BSE

Bse Limited

2605.9 -43.00 (-1.62%)

L: 2571 H: 2648.9

Back to Option Chain

Historical option data for BSE
16 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 2450 CE
Delta: 0.77 Vega: 1.54 Theta: -3.10 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
16 Dec	2605.90	196.95 ₹ 73,856.25	-56.05 -21018.75	47.38	355 1,33,125	118 44,250	184 69,000
15 Dec	2648.90	253 ₹ 94,875	-53.5 -20062.50	61.55	2 750	-1 -375	66 24,750
12 Dec	2735.00	306.5 ₹ 1,14,937.5	36.35 13631.25	44.47	9 3,375	2 750	67 25,125
11 Dec	2698.80	266.9 ₹ 1,00,087.5	80.4 30150.00	31.18	73 27,375	4 1,500	63 23,625
10 Dec	2581.70	183.55 ₹ 68,831.25	-148.9 -55837.50	39.85	26 9,750	7 2,625	56 21,000
9 Dec	2715.80	332.45 ₹ 1,24,668.75	-53.55 -20081.25	68.72	3 1,125	0 0	49 18,375
8 Dec	2798.80	386 ₹ 1,44,750	46 17250.00	-	0 0	0 0	49 18,375
5 Dec	2815.90	386 ₹ 1,44,750	46 17250.00	33.02	5 1,875	2 750	49 18,375
4 Dec	2765.00	340 ₹ 1,27,500	7.45 2793.75	36.45	3 1,125	0 0	46 17,250
3 Dec	2751.10	334.9 ₹ 1,25,587.5	-92.95 -34856.25	32.36	20 7,500	1 375	45 16,875
2 Dec	2843.20	427.85 ₹ 1,60,443.75	-55 -20625.00	44.53	2 750	1 375	44 16,500
1 Dec	2886.60	482.85 ₹ 1,81,068.75	-7.15 -2681.25	53.16	1 375	0 0	43 16,125
28 Nov	2902.40	490 ₹ 1,83,750	-15.15 -5681.25	47.77	2 750	1 375	43 16,125
27 Nov	2929.10	505.15 ₹ 1,89,431.25	55.15 20681.25	34.88	6 2,250	2 750	41 15,375
26 Nov	2886.70	450 ₹ 1,68,750	38.6 14475.00	-	2 750	0 0	38 14,250
25 Nov	2840.60	411.4 ₹ 1,54,275	-19.3 -7237.50	27.41	11 4,125	2 750	40 15,000
24 Nov	2802.20	430.7 ₹ 1,61,512.5	-54.3 -20362.50	55.59	21 7,875	12 4,500	35 13,125
21 Nov	2858.30	485 ₹ 1,81,875	44 16500.00	-	0 0	0 0	0 0
20 Nov	2895.50	485 ₹ 1,81,875	44 16500.00	-	0 0	-2 -750	0 0
19 Nov	2898.30	485 ₹ 1,81,875	44 16500.00	34.70	4 1,500	0 0	25 9,375
18 Nov	2834.10	441 ₹ 1,65,375	41 15375.00	46.93	3 1,125	1 375	25 9,375
17 Nov	2811.90	400 ₹ 1,50,000	9 3375.00	-	0 0	-1 -375	0 0

14 Nov	2827.60	400 ₹ 1,50,000	9 3375.00	-	1 375	0 0	25 9,375
13 Nov	2760.20	391 ₹ 1,46,625	111 41625.00	42.55	1 375	0 0	26 9,750
12 Nov	2775.40	280 ₹ 1,05,000	-33.3 -12487.50	-	0 0	1 375	0 0
11 Nov	2644.20	280 ₹ 1,05,000	-33.3 -12487.50	37.61	1 375	0 0	25 9,375
10 Nov	2625.30	313.3 ₹ 1,17,487.5	149.3 55987.50	-	0 0	0 0	0 0
7 Nov	2678.30	313.3 ₹ 1,17,487.5	149.3 55987.50	40.40	7 2,625	0 0	25 9,375
6 Nov	2455.50	168 ₹ 63,000	-17 -6375.00	38.81	32 12,000	-7 -2,625	25 9,375
4 Nov	2496.60	185 ₹ 69,375	-45 -16875.00	36.55	1 375	0 0	33 12,375
3 Nov	2548.30	230 ₹ 86,250	39 14625.00	39.99	2 750	0 0	33 12,375
31 Oct	2479.00	191 ₹ 71,625	21.55 8081.25	-	60 22,500	25 9,375	33 12,375
30 Oct	2442.80	168 ₹ 63,000	-6.7 -2512.50	37.93	2 750	1 375	7 2,625
29 Oct	2447.30	177.55 ₹ 66,581.25	-70.4 -26400.00	39.26	7 2,625	6 2,250	6 2,250

