BSE
Bse Limited
Historical option data for BSE
21 Sep 2025 04:15 PM IST
| BSE 30SEP2025 2200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.50
Vega: 1.51
Theta: -3.27
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2182.60 | 62.6 | -13.25 | 43.35 | 5,061 | 293 | 3,773 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 2201.20 | 100.05 | 9.9 | 47.56 | 15,468 | -498 | 3,658 | |||||||||
| 17 Aug | 2482.00 | 315 | -2.5 | 25.40 | 1 | 0 | 4 | |||||||||
For Bse Limited - strike price 2200 expiring on 30SEP2025
Delta for 2200 CE is 0.50
Historical price for 2200 CE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 62.6, which was -13.25 lower than the previous day. The implied volatity was 43.35, the open interest changed by 293 which increased total open position to 3773
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 100.05, which was 9.9 higher than the previous day. The implied volatity was 47.56, the open interest changed by -498 which decreased total open position to 3658
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 315, which was -2.5 lower than the previous day. The implied volatity was 25.40, the open interest changed by 0 which decreased total open position to 4
| BSE 30SEP2025 2200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.50
Vega: 1.51
Theta: -2.78
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2182.60 | 71.45 | 5.05 | 44.98 | 3,865 | -101 | 3,426 |
| 14 Sept | 2201.20 | 88.8 | -33.05 | 49.35 | 13,469 | 208 | 3,424 |
| 17 Aug | 2482.00 | 36.15 | 0.45 | 41.90 | 72 | 21 | 144 |
For Bse Limited - strike price 2200 expiring on 30SEP2025
Delta for 2200 PE is -0.50
Historical price for 2200 PE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 71.45, which was 5.05 higher than the previous day. The implied volatity was 44.98, the open interest changed by -101 which decreased total open position to 3426
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 88.8, which was -33.05 lower than the previous day. The implied volatity was 49.35, the open interest changed by 208 which increased total open position to 3424
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 36.15, which was 0.45 higher than the previous day. The implied volatity was 41.90, the open interest changed by 21 which increased total open position to 144
