[--[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 2300 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.07
Vega: 0.70
Theta: -1.09
Gamma: 0.00
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