For Bse Limited - strike price 2450 expiring on 30DEC2025

Delta for 2450 CE is 0.77

Historical price for 2450 CE is as follows

On 16 Dec BSE was trading at 2605.90. The strike last trading price was 196.95, which was -56.05 lower than the previous day. The implied volatity was 47.38, the open interest changed by 118 which increased total open position to 184

On 15 Dec BSE was trading at 2648.90. The strike last trading price was 253, which was -53.5 lower than the previous day. The implied volatity was 61.55, the open interest changed by -1 which decreased total open position to 66

On 12 Dec BSE was trading at 2735.00. The strike last trading price was 306.5, which was 36.35 higher than the previous day. The implied volatity was 44.47, the open interest changed by 2 which increased total open position to 67

On 11 Dec BSE was trading at 2698.80. The strike last trading price was 266.9, which was 80.4 higher than the previous day. The implied volatity was 31.18, the open interest changed by 4 which increased total open position to 63

On 10 Dec BSE was trading at 2581.70. The strike last trading price was 183.55, which was -148.9 lower than the previous day. The implied volatity was 39.85, the open interest changed by 7 which increased total open position to 56

On 9 Dec BSE was trading at 2715.80. The strike last trading price was 332.45, which was -53.55 lower than the previous day. The implied volatity was 68.72, the open interest changed by 0 which decreased total open position to 49

On 8 Dec BSE was trading at 2798.80. The strike last trading price was 386, which was 46 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49

On 5 Dec BSE was trading at 2815.90. The strike last trading price was 386, which was 46 higher than the previous day. The implied volatity was 33.02, the open interest changed by 2 which increased total open position to 49

On 4 Dec BSE was trading at 2765.00. The strike last trading price was 340, which was 7.45 higher than the previous day. The implied volatity was 36.45, the open interest changed by 0 which decreased total open position to 46

On 3 Dec BSE was trading at 2751.10. The strike last trading price was 334.9, which was -92.95 lower than the previous day. The implied volatity was 32.36, the open interest changed by 1 which increased total open position to 45

On 2 Dec BSE was trading at 2843.20. The strike last trading price was 427.85, which was -55 lower than the previous day. The implied volatity was 44.53, the open interest changed by 1 which increased total open position to 44

On 1 Dec BSE was trading at 2886.60. The strike last trading price was 482.85, which was -7.15 lower than the previous day. The implied volatity was 53.16, the open interest changed by 0 which decreased total open position to 43

On 28 Nov BSE was trading at 2902.40. The strike last trading price was 490, which was -15.15 lower than the previous day. The implied volatity was 47.77, the open interest changed by 1 which increased total open position to 43

On 27 Nov BSE was trading at 2929.10. The strike last trading price was 505.15, which was 55.15 higher than the previous day. The implied volatity was 34.88, the open interest changed by 2 which increased total open position to 41

On 26 Nov BSE was trading at 2886.70. The strike last trading price was 450, which was 38.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38

On 25 Nov BSE was trading at 2840.60. The strike last trading price was 411.4, which was -19.3 lower than the previous day. The implied volatity was 27.41, the open interest changed by 2 which increased total open position to 40

On 24 Nov BSE was trading at 2802.20. The strike last trading price was 430.7, which was -54.3 lower than the previous day. The implied volatity was 55.59, the open interest changed by 12 which increased total open position to 35

