BSE
Bse Limited
Historical option data for BSE
15 Dec 2025 04:13 PM IST
| BSE 30-DEC-2025 2200 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 2648.90 | 520 | 8.45 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 2735.00 | 520 | 8.45 | - | 1 | 0 | 14 | |||||||||
| 11 Dec | 2698.80 | 510 | 107.9 | 38.99 | 4 | 0 | 14 | |||||||||
| 10 Dec | 2581.70 | 401.15 | -98.85 | 45.82 | 7 | 1 | 14 | |||||||||
| 9 Dec | 2715.80 | 500 | -118 | - | 4 | -2 | 12 | |||||||||
| 8 Dec | 2798.80 | 618 | 14.8 | - | 0 | 0 | 14 | |||||||||
| 5 Dec | 2815.90 | 618 | 14.8 | - | 1 | 0 | 14 | |||||||||
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| 4 Dec | 2765.00 | 603.2 | 35.4 | 72.82 | 2 | 0 | 14 | |||||||||
| 3 Dec | 2751.10 | 573.2 | -154.15 | - | 8 | -1 | 14 | |||||||||
| 2 Dec | 2843.20 | 727.35 | -17.15 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 2886.60 | 727.35 | -17.15 | - | 0 | 2 | 0 | |||||||||
| 28 Nov | 2902.40 | 727.35 | -17.15 | 56.45 | 5 | 2 | 15 | |||||||||
| 27 Nov | 2929.10 | 744.5 | 104.5 | - | 1 | 0 | 14 | |||||||||
| 26 Nov | 2886.70 | 640 | 10 | - | 0 | 2 | 0 | |||||||||
| 25 Nov | 2840.60 | 640 | 10 | - | 2 | 0 | 12 | |||||||||
| 24 Nov | 2802.20 | 630 | -70 | 41.92 | 8 | 2 | 16 | |||||||||
| 21 Nov | 2858.30 | 700 | -46 | 62.39 | 4 | 0 | 10 | |||||||||
| 20 Nov | 2895.50 | 746 | 91 | - | 4 | 1 | 9 | |||||||||
| 19 Nov | 2898.30 | 655 | -10 | - | 4 | 2 | 6 | |||||||||
| 18 Nov | 2834.10 | 665 | 66 | 52.29 | 3 | 0 | 3 | |||||||||
| 17 Nov | 2811.90 | 599 | 91.95 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 2827.60 | 599 | 91.95 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 2760.20 | 599 | 91.95 | - | 0 | 1 | 0 | |||||||||
| 12 Nov | 2775.40 | 599 | 91.95 | 21.89 | 2 | 0 | 2 | |||||||||
| 11 Nov | 2644.20 | 507.05 | 298.45 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 2625.30 | 507.05 | 298.45 | - | 0 | 2 | 0 | |||||||||
| 7 Nov | 2678.30 | 507.05 | 298.45 | 35.10 | 29 | 3 | 3 | |||||||||
| 6 Nov | 2455.50 | 208.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 2496.60 | 208.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 2548.30 | 208.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 2479.00 | 208.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 2419.70 | 208.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Oct | 2244.20 | 208.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 2231.20 | 208.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 2217.90 | 208.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 2093.40 | 0 | 0 | 1.52 | 0 | 0 | 0 | |||||||||
For Bse Limited - strike price 2200 expiring on 30DEC2025
Delta for 2200 CE is -
Historical price for 2200 CE is as follows
On 15 Dec BSE was trading at 2648.90. The strike last trading price was 520, which was 8.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec BSE was trading at 2735.00. The strike last trading price was 520, which was 8.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 11 Dec BSE was trading at 2698.80. The strike last trading price was 510, which was 107.9 higher than the previous day. The implied volatity was 38.99, the open interest changed by 0 which decreased total open position to 14
On 10 Dec BSE was trading at 2581.70. The strike last trading price was 401.15, which was -98.85 lower than the previous day. The implied volatity was 45.82, the open interest changed by 1 which increased total open position to 14
On 9 Dec BSE was trading at 2715.80. The strike last trading price was 500, which was -118 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 12
On 8 Dec BSE was trading at 2798.80. The strike last trading price was 618, which was 14.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 5 Dec BSE was trading at 2815.90. The strike last trading price was 618, which was 14.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 4 Dec BSE was trading at 2765.00. The strike last trading price was 603.2, which was 35.4 higher than the previous day. The implied volatity was 72.82, the open interest changed by 0 which decreased total open position to 14
On 3 Dec BSE was trading at 2751.10. The strike last trading price was 573.2, which was -154.15 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 14
