BSE
Bse Limited
Historical option data for BSE
12 Dec 2025 04:13 PM IST
| BSE 30-DEC-2025 2100 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 2735.00 | 606.85 | -59.8 | - | 0 | 0 | 21 | |||||||||
| 11 Dec | 2698.80 | 606.85 | -59.8 | - | 0 | 0 | 21 | |||||||||
| 10 Dec | 2581.70 | 606.85 | -59.8 | - | 2 | 0 | 21 | |||||||||
| 9 Dec | 2715.80 | 666.65 | -0.85 | - | 8 | -1 | 21 | |||||||||
| 8 Dec | 2798.80 | 675 | -150.7 | - | 0 | 0 | 22 | |||||||||
| 5 Dec | 2815.90 | 675 | -150.7 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 2765.00 | 675 | -150.7 | - | 0 | -2 | 0 | |||||||||
| 3 Dec | 2751.10 | 675 | -150.7 | 40.14 | 2 | -1 | 23 | |||||||||
| 2 Dec | 2843.20 | 825.7 | 4.6 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 2886.60 | 825.7 | 4.6 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 2902.40 | 825.7 | 4.6 | - | 2 | 0 | 24 | |||||||||
| 27 Nov | 2929.10 | 821.1 | 96.1 | - | 6 | -1 | 24 | |||||||||
| 26 Nov | 2886.70 | 725 | -53.2 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 2840.60 | 725 | -53.2 | - | 0 | 6 | 0 | |||||||||
| 24 Nov | 2802.20 | 725 | -53.2 | - | 6 | 2 | 21 | |||||||||
| 21 Nov | 2858.30 | 780.35 | -13.25 | 48.02 | 14 | 12 | 17 | |||||||||
| 20 Nov | 2895.50 | 793.6 | 78 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 2898.30 | 793.6 | 78 | - | 1 | 0 | 5 | |||||||||
| 18 Nov | 2834.10 | 715.6 | 151.95 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 2811.90 | 715.6 | 151.95 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 2827.60 | 715.6 | 151.95 | - | 0 | 0 | 0 | |||||||||
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| 13 Nov | 2760.20 | 715.6 | 151.95 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 2775.40 | 715.6 | 151.95 | 57.01 | 4 | 0 | 5 | |||||||||
| 11 Nov | 2644.20 | 563.65 | -54.35 | - | 2 | 0 | 5 | |||||||||
| 10 Nov | 2625.30 | 618 | 143 | - | 0 | -1 | 0 | |||||||||
| 7 Nov | 2678.30 | 618 | 143 | 51.20 | 10 | -1 | 5 | |||||||||
| 6 Nov | 2455.50 | 475 | 55 | - | 0 | 1 | 0 | |||||||||
| 4 Nov | 2496.60 | 475 | 55 | 53.50 | 4 | 0 | 5 | |||||||||
| 3 Nov | 2548.30 | 420 | 172.85 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 2479.00 | 420 | 172.85 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 2419.70 | 420 | 172.85 | 50.59 | 5 | 3 | 3 | |||||||||
| 8 Oct | 2244.20 | 247.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 2231.20 | 247.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 2217.90 | 247.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 2093.40 | 247.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Bse Limited - strike price 2100 expiring on 30DEC2025
Delta for 2100 CE is -
Historical price for 2100 CE is as follows
On 12 Dec BSE was trading at 2735.00. The strike last trading price was 606.85, which was -59.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 11 Dec BSE was trading at 2698.80. The strike last trading price was 606.85, which was -59.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 10 Dec BSE was trading at 2581.70. The strike last trading price was 606.85, which was -59.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 9 Dec BSE was trading at 2715.80. The strike last trading price was 666.65, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 21
On 8 Dec BSE was trading at 2798.80. The strike last trading price was 675, which was -150.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 5 Dec BSE was trading at 2815.90. The strike last trading price was 675, which was -150.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec BSE was trading at 2765.00. The strike last trading price was 675, which was -150.7 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 3 Dec BSE was trading at 2751.10. The strike last trading price was 675, which was -150.7 lower than the previous day. The implied volatity was 40.14, the open interest changed by -1 which decreased total open position to 23
On 2 Dec BSE was trading at 2843.20. The strike last trading price was 825.7, which was 4.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec BSE was trading at 2886.60. The strike last trading price was 825.7, which was 4.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov BSE was trading at 2902.40. The strike last trading price was 825.7, which was 4.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 27 Nov BSE was trading at 2929.10. The strike last trading price was 821.1, which was 96.1 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 24
