BSE
Bse Limited
Historical option data for BSE
21 Sep 2025 04:15 PM IST
| BSE 30SEP2025 2600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.31
Theta: -0.77
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
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| 21 Sept | 2182.60 | 2.9 | -0.9 | 53.42 | 963 | -96 | 2,310 | |||||||||
| 14 Sept | 2201.20 | 8.35 | 0.4 | 49.37 | 2,625 | -28 | 2,465 | |||||||||
| 17 Aug | 2482.00 | 92 | -11.55 | 36.24 | 81 | 6 | 110 | |||||||||
For Bse Limited - strike price 2600 expiring on 30SEP2025
Delta for 2600 CE is 0.04
Historical price for 2600 CE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 2.9, which was -0.9 lower than the previous day. The implied volatity was 53.42, the open interest changed by -96 which decreased total open position to 2310
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 8.35, which was 0.4 higher than the previous day. The implied volatity was 49.37, the open interest changed by -28 which decreased total open position to 2465
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 92, which was -11.55 lower than the previous day. The implied volatity was 36.24, the open interest changed by 6 which increased total open position to 110
| BSE 30SEP2025 2600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.95
Vega: 0.42
Theta: -0.45
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2182.60 | 410.2 | 20 | 59.26 | 8 | -2 | 289 |
| 14 Sept | 2201.20 | 405.5 | -22.4 | 64.26 | 6 | -5 | 298 |
| 17 Aug | 2482.00 | 192.15 | 2.15 | 40.05 | 24 | 13 | 33 |
For Bse Limited - strike price 2600 expiring on 30SEP2025
Delta for 2600 PE is -0.95
Historical price for 2600 PE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 410.2, which was 20 higher than the previous day. The implied volatity was 59.26, the open interest changed by -2 which decreased total open position to 289
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 405.5, which was -22.4 lower than the previous day. The implied volatity was 64.26, the open interest changed by -5 which decreased total open position to 298
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 192.15, which was 2.15 higher than the previous day. The implied volatity was 40.05, the open interest changed by 13 which increased total open position to 33
