BSE
Bse Limited
Historical option data for BSE
21 Sep 2025 04:15 PM IST
| BSE 30SEP2025 2400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.13
Vega: 0.81
Theta: -1.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2182.60 | 10.75 | -4.55 | 44.61 | 4,789 | -134 | 6,177 | |||||||||
| 14 Sept | 2201.20 | 28.9 | 1.85 | 46.02 | 11,786 | 79 | 6,541 | |||||||||
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| 17 Aug | 2482.00 | 178.7 | -24.5 | 33.15 | 38 | -9 | 136 | |||||||||
For Bse Limited - strike price 2400 expiring on 30SEP2025
Delta for 2400 CE is 0.13
Historical price for 2400 CE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 10.75, which was -4.55 lower than the previous day. The implied volatity was 44.61, the open interest changed by -134 which decreased total open position to 6177
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 28.9, which was 1.85 higher than the previous day. The implied volatity was 46.02, the open interest changed by 79 which increased total open position to 6541
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 178.7, which was -24.5 lower than the previous day. The implied volatity was 33.15, the open interest changed by -9 which decreased total open position to 136
| BSE 30SEP2025 2400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 0.83
Theta: -1.16
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2182.60 | 217.5 | 12.95 | 45.79 | 127 | -3 | 1,118 |
| 14 Sept | 2201.20 | 215.5 | -43.05 | 47.62 | 262 | 7 | 1,200 |
| 17 Aug | 2482.00 | 92.5 | 2.95 | 40.66 | 85 | 10 | 139 |
For Bse Limited - strike price 2400 expiring on 30SEP2025
Delta for 2400 PE is -0.86
Historical price for 2400 PE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 217.5, which was 12.95 higher than the previous day. The implied volatity was 45.79, the open interest changed by -3 which decreased total open position to 1118
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 215.5, which was -43.05 lower than the previous day. The implied volatity was 47.62, the open interest changed by 7 which increased total open position to 1200
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 92.5, which was 2.95 higher than the previous day. The implied volatity was 40.66, the open interest changed by 10 which increased total open position to 139
