BSE
Bse Limited
Historical option data for BSE
28 Sep 2025 10:10 PM IST
| BSE 28OCT2025 2150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.42
Vega: 2.37
Theta: -1.99
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 2043.20 | 81.5 | -0.85 | 48.07 | 570 | 78 | 542 | |||||||||
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| 21 Sept | 2182.60 | 157.65 | -5.15 | 44.64 | 13 | 6 | 52 | |||||||||
| 14 Sept | 2201.20 | 183.5 | 17.05 | 45.52 | 15 | 5 | 25 | |||||||||
For Bse Limited - strike price 2150 expiring on 28OCT2025
Delta for 2150 CE is 0.42
Historical price for 2150 CE is as follows
On 28 Sept BSE was trading at 2043.20. The strike last trading price was 81.5, which was -0.85 lower than the previous day. The implied volatity was 48.07, the open interest changed by 78 which increased total open position to 542
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 157.65, which was -5.15 lower than the previous day. The implied volatity was 44.64, the open interest changed by 6 which increased total open position to 52
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 183.5, which was 17.05 higher than the previous day. The implied volatity was 45.52, the open interest changed by 5 which increased total open position to 25
| BSE 28OCT2025 2150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 2.38
Theta: -1.53
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 2043.20 | 172 | -4.8 | 51.09 | 161 | -1 | 167 |
| 21 Sept | 2182.60 | 105.1 | 7.85 | 47.29 | 25 | -9 | 87 |
| 14 Sept | 2201.20 | 113.55 | -26.8 | 49.21 | 14 | 10 | 46 |
For Bse Limited - strike price 2150 expiring on 28OCT2025
Delta for 2150 PE is -0.57
Historical price for 2150 PE is as follows
On 28 Sept BSE was trading at 2043.20. The strike last trading price was 172, which was -4.8 lower than the previous day. The implied volatity was 51.09, the open interest changed by -1 which decreased total open position to 167
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 105.1, which was 7.85 higher than the previous day. The implied volatity was 47.29, the open interest changed by -9 which decreased total open position to 87
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 113.55, which was -26.8 lower than the previous day. The implied volatity was 49.21, the open interest changed by 10 which increased total open position to 46
