BSE
Bse Limited
Historical option data for BSE
21 Sep 2025 04:15 PM IST
| BSE 30SEP2025 2450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.09
Vega: 0.62
Theta: -1.34
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2182.60 | 7.05 | -2.9 | 46.08 | 1,641 | -133 | 2,557 | |||||||||
| 14 Sept | 2201.20 | 20.6 | 1.45 | 46.34 | 5,149 | 4 | 2,455 | |||||||||
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| 17 Aug | 2482.00 | 160 | -13.2 | 36.28 | 31 | 4 | 52 | |||||||||
For Bse Limited - strike price 2450 expiring on 30SEP2025
Delta for 2450 CE is 0.09
Historical price for 2450 CE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 7.05, which was -2.9 lower than the previous day. The implied volatity was 46.08, the open interest changed by -133 which decreased total open position to 2557
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 20.6, which was 1.45 higher than the previous day. The implied volatity was 46.34, the open interest changed by 4 which increased total open position to 2455
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 160, which was -13.2 lower than the previous day. The implied volatity was 36.28, the open interest changed by 4 which increased total open position to 52
| BSE 30SEP2025 2450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.71
Theta: -1.01
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2182.60 | 265.25 | 15.25 | 49.96 | 27 | 3 | 113 |
| 14 Sept | 2201.20 | 257 | -32.3 | 48.23 | 21 | -2 | 95 |
| 17 Aug | 2482.00 | 111.9 | -80.1 | 40.07 | 8 | 3 | 10 |
For Bse Limited - strike price 2450 expiring on 30SEP2025
Delta for 2450 PE is -0.89
Historical price for 2450 PE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 265.25, which was 15.25 higher than the previous day. The implied volatity was 49.96, the open interest changed by 3 which increased total open position to 113
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 257, which was -32.3 lower than the previous day. The implied volatity was 48.23, the open interest changed by -2 which decreased total open position to 95
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 111.9, which was -80.1 lower than the previous day. The implied volatity was 40.07, the open interest changed by 3 which increased total open position to 10
