEX was trading at 84180.96. The strike last trading price was 617.7, which was 351.55 higher than the previous day. The implied volatity was 12.29, the open interest changed by 13 which increased total open position to 17