BSE
Bse Limited
Historical option data for BSE
21 Sep 2025 04:15 PM IST
| BSE 30SEP2025 2000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.87
Vega: 0.81
Theta: -2.29
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2182.60 | 206 | -19.1 | 49.58 | 126 | 16 | 277 | |||||||||
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| 14 Sept | 2201.20 | 241.5 | 24.5 | 54.10 | 476 | -27 | 197 | |||||||||
| 17 Aug | 2482.00 | 903.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Bse Limited - strike price 2000 expiring on 30SEP2025
Delta for 2000 CE is 0.87
Historical price for 2000 CE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 206, which was -19.1 lower than the previous day. The implied volatity was 49.58, the open interest changed by 16 which increased total open position to 277
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 241.5, which was 24.5 higher than the previous day. The implied volatity was 54.10, the open interest changed by -27 which decreased total open position to 197
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 903.55, 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
| BSE 30SEP2025 2000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 0.87
Theta: -2.01
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2182.60 | 15.85 | 0.8 | 52.98 | 2,626 | 29 | 2,969 |
| 14 Sept | 2201.20 | 31.8 | -18.65 | 57.24 | 11,662 | -86 | 3,341 |
| 17 Aug | 2482.00 | 12.6 | -1.4 | 44.87 | 502 | 7 | 535 |
For Bse Limited - strike price 2000 expiring on 30SEP2025
Delta for 2000 PE is -0.15
Historical price for 2000 PE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 15.85, which was 0.8 higher than the previous day. The implied volatity was 52.98, the open interest changed by 29 which increased total open position to 2969
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 31.8, which was -18.65 lower than the previous day. The implied volatity was 57.24, the open interest changed by -86 which decreased total open position to 3341
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 12.6, which was -1.4 lower than the previous day. The implied volatity was 44.87, the open interest changed by 7 which increased total open position to 535
