[--[65.84.65.76]--]

BSE

Bse Limited
2648.9 -86.10 (-3.15%)
L: 2630.4 H: 2733

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Historical option data for BSE

15 Dec 2025 04:13 PM IST
BSE 30-DEC-2025 2200 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.04
Vega: 0.44
Theta: -0.76
Gamma: 0.00
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