BSE
Bse Limited
Historical option data for BSE
21 Sep 2025 04:15 PM IST
| BSE 28OCT2025 2200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.54
Vega: 2.84
Theta: -1.88
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 2182.60 | 130 | -8.2 | 43.88 | 333 | 125 | 674 | |||||||||
| 14 Sept | 2201.20 | 154 | 11.85 | 44.46 | 315 | -17 | 343 | |||||||||
| 17 Aug | 2482.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bse Limited - strike price 2200 expiring on 28OCT2025
Delta for 2200 CE is 0.54
Historical price for 2200 CE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 130, which was -8.2 lower than the previous day. The implied volatity was 43.88, the open interest changed by 125 which increased total open position to 674
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 154, which was 11.85 higher than the previous day. The implied volatity was 44.46, the open interest changed by -17 which decreased total open position to 343
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 0, 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 28OCT2025 2200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 2.84
Theta: -1.41
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2182.60 | 129.45 | 9.55 | 47.35 | 145 | 57 | 552 |
| 14 Sept | 2201.20 | 129.4 | -36.65 | 46.72 | 312 | 85 | 346 |
| 17 Aug | 2482.00 | 189.15 | 0 | 7.41 | 0 | 0 | 0 |
For Bse Limited - strike price 2200 expiring on 28OCT2025
Delta for 2200 PE is -0.46
Historical price for 2200 PE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 129.45, which was 9.55 higher than the previous day. The implied volatity was 47.35, the open interest changed by 57 which increased total open position to 552
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 129.4, which was -36.65 lower than the previous day. The implied volatity was 46.72, the open interest changed by 85 which increased total open position to 346
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 189.15, which was 0 lower than the previous day. The implied volatity was 7.41, the open interest changed by 0 which decreased total open position to 0
