BSE
Bse Limited
Historical option data for BSE
21 Sep 2025 04:15 PM IST
| BSE 30SEP2025 1950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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 | |||||||||
| 21 Sept | 2182.60 | 264 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 2201.20 | 284.15 | 16.4 | 56.12 | 32 | -6 | 34 | |||||||||
For Bse Limited - strike price 1950 expiring on 30SEP2025
Delta for 1950 CE is 0.00
Historical price for 1950 CE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 264, 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 284.15, which was 16.4 higher than the previous day. The implied volatity was 56.12, the open interest changed by -6 which decreased total open position to 34
| BSE 30SEP2025 1950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.10
Vega: 0.68
Theta: -1.67
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2182.60 | 10.95 | 0.45 | 55.94 | 792 | -49 | 848 |
| 14 Sept | 2201.20 | 23.95 | -17.4 | 59.16 | 3,566 | 106 | 684 |
For Bse Limited - strike price 1950 expiring on 30SEP2025
Delta for 1950 PE is -0.10
Historical price for 1950 PE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 10.95, which was 0.45 higher than the previous day. The implied volatity was 55.94, the open interest changed by -49 which decreased total open position to 848
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 23.95, which was -17.4 lower than the previous day. The implied volatity was 59.16, the open interest changed by 106 which increased total open position to 684