On 26 Nov BSE was trading at 2886.70. The strike last trading price was 725, which was -53.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov BSE was trading at 2840.60. The strike last trading price was 725, which was -53.2 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 24 Nov BSE was trading at 2802.20. The strike last trading price was 725, which was -53.2 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 21
On 21 Nov BSE was trading at 2858.30. The strike last trading price was 780.35, which was -13.25 lower than the previous day. The implied volatity was 48.02, the open interest changed by 12 which increased total open position to 17
On 20 Nov BSE was trading at 2895.50. The strike last trading price was 793.6, which was 78 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov BSE was trading at 2898.30. The strike last trading price was 793.6, which was 78 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 18 Nov BSE was trading at 2834.10. The strike last trading price was 715.6, which was 151.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov BSE was trading at 2811.90. The strike last trading price was 715.6, which was 151.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov BSE was trading at 2827.60. The strike last trading price was 715.6, which was 151.95 higher 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 715.6, which was 151.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov BSE was trading at 2775.40. The strike last trading price was 715.6, which was 151.95 higher than the previous day. The implied volatity was 57.01, the open interest changed by 0 which decreased total open position to 5
On 11 Nov BSE was trading at 2644.20. The strike last trading price was 563.65, which was -54.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 10 Nov BSE was trading at 2625.30. The strike last trading price was 618, which was 143 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 7 Nov BSE was trading at 2678.30. The strike last trading price was 618, which was 143 higher than the previous day. The implied volatity was 51.20, the open interest changed by -1 which decreased total open position to 5
On 6 Nov BSE was trading at 2455.50. The strike last trading price was 475, which was 55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Nov BSE was trading at 2496.60. The strike last trading price was 475, which was 55 higher than the previous day. The implied volatity was 53.50, the open interest changed by 0 which decreased total open position to 5
On 3 Nov BSE was trading at 2548.30. The strike last trading price was 420, which was 172.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct BSE was trading at 2479.00. The strike last trading price was 420, which was 172.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Oct BSE was trading at 2419.70. The strike last trading price was 420, which was 172.85 higher than the previous day. The implied volatity was 50.59, the open interest changed by 3 which increased total open position to 3
On 8 Oct BSE was trading at 2244.20. The strike last trading price was 247.15, 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 7 Oct BSE was trading at 2231.20. The strike last trading price was 247.15, 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 6 Oct BSE was trading at 2217.90. The strike last trading price was 247.15, 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 3 Oct BSE was trading at 2093.40. The strike last trading price was 247.15, 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
| BSE 30DEC2025 2100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 2735.00 | 2.15 | -0.4 | - | 162 | -12 | 337 |
| 11 Dec | 2698.80 | 2.75 | -3.4 | - | 401 | 10 | 347 |
| 10 Dec | 2581.70 | 6.4 | 3.2 | 55.34 | 620 | 71 | 334 |
| 9 Dec | 2715.80 | 3.05 | 0.05 | 55.02 | 401 | 49 | 263 |
| 8 Dec | 2798.80 | 2.85 | 0.65 | - | 83 | 16 | 214 |
| 5 Dec | 2815.90 | 2.2 | -0.7 | - | 74 | -1 | 198 |
| 4 Dec | 2765.00 | 2.9 | -0.45 | 52.74 | 34 | -8 | 196 |
| 3 Dec | 2751.10 | 3.25 | 0.8 | 52.64 | 99 | 32 | 204 |
| 2 Dec | 2843.20 | 2.45 | 0.05 | 53.84 | 59 | -3 | 167 |
