BSE
Bse Limited
Historical option data for BSE
21 Sep 2025 04:15 PM IST
| BSE 30SEP2025 2550 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.38
Theta: -0.92
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2182.60 | 3.8 | -1.4 | 50.97 | 648 | -49 | 1,347 | |||||||||
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| 14 Sept | 2201.20 | 11.3 | 0.75 | 48.40 | 1,808 | -74 | 1,442 | |||||||||
| 17 Aug | 2482.00 | 111.5 | -12.75 | 36.21 | 28 | 15 | 25 | |||||||||
For Bse Limited - strike price 2550 expiring on 30SEP2025
Delta for 2550 CE is 0.05
Historical price for 2550 CE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 3.8, which was -1.4 lower than the previous day. The implied volatity was 50.97, the open interest changed by -49 which decreased total open position to 1347
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 11.3, which was 0.75 higher than the previous day. The implied volatity was 48.40, the open interest changed by -74 which decreased total open position to 1442
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 111.5, which was -12.75 lower than the previous day. The implied volatity was 36.21, the open interest changed by 15 which increased total open position to 25
| BSE 30SEP2025 2550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.93
Vega: 0.52
Theta: -0.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2182.60 | 361.95 | 18.35 | 57.23 | 12 | -5 | 83 |
| 14 Sept | 2201.20 | 331.8 | -54.1 | - | 3 | 1 | 92 |
| 17 Aug | 2482.00 | 320.65 | 0 | - | 0 | 0 | 0 |
For Bse Limited - strike price 2550 expiring on 30SEP2025
Delta for 2550 PE is -0.93
Historical price for 2550 PE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 361.95, which was 18.35 higher than the previous day. The implied volatity was 57.23, the open interest changed by -5 which decreased total open position to 83
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 331.8, which was -54.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 92
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 320.65, 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
