BSE
Bse Limited
Historical option data for BSE
21 Dec 2025 04:16 PM IST
| BSE 30-DEC-2025 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 | 54 | -5.1 | - | 13,767 | 335 | 3,282 | |||||||||
| 20 Dec | 2684.80 | 54 | -5.1 | - | 13,767 | 335 | 3,282 | |||||||||
| 14 Dec | 2735.00 | 105 | 5.6 | - | 9,000 | -304 | 1,499 | |||||||||
| 13 Dec | 2735.00 | 105 | 5.6 | - | 9,000 | -304 | 1,499 | |||||||||
| 7 Dec | 2815.90 | 176.95 | 29.1 | - | 2,762 | -1,058 | 595 | |||||||||
| 5 Dec | 2815.90 | 176.95 | 29.1 | 33.41 | 2,762 | -1,048 | 595 | |||||||||
| 30 Nov | 2902.40 | 256.1 | -26.05 | - | 134 | -77 | 1,125 | |||||||||
| 29 Nov | 2902.40 | 256.1 | -26.05 | - | 134 | -77 | 1,125 | |||||||||
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| 23 Nov | 2858.30 | 240 | -33.2 | - | 107 | -45 | 210 | |||||||||
| 22 Nov | 2858.30 | 240 | -33.2 | - | 107 | -45 | 210 | |||||||||
| 16 Nov | 2827.60 | 229 | 38.35 | - | 66 | 6 | 157 | |||||||||
| 15 Nov | 2827.60 | 229 | 38.35 | - | 66 | 6 | 157 | |||||||||
| 14 Nov | 2827.60 | 229 | 38.35 | - | 66 | 3 | 157 | |||||||||
| 13 Nov | 2760.20 | 193.75 | -11.25 | - | 96 | -23 | 157 | |||||||||
| 9 Nov | 2678.30 | 163.85 | 96.3 | - | 216 | 61 | 114 | |||||||||
| 8 Nov | 2678.30 | 163.85 | 96.3 | - | 216 | 61 | 114 | |||||||||
| 2 Nov | 2479.00 | 87 | 2.4 | - | 19 | 18 | 16 | |||||||||
| 1 Nov | 2479.00 | 87 | 2.4 | - | 19 | 18 | 16 | |||||||||
For Bse Limited - strike price 2700 expiring on 30DEC2025
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 54, which was -5.1 lower than the previous day. The implied volatity was -, the open interest changed by 335 which increased total open position to 3282
On 20 Dec BSE was trading at 2684.80. The strike last trading price was 54, which was -5.1 lower than the previous day. The implied volatity was -, the open interest changed by 335 which increased total open position to 3282
On 14 Dec BSE was trading at 2735.00. The strike last trading price was 105, which was 5.6 higher than the previous day. The implied volatity was -, the open interest changed by -304 which decreased total open position to 1499
On 13 Dec BSE was trading at 2735.00. The strike last trading price was 105, which was 5.6 higher than the previous day. The implied volatity was -, the open interest changed by -304 which decreased total open position to 1499
On 7 Dec BSE was trading at 2815.90. The strike last trading price was 176.95, which was 29.1 higher than the previous day. The implied volatity was -, the open interest changed by -1058 which decreased total open position to 595
On 5 Dec BSE was trading at 2815.90. The strike last trading price was 176.95, which was 29.1 higher than the previous day. The implied volatity was 33.41, the open interest changed by -1048 which decreased total open position to 595
On 30 Nov BSE was trading at 2902.40. The strike last trading price was 256.1, which was -26.05 lower than the previous day. The implied volatity was -, the open interest changed by -77 which decreased total open position to 1125
On 29 Nov BSE was trading at 2902.40. The strike last trading price was 256.1, which was -26.05 lower than the previous day. The implied volatity was -, the open interest changed by -77 which decreased total open position to 1125
On 23 Nov BSE was trading at 2858.30. The strike last trading price was 240, which was -33.2 lower than the previous day. The implied volatity was -, the open interest changed by -45 which decreased total open position to 210
On 22 Nov BSE was trading at 2858.30. The strike last trading price was 240, which was -33.2 lower than the previous day. The implied volatity was -, the open interest changed by -45 which decreased total open position to 210
On 16 Nov BSE was trading at 2827.60. The strike last trading price was 229, which was 38.35 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 157
On 15 Nov BSE was trading at 2827.60. The strike last trading price was 229, which was 38.35 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 157
On 14 Nov BSE was trading at 2827.60. The strike last trading price was 229, which was 38.35 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 157
On 13 Nov BSE was trading at 2760.20. The strike last trading price was 193.75, which was -11.25 lower than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 157
On 9 Nov BSE was trading at 2678.30. The strike last trading price was 163.85, which was 96.3 higher than the previous day. The implied volatity was -, the open interest changed by 61 which increased total open position to 114
On 8 Nov BSE was trading at 2678.30. The strike last trading price was 163.85, which was 96.3 higher than the previous day. The implied volatity was -, the open interest changed by 61 which increased total open position to 114
On 2 Nov BSE was trading at 2479.00. The strike last trading price was 87, which was 2.4 higher than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 16
