BSE

Bse Limited

2648.9 -86.10 (-3.15%)

L: 2630.4 H: 2733

Back to Option Chain

Historical option data for BSE
15 Dec 2025 04:13 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

BSE 30-DEC-2025 2350 CE
Delta: 0.80 Vega: 1.52 Theta: -4.56 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
15 Dec	2648.90	356.25 ₹ 1,33,593.75	-6.35 -2381.25	80.52	1 375	0 0	5 1,875
12 Dec	2735.00	356.85 ₹ 1,33,818.75	0.85 318.75	-	0 0	0 0	5 1,875
11 Dec	2698.80	356.85 ₹ 1,33,818.75	0.85 318.75	-	10 3,750	3 1,125	5 1,875
10 Dec	2581.70	356 ₹ 1,33,500	-69 -25875.00	-	0 0	0 0	2 750
9 Dec	2715.80	356 ₹ 1,33,500	-69 -25875.00	-	1 375	0 0	3 1,125
8 Dec	2798.80	425 ₹ 1,59,375	-77 -28875.00	-	0 0	0 0	3 1,125
5 Dec	2815.90	425 ₹ 1,59,375	-77 -28875.00	-	0 0	0 0	0 0
4 Dec	2765.00	425 ₹ 1,59,375	-77 -28875.00	-	0 0	1 375	0 0
3 Dec	2751.10	425 ₹ 1,59,375	-77 -28875.00	-	1 375	0 0	2 750
2 Dec	2843.20	502 ₹ 1,88,250	206.8 77550.00	-	0 0	0 0	0 0
1 Dec	2886.60	502 ₹ 1,88,250	206.8 77550.00	-	0 0	0 0	0 0
28 Nov	2902.40	502 ₹ 1,88,250	206.8 77550.00	-	0 0	0 0	0 0
27 Nov	2929.10	502 ₹ 1,88,250	206.8 77550.00	-	0 0	0 0	0 0
26 Nov	2886.70	502 ₹ 1,88,250	206.8 77550.00	-	0 0	2 750	0 0
25 Nov	2840.60	502 ₹ 1,88,250	206.8 77550.00	-	2 750	1 375	1 375
24 Nov	2802.20	295.2 ₹ 1,10,700	0 0.00	-	0 0	0 0	0 0
21 Nov	2858.30	295.2 ₹ 1,10,700	0 0.00	-	0 0	0 0	0 0
20 Nov	2895.50	295.2 ₹ 1,10,700	0 0.00	-	0 0	0 0	0 0
19 Nov	2898.30	295.2 ₹ 1,10,700	0 0.00	-	0 0	0 0	0 0
18 Nov	2834.10	295.2 ₹ 1,10,700	0 0.00	-	0 0	0 0	0 0
17 Nov	2811.90	295.2 ₹ 1,10,700	0 0.00	-	0 0	0 0	0 0
14 Nov	2827.60	295.2 ₹ 1,10,700	0 0.00	-	0 0	0 0	0 0
13 Nov	2760.20	295.2 ₹ 1,10,700	0 0.00	-	0 0	0 0	0 0

12 Nov	2775.40	295.2 ₹ 1,10,700	0 0.00	-	0 0	0 0	0 0
11 Nov	2644.20	295.2 ₹ 1,10,700	0 0.00	-	0 0	0 0	0 0
10 Nov	2625.30	295.2 ₹ 1,10,700	0 0.00	-	0 0	0 0	0 0
7 Nov	2678.30	295.2 ₹ 1,10,700	0 0.00	-	0 0	0 0	0 0
6 Nov	2455.50	295.2 ₹ 1,10,700	0 0.00	-	0 0	0 0	0 0
4 Nov	2496.60	295.2 ₹ 1,10,700	0 0.00	-	0 0	0 0	0 0
3 Nov	2548.30	295.2 ₹ 1,10,700	0 0.00	-	0 0	0 0	0 0
31 Oct	2479.00	295.2 ₹ 1,10,700	0 0.00	-	0 0	0 0	0 0

For Bse Limited - strike price 2350 expiring on 30DEC2025

Delta for 2350 CE is 0.80

Historical price for 2350 CE is as follows

On 15 Dec BSE was trading at 2648.90. The strike last trading price was 356.25, which was -6.35 lower than the previous day. The implied volatity was 80.52, the open interest changed by 0 which decreased total open position to 5