On 21 Nov BSE was trading at 2858.30. The strike last trading price was 485, which was 44 higher 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 485, which was 44 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0

On 19 Nov BSE was trading at 2898.30. The strike last trading price was 485, which was 44 higher than the previous day. The implied volatity was 34.70, the open interest changed by 0 which decreased total open position to 25

On 18 Nov BSE was trading at 2834.10. The strike last trading price was 441, which was 41 higher than the previous day. The implied volatity was 46.93, the open interest changed by 1 which increased total open position to 25

On 17 Nov BSE was trading at 2811.90. The strike last trading price was 400, which was 9 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 14 Nov BSE was trading at 2827.60. The strike last trading price was 400, which was 9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25

On 13 Nov BSE was trading at 2760.20. The strike last trading price was 391, which was 111 higher than the previous day. The implied volatity was 42.55, the open interest changed by 0 which decreased total open position to 26

On 12 Nov BSE was trading at 2775.40. The strike last trading price was 280, which was -33.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 11 Nov BSE was trading at 2644.20. The strike last trading price was 280, which was -33.3 lower than the previous day. The implied volatity was 37.61, the open interest changed by 0 which decreased total open position to 25

On 10 Nov BSE was trading at 2625.30. The strike last trading price was 313.3, which was 149.3 higher 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 313.3, which was 149.3 higher than the previous day. The implied volatity was 40.40, the open interest changed by 0 which decreased total open position to 25

On 6 Nov BSE was trading at 2455.50. The strike last trading price was 168, which was -17 lower than the previous day. The implied volatity was 38.81, the open interest changed by -7 which decreased total open position to 25

On 4 Nov BSE was trading at 2496.60. The strike last trading price was 185, which was -45 lower than the previous day. The implied volatity was 36.55, the open interest changed by 0 which decreased total open position to 33

On 3 Nov BSE was trading at 2548.30. The strike last trading price was 230, which was 39 higher than the previous day. The implied volatity was 39.99, the open interest changed by 0 which decreased total open position to 33

On 31 Oct BSE was trading at 2479.00. The strike last trading price was 191, which was 21.55 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 33

On 30 Oct BSE was trading at 2442.80. The strike last trading price was 168, which was -6.7 lower than the previous day. The implied volatity was 37.93, the open interest changed by 1 which increased total open position to 7

On 29 Oct BSE was trading at 2447.30. The strike last trading price was 177.55, which was -70.4 lower than the previous day. The implied volatity was 39.26, the open interest changed by 6 which increased total open position to 6