On 1 Nov BSE was trading at 2479.00. The strike last trading price was 87, which was 2.4 higher than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 16
| BSE 30DEC2025 2700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 21 Dec | 2684.80 | 65.45 | -3.65 | - | 7,302 | 30 | 2,198 |
| 20 Dec | 2684.80 | 65.45 | -3.65 | - | 7,302 | 30 | 2,198 |
| 14 Dec | 2735.00 | 68.9 | -19.55 | - | 5,946 | 37 | 2,132 |
| 13 Dec | 2735.00 | 68.9 | -19.55 | - | 5,946 | 37 | 2,132 |
| 7 Dec | 2815.90 | 44.8 | -21.55 | - | 2,884 | 149 | 2,118 |
| 5 Dec | 2815.90 | 44.8 | -21.55 | 33.93 | 2,884 | 155 | 2,118 |
| 30 Nov | 2902.40 | 34.9 | 3.1 | - | 1,042 | 61 | 1,503 |
| 29 Nov | 2902.40 | 34.9 | 3.1 | - | 1,042 | 61 | 1,503 |
| 23 Nov | 2858.30 | 65.3 | 6.7 | - | 625 | -38 | 804 |
| 22 Nov | 2858.30 | 65.3 | 6.7 | - | 625 | -38 | 804 |
| 16 Nov | 2827.60 | 75 | -25.5 | - | 154 | -32 | 179 |
| 15 Nov | 2827.60 | 75 | -25.5 | - | 154 | -32 | 179 |
| 14 Nov | 2827.60 | 75 | -25.5 | - | 154 | -33 | 179 |
| 13 Nov | 2760.20 | 98.55 | 2.3 | - | 119 | 25 | 212 |
| 9 Nov | 2678.30 | 166 | -94 | - | 39 | 21 | 18 |
| 8 Nov | 2678.30 | 166 | -94 | - | 39 | 21 | 18 |
| 2 Nov | 2479.00 | 703.5 | 0 | - | 0 | 0 | 0 |
| 1 Nov | 2479.00 | 703.5 | 0 | - | 0 | 0 | 0 |
For Bse Limited - strike price 2700 expiring on 30DEC2025
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 65.45, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 2198
On 20 Dec BSE was trading at 2684.80. The strike last trading price was 65.45, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 2198
On 14 Dec BSE was trading at 2735.00. The strike last trading price was 68.9, which was -19.55 lower than the previous day. The implied volatity was -, the open interest changed by 37 which increased total open position to 2132
On 13 Dec BSE was trading at 2735.00. The strike last trading price was 68.9, which was -19.55 lower than the previous day. The implied volatity was -, the open interest changed by 37 which increased total open position to 2132
On 7 Dec BSE was trading at 2815.90. The strike last trading price was 44.8, which was -21.55 lower than the previous day. The implied volatity was -, the open interest changed by 149 which increased total open position to 2118
On 5 Dec BSE was trading at 2815.90. The strike last trading price was 44.8, which was -21.55 lower than the previous day. The implied volatity was 33.93, the open interest changed by 155 which increased total open position to 2118
On 30 Nov BSE was trading at 2902.40. The strike last trading price was 34.9, which was 3.1 higher than the previous day. The implied volatity was -, the open interest changed by 61 which increased total open position to 1503
On 29 Nov BSE was trading at 2902.40. The strike last trading price was 34.9, which was 3.1 higher than the previous day. The implied volatity was -, the open interest changed by 61 which increased total open position to 1503
On 23 Nov BSE was trading at 2858.30. The strike last trading price was 65.3, which was 6.7 higher than the previous day. The implied volatity was -, the open interest changed by -38 which decreased total open position to 804
On 22 Nov BSE was trading at 2858.30. The strike last trading price was 65.3, which was 6.7 higher than the previous day. The implied volatity was -, the open interest changed by -38 which decreased total open position to 804
On 16 Nov BSE was trading at 2827.60. The strike last trading price was 75, which was -25.5 lower than the previous day. The implied volatity was -, the open interest changed by -32 which decreased total open position to 179
On 15 Nov BSE was trading at 2827.60. The strike last trading price was 75, which was -25.5 lower than the previous day. The implied volatity was -, the open interest changed by -32 which decreased total open position to 179
On 14 Nov BSE was trading at 2827.60. The strike last trading price was 75, which was -25.5 lower than the previous day. The implied volatity was -, the open interest changed by -33 which decreased total open position to 179
On 13 Nov BSE was trading at 2760.20. The strike last trading price was 98.55, which was 2.3 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 212
On 9 Nov BSE was trading at 2678.30. The strike last trading price was 166, which was -94 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 18
On 8 Nov BSE was trading at 2678.30. The strike last trading price was 166, which was -94 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 18
On 2 Nov BSE was trading at 2479.00. The strike last trading price was 703.5, 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 1 Nov BSE was trading at 2479.00. The strike last trading price was 703.5, 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































































































































































































































