BSE
Bse Limited
Historical option data for BSE
15 Dec 2025 04:13 PM IST
| BSE 30-DEC-2025 2300 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 | 350 | -101.4 | - | 23 | 15 | 72 | |||||||||
| 12 Dec | 2735.00 | 451.4 | 34.45 | 56.88 | 6 | 2 | 57 | |||||||||
| 11 Dec | 2698.80 | 415 | 103.9 | 43.84 | 30 | -8 | 54 | |||||||||
| 10 Dec | 2581.70 | 303.15 | -95.05 | 37.55 | 46 | 11 | 62 | |||||||||
| 9 Dec | 2715.80 | 398.2 | -122.8 | - | 18 | -2 | 55 | |||||||||
| 8 Dec | 2798.80 | 521 | 44.9 | - | 0 | 0 | 57 | |||||||||
| 5 Dec | 2815.90 | 521 | 44.9 | - | 1 | 0 | 58 | |||||||||
| 4 Dec | 2765.00 | 476.1 | -138.15 | - | 0 | -13 | 0 | |||||||||
| 3 Dec | 2751.10 | 476.1 | -138.15 | 22.82 | 19 | -13 | 58 | |||||||||
| 2 Dec | 2843.20 | 614.25 | 14.25 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 2886.60 | 614.25 | 14.25 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 2902.40 | 614.25 | 14.25 | 627.61 | 2 | -1 | 70 | |||||||||
| 27 Nov | 2929.10 | 600 | 49 | - | 0 | -1 | 0 | |||||||||
| 26 Nov | 2886.70 | 600 | 49 | - | 3 | 0 | 72 | |||||||||
| 25 Nov | 2840.60 | 551 | 3 | - | 30 | 24 | 68 | |||||||||
| 24 Nov | 2802.20 | 548 | -62 | 52.49 | 23 | 19 | 43 | |||||||||
| 21 Nov | 2858.30 | 610 | -10 | 60.01 | 5 | 3 | 23 | |||||||||
| 20 Nov | 2895.50 | 620 | -5 | - | 7 | 6 | 21 | |||||||||
| 19 Nov | 2898.30 | 625 | 106.45 | 32.63 | 1 | 0 | 16 | |||||||||
| 18 Nov | 2834.10 | 518.55 | 0.2 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 2811.90 | 518.55 | 0.2 | - | 0 | 0 | 0 | |||||||||
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| 14 Nov | 2827.60 | 518.55 | 0.2 | - | 0 | 1 | 0 | |||||||||
| 13 Nov | 2760.20 | 518.55 | 0.2 | 44.54 | 1 | 0 | 15 | |||||||||
| 12 Nov | 2775.40 | 518.35 | 119 | 42.66 | 9 | 0 | 14 | |||||||||
| 11 Nov | 2644.20 | 403 | 23.05 | 40.76 | 7 | 4 | 14 | |||||||||
| 10 Nov | 2625.30 | 379.95 | -55.05 | 35.69 | 2 | 1 | 9 | |||||||||
| 7 Nov | 2678.30 | 435 | 192.05 | 43.41 | 9 | 0 | 7 | |||||||||
| 6 Nov | 2455.50 | 242.95 | -67.8 | 34.31 | 4 | 2 | 6 | |||||||||
| 4 Nov | 2496.60 | 310.75 | -15 | 46.29 | 1 | 0 | 3 | |||||||||
| 3 Nov | 2548.30 | 325.75 | 150.45 | 38.85 | 3 | 0 | 0 | |||||||||
| 31 Oct | 2479.00 | 175.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 2419.70 | 175.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Oct | 2244.20 | 175.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 2231.20 | 175.3 | 0 | 0.43 | 0 | 0 | 0 | |||||||||
| 6 Oct | 2217.90 | 175.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 2093.40 | 175.3 | 0 | 3.75 | 0 | 0 | 0 | |||||||||
For Bse Limited - strike price 2300 expiring on 30DEC2025
Delta for 2300 CE is -
Historical price for 2300 CE is as follows
On 15 Dec BSE was trading at 2648.90. The strike last trading price was 350, which was -101.4 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 72
On 12 Dec BSE was trading at 2735.00. The strike last trading price was 451.4, which was 34.45 higher than the previous day. The implied volatity was 56.88, the open interest changed by 2 which increased total open position to 57
On 11 Dec BSE was trading at 2698.80. The strike last trading price was 415, which was 103.9 higher than the previous day. The implied volatity was 43.84, the open interest changed by -8 which decreased total open position to 54
On 10 Dec BSE was trading at 2581.70. The strike last trading price was 303.15, which was -95.05 lower than the previous day. The implied volatity was 37.55, the open interest changed by 11 which increased total open position to 62
On 9 Dec BSE was trading at 2715.80. The strike last trading price was 398.2, which was -122.8 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 55
On 8 Dec BSE was trading at 2798.80. The strike last trading price was 521, which was 44.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57
On 5 Dec BSE was trading at 2815.90. The strike last trading price was 521, which was 44.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58
On 4 Dec BSE was trading at 2765.00. The strike last trading price was 476.1, which was -138.15 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 0
On 3 Dec BSE was trading at 2751.10. The strike last trading price was 476.1, which was -138.15 lower than the previous day. The implied volatity was 22.82, the open interest changed by -13 which decreased total open position to 58
On 2 Dec BSE was trading at 2843.20. The strike last trading price was 614.25, which was 14.25 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 614.25, which was 14.25 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 614.25, which was 14.25 higher than the previous day. The implied volatity was 627.61, the open interest changed by -1 which decreased total open position to 70
