BSE
Bse Limited
Historical option data for BSE
01 Nov 2025 08:16 PM IST
| BSE 25-NOV-2025 2500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Nov | 2479.00 | 104.95 | 18.65 | - | 16,067 | 835 | 4,740 | |||||||||
| 27 Oct | 2510.20 | 137.95 | 22.6 | - | 4,377 | 789 | 2,514 | |||||||||
| 26 Oct | 2475.00 | 116.35 | -17.3 | - | 944 | 279 | 1,721 | |||||||||
| 25 Oct | 2475.00 | 116.35 | -17.3 | - | 944 | 279 | 1,721 | |||||||||
| 18 Oct | 2485.60 | 135.1 | -12.95 | - | 722 | 57 | 798 | |||||||||
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| 15 Oct | 2448.30 | 123.75 | -12.75 | - | 1,016 | 195 | 535 | |||||||||
| 28 Sept | 2043.20 | 38 | -1.9 | 46.88 | 15 | 6 | 27 | |||||||||
For Bse Limited - strike price 2500 expiring on 25NOV2025
Delta for 2500 CE is -
Historical price for 2500 CE is as follows
On 1 Nov BSE was trading at 2479.00. The strike last trading price was 104.95, which was 18.65 higher than the previous day. The implied volatity was -, the open interest changed by 835 which increased total open position to 4740
On 27 Oct BSE was trading at 2510.20. The strike last trading price was 137.95, which was 22.6 higher than the previous day. The implied volatity was -, the open interest changed by 789 which increased total open position to 2514
On 26 Oct BSE was trading at 2475.00. The strike last trading price was 116.35, which was -17.3 lower than the previous day. The implied volatity was -, the open interest changed by 279 which increased total open position to 1721
On 25 Oct BSE was trading at 2475.00. The strike last trading price was 116.35, which was -17.3 lower than the previous day. The implied volatity was -, the open interest changed by 279 which increased total open position to 1721
On 18 Oct BSE was trading at 2485.60. The strike last trading price was 135.1, which was -12.95 lower than the previous day. The implied volatity was -, the open interest changed by 57 which increased total open position to 798
On 15 Oct BSE was trading at 2448.30. The strike last trading price was 123.75, which was -12.75 lower than the previous day. The implied volatity was -, the open interest changed by 195 which increased total open position to 535
On 28 Sept BSE was trading at 2043.20. The strike last trading price was 38, which was -1.9 lower than the previous day. The implied volatity was 46.88, the open interest changed by 6 which increased total open position to 27
| BSE 25NOV2025 2500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Nov | 2479.00 | 105.35 | -21.65 | - | 3,033 | 249 | 1,706 |
| 27 Oct | 2510.20 | 103.2 | -20.85 | - | 980 | 349 | 1,376 |
| 26 Oct | 2475.00 | 123.9 | 2.2 | - | 698 | 207 | 1,008 |
| 25 Oct | 2475.00 | 123.9 | 2.2 | - | 698 | 207 | 1,008 |
| 18 Oct | 2485.60 | 127.05 | 10.65 | - | 253 | 22 | 481 |
| 15 Oct | 2448.30 | 158.05 | 20.25 | - | 734 | 270 | 350 |
| 28 Sept | 2043.20 | 463.95 | 0 | - | 0 | 0 | 0 |
For Bse Limited - strike price 2500 expiring on 25NOV2025
Delta for 2500 PE is -
Historical price for 2500 PE is as follows
On 1 Nov BSE was trading at 2479.00. The strike last trading price was 105.35, which was -21.65 lower than the previous day. The implied volatity was -, the open interest changed by 249 which increased total open position to 1706
On 27 Oct BSE was trading at 2510.20. The strike last trading price was 103.2, which was -20.85 lower than the previous day. The implied volatity was -, the open interest changed by 349 which increased total open position to 1376
On 26 Oct BSE was trading at 2475.00. The strike last trading price was 123.9, which was 2.2 higher than the previous day. The implied volatity was -, the open interest changed by 207 which increased total open position to 1008
On 25 Oct BSE was trading at 2475.00. The strike last trading price was 123.9, which was 2.2 higher than the previous day. The implied volatity was -, the open interest changed by 207 which increased total open position to 1008
On 18 Oct BSE was trading at 2485.60. The strike last trading price was 127.05, which was 10.65 higher than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 481
On 15 Oct BSE was trading at 2448.30. The strike last trading price was 158.05, which was 20.25 higher than the previous day. The implied volatity was -, the open interest changed by 270 which increased total open position to 350
On 28 Sept BSE was trading at 2043.20. The strike last trading price was 463.95, 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

































































































































































































































