BSE
Bse Limited
Historical option data for BSE
21 Sep 2025 04:15 PM IST
| BSE 30SEP2025 2700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2182.60 | 1.75 | -0.35 | - | 404 | -90 | 1,517 | |||||||||
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| 14 Sept | 2201.20 | 4.9 | -0.05 | 51.90 | 1,496 | -120 | 1,842 | |||||||||
| 17 Aug | 2482.00 | 60.2 | -8.75 | 36.13 | 211 | 40 | 254 | |||||||||
For Bse Limited - strike price 2700 expiring on 30SEP2025
Delta for 2700 CE is -
Historical price for 2700 CE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 1.75, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by -90 which decreased total open position to 1517
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 4.9, which was -0.05 lower than the previous day. The implied volatity was 51.90, the open interest changed by -120 which decreased total open position to 1842
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 60.2, which was -8.75 lower than the previous day. The implied volatity was 36.13, the open interest changed by 40 which increased total open position to 254
| BSE 30SEP2025 2700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2182.60 | 465 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 2201.20 | 461.95 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 2482.00 | 260 | -89.1 | 40.55 | 2 | 2 | 1 |
For Bse Limited - strike price 2700 expiring on 30SEP2025
Delta for 2700 PE is 0.00
Historical price for 2700 PE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 465, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 461.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 260, which was -89.1 lower than the previous day. The implied volatity was 40.55, the open interest changed by 2 which increased total open position to 1