On 27 Nov BSE was trading at 2929.10. The strike last trading price was 600, which was 49 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 26 Nov BSE was trading at 2886.70. The strike last trading price was 600, which was 49 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72
On 25 Nov BSE was trading at 2840.60. The strike last trading price was 551, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 68
On 24 Nov BSE was trading at 2802.20. The strike last trading price was 548, which was -62 lower than the previous day. The implied volatity was 52.49, the open interest changed by 19 which increased total open position to 43
On 21 Nov BSE was trading at 2858.30. The strike last trading price was 610, which was -10 lower than the previous day. The implied volatity was 60.01, the open interest changed by 3 which increased total open position to 23
On 20 Nov BSE was trading at 2895.50. The strike last trading price was 620, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 21
On 19 Nov BSE was trading at 2898.30. The strike last trading price was 625, which was 106.45 higher than the previous day. The implied volatity was 32.63, the open interest changed by 0 which decreased total open position to 16
On 18 Nov BSE was trading at 2834.10. The strike last trading price was 518.55, which was 0.2 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 518.55, which was 0.2 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 518.55, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 13 Nov BSE was trading at 2760.20. The strike last trading price was 518.55, which was 0.2 higher than the previous day. The implied volatity was 44.54, the open interest changed by 0 which decreased total open position to 15
On 12 Nov BSE was trading at 2775.40. The strike last trading price was 518.35, which was 119 higher than the previous day. The implied volatity was 42.66, the open interest changed by 0 which decreased total open position to 14
On 11 Nov BSE was trading at 2644.20. The strike last trading price was 403, which was 23.05 higher than the previous day. The implied volatity was 40.76, the open interest changed by 4 which increased total open position to 14
On 10 Nov BSE was trading at 2625.30. The strike last trading price was 379.95, which was -55.05 lower than the previous day. The implied volatity was 35.69, the open interest changed by 1 which increased total open position to 9
On 7 Nov BSE was trading at 2678.30. The strike last trading price was 435, which was 192.05 higher than the previous day. The implied volatity was 43.41, the open interest changed by 0 which decreased total open position to 7
On 6 Nov BSE was trading at 2455.50. The strike last trading price was 242.95, which was -67.8 lower than the previous day. The implied volatity was 34.31, the open interest changed by 2 which increased total open position to 6
On 4 Nov BSE was trading at 2496.60. The strike last trading price was 310.75, which was -15 lower than the previous day. The implied volatity was 46.29, the open interest changed by 0 which decreased total open position to 3
On 3 Nov BSE was trading at 2548.30. The strike last trading price was 325.75, which was 150.45 higher than the previous day. The implied volatity was 38.85, 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 175.3, 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 175.3, 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 175.3, 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 175.3, which was 0 lower than the previous day. The implied volatity was 0.43, 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 175.3, 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 175.3, which was 0 lower than the previous day. The implied volatity was 3.75, the open interest changed by 0 which decreased total open position to 0
| BSE 30DEC2025 2300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.70
Theta: -1.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 2648.90 | 8.1 | 2.9 | 48.89 | 683 | 32 | 752 |
| 12 Dec | 2735.00 | 5.55 | -2 | 48.59 | 552 | -35 | 721 |
| 11 Dec | 2698.80 | 7.8 | -11.45 | 47.89 | 2,891 | -47 | 772 |
| 10 Dec | 2581.70 | 19.6 | 10.95 | 48.02 | 2,666 | 333 | 819 |
| 9 Dec | 2715.80 | 9.5 | 3.85 | 47.96 | 2,027 | 107 | 479 |
| 8 Dec | 2798.80 | 5.55 | 1.55 | 48.85 | 441 | 82 | 372 |
| 5 Dec | 2815.90 | 3.95 | -1.65 | 43.87 | 176 | -21 | 290 |
| 4 Dec | 2765.00 | 5.7 | -1.7 | 42.98 | 248 | 27 | 312 |
| 3 Dec | 2751.10 | 6.85 | 2.75 | 43.46 | 427 | 77 | 284 |
| 2 Dec | 2843.20 | 4.1 | 0.05 | 43.47 | 46 | -9 | 206 |
| 1 Dec | 2886.60 | 4.25 | 0.4 | 45.67 | 74 | -4 | 213 |
| 28 Nov | 2902.40 | 4 | -0.05 | 43.55 | 76 | -2 | 217 |
| 27 Nov | 2929.10 | 4 | -0.85 | 44.35 | 135 | -23 | 228 |
| 26 Nov | 2886.70 | 4.7 | -2.45 | 42.90 | 178 | 33 | 250 |
| 25 Nov | 2840.60 | 7.5 | -2.2 | 43.76 | 284 | 46 | 216 |
| 24 Nov | 2802.20 | 9.85 | 0.9 | 43.81 | 78 | 15 | 170 |
| 21 Nov | 2858.30 | 8.75 | -0.7 | 43.77 | 109 | -53 | 154 |
| 20 Nov | 2895.50 | 9.4 | 0.35 | 46.06 | 92 | 4 | 208 |
| 19 Nov | 2898.30 | 9 | -1.75 | 45.17 | 131 | 24 | 205 |
| 18 Nov | 2834.10 | 11.1 | 0.05 | 43.07 | 134 | -2 | 181 |
| 17 Nov | 2811.90 | 11 | -0.85 | 41.61 | 65 | 9 | 185 |
| 14 Nov | 2827.60 | 12.25 | -4.25 | 42.23 | 46 | 14 | 176 |
| 13 Nov | 2760.20 | 16.15 | -1.85 | 41.77 | 109 | 57 | 163 |
| 12 Nov | 2775.40 | 17.65 | -18.75 | 42.37 | 243 | -6 | 106 |
| 11 Nov | 2644.20 | 36.5 | -3.15 | 44.06 | 65 | -15 | 112 |
| 10 Nov | 2625.30 | 41 | 5 | 44.49 | 67 | -4 | 126 |
| 7 Nov | 2678.30 | 33.6 | -39.3 | 42.82 | 316 | -37 | 130 |
| 6 Nov | 2455.50 | 72.9 | 11.7 | 41.35 | 18 | 4 | 166 |
| 4 Nov | 2496.60 | 61.2 | 8.3 | 40.08 | 32 | 22 | 161 |
| 3 Nov | 2548.30 | 52.9 | -29.95 | 40.63 | 163 | 120 | 138 |
| 31 Oct | 2479.00 | 82.85 | -317.4 | - | 37 | 18 | 18 |
| 28 Oct | 2419.70 | 400.25 | 0 | 4.33 | 0 | 0 | 0 |
| 8 Oct | 2244.20 | 400.25 | 0 | - | 0 | 0 | 0 |
| 7 Oct | 2231.20 | 400.25 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 2217.90 | 400.25 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 2093.40 | 0 | 0 | - | 0 | 0 | 0 |
For Bse Limited - strike price 2300 expiring on 30DEC2025
Delta for 2300 PE is -0.07
Historical price for 2300 PE is as follows
On 15 Dec BSE was trading at 2648.90. The strike last trading price was 8.1, which was 2.9 higher than the previous day. The implied volatity was 48.89, the open interest changed by 32 which increased total open position to 752
On 12 Dec BSE was trading at 2735.00. The strike last trading price was 5.55, which was -2 lower than the previous day. The implied volatity was 48.59, the open interest changed by -35 which decreased total open position to 721
On 11 Dec BSE was trading at 2698.80. The strike last trading price was 7.8, which was -11.45 lower than the previous day. The implied volatity was 47.89, the open interest changed by -47 which decreased total open position to 772
On 10 Dec BSE was trading at 2581.70. The strike last trading price was 19.6, which was 10.95 higher than the previous day. The implied volatity was 48.02, the open interest changed by 333 which increased total open position to 819
On 9 Dec BSE was trading at 2715.80. The strike last trading price was 9.5, which was 3.85 higher than the previous day. The implied volatity was 47.96, the open interest changed by 107 which increased total open position to 479
On 8 Dec BSE was trading at 2798.80. The strike last trading price was 5.55, which was 1.55 higher than the previous day. The implied volatity was 48.85, the open interest changed by 82 which increased total open position to 372
On 5 Dec BSE was trading at 2815.90. The strike last trading price was 3.95, which was -1.65 lower than the previous day. The implied volatity was 43.87, the open interest changed by -21 which decreased total open position to 290
On 4 Dec BSE was trading at 2765.00. The strike last trading price was 5.7, which was -1.7 lower than the previous day. The implied volatity was 42.98, the open interest changed by 27 which increased total open position to 312
On 3 Dec BSE was trading at 2751.10. The strike last trading price was 6.85, which was 2.75 higher than the previous day. The implied volatity was 43.46, the open interest changed by 77 which increased total open position to 284
On 2 Dec BSE was trading at 2843.20. The strike last trading price was 4.1, which was 0.05 higher than the previous day. The implied volatity was 43.47, the open interest changed by -9 which decreased total open position to 206
On 1 Dec BSE was trading at 2886.60. The strike last trading price was 4.25, which was 0.4 higher than the previous day. The implied volatity was 45.67, the open interest changed by -4 which decreased total open position to 213
On 28 Nov BSE was trading at 2902.40. The strike last trading price was 4, which was -0.05 lower than the previous day. The implied volatity was 43.55, the open interest changed by -2 which decreased total open position to 217
On 27 Nov BSE was trading at 2929.10. The strike last trading price was 4, which was -0.85 lower than the previous day. The implied volatity was 44.35, the open interest changed by -23 which decreased total open position to 228
