BSE
Bse Limited
Historical option data for BSE
21 Sep 2025 04:15 PM IST
| BSE 30SEP2025 2500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 0.50
Theta: -1.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2182.60 | 5.35 | -1.85 | 49.01 | 2,478 | -107 | 5,518 | |||||||||
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| 14 Sept | 2201.20 | 14.85 | 0.75 | 46.99 | 8,568 | 154 | 5,403 | |||||||||
| 17 Aug | 2482.00 | 132 | -15.85 | 35.58 | 196 | 26 | 218 | |||||||||
For Bse Limited - strike price 2500 expiring on 30SEP2025
Delta for 2500 CE is 0.07
Historical price for 2500 CE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 5.35, which was -1.85 lower than the previous day. The implied volatity was 49.01, the open interest changed by -107 which decreased total open position to 5518
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 14.85, which was 0.75 higher than the previous day. The implied volatity was 46.99, the open interest changed by 154 which increased total open position to 5403
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 132, which was -15.85 lower than the previous day. The implied volatity was 35.58, the open interest changed by 26 which increased total open position to 218
| BSE 30SEP2025 2500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 0.65
Theta: -1.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2182.60 | 314.8 | 17.8 | 55.92 | 39 | -10 | 613 |
| 14 Sept | 2201.20 | 301 | -40.15 | 49.24 | 47 | -15 | 641 |
| 17 Aug | 2482.00 | 137.5 | 4.6 | 40.53 | 110 | 29 | 135 |
For Bse Limited - strike price 2500 expiring on 30SEP2025
Delta for 2500 PE is -0.90
Historical price for 2500 PE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 314.8, which was 17.8 higher than the previous day. The implied volatity was 55.92, the open interest changed by -10 which decreased total open position to 613
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 301, which was -40.15 lower than the previous day. The implied volatity was 49.24, the open interest changed by -15 which decreased total open position to 641
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 137.5, which was 4.6 higher than the previous day. The implied volatity was 40.53, the open interest changed by 29 which increased total open position to 135
