BSE
Bse Limited
Historical option data for BSE
21 Sep 2025 04:15 PM IST
| BSE 30SEP2025 2250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.38
Vega: 1.45
Theta: -3.03
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
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| 21 Sept | 2182.60 | 41.3 | -11.05 | 42.78 | 3,917 | 232 | 3,155 | |||||||||
| 14 Sept | 2201.20 | 75.7 | 8.1 | 46.83 | 9,536 | -2 | 2,237 | |||||||||
| 17 Aug | 2482.00 | 365.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Bse Limited - strike price 2250 expiring on 30SEP2025
Delta for 2250 CE is 0.38
Historical price for 2250 CE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 41.3, which was -11.05 lower than the previous day. The implied volatity was 42.78, the open interest changed by 232 which increased total open position to 3155
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 75.7, which was 8.1 higher than the previous day. The implied volatity was 46.83, the open interest changed by -2 which decreased total open position to 2237
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 365.85, 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 2250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 1.45
Theta: -2.59
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2182.60 | 101 | 8.15 | 45.18 | 818 | -31 | 884 |
| 14 Sept | 2201.20 | 113.4 | -38.6 | 48.22 | 3,054 | -37 | 840 |
| 17 Aug | 2482.00 | 88.5 | 0 | 0.00 | 0 | 0 | 0 |
For Bse Limited - strike price 2250 expiring on 30SEP2025
Delta for 2250 PE is -0.61
Historical price for 2250 PE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 101, which was 8.15 higher than the previous day. The implied volatity was 45.18, the open interest changed by -31 which decreased total open position to 884
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 113.4, which was -38.6 lower than the previous day. The implied volatity was 48.22, the open interest changed by -37 which decreased total open position to 840
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 88.5, 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