| 1 Dec | 2886.60 | 2.4 | 0.2 | - | 22 | -7 | 174 |
| 28 Nov | 2902.40 | 2.1 | -0.25 | 51.98 | 21 | -2 | 183 |
| 27 Nov | 2929.10 | 2.55 | -0.25 | - | 33 | 0 | 187 |
| 26 Nov | 2886.70 | 2.9 | -0.65 | - | 75 | 2 | 183 |
| 25 Nov | 2840.60 | 3.55 | -1.2 | 51.11 | 58 | -7 | 179 |
| 24 Nov | 2802.20 | 4.8 | -0.85 | 51.33 | 35 | 16 | 186 |
| 21 Nov | 2858.30 | 4.85 | -0.25 | 51.85 | 44 | 21 | 169 |
| 20 Nov | 2895.50 | 5.2 | 0.4 | 53.75 | 48 | 9 | 147 |
| 19 Nov | 2898.30 | 4.8 | -0.4 | 52.45 | 21 | 2 | 140 |
| 18 Nov | 2834.10 | 5.2 | 0.65 | 49.39 | 70 | -12 | 143 |
| 17 Nov | 2811.90 | 4.55 | -0.95 | 46.96 | 10 | 2 | 155 |
| 14 Nov | 2827.60 | 5.5 | -2 | 47.77 | 16 | 0 | 153 |
| 13 Nov | 2760.20 | 7.35 | 0.2 | 47.38 | 64 | -20 | 154 |
| 12 Nov | 2775.40 | 6.6 | -7.95 | 45.97 | 128 | -40 | 177 |
| 11 Nov | 2644.20 | 14.05 | -1.2 | 46.80 | 166 | -85 | 216 |
| 10 Nov | 2625.30 | 15.1 | 0.75 | 46.33 | 58 | 23 | 300 |
| 7 Nov | 2678.30 | 14.05 | -13.1 | 46.36 | 157 | 20 | 277 |
| 6 Nov | 2455.50 | 25.75 | 0.7 | 41.53 | 239 | 142 | 257 |
| 4 Nov | 2496.60 | 25 | 3.35 | 42.76 | 69 | 23 | 114 |
| 3 Nov | 2548.30 | 21.65 | -13.35 | 43.37 | 106 | 70 | 92 |
| 31 Oct | 2479.00 | 35 | -35 | - | 47 | 21 | 22 |
| 28 Oct | 2419.70 | 275.15 | 0 | - | 0 | 0 | 0 |
| 8 Oct | 2244.20 | 275.15 | 0 | - | 0 | 0 | 0 |
| 7 Oct | 2231.20 | 275.15 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 2217.90 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 2093.40 | 0 | 0 | 1.19 | 0 | 0 | 0 |
For Bse Limited - strike price 2100 expiring on 30DEC2025
Delta for 2100 PE is -
Historical price for 2100 PE is as follows
On 12 Dec BSE was trading at 2735.00. The strike last trading price was 2.15, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 337
On 11 Dec BSE was trading at 2698.80. The strike last trading price was 2.75, which was -3.4 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 347
On 10 Dec BSE was trading at 2581.70. The strike last trading price was 6.4, which was 3.2 higher than the previous day. The implied volatity was 55.34, the open interest changed by 71 which increased total open position to 334
On 9 Dec BSE was trading at 2715.80. The strike last trading price was 3.05, which was 0.05 higher than the previous day. The implied volatity was 55.02, the open interest changed by 49 which increased total open position to 263
On 8 Dec BSE was trading at 2798.80. The strike last trading price was 2.85, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 214
On 5 Dec BSE was trading at 2815.90. The strike last trading price was 2.2, which was -0.7 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 198
On 4 Dec BSE was trading at 2765.00. The strike last trading price was 2.9, which was -0.45 lower than the previous day. The implied volatity was 52.74, the open interest changed by -8 which decreased total open position to 196
On 3 Dec BSE was trading at 2751.10. The strike last trading price was 3.25, which was 0.8 higher than the previous day. The implied volatity was 52.64, the open interest changed by 32 which increased total open position to 204
On 2 Dec BSE was trading at 2843.20. The strike last trading price was 2.45, which was 0.05 higher than the previous day. The implied volatity was 53.84, the open interest changed by -3 which decreased total open position to 167
On 1 Dec BSE was trading at 2886.60. The strike last trading price was 2.4, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 174
On 28 Nov BSE was trading at 2902.40. The strike last trading price was 2.1, which was -0.25 lower than the previous day. The implied volatity was 51.98, the open interest changed by -2 which decreased total open position to 183
On 27 Nov BSE was trading at 2929.10. The strike last trading price was 2.55, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 187
On 26 Nov BSE was trading at 2886.70. The strike last trading price was 2.9, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 183
On 25 Nov BSE was trading at 2840.60. The strike last trading price was 3.55, which was -1.2 lower than the previous day. The implied volatity was 51.11, the open interest changed by -7 which decreased total open position to 179
On 24 Nov BSE was trading at 2802.20. The strike last trading price was 4.8, which was -0.85 lower than the previous day. The implied volatity was 51.33, the open interest changed by 16 which increased total open position to 186