On 2 Dec BSE was trading at 2843.20. The strike last trading price was 727.35, which was -17.15 lower 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 727.35, which was -17.15 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 28 Nov BSE was trading at 2902.40. The strike last trading price was 727.35, which was -17.15 lower than the previous day. The implied volatity was 56.45, the open interest changed by 2 which increased total open position to 15
On 27 Nov BSE was trading at 2929.10. The strike last trading price was 744.5, which was 104.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 26 Nov BSE was trading at 2886.70. The strike last trading price was 640, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 25 Nov BSE was trading at 2840.60. The strike last trading price was 640, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 24 Nov BSE was trading at 2802.20. The strike last trading price was 630, which was -70 lower than the previous day. The implied volatity was 41.92, the open interest changed by 2 which increased total open position to 16
On 21 Nov BSE was trading at 2858.30. The strike last trading price was 700, which was -46 lower than the previous day. The implied volatity was 62.39, the open interest changed by 0 which decreased total open position to 10
On 20 Nov BSE was trading at 2895.50. The strike last trading price was 746, which was 91 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 9
On 19 Nov BSE was trading at 2898.30. The strike last trading price was 655, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 6
On 18 Nov BSE was trading at 2834.10. The strike last trading price was 665, which was 66 higher than the previous day. The implied volatity was 52.29, the open interest changed by 0 which decreased total open position to 3
On 17 Nov BSE was trading at 2811.90. The strike last trading price was 599, which was 91.95 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 599, which was 91.95 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 599, which was 91.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 12 Nov BSE was trading at 2775.40. The strike last trading price was 599, which was 91.95 higher than the previous day. The implied volatity was 21.89, the open interest changed by 0 which decreased total open position to 2
On 11 Nov BSE was trading at 2644.20. The strike last trading price was 507.05, which was 298.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov BSE was trading at 2625.30. The strike last trading price was 507.05, which was 298.45 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 7 Nov BSE was trading at 2678.30. The strike last trading price was 507.05, which was 298.45 higher than the previous day. The implied volatity was 35.10, the open interest changed by 3 which increased total open position to 3
On 6 Nov BSE was trading at 2455.50. The strike last trading price was 208.6, 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 4 Nov BSE was trading at 2496.60. The strike last trading price was 208.6, 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 Nov BSE was trading at 2548.30. The strike last trading price was 208.6, 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 31 Oct BSE was trading at 2479.00. The strike last trading price was 208.6, 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 28 Oct BSE was trading at 2419.70. The strike last trading price was 208.6, 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 208.6, 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 208.6, 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 208.6, 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 1.52, the open interest changed by 0 which decreased total open position to 0
| BSE 30DEC2025 2200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.44
Theta: -0.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 2648.90 | 4.55 | 1.15 | 53.76 | 324 | 68 | 635 |
| 12 Dec | 2735.00 | 3.4 | -0.95 | 53.41 | 272 | -3 | 567 |
| 11 Dec | 2698.80 | 4.65 | -5.8 | 52.31 | 973 | 81 | 574 |
| 10 Dec | 2581.70 | 11 | 5.8 | 51.34 | 1,205 | 141 | 492 |
| 9 Dec | 2715.80 | 5.2 | 1.3 | 51.08 | 924 | -6 | 350 |
| 8 Dec | 2798.80 | 3.8 | 0.8 | 53.79 | 205 | 16 | 370 |
| 5 Dec | 2815.90 | 3 | -1.05 | 49.33 | 36 | -19 | 354 |
| 4 Dec | 2765.00 | 4.15 | -0.55 | 47.97 | 51 | 3 | 353 |
| 3 Dec | 2751.10 | 4.6 | 1.6 | 47.87 | 129 | -9 | 352 |
| 2 Dec | 2843.20 | 3 | 0 | 48.25 | 26 | -3 | 360 |
| 1 Dec | 2886.60 | 3 | 0.15 | 49.93 | 22 | 0 | 361 |
| 28 Nov | 2902.40 | 2.85 | -0.2 | 47.65 | 21 | 8 | 364 |
| 27 Nov | 2929.10 | 3 | -0.6 | 48.70 | 38 | 6 | 356 |
| 26 Nov | 2886.70 | 3.65 | -1.2 | 47.55 | 89 | -1 | 351 |
