BSE
Bse Limited
Historical option data for BSE
21 Sep 2025 04:15 PM IST
| BSE 30SEP2025 2150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.62
Vega: 1.45
Theta: -3.26
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
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| 21 Sept | 2182.60 | 90.35 | -14.7 | 44.27 | 1,010 | 112 | 656 | |||||||||
| 14 Sept | 2201.20 | 130.2 | 13.3 | 49.10 | 2,898 | -202 | 623 | |||||||||
| 17 Aug | 2482.00 | 425.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Bse Limited - strike price 2150 expiring on 30SEP2025
Delta for 2150 CE is 0.62
Historical price for 2150 CE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 90.35, which was -14.7 lower than the previous day. The implied volatity was 44.27, the open interest changed by 112 which increased total open position to 656
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 130.2, which was 13.3 higher than the previous day. The implied volatity was 49.10, the open interest changed by -202 which decreased total open position to 623
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 425.5, 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 2150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 1.45
Theta: -2.83
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2182.60 | 50.2 | 4.25 | 46.55 | 2,255 | 167 | 1,380 |
| 14 Sept | 2201.20 | 67.75 | -29.1 | 50.23 | 6,379 | 216 | 1,318 |
| 17 Aug | 2482.00 | 71.7 | 0 | 0.00 | 0 | 0 | 0 |
For Bse Limited - strike price 2150 expiring on 30SEP2025
Delta for 2150 PE is -0.39
Historical price for 2150 PE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 50.2, which was 4.25 higher than the previous day. The implied volatity was 46.55, the open interest changed by 167 which increased total open position to 1380
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 67.75, which was -29.1 lower than the previous day. The implied volatity was 50.23, the open interest changed by 216 which increased total open position to 1318
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 71.7, 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