On 21 Nov BSE was trading at 2858.30. The strike last trading price was 4.85, which was -0.25 lower than the previous day. The implied volatity was 51.85, the open interest changed by 21 which increased total open position to 169
On 20 Nov BSE was trading at 2895.50. The strike last trading price was 5.2, which was 0.4 higher than the previous day. The implied volatity was 53.75, the open interest changed by 9 which increased total open position to 147
On 19 Nov BSE was trading at 2898.30. The strike last trading price was 4.8, which was -0.4 lower than the previous day. The implied volatity was 52.45, the open interest changed by 2 which increased total open position to 140
On 18 Nov BSE was trading at 2834.10. The strike last trading price was 5.2, which was 0.65 higher than the previous day. The implied volatity was 49.39, the open interest changed by -12 which decreased total open position to 143
On 17 Nov BSE was trading at 2811.90. The strike last trading price was 4.55, which was -0.95 lower than the previous day. The implied volatity was 46.96, the open interest changed by 2 which increased total open position to 155
On 14 Nov BSE was trading at 2827.60. The strike last trading price was 5.5, which was -2 lower than the previous day. The implied volatity was 47.77, the open interest changed by 0 which decreased total open position to 153
On 13 Nov BSE was trading at 2760.20. The strike last trading price was 7.35, which was 0.2 higher than the previous day. The implied volatity was 47.38, the open interest changed by -20 which decreased total open position to 154
On 12 Nov BSE was trading at 2775.40. The strike last trading price was 6.6, which was -7.95 lower than the previous day. The implied volatity was 45.97, the open interest changed by -40 which decreased total open position to 177
On 11 Nov BSE was trading at 2644.20. The strike last trading price was 14.05, which was -1.2 lower than the previous day. The implied volatity was 46.80, the open interest changed by -85 which decreased total open position to 216
On 10 Nov BSE was trading at 2625.30. The strike last trading price was 15.1, which was 0.75 higher than the previous day. The implied volatity was 46.33, the open interest changed by 23 which increased total open position to 300
On 7 Nov BSE was trading at 2678.30. The strike last trading price was 14.05, which was -13.1 lower than the previous day. The implied volatity was 46.36, the open interest changed by 20 which increased total open position to 277
On 6 Nov BSE was trading at 2455.50. The strike last trading price was 25.75, which was 0.7 higher than the previous day. The implied volatity was 41.53, the open interest changed by 142 which increased total open position to 257
On 4 Nov BSE was trading at 2496.60. The strike last trading price was 25, which was 3.35 higher than the previous day. The implied volatity was 42.76, the open interest changed by 23 which increased total open position to 114
On 3 Nov BSE was trading at 2548.30. The strike last trading price was 21.65, which was -13.35 lower than the previous day. The implied volatity was 43.37, the open interest changed by 70 which increased total open position to 92
On 31 Oct BSE was trading at 2479.00. The strike last trading price was 35, which was -35 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 22
On 28 Oct BSE was trading at 2419.70. The strike last trading price was 275.15, 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 8 Oct BSE was trading at 2244.20. The strike last trading price was 275.15, 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 7 Oct BSE was trading at 2231.20. The strike last trading price was 275.15, 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 6 Oct BSE was trading at 2217.90. The strike last trading price was 0, 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 3 Oct BSE was trading at 2093.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.19, the open interest changed by 0 which decreased total open position to 0































































































































































































