| 25 Nov | 2840.60 | 5 | -1.6 | 47.17 | 67 | 8 | 351 |
| 24 Nov | 2802.20 | 6.5 | -0.15 | 47.06 | 79 | 26 | 342 |
| 21 Nov | 2858.30 | 6.65 | -0.55 | 48.01 | 108 | 20 | 315 |
| 20 Nov | 2895.50 | 7.25 | 0.85 | 50.25 | 153 | 43 | 293 |
| 19 Nov | 2898.30 | 6.5 | -1.25 | 48.71 | 49 | 9 | 254 |
| 18 Nov | 2834.10 | 7.85 | 0.1 | 46.51 | 171 | 29 | 242 |
| 17 Nov | 2811.90 | 7.8 | -1.25 | 45.10 | 43 | 17 | 213 |
| 14 Nov | 2827.60 | 9.05 | -3.4 | 45.87 | 11 | -8 | 194 |
| 13 Nov | 2760.20 | 12.45 | 0.55 | 45.90 | 28 | 14 | 201 |
| 12 Nov | 2775.40 | 11.85 | -12 | 44.96 | 71 | -18 | 184 |
| 11 Nov | 2644.20 | 23.5 | -1.55 | 45.66 | 44 | 15 | 201 |
| 10 Nov | 2625.30 | 25 | 1.5 | 45.12 | 74 | -4 | 185 |
| 7 Nov | 2678.30 | 22.45 | -21.1 | 44.83 | 268 | 106 | 188 |
| 6 Nov | 2455.50 | 43.55 | 3.7 | 40.86 | 43 | 26 | 82 |
| 4 Nov | 2496.60 | 39.85 | 4.75 | 41.39 | 47 | 27 | 54 |
| 3 Nov | 2548.30 | 35.1 | -26.9 | 42.26 | 37 | 23 | 26 |
| 31 Oct | 2479.00 | 62 | -273.1 | - | 7 | 3 | 3 |
| 28 Oct | 2419.70 | 335.1 | 0 | 6.90 | 0 | 0 | 0 |
| 8 Oct | 2244.20 | 335.1 | 0 | - | 0 | 0 | 0 |
| 7 Oct | 2231.20 | 335.1 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 2217.90 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 2093.40 | 0 | 0 | - | 0 | 0 | 0 |
For Bse Limited - strike price 2200 expiring on 30DEC2025
Delta for 2200 PE is -0.04
Historical price for 2200 PE is as follows
On 15 Dec BSE was trading at 2648.90. The strike last trading price was 4.55, which was 1.15 higher than the previous day. The implied volatity was 53.76, the open interest changed by 68 which increased total open position to 635
On 12 Dec BSE was trading at 2735.00. The strike last trading price was 3.4, which was -0.95 lower than the previous day. The implied volatity was 53.41, the open interest changed by -3 which decreased total open position to 567
On 11 Dec BSE was trading at 2698.80. The strike last trading price was 4.65, which was -5.8 lower than the previous day. The implied volatity was 52.31, the open interest changed by 81 which increased total open position to 574
On 10 Dec BSE was trading at 2581.70. The strike last trading price was 11, which was 5.8 higher than the previous day. The implied volatity was 51.34, the open interest changed by 141 which increased total open position to 492
On 9 Dec BSE was trading at 2715.80. The strike last trading price was 5.2, which was 1.3 higher than the previous day. The implied volatity was 51.08, the open interest changed by -6 which decreased total open position to 350
On 8 Dec BSE was trading at 2798.80. The strike last trading price was 3.8, which was 0.8 higher than the previous day. The implied volatity was 53.79, the open interest changed by 16 which increased total open position to 370
On 5 Dec BSE was trading at 2815.90. The strike last trading price was 3, which was -1.05 lower than the previous day. The implied volatity was 49.33, the open interest changed by -19 which decreased total open position to 354
On 4 Dec BSE was trading at 2765.00. The strike last trading price was 4.15, which was -0.55 lower than the previous day. The implied volatity was 47.97, the open interest changed by 3 which increased total open position to 353
On 3 Dec BSE was trading at 2751.10. The strike last trading price was 4.6, which was 1.6 higher than the previous day. The implied volatity was 47.87, the open interest changed by -9 which decreased total open position to 352
On 2 Dec BSE was trading at 2843.20. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 48.25, the open interest changed by -3 which decreased total open position to 360
On 1 Dec BSE was trading at 2886.60. The strike last trading price was 3, which was 0.15 higher than the previous day. The implied volatity was 49.93, the open interest changed by 0 which decreased total open position to 361
On 28 Nov BSE was trading at 2902.40. The strike last trading price was 2.85, which was -0.2 lower than the previous day. The implied volatity was 47.65, the open interest changed by 8 which increased total open position to 364
On 27 Nov BSE was trading at 2929.10. The strike last trading price was 3, which was -0.6 lower than the previous day. The implied volatity was 48.70, the open interest changed by 6 which increased total open position to 356
On 26 Nov BSE was trading at 2886.70. The strike last trading price was 3.65, which was -1.2 lower than the previous day. The implied volatity was 47.55, the open interest changed by -1 which decreased total open position to 351