On 12 Dec BSE was trading at 2735.00. The strike last trading price was 356.85, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5

On 11 Dec BSE was trading at 2698.80. The strike last trading price was 356.85, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 5

On 10 Dec BSE was trading at 2581.70. The strike last trading price was 356, which was -69 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 9 Dec BSE was trading at 2715.80. The strike last trading price was 356, which was -69 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 8 Dec BSE was trading at 2798.80. The strike last trading price was 425, which was -77 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 5 Dec BSE was trading at 2815.90. The strike last trading price was 425, which was -77 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 4 Dec BSE was trading at 2765.00. The strike last trading price was 425, which was -77 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 3 Dec BSE was trading at 2751.10. The strike last trading price was 425, which was -77 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 2 Dec BSE was trading at 2843.20. The strike last trading price was 502, which was 206.8 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 502, which was 206.8 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 502, which was 206.8 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 502, which was 206.8 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 502, which was 206.8 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 502, which was 206.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1

On 24 Nov BSE was trading at 2802.20. The strike last trading price was 295.2, 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 295.2, 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 295.2, 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 295.2, 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 295.2, 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 295.2, 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 295.2, 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 295.2, 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 295.2, 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 295.2, 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 295.2, 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 295.2, 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 295.2, 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 295.2, 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 295.2, 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 295.2, 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 2350 PE
Delta: -0.09 Vega: 0.89 Theta: -1.32 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
15 Dec	2648.90	11.25 ₹ 4,218.75	4.35 1631.25	46.91	482 1,80,750	35 13,125	233 87,375
12 Dec	2735.00	6.95 ₹ 2,606.25	-3.3 -1237.50	45.92	334 1,25,250	-35 -13,125	202 75,750
11 Dec	2698.80	10.6 ₹ 3,975	-15.65 -5868.75	46.20	1,197 4,48,875	66 24,750	231 86,625
10 Dec	2581.70	26.5 ₹ 9,937.5	16.2 6075.00	46.74	966 3,62,250	158 59,250	165 61,875
9 Dec	2715.80	10.5 ₹ 3,937.5	-190.3 -71362.50	44.14	27 10,125	7 2,625	7 2,625
8 Dec	2798.80	200.8 ₹ 75,300	0 0.00	-	0 0	0 0	0 0
5 Dec	2815.90	200.8 ₹ 75,300	0 0.00	-	0 0	0 0	0 0
4 Dec	2765.00	200.8 ₹ 75,300	0 0.00	-	0 0	0 0	0 0
3 Dec	2751.10	200.8 ₹ 75,300	0 0.00	-	0 0	0 0	0 0
2 Dec	2843.20	200.8 ₹ 75,300	0 0.00	-	0 0	0 0	0 0
1 Dec	2886.60	200.8 ₹ 75,300	0 0.00	-	0 0	0 0	0 0
28 Nov	2902.40	200.8 ₹ 75,300	0 0.00	-	0 0	0 0	0 0
27 Nov	2929.10	200.8 ₹ 75,300	0 0.00	-	0 0	0 0	0 0
26 Nov	2886.70	200.8 ₹ 75,300	0 0.00	-	0 0	0 0	0 0
25 Nov	2840.60	200.8 ₹ 75,300	0 0.00	15.46	0 0	0 0	0 0
24 Nov	2802.20	200.8 ₹ 75,300	0 0.00	-	0 0	0 0	0 0
21 Nov	2858.30	200.8 ₹ 75,300	0 0.00	-	0 0	0 0	0 0
20 Nov	2895.50	200.8 ₹ 75,300	0 0.00	-	0 0	0 0	0 0
19 Nov	2898.30	200.8 ₹ 75,300	0 0.00	15.88	0 0	0 0	0 0
18 Nov	2834.10	200.8 ₹ 75,300	0 0.00	14.48	0 0	0 0	0 0
17 Nov	2811.90	200.8 ₹ 75,300	0 0.00	13.22	0 0	0 0	0 0
14 Nov	2827.60	200.8 ₹ 75,300	0 0.00	13.29	0 0	0 0	0 0
13 Nov	2760.20	200.8 ₹ 75,300	0 0.00	-	0 0	0 0	0 0
12 Nov	2775.40	200.8 ₹ 75,300	0 0.00	12.03	0 0	0 0	0 0
11 Nov	2644.20	200.8 ₹ 75,300	0 0.00	8.71	0 0	0 0	0 0
10 Nov	2625.30	200.8 ₹ 75,300	0 0.00	8.31	0 0	0 0	0 0
7 Nov	2678.30	200.8 ₹ 75,300	0 0.00	9.02	0 0	0 0	0 0
6 Nov	2455.50	200.8 ₹ 75,300	0 0.00	4.04	0 0	0 0	0 0
4 Nov	2496.60	200.8 ₹ 75,300	0 0.00	4.96	0 0	0 0	0 0
3 Nov	2548.30	200.8 ₹ 75,300	0 0.00	6.06	0 0	0 0	0 0
31 Oct	2479.00	200.8 ₹ 75,300	0 0.00	-	0 0	0 0	0 0