BSE 30DEC2025 2450 PE
Delta: -0.19 Vega: 1.40 Theta: -1.85 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
16 Dec	2605.90	22.6 ₹ 8,475	1 375.00	40.00	3,236 12,13,500	105 39,375	653 2,44,875
15 Dec	2648.90	22.5 ₹ 8,437.5	10.1 3787.50	43.71	1,671 6,26,625	27 10,125	555 2,08,125
12 Dec	2735.00	12.6 ₹ 4,725	-6.2 -2325.00	41.35	1,433 5,37,375	5 1,875	540 2,02,500
11 Dec	2698.80	19.45 ₹ 7,293.75	-27.8 -10425.00	42.92	2,297 8,61,375	-1 -375	538 2,01,750
10 Dec	2581.70	48.6 ₹ 18,225	28.8 10800.00	45.13	3,680 13,80,000	230 86,250	538 2,01,750
9 Dec	2715.80	22.7 ₹ 8,512.5	10.75 4031.25	43.39	2,983 11,18,625	139 52,125	311 1,16,625
8 Dec	2798.80	11.35 ₹ 4,256.25	2.65 993.75	42.65	667 2,50,125	51 19,125	174 65,250
5 Dec	2815.90	8.45 ₹ 3,168.75	-4.9 -1837.50	38.22	154 57,750	21 7,875	124 46,500
4 Dec	2765.00	13.8 ₹ 5,175	-4.4 -1650.00	38.39	283 1,06,125	-4 -1,500	102 38,250
3 Dec	2751.10	16.2 ₹ 6,075	7 2625.00	39.34	378 1,41,750	25 9,375	108 40,500
2 Dec	2843.20	9.5 ₹ 3,562.5	1.4 525.00	39.18	105 39,375	6 2,250	84 31,500
1 Dec	2886.60	8.2 ₹ 3,075	0.95 356.25	40.27	41 15,375	3 1,125	79 29,625
28 Nov	2902.40	7.5 ₹ 2,812.5	-0.05 -18.75	38.19	68 25,500	26 9,750	76 28,500
27 Nov	2929.10	7.8 ₹ 2,925	-1.9 -712.50	39.60	38 14,250	5 1,875	50 18,750
26 Nov	2886.70	9.55 ₹ 3,581.25	-29 -10875.00	38.44	72 27,000	40 15,000	45 16,875
25 Nov	2840.60	38.55 ₹ 14,456.25	-214 -80250.00	52.44	5 1,875	0 0	0 0
24 Nov	2802.20	252.55 ₹ 94,706.25	0 0.00	11.42	0 0	0 0	0 0
21 Nov	2858.30	252.55 ₹ 94,706.25	0 0.00	-	0 0	0 0	0 0
20 Nov	2895.50	252.55 ₹ 94,706.25	0 0.00	-	0 0	0 0	0 0
19 Nov	2898.30	252.55 ₹ 94,706.25	0 0.00	-	0 0	0 0	0 0
18 Nov	2834.10	252.55 ₹ 94,706.25	0 0.00	11.38	0 0	0 0	0 0
17 Nov	2811.90	252.55 ₹ 94,706.25	0 0.00	10.84	0 0	0 0	0 0
14 Nov	2827.60	252.55 ₹ 94,706.25	0 0.00	10.98	0 0	0 0	0 0
13 Nov	2760.20	252.55 ₹ 94,706.25	0 0.00	9.17	0 0	0 0	0 0
12 Nov	2775.40	252.55 ₹ 94,706.25	0 0.00	9.10	0 0	0 0	0 0
11 Nov	2644.20	252.55 ₹ 94,706.25	0 0.00	6.17	0 0	0 0	0 0
10 Nov	2625.30	252.55 ₹ 94,706.25	0 0.00	5.74	0 0	0 0	0 0
7 Nov	2678.30	252.55 ₹ 94,706.25	0 0.00	6.59	0 0	0 0	0 0
6 Nov	2455.50	252.55 ₹ 94,706.25	0 0.00	1.34	0 0	0 0	0 0
4 Nov	2496.60	252.55 ₹ 94,706.25	0 0.00	2.29	0 0	0 0	0 0
3 Nov	2548.30	252.55 ₹ 94,706.25	0 0.00	3.49	0 0	0 0	0 0
31 Oct	2479.00	252.55 ₹ 94,706.25	0 0.00	-	0 0	0 0	0 0
30 Oct	2442.80	252.55 ₹ 94,706.25	0 0.00	0.97	0 0	0 0	0 0
29 Oct	2447.30	252.55 ₹ 94,706.25	0 0.00	1.17	0 0	0 0	0 0

For Bse Limited - strike price 2450 expiring on 30DEC2025

Delta for 2450 PE is -0.19

Historical price for 2450 PE is as follows

On 16 Dec BSE was trading at 2605.90. The strike last trading price was 22.6, which was 1 higher than the previous day. The implied volatity was 40.00, the open interest changed by 105 which increased total open position to 653

On 15 Dec BSE was trading at 2648.90. The strike last trading price was 22.5, which was 10.1 higher than the previous day. The implied volatity was 43.71, the open interest changed by 27 which increased total open position to 555

On 12 Dec BSE was trading at 2735.00. The strike last trading price was 12.6, which was -6.2 lower than the previous day. The implied volatity was 41.35, the open interest changed by 5 which increased total open position to 540

On 11 Dec BSE was trading at 2698.80. The strike last trading price was 19.45, which was -27.8 lower than the previous day. The implied volatity was 42.92, the open interest changed by -1 which decreased total open position to 538

