BSE
Bse Limited
Historical option data for BSE
21 Sep 2025 04:15 PM IST
| BSE 30SEP2025 1800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
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| 21 Sept | 2182.60 | 415.05 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 2201.20 | 415.05 | 25.25 | 48.45 | 3 | 0 | 22 | |||||||||
For Bse Limited - strike price 1800 expiring on 30SEP2025
Delta for 1800 CE is 0.00
Historical price for 1800 CE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 415.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 415.05, which was 25.25 higher than the previous day. The implied volatity was 48.45, the open interest changed by 0 which decreased total open position to 22
| BSE 30SEP2025 1800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2182.60 | 4.25 | 0.3 | - | 483 | -19 | 2,156 |
| 14 Sept | 2201.20 | 10.05 | -11.7 | - | 6,226 | 511 | 2,484 |
For Bse Limited - strike price 1800 expiring on 30SEP2025
Delta for 1800 PE is -
Historical price for 1800 PE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 4.25, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 2156
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 10.05, which was -11.7 lower than the previous day. The implied volatity was -, the open interest changed by 511 which increased total open position to 2484