For Bse Limited - strike price 2350 expiring on 30DEC2025

Delta for 2350 PE is -0.09

Historical price for 2350 PE is as follows

On 15 Dec BSE was trading at 2648.90. The strike last trading price was 11.25, which was 4.35 higher than the previous day. The implied volatity was 46.91, the open interest changed by 35 which increased total open position to 233

On 12 Dec BSE was trading at 2735.00. The strike last trading price was 6.95, which was -3.3 lower than the previous day. The implied volatity was 45.92, the open interest changed by -35 which decreased total open position to 202

On 11 Dec BSE was trading at 2698.80. The strike last trading price was 10.6, which was -15.65 lower than the previous day. The implied volatity was 46.20, the open interest changed by 66 which increased total open position to 231

On 10 Dec BSE was trading at 2581.70. The strike last trading price was 26.5, which was 16.2 higher than the previous day. The implied volatity was 46.74, the open interest changed by 158 which increased total open position to 165

On 9 Dec BSE was trading at 2715.80. The strike last trading price was 10.5, which was -190.3 lower than the previous day. The implied volatity was 44.14, the open interest changed by 7 which increased total open position to 7

On 8 Dec BSE was trading at 2798.80. The strike last trading price was 200.8, 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 5 Dec BSE was trading at 2815.90. The strike last trading price was 200.8, 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 Dec BSE was trading at 2765.00. The strike last trading price was 200.8, 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 Dec BSE was trading at 2751.10. The strike last trading price was 200.8, 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 2 Dec BSE was trading at 2843.20. The strike last trading price was 200.8, 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 1 Dec BSE was trading at 2886.60. The strike last trading price was 200.8, 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 Nov BSE was trading at 2902.40. The strike last trading price was 200.8, 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 27 Nov BSE was trading at 2929.10. The strike last trading price was 200.8, 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 26 Nov BSE was trading at 2886.70. The strike last trading price was 200.8, 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 25 Nov BSE was trading at 2840.60. The strike last trading price was 200.8, which was 0 lower than the previous day. The implied volatity was 15.46, 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 200.8, 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 200.8, 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 200.8, 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 200.8, which was 0 lower than the previous day. The implied volatity was 15.88, 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 200.8, which was 0 lower than the previous day. The implied volatity was 14.48, 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 200.8, which was 0 lower than the previous day. The implied volatity was 13.22, 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 200.8, which was 0 lower than the previous day. The implied volatity was 13.29, 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 200.8, 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 200.8, which was 0 lower than the previous day. The implied volatity was 12.03, 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 200.8, which was 0 lower than the previous day. The implied volatity was 8.71, 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 200.8, which was 0 lower than the previous day. The implied volatity was 8.31, 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 200.8, which was 0 lower than the previous day. The implied volatity was 9.02, 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 200.8, which was 0 lower than the previous day. The implied volatity was 4.04, 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 200.8, which was 0 lower than the previous day. The implied volatity was 4.96, 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 200.8, which was 0 lower than the previous day. The implied volatity was 6.06, 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 200.8, 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

Related Pages for BSE

BSE

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

CYIENT

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD