BSE
Bse Limited
Historical option data for BSE
15 Dec 2025 04:13 PM IST
| BSE 30-DEC-2025 2250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 1.03
Theta: -2.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 2648.90 | 424.55 | 43.45 | 71.47 | 4 | 0 | 13 | |||||||||
| 12 Dec | 2735.00 | 381.1 | 25.4 | - | 0 | 0 | 13 | |||||||||
| 11 Dec | 2698.80 | 381.1 | 25.4 | - | 2 | 1 | 12 | |||||||||
| 10 Dec | 2581.70 | 355.7 | -87.55 | 45.97 | 13 | 0 | 10 | |||||||||
| 9 Dec | 2715.80 | 443.25 | -73.15 | - | 4 | -1 | 9 | |||||||||
| 8 Dec | 2798.80 | 516.4 | -65.6 | - | 0 | 0 | 10 | |||||||||
| 5 Dec | 2815.90 | 516.4 | -65.6 | - | 8 | 0 | 10 | |||||||||
| 4 Dec | 2765.00 | 582 | 0 | - | 0 | 7 | 0 | |||||||||
| 3 Dec | 2751.10 | 582 | 0 | - | 15 | 0 | 3 | |||||||||
| 2 Dec | 2843.20 | 582 | 233.15 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 2886.60 | 582 | 233.15 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 2902.40 | 582 | 233.15 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 2929.10 | 582 | 233.15 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 2886.70 | 582 | 233.15 | - | 0 | 3 | 0 | |||||||||
| 25 Nov | 2840.60 | 582 | 233.15 | - | 3 | 0 | 0 | |||||||||
| 24 Nov | 2802.20 | 348.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 2858.30 | 348.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 2895.50 | 348.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 2898.30 | 348.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 2834.10 | 348.85 | 0 | - | 0 | 0 | 0 | |||||||||
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| 17 Nov | 2811.90 | 348.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 2827.60 | 348.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 2760.20 | 348.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 2775.40 | 348.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 2644.20 | 348.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 2625.30 | 348.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 2678.30 | 348.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 2455.50 | 348.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 2496.60 | 348.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 2548.30 | 348.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 2479.00 | 348.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Bse Limited - strike price 2250 expiring on 30DEC2025
Delta for 2250 CE is 0.89
Historical price for 2250 CE is as follows
On 15 Dec BSE was trading at 2648.90. The strike last trading price was 424.55, which was 43.45 higher than the previous day. The implied volatity was 71.47, the open interest changed by 0 which decreased total open position to 13
On 12 Dec BSE was trading at 2735.00. The strike last trading price was 381.1, which was 25.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 11 Dec BSE was trading at 2698.80. The strike last trading price was 381.1, which was 25.4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 12
On 10 Dec BSE was trading at 2581.70. The strike last trading price was 355.7, which was -87.55 lower than the previous day. The implied volatity was 45.97, the open interest changed by 0 which decreased total open position to 10
On 9 Dec BSE was trading at 2715.80. The strike last trading price was 443.25, which was -73.15 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 9
On 8 Dec BSE was trading at 2798.80. The strike last trading price was 516.4, which was -65.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 5 Dec BSE was trading at 2815.90. The strike last trading price was 516.4, which was -65.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 4 Dec BSE was trading at 2765.00. The strike last trading price was 582, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 3 Dec BSE was trading at 2751.10. The strike last trading price was 582, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Dec BSE was trading at 2843.20. The strike last trading price was 582, which was 233.15 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 582, which was 233.15 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 582, which was 233.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov BSE was trading at 2929.10. The strike last trading price was 582, which was 233.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov BSE was trading at 2886.70. The strike last trading price was 582, which was 233.15 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 25 Nov BSE was trading at 2840.60. The strike last trading price was 582, which was 233.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov BSE was trading at 2802.20. The strike last trading price was 348.85, 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 21 Nov BSE was trading at 2858.30. The strike last trading price was 348.85, 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 20 Nov BSE was trading at 2895.50. The strike last trading price was 348.85, 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 19 Nov BSE was trading at 2898.30. The strike last trading price was 348.85, 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 18 Nov BSE was trading at 2834.10. The strike last trading price was 348.85, 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 17 Nov BSE was trading at 2811.90. The strike last trading price was 348.85, 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 14 Nov BSE was trading at 2827.60. The strike last trading price was 348.85, 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 13 Nov BSE was trading at 2760.20. The strike last trading price was 348.85, 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 12 Nov BSE was trading at 2775.40. The strike last trading price was 348.85, 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 11 Nov BSE was trading at 2644.20. The strike last trading price was 348.85, 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 10 Nov BSE was trading at 2625.30. The strike last trading price was 348.85, 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 Nov BSE was trading at 2678.30. The strike last trading price was 348.85, 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 Nov BSE was trading at 2455.50. The strike last trading price was 348.85, 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 348.85, 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 348.85, 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 348.85, 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 2250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.57
Theta: -0.95
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 2648.90 | 6.35 | 2.25 | 51.83 | 210 | 34 | 94 |
| 12 Dec | 2735.00 | 4.45 | -1.2 | 51.24 | 101 | 4 | 60 |
| 11 Dec | 2698.80 | 6.55 | -7.7 | 50.98 | 405 | -29 | 55 |
| 10 Dec | 2581.70 | 14.5 | 7.25 | 49.46 | 280 | 45 | 85 |
| 9 Dec | 2715.80 | 7.2 | 2.65 | 49.75 | 139 | 2 | 40 |
| 8 Dec | 2798.80 | 4.55 | 1.2 | 51.24 | 41 | 7 | 38 |
| 5 Dec | 2815.90 | 3.35 | -0.9 | 46.40 | 10 | 0 | 32 |
| 4 Dec | 2765.00 | 4.25 | -0.9 | 44.26 | 19 | 4 | 22 |
| 3 Dec | 2751.10 | 5.35 | 2.2 | 45.26 | 44 | -9 | 22 |
| 2 Dec | 2843.20 | 3.15 | -1.35 | - | 0 | 2 | 0 |
| 1 Dec | 2886.60 | 3.15 | -1.35 | 46.84 | 2 | 1 | 30 |
| 28 Nov | 2902.40 | 4.5 | 0.9 | 47.87 | 1 | 0 | 28 |
| 27 Nov | 2929.10 | 3.6 | -0.7 | 46.82 | 9 | 7 | 27 |
| 26 Nov | 2886.70 | 4.3 | -1.6 | 45.53 | 8 | 3 | 20 |
| 25 Nov | 2840.60 | 5.9 | -2.1 | 44.82 | 1 | 0 | 16 |
| 24 Nov | 2802.20 | 8 | 0 | 45.43 | 5 | 0 | 13 |
| 21 Nov | 2858.30 | 8 | -0.05 | - | 0 | 5 | 0 |
| 20 Nov | 2895.50 | 8 | -0.05 | 47.76 | 5 | 4 | 12 |
| 19 Nov | 2898.30 | 7.75 | -147.8 | 47.06 | 8 | 4 | 4 |
| 18 Nov | 2834.10 | 155.55 | 0 | 17.56 | 0 | 0 | 0 |
| 17 Nov | 2811.90 | 155.55 | 0 | 16.21 | 0 | 0 | 0 |
| 14 Nov | 2827.60 | 155.55 | 0 | 16.15 | 0 | 0 | 0 |
| 13 Nov | 2760.20 | 155.55 | 0 | 15.12 | 0 | 0 | 0 |
| 12 Nov | 2775.40 | 155.55 | 0 | 15.02 | 0 | 0 | 0 |
| 11 Nov | 2644.20 | 155.55 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 2625.30 | 155.55 | 0 | 11.35 | 0 | 0 | 0 |
| 7 Nov | 2678.30 | 155.55 | 0 | 11.94 | 0 | 0 | 0 |
| 6 Nov | 2455.50 | 155.55 | 0 | 6.75 | 0 | 0 | 0 |
| 4 Nov | 2496.60 | 155.55 | 0 | 7.55 | 0 | 0 | 0 |
| 3 Nov | 2548.30 | 155.55 | 0 | 8.55 | 0 | 0 | 0 |
| 31 Oct | 2479.00 | 155.55 | 0 | - | 0 | 0 | 0 |
For Bse Limited - strike price 2250 expiring on 30DEC2025
Delta for 2250 PE is -0.05
Historical price for 2250 PE is as follows
On 15 Dec BSE was trading at 2648.90. The strike last trading price was 6.35, which was 2.25 higher than the previous day. The implied volatity was 51.83, the open interest changed by 34 which increased total open position to 94
On 12 Dec BSE was trading at 2735.00. The strike last trading price was 4.45, which was -1.2 lower than the previous day. The implied volatity was 51.24, the open interest changed by 4 which increased total open position to 60
On 11 Dec BSE was trading at 2698.80. The strike last trading price was 6.55, which was -7.7 lower than the previous day. The implied volatity was 50.98, the open interest changed by -29 which decreased total open position to 55
On 10 Dec BSE was trading at 2581.70. The strike last trading price was 14.5, which was 7.25 higher than the previous day. The implied volatity was 49.46, the open interest changed by 45 which increased total open position to 85
On 9 Dec BSE was trading at 2715.80. The strike last trading price was 7.2, which was 2.65 higher than the previous day. The implied volatity was 49.75, the open interest changed by 2 which increased total open position to 40
On 8 Dec BSE was trading at 2798.80. The strike last trading price was 4.55, which was 1.2 higher than the previous day. The implied volatity was 51.24, the open interest changed by 7 which increased total open position to 38
