BSE
Bse Limited
Historical option data for BSE
25 Oct 2025 02:53 PM IST
| BSE 28-OCT-2025 2400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Oct | 2475.00 | 85.6 | -17.35 | - | 892 | -287 | 994 | |||||||||
| 18 Oct | 2485.60 | 114.25 | -29.7 | - | 1,538 | 23 | 1,531 | |||||||||
| 15 Oct | 2448.30 | 109.65 | -14 | - | 5,515 | -329 | 1,980 | |||||||||
| 28 Sept | 2043.20 | 23.1 | -1.8 | 47.74 | 1,120 | 71 | 1,072 | |||||||||
| 21 Sept | 2182.60 | 55.95 | -6.25 | 43.27 | 212 | 69 | 492 | |||||||||
| 14 Sept | 2201.20 | 76 | 7.7 | 44.53 | 367 | 26 | 353 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 2482.00 | 347.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Bse Limited - strike price 2400 expiring on 28OCT2025
Delta for 2400 CE is -
Historical price for 2400 CE is as follows
On 25 Oct BSE was trading at 2475.00. The strike last trading price was 85.6, which was -17.35 lower than the previous day. The implied volatity was -, the open interest changed by -287 which decreased total open position to 994
On 18 Oct BSE was trading at 2485.60. The strike last trading price was 114.25, which was -29.7 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 1531
On 15 Oct BSE was trading at 2448.30. The strike last trading price was 109.65, which was -14 lower than the previous day. The implied volatity was -, the open interest changed by -329 which decreased total open position to 1980
On 28 Sept BSE was trading at 2043.20. The strike last trading price was 23.1, which was -1.8 lower than the previous day. The implied volatity was 47.74, the open interest changed by 71 which increased total open position to 1072
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 55.95, which was -6.25 lower than the previous day. The implied volatity was 43.27, the open interest changed by 69 which increased total open position to 492
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 76, which was 7.7 higher than the previous day. The implied volatity was 44.53, the open interest changed by 26 which increased total open position to 353
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 347.1, 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 2400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Oct | 2475.00 | 8.85 | 0.25 | - | 4,051 | -184 | 1,397 |
| 18 Oct | 2485.60 | 20.55 | -4.8 | - | 7,979 | -1,236 | 1,755 |
| 15 Oct | 2448.30 | 55.6 | 10.2 | - | 17,191 | 988 | 2,600 |
| 28 Sept | 2043.20 | 363.05 | 2.05 | 53.33 | 94 | 42 | 193 |
| 21 Sept | 2182.60 | 250 | 5 | 45.87 | 1 | 1 | 88 |
| 14 Sept | 2201.20 | 253 | -42.75 | 48.31 | 4 | 3 | 71 |
| 17 Aug | 2482.00 | 284.25 | 0 | 3.13 | 0 | 0 | 0 |
For Bse Limited - strike price 2400 expiring on 28OCT2025
Delta for 2400 PE is -
Historical price for 2400 PE is as follows
On 25 Oct BSE was trading at 2475.00. The strike last trading price was 8.85, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by -184 which decreased total open position to 1397
On 18 Oct BSE was trading at 2485.60. The strike last trading price was 20.55, which was -4.8 lower than the previous day. The implied volatity was -, the open interest changed by -1236 which decreased total open position to 1755
On 15 Oct BSE was trading at 2448.30. The strike last trading price was 55.6, which was 10.2 higher than the previous day. The implied volatity was -, the open interest changed by 988 which increased total open position to 2600
On 28 Sept BSE was trading at 2043.20. The strike last trading price was 363.05, which was 2.05 higher than the previous day. The implied volatity was 53.33, the open interest changed by 42 which increased total open position to 193
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 250, which was 5 higher than the previous day. The implied volatity was 45.87, the open interest changed by 1 which increased total open position to 88
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 253, which was -42.75 lower than the previous day. The implied volatity was 48.31, the open interest changed by 3 which increased total open position to 71
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 284.25, which was 0 lower than the previous day. The implied volatity was 3.13, the open interest changed by 0 which decreased total open position to 0




























































































































































































