On 25 Nov BSE was trading at 2840.60. The strike last trading price was 5, which was -1.6 lower than the previous day. The implied volatity was 47.17, the open interest changed by 8 which increased total open position to 351
On 24 Nov BSE was trading at 2802.20. The strike last trading price was 6.5, which was -0.15 lower than the previous day. The implied volatity was 47.06, the open interest changed by 26 which increased total open position to 342
On 21 Nov BSE was trading at 2858.30. The strike last trading price was 6.65, which was -0.55 lower than the previous day. The implied volatity was 48.01, the open interest changed by 20 which increased total open position to 315
On 20 Nov BSE was trading at 2895.50. The strike last trading price was 7.25, which was 0.85 higher than the previous day. The implied volatity was 50.25, the open interest changed by 43 which increased total open position to 293
On 19 Nov BSE was trading at 2898.30. The strike last trading price was 6.5, which was -1.25 lower than the previous day. The implied volatity was 48.71, the open interest changed by 9 which increased total open position to 254
On 18 Nov BSE was trading at 2834.10. The strike last trading price was 7.85, which was 0.1 higher than the previous day. The implied volatity was 46.51, the open interest changed by 29 which increased total open position to 242
On 17 Nov BSE was trading at 2811.90. The strike last trading price was 7.8, which was -1.25 lower than the previous day. The implied volatity was 45.10, the open interest changed by 17 which increased total open position to 213
On 14 Nov BSE was trading at 2827.60. The strike last trading price was 9.05, which was -3.4 lower than the previous day. The implied volatity was 45.87, the open interest changed by -8 which decreased total open position to 194
On 13 Nov BSE was trading at 2760.20. The strike last trading price was 12.45, which was 0.55 higher than the previous day. The implied volatity was 45.90, the open interest changed by 14 which increased total open position to 201
On 12 Nov BSE was trading at 2775.40. The strike last trading price was 11.85, which was -12 lower than the previous day. The implied volatity was 44.96, the open interest changed by -18 which decreased total open position to 184
On 11 Nov BSE was trading at 2644.20. The strike last trading price was 23.5, which was -1.55 lower than the previous day. The implied volatity was 45.66, the open interest changed by 15 which increased total open position to 201
On 10 Nov BSE was trading at 2625.30. The strike last trading price was 25, which was 1.5 higher than the previous day. The implied volatity was 45.12, the open interest changed by -4 which decreased total open position to 185
On 7 Nov BSE was trading at 2678.30. The strike last trading price was 22.45, which was -21.1 lower than the previous day. The implied volatity was 44.83, the open interest changed by 106 which increased total open position to 188
On 6 Nov BSE was trading at 2455.50. The strike last trading price was 43.55, which was 3.7 higher than the previous day. The implied volatity was 40.86, the open interest changed by 26 which increased total open position to 82
On 4 Nov BSE was trading at 2496.60. The strike last trading price was 39.85, which was 4.75 higher than the previous day. The implied volatity was 41.39, the open interest changed by 27 which increased total open position to 54
On 3 Nov BSE was trading at 2548.30. The strike last trading price was 35.1, which was -26.9 lower than the previous day. The implied volatity was 42.26, the open interest changed by 23 which increased total open position to 26
On 31 Oct BSE was trading at 2479.00. The strike last trading price was 62, which was -273.1 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 28 Oct BSE was trading at 2419.70. The strike last trading price was 335.1, which was 0 lower than the previous day. The implied volatity was 6.90, 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 335.1, 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 335.1, 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 -, the open interest changed by 0 which decreased total open position to 0































































































































































































