On 26 Nov BSE was trading at 2886.70. The strike last trading price was 4.7, which was -2.45 lower than the previous day. The implied volatity was 42.90, the open interest changed by 33 which increased total open position to 250
On 25 Nov BSE was trading at 2840.60. The strike last trading price was 7.5, which was -2.2 lower than the previous day. The implied volatity was 43.76, the open interest changed by 46 which increased total open position to 216
On 24 Nov BSE was trading at 2802.20. The strike last trading price was 9.85, which was 0.9 higher than the previous day. The implied volatity was 43.81, the open interest changed by 15 which increased total open position to 170
On 21 Nov BSE was trading at 2858.30. The strike last trading price was 8.75, which was -0.7 lower than the previous day. The implied volatity was 43.77, the open interest changed by -53 which decreased total open position to 154
On 20 Nov BSE was trading at 2895.50. The strike last trading price was 9.4, which was 0.35 higher than the previous day. The implied volatity was 46.06, the open interest changed by 4 which increased total open position to 208
On 19 Nov BSE was trading at 2898.30. The strike last trading price was 9, which was -1.75 lower than the previous day. The implied volatity was 45.17, the open interest changed by 24 which increased total open position to 205
On 18 Nov BSE was trading at 2834.10. The strike last trading price was 11.1, which was 0.05 higher than the previous day. The implied volatity was 43.07, the open interest changed by -2 which decreased total open position to 181
On 17 Nov BSE was trading at 2811.90. The strike last trading price was 11, which was -0.85 lower than the previous day. The implied volatity was 41.61, the open interest changed by 9 which increased total open position to 185
On 14 Nov BSE was trading at 2827.60. The strike last trading price was 12.25, which was -4.25 lower than the previous day. The implied volatity was 42.23, the open interest changed by 14 which increased total open position to 176
On 13 Nov BSE was trading at 2760.20. The strike last trading price was 16.15, which was -1.85 lower than the previous day. The implied volatity was 41.77, the open interest changed by 57 which increased total open position to 163
On 12 Nov BSE was trading at 2775.40. The strike last trading price was 17.65, which was -18.75 lower than the previous day. The implied volatity was 42.37, the open interest changed by -6 which decreased total open position to 106
On 11 Nov BSE was trading at 2644.20. The strike last trading price was 36.5, which was -3.15 lower than the previous day. The implied volatity was 44.06, the open interest changed by -15 which decreased total open position to 112
On 10 Nov BSE was trading at 2625.30. The strike last trading price was 41, which was 5 higher than the previous day. The implied volatity was 44.49, the open interest changed by -4 which decreased total open position to 126
On 7 Nov BSE was trading at 2678.30. The strike last trading price was 33.6, which was -39.3 lower than the previous day. The implied volatity was 42.82, the open interest changed by -37 which decreased total open position to 130
On 6 Nov BSE was trading at 2455.50. The strike last trading price was 72.9, which was 11.7 higher than the previous day. The implied volatity was 41.35, the open interest changed by 4 which increased total open position to 166
On 4 Nov BSE was trading at 2496.60. The strike last trading price was 61.2, which was 8.3 higher than the previous day. The implied volatity was 40.08, the open interest changed by 22 which increased total open position to 161
On 3 Nov BSE was trading at 2548.30. The strike last trading price was 52.9, which was -29.95 lower than the previous day. The implied volatity was 40.63, the open interest changed by 120 which increased total open position to 138
On 31 Oct BSE was trading at 2479.00. The strike last trading price was 82.85, which was -317.4 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 18
On 28 Oct BSE was trading at 2419.70. The strike last trading price was 400.25, which was 0 lower than the previous day. The implied volatity was 4.33, 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 400.25, 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 400.25, 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 400.25, 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































































































































































































































