BSE
Bse Limited
Historical option data for BSE
21 Sep 2025 04:15 PM IST
| BSE 30SEP2025 1900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0.37
Theta: -1.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2182.60 | 296.5 | -28.55 | 50.51 | 2 | 0 | 51 | |||||||||
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| 14 Sept | 2201.20 | 305.15 | 8.7 | 0.00 | 0 | 0 | 0 | |||||||||
For Bse Limited - strike price 1900 expiring on 30SEP2025
Delta for 1900 CE is 0.95
Historical price for 1900 CE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 296.5, which was -28.55 lower than the previous day. The implied volatity was 50.51, the open interest changed by 0 which decreased total open position to 51
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 305.15, which was 8.7 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| BSE 30SEP2025 1900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 0.54
Theta: -1.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2182.60 | 8.1 | 0.3 | 59.96 | 1,229 | -36 | 2,040 |
| 14 Sept | 2201.20 | 18.4 | -14.65 | 61.64 | 7,740 | 326 | 2,310 |
For Bse Limited - strike price 1900 expiring on 30SEP2025
Delta for 1900 PE is -0.08
Historical price for 1900 PE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 8.1, which was 0.3 higher than the previous day. The implied volatity was 59.96, the open interest changed by -36 which decreased total open position to 2040
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 18.4, which was -14.65 lower than the previous day. The implied volatity was 61.64, the open interest changed by 326 which increased total open position to 2310