On 10 Dec BSE was trading at 2581.70. The strike last trading price was 48.6, which was 28.8 higher than the previous day. The implied volatity was 45.13, the open interest changed by 230 which increased total open position to 538

On 9 Dec BSE was trading at 2715.80. The strike last trading price was 22.7, which was 10.75 higher than the previous day. The implied volatity was 43.39, the open interest changed by 139 which increased total open position to 311

On 8 Dec BSE was trading at 2798.80. The strike last trading price was 11.35, which was 2.65 higher than the previous day. The implied volatity was 42.65, the open interest changed by 51 which increased total open position to 174

On 5 Dec BSE was trading at 2815.90. The strike last trading price was 8.45, which was -4.9 lower than the previous day. The implied volatity was 38.22, the open interest changed by 21 which increased total open position to 124

On 4 Dec BSE was trading at 2765.00. The strike last trading price was 13.8, which was -4.4 lower than the previous day. The implied volatity was 38.39, the open interest changed by -4 which decreased total open position to 102

On 3 Dec BSE was trading at 2751.10. The strike last trading price was 16.2, which was 7 higher than the previous day. The implied volatity was 39.34, the open interest changed by 25 which increased total open position to 108

On 2 Dec BSE was trading at 2843.20. The strike last trading price was 9.5, which was 1.4 higher than the previous day. The implied volatity was 39.18, the open interest changed by 6 which increased total open position to 84

On 1 Dec BSE was trading at 2886.60. The strike last trading price was 8.2, which was 0.95 higher than the previous day. The implied volatity was 40.27, the open interest changed by 3 which increased total open position to 79

On 28 Nov BSE was trading at 2902.40. The strike last trading price was 7.5, which was -0.05 lower than the previous day. The implied volatity was 38.19, the open interest changed by 26 which increased total open position to 76

On 27 Nov BSE was trading at 2929.10. The strike last trading price was 7.8, which was -1.9 lower than the previous day. The implied volatity was 39.60, the open interest changed by 5 which increased total open position to 50

On 26 Nov BSE was trading at 2886.70. The strike last trading price was 9.55, which was -29 lower than the previous day. The implied volatity was 38.44, the open interest changed by 40 which increased total open position to 45

On 25 Nov BSE was trading at 2840.60. The strike last trading price was 38.55, which was -214 lower than the previous day. The implied volatity was 52.44, 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 252.55, which was 0 lower than the previous day. The implied volatity was 11.42, 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 252.55, 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 20 Nov BSE was trading at 2895.50. The strike last trading price was 252.55, 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 19 Nov BSE was trading at 2898.30. The strike last trading price was 252.55, 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 18 Nov BSE was trading at 2834.10. The strike last trading price was 252.55, which was 0 lower than the previous day. The implied volatity was 11.38, 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 252.55, which was 0 lower than the previous day. The implied volatity was 10.84, 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 252.55, which was 0 lower than the previous day. The implied volatity was 10.98, 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 252.55, which was 0 lower than the previous day. The implied volatity was 9.17, 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 252.55, which was 0 lower than the previous day. The implied volatity was 9.10, 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 252.55, which was 0 lower than the previous day. The implied volatity was 6.17, 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 252.55, which was 0 lower than the previous day. The implied volatity was 5.74, 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 252.55, which was 0 lower than the previous day. The implied volatity was 6.59, 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 252.55, which was 0 lower than the previous day. The implied volatity was 1.34, 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 252.55, which was 0 lower than the previous day. The implied volatity was 2.29, 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 252.55, which was 0 lower than the previous day. The implied volatity was 3.49, 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 252.55, 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 30 Oct BSE was trading at 2442.80. The strike last trading price was 252.55, which was 0 lower than the previous day. The implied volatity was 0.97, the open interest changed by 0 which decreased total open position to 0

On 29 Oct BSE was trading at 2447.30. The strike last trading price was 252.55, which was 0 lower than the previous day. The implied volatity was 1.17, the open interest changed by 0 which decreased total open position to 0

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