BSE
Bse Limited
Historical option data for BSE
21 Sep 2025 04:15 PM IST
| BSE 30SEP2025 2100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.72
Vega: 1.27
Theta: -3.04
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2182.60 | 124.25 | -16.55 | 45.62 | 386 | 30 | 617 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 2201.20 | 165 | 17.7 | 51.22 | 1,358 | -53 | 566 | |||||||||
| 17 Aug | 2482.00 | 827.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Bse Limited - strike price 2100 expiring on 30SEP2025
Delta for 2100 CE is 0.72
Historical price for 2100 CE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 124.25, which was -16.55 lower than the previous day. The implied volatity was 45.62, the open interest changed by 30 which increased total open position to 617
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 165, which was 17.7 higher than the previous day. The implied volatity was 51.22, the open interest changed by -53 which decreased total open position to 566
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 827.3, 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 2100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.29
Vega: 1.29
Theta: -2.64
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2182.60 | 34.1 | 2.55 | 48.09 | 3,716 | 1 | 2,875 |
| 14 Sept | 2201.20 | 52.95 | -26.55 | 52.54 | 10,344 | 8 | 2,960 |
| 17 Aug | 2482.00 | 20.55 | -1.05 | 42.61 | 107 | 0 | 344 |
For Bse Limited - strike price 2100 expiring on 30SEP2025
Delta for 2100 PE is -0.29
Historical price for 2100 PE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 34.1, which was 2.55 higher than the previous day. The implied volatity was 48.09, the open interest changed by 1 which increased total open position to 2875
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 52.95, which was -26.55 lower than the previous day. The implied volatity was 52.54, the open interest changed by 8 which increased total open position to 2960
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 20.55, which was -1.05 lower than the previous day. The implied volatity was 42.61, the open interest changed by 0 which decreased total open position to 344
