BSE
Bse Limited
Historical option data for BSE
21 Sep 2025 04:15 PM IST
| BSE 30SEP2025 2050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.80
Vega: 1.07
Theta: -2.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2182.60 | 165.05 | -15.75 | 49.11 | 46 | -11 | 97 | |||||||||
| 14 Sept | 2201.20 | 203.35 | 21.95 | 53.66 | 105 | -6 | 101 | |||||||||
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| 17 Aug | 2482.00 | 491.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Bse Limited - strike price 2050 expiring on 30SEP2025
Delta for 2050 CE is 0.80
Historical price for 2050 CE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 165.05, which was -15.75 lower than the previous day. The implied volatity was 49.11, the open interest changed by -11 which decreased total open position to 97
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 203.35, which was 21.95 higher than the previous day. The implied volatity was 53.66, the open interest changed by -6 which decreased total open position to 101
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 491.6, 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 2050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 1.09
Theta: -2.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2182.60 | 23.5 | 1.9 | 50.61 | 1,785 | 103 | 1,212 |
| 14 Sept | 2201.20 | 40.35 | -23 | 54.35 | 4,248 | 187 | 823 |
| 17 Aug | 2482.00 | 93.4 | 0 | 14.39 | 0 | 0 | 0 |
For Bse Limited - strike price 2050 expiring on 30SEP2025
Delta for 2050 PE is -0.21
Historical price for 2050 PE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 23.5, which was 1.9 higher than the previous day. The implied volatity was 50.61, the open interest changed by 103 which increased total open position to 1212
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 40.35, which was -23 lower than the previous day. The implied volatity was 54.35, the open interest changed by 187 which increased total open position to 823
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 93.4, which was 0 lower than the previous day. The implied volatity was 14.39, the open interest changed by 0 which decreased total open position to 0
