BSE
Bse Limited
Historical option data for BSE
21 Sep 2025 04:15 PM IST
| BSE 30SEP2025 2350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 1.03
Theta: -2.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2182.60 | 16.65 | -6.8 | 43.37 | 2,724 | -86 | 2,928 | |||||||||
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| 14 Sept | 2201.20 | 39.6 | 2.4 | 45.53 | 7,138 | -123 | 2,788 | |||||||||
| 17 Aug | 2482.00 | 224.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bse Limited - strike price 2350 expiring on 30SEP2025
Delta for 2350 CE is 0.19
Historical price for 2350 CE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 16.65, which was -6.8 lower than the previous day. The implied volatity was 43.37, the open interest changed by -86 which decreased total open position to 2928
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 39.6, which was 2.4 higher than the previous day. The implied volatity was 45.53, the open interest changed by -123 which decreased total open position to 2788
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 224.65, 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 2350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.80
Vega: 1.08
Theta: -1.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2182.60 | 175.15 | 14.2 | 45.81 | 72 | -5 | 473 |
| 14 Sept | 2201.20 | 177 | -42.5 | 47.27 | 318 | -49 | 497 |
| 17 Aug | 2482.00 | 71.7 | -0.85 | 39.94 | 20 | 2 | 17 |
For Bse Limited - strike price 2350 expiring on 30SEP2025
Delta for 2350 PE is -0.80
Historical price for 2350 PE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 175.15, which was 14.2 higher than the previous day. The implied volatity was 45.81, the open interest changed by -5 which decreased total open position to 473
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 177, which was -42.5 lower than the previous day. The implied volatity was 47.27, the open interest changed by -49 which decreased total open position to 497
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 71.7, which was -0.85 lower than the previous day. The implied volatity was 39.94, the open interest changed by 2 which increased total open position to 17
