BSE
Bse Limited
Historical option data for BSE
17 Aug 2025 12:58 AM IST
| BSE 30SEP2025 2450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.60
Vega: 3.43
Theta: -1.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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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 0.60
Historical price for 2450 CE is as follows
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: -0.40
Vega: 3.44
Theta: -1.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.40
Historical price for 2450 PE is as follows
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
