BSE
Bse Limited
Historical option data for BSE
21 Sep 2025 04:15 PM IST
| BSE 30SEP2025 2800 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2182.60 | 1.45 | -0.1 | - | 169 | -64 | 1,069 | |||||||||
| 14 Sept | 2201.20 | 3.35 | 0.15 | - | 1,129 | 149 | 1,330 | |||||||||
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| 17 Aug | 2482.00 | 414.1 | 0 | 7.54 | 0 | 0 | 0 | |||||||||
For Bse Limited - strike price 2800 expiring on 30SEP2025
Delta for 2800 CE is -
Historical price for 2800 CE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 1.45, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by -64 which decreased total open position to 1069
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 3.35, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 149 which increased total open position to 1330
On 17 Aug BSE was trading at 2482.00. The strike last trading price was 414.1, which was 0 lower than the previous day. The implied volatity was 7.54, the open interest changed by 0 which decreased total open position to 0
| BSE 30SEP2025 2800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2182.60 | 607.35 | 6.35 | - | 3 | -2 | 122 |
| 14 Sept | 2201.20 | 623.85 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 2482.00 | 352 | -14.2 | 46.53 | 2 | 2 | 0 |
For Bse Limited - strike price 2800 expiring on 30SEP2025
Delta for 2800 PE is -
Historical price for 2800 PE is as follows
On 21 Sept BSE was trading at 2182.60. The strike last trading price was 607.35, which was 6.35 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 122
On 14 Sept BSE was trading at 2201.20. The strike last trading price was 623.85, 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 352, which was -14.2 lower than the previous day. The implied volatity was 46.53, the open interest changed by 2 which increased total open position to 0
