SENSEX
Sensex
Historical option data for SENSEX
08 Feb 2026 11:59 PM IST
| SENSEX 26-FEB-2026 83000 CE | ||||||||||||||||
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Delta: 0.72
Vega: 65.4
Theta: -31.36
Gamma: 0
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.33
Vega: 70.24
Theta: -14.01
Gamma: 0
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| 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
