BSE
Bse Limited
Historical option data for BSE
21 Sep 2025 04:15 PM IST
| BSE 30SEP2025 2300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.27
Vega: 1.26
Theta: -2.60
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 2182.60 | 26.1 | -9 | 42.58 | 5,834 | -61 | 6,490 | |||||||||
| 14 Sept | 2201.20 | 55.1 | 4.9 | 45.88 | 15,872 | 176 | 6,008 | |||||||||
| 17 Aug | 2482.00 | 255.3 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bse Limited - strike price 2300 expiring on 30SEP2025
Delta for 2300 CE is 0.27
Historical price for 2300 CE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 26.1, which was -9 lower than the previous day. The implied volatity was 42.58, the open interest changed by -61 which decreased total open position to 6490
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 55.1, which was 4.9 higher than the previous day. The implied volatity was 45.88, the open interest changed by 176 which increased total open position to 6008
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 255.3, 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
| BSE 30SEP2025 2300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.72
Vega: 1.29
Theta: -2.17
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2182.60 | 135.2 | 10.05 | 44.94 | 396 | -20 | 1,502 |
| 14 Sept | 2201.20 | 141.5 | -43.15 | 46.80 | 2,003 | -12 | 1,674 |
| 17 Aug | 2482.00 | 56.45 | -1.1 | 40.14 | 253 | 43 | 115 |
For Bse Limited - strike price 2300 expiring on 30SEP2025
Delta for 2300 PE is -0.72
Historical price for 2300 PE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 135.2, which was 10.05 higher than the previous day. The implied volatity was 44.94, the open interest changed by -20 which decreased total open position to 1502
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 141.5, which was -43.15 lower than the previous day. The implied volatity was 46.80, the open interest changed by -12 which decreased total open position to 1674
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 56.45, which was -1.1 lower than the previous day. The implied volatity was 40.14, the open interest changed by 43 which increased total open position to 115
