BSE
Bse Limited
Historical option data for BSE
21 Dec 2025 04:16 PM IST
| BSE 27-JAN-2026 2700 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 21 Dec | 2684.80 | 126.75 | -3.55 | - | 504 | 37 | 641 | |||||||||
| 20 Dec | 2684.80 | 126.75 | -3.55 | - | 504 | 37 | 641 | |||||||||
| 14 Dec | 2735.00 | 167 | 8.55 | - | 136 | -5 | 493 | |||||||||
| 13 Dec | 2735.00 | 167 | 8.55 | - | 136 | -5 | 493 | |||||||||
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| 7 Dec | 2815.90 | 210 | 13.05 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 2815.90 | 210 | 13.05 | - | 0 | 1 | 0 | |||||||||
| 30 Nov | 2902.40 | 320.8 | -24.45 | - | 1 | 0 | 2 | |||||||||
| 29 Nov | 2902.40 | 320.8 | -24.45 | - | 1 | 0 | 2 | |||||||||
| 13 Nov | 2760.20 | 270.05 | -8.15 | - | 1 | 0 | 2 | |||||||||
For Bse Limited - strike price 2700 expiring on 27JAN2026
Delta for 2700 CE is -
Historical price for 2700 CE is as follows
On 21 Dec BSE was trading at 2684.80. The strike last trading price was 126.75, which was -3.55 lower than the previous day. The implied volatity was -, the open interest changed by 37 which increased total open position to 641
On 20 Dec BSE was trading at 2684.80. The strike last trading price was 126.75, which was -3.55 lower than the previous day. The implied volatity was -, the open interest changed by 37 which increased total open position to 641
On 14 Dec BSE was trading at 2735.00. The strike last trading price was 167, which was 8.55 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 493
On 13 Dec BSE was trading at 2735.00. The strike last trading price was 167, which was 8.55 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 493
On 7 Dec BSE was trading at 2815.90. The strike last trading price was 210, which was 13.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec BSE was trading at 2815.90. The strike last trading price was 210, which was 13.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 30 Nov BSE was trading at 2902.40. The strike last trading price was 320.8, which was -24.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 29 Nov BSE was trading at 2902.40. The strike last trading price was 320.8, which was -24.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Nov BSE was trading at 2760.20. The strike last trading price was 270.05, which was -8.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
| BSE 27JAN2026 2700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 21 Dec | 2684.80 | 119.8 | -2.05 | - | 257 | 8 | 554 |
| 20 Dec | 2684.80 | 119.8 | -2.05 | - | 257 | 8 | 554 |
| 14 Dec | 2735.00 | 112.3 | -18.6 | - | 178 | 28 | 528 |
| 13 Dec | 2735.00 | 112.3 | -18.6 | - | 178 | 28 | 528 |
| 7 Dec | 2815.90 | 85 | -18 | - | 17 | 6 | 19 |
| 5 Dec | 2815.90 | 85 | -18 | 35.96 | 17 | 6 | 19 |
| 30 Nov | 2902.40 | 448.85 | 0 | - | 0 | 0 | 0 |
| 29 Nov | 2902.40 | 448.85 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 2760.20 | 448.85 | 0 | - | 0 | 0 | 0 |
For Bse Limited - strike price 2700 expiring on 27JAN2026
Delta for 2700 PE is -
Historical price for 2700 PE is as follows
On 21 Dec BSE was trading at 2684.80. The strike last trading price was 119.8, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 554
On 20 Dec BSE was trading at 2684.80. The strike last trading price was 119.8, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 554
On 14 Dec BSE was trading at 2735.00. The strike last trading price was 112.3, which was -18.6 lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 528
On 13 Dec BSE was trading at 2735.00. The strike last trading price was 112.3, which was -18.6 lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 528
On 7 Dec BSE was trading at 2815.90. The strike last trading price was 85, which was -18 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 19
On 5 Dec BSE was trading at 2815.90. The strike last trading price was 85, which was -18 lower than the previous day. The implied volatity was 35.96, the open interest changed by 6 which increased total open position to 19
On 30 Nov BSE was trading at 2902.40. The strike last trading price was 448.85, 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
On 29 Nov BSE was trading at 2902.40. The strike last trading price was 448.85, 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
On 13 Nov BSE was trading at 2760.20. The strike last trading price was 448.85, 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































































































































































































