On 5 Dec BSE was trading at 2815.90. The strike last trading price was 3.35, which was -0.9 lower than the previous day. The implied volatity was 46.40, the open interest changed by 0 which decreased total open position to 32
On 4 Dec BSE was trading at 2765.00. The strike last trading price was 4.25, which was -0.9 lower than the previous day. The implied volatity was 44.26, the open interest changed by 4 which increased total open position to 22
On 3 Dec BSE was trading at 2751.10. The strike last trading price was 5.35, which was 2.2 higher than the previous day. The implied volatity was 45.26, the open interest changed by -9 which decreased total open position to 22
On 2 Dec BSE was trading at 2843.20. The strike last trading price was 3.15, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 1 Dec BSE was trading at 2886.60. The strike last trading price was 3.15, which was -1.35 lower than the previous day. The implied volatity was 46.84, the open interest changed by 1 which increased total open position to 30
On 28 Nov BSE was trading at 2902.40. The strike last trading price was 4.5, which was 0.9 higher than the previous day. The implied volatity was 47.87, the open interest changed by 0 which decreased total open position to 28
On 27 Nov BSE was trading at 2929.10. The strike last trading price was 3.6, which was -0.7 lower than the previous day. The implied volatity was 46.82, the open interest changed by 7 which increased total open position to 27
On 26 Nov BSE was trading at 2886.70. The strike last trading price was 4.3, which was -1.6 lower than the previous day. The implied volatity was 45.53, the open interest changed by 3 which increased total open position to 20
On 25 Nov BSE was trading at 2840.60. The strike last trading price was 5.9, which was -2.1 lower than the previous day. The implied volatity was 44.82, the open interest changed by 0 which decreased total open position to 16
On 24 Nov BSE was trading at 2802.20. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was 45.43, the open interest changed by 0 which decreased total open position to 13
On 21 Nov BSE was trading at 2858.30. The strike last trading price was 8, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 20 Nov BSE was trading at 2895.50. The strike last trading price was 8, which was -0.05 lower than the previous day. The implied volatity was 47.76, the open interest changed by 4 which increased total open position to 12
On 19 Nov BSE was trading at 2898.30. The strike last trading price was 7.75, which was -147.8 lower than the previous day. The implied volatity was 47.06, the open interest changed by 4 which increased total open position to 4
On 18 Nov BSE was trading at 2834.10. The strike last trading price was 155.55, which was 0 lower than the previous day. The implied volatity was 17.56, 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 155.55, which was 0 lower than the previous day. The implied volatity was 16.21, 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 155.55, which was 0 lower than the previous day. The implied volatity was 16.15, 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 155.55, which was 0 lower than the previous day. The implied volatity was 15.12, 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 155.55, which was 0 lower than the previous day. The implied volatity was 15.02, the open interest changed by 0 which decreased total open position to 0
On 11 Nov BSE was trading at 2644.20. The strike last trading price was 155.55, 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 10 Nov BSE was trading at 2625.30. The strike last trading price was 155.55, which was 0 lower than the previous day. The implied volatity was 11.35, the open interest changed by 0 which decreased total open position to 0
On 7 Nov BSE was trading at 2678.30. The strike last trading price was 155.55, which was 0 lower than the previous day. The implied volatity was 11.94, the open interest changed by 0 which decreased total open position to 0
On 6 Nov BSE was trading at 2455.50. The strike last trading price was 155.55, which was 0 lower than the previous day. The implied volatity was 6.75, 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 155.55, which was 0 lower than the previous day. The implied volatity was 7.55, 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 155.55, which was 0 lower than the previous day. The implied volatity was 8.55, 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 155.55, 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































































































































































































































