BSE

Bse Limited

2735 +36.20 (1.34%)

L: 2680 H: 2743.7

Back to Option Chain

Historical option data for BSE
12 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 2550 CE
Delta: 0.83 Vega: 1.55 Theta: -2.11 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	2735.00	211.75 ₹ 79,406.25	16.35 6131.25	36.04	347 1,30,125	61 22,875	204 76,500
11 Dec	2698.80	189.3 ₹ 70,987.5	66.85 25068.75	35.86	746 2,79,750	-21 -7,875	144 54,000
10 Dec	2581.70	122.45 ₹ 45,918.75	-98 -36750.00	40.90	437 1,63,875	88 33,000	166 62,250
9 Dec	2715.80	206.85 ₹ 77,568.75	-71.25 -26718.75	41.77	203 76,125	48 18,000	77 28,875
8 Dec	2798.80	278.1 ₹ 1,04,287.5	-17.4 -6525.00	31.87	13 4,875	5 1,875	28 10,500
5 Dec	2815.90	295.5 ₹ 1,10,812.5	51.1 19162.50	33.59	6 2,250	1 375	22 8,250
4 Dec	2765.00	244.4 ₹ 91,650	-6.95 -2606.25	30.05	9 3,375	0 0	20 7,500
3 Dec	2751.10	252.55 ₹ 94,706.25	-72.7 -27262.50	34.83	10 3,750	0 0	21 7,875
2 Dec	2843.20	325.25 ₹ 1,21,968.75	-62.9 -23587.50	33.46	8 3,000	-2 -750	21 7,875
1 Dec	2886.60	388.15 ₹ 1,45,556.25	28.15 10556.25	-	0 0	0 0	0 0
28 Nov	2902.40	388.15 ₹ 1,45,556.25	28.15 10556.25	37.70	1 375	0 0	23 8,625
27 Nov	2929.10	360 ₹ 1,35,000	34.15 12806.25	-	0 0	0 0	0 0
26 Nov	2886.70	360 ₹ 1,35,000	34.15 12806.25	-	1 375	0 0	23 8,625

25 Nov	2840.60	328.25 ₹ 1,23,093.75	20.25 7593.75	33.67	11 4,125	8 3,000	22 8,250
24 Nov	2802.20	308 ₹ 1,15,500	-45.65 -17118.75	35.73	8 3,000	7 2,625	13 4,875
21 Nov	2858.30	356.25 ₹ 1,33,593.75	-46.75 -17531.25	36.16	2 750	1 375	6 2,250
20 Nov	2895.50	403 ₹ 1,51,125	51.5 19312.50	-	0 0	-2 -750	0 0
19 Nov	2898.30	403 ₹ 1,51,125	51.5 19312.50	38.85	4 1,500	-1 -375	6 2,250
18 Nov	2834.10	351.5 ₹ 1,31,812.5	36.5 13687.50	41.77	1 375	0 0	7 2,625
17 Nov	2811.90	315 ₹ 1,18,125	-15 -5625.00	-	0 0	0 0	0 0
14 Nov	2827.60	315 ₹ 1,18,125	-15 -5625.00	-	0 0	-1 -375	0 0
13 Nov	2760.20	315 ₹ 1,18,125	-15 -5625.00	41.69	1 375	0 0	8 3,000
12 Nov	2775.40	330 ₹ 1,23,750	96.9 36337.50	45.79	16 6,000	-4 -1,500	16 6,000
11 Nov	2644.20	233.1 ₹ 87,412.5	117.5 44062.50	-	0 0	0 0	0 0
10 Nov	2625.30	233.1 ₹ 87,412.5	117.5 44062.50	-	0 0	-12 -4,500	0 0
7 Nov	2678.30	233.1 ₹ 87,412.5	117.5 44062.50	36.45	24 9,000	-11 -4,125	21 7,875
6 Nov	2455.50	115.6 ₹ 43,350	-29.7 -11137.50	37.06	27 10,125	8 3,000	20 7,500
4 Nov	2496.60	145.3 ₹ 54,487.5	-28.15 -10556.25	39.11	5 1,875	-1 -375	12 4,500
3 Nov	2548.30	170.6 ₹ 63,975	50.6 18975.00	38.68	17 6,375	11 4,125	13 4,875
31 Oct	2479.00	120 ₹ 45,000	-86.9 -32587.50	-	3 1,125	1 375	1 375
30 Oct	2442.80	206.9 ₹ 77,587.5	0 0.00	1.67	0 0	0 0	0 0
29 Oct	2447.30	206.9 ₹ 77,587.5	0 0.00	1.62	0 0	0 0	0 0

For Bse Limited - strike price 2550 expiring on 30DEC2025

Delta for 2550 CE is 0.83

Historical price for 2550 CE is as follows

On 12 Dec BSE was trading at 2735.00. The strike last trading price was 211.75, which was 16.35 higher than the previous day. The implied volatity was 36.04, the open interest changed by 61 which increased total open position to 204

On 11 Dec BSE was trading at 2698.80. The strike last trading price was 189.3, which was 66.85 higher than the previous day. The implied volatity was 35.86, the open interest changed by -21 which decreased total open position to 144

On 10 Dec BSE was trading at 2581.70. The strike last trading price was 122.45, which was -98 lower than the previous day. The implied volatity was 40.90, the open interest changed by 88 which increased total open position to 166

On 9 Dec BSE was trading at 2715.80. The strike last trading price was 206.85, which was -71.25 lower than the previous day. The implied volatity was 41.77, the open interest changed by 48 which increased total open position to 77

On 8 Dec BSE was trading at 2798.80. The strike last trading price was 278.1, which was -17.4 lower than the previous day. The implied volatity was 31.87, the open interest changed by 5 which increased total open position to 28

On 5 Dec BSE was trading at 2815.90. The strike last trading price was 295.5, which was 51.1 higher than the previous day. The implied volatity was 33.59, the open interest changed by 1 which increased total open position to 22

On 4 Dec BSE was trading at 2765.00. The strike last trading price was 244.4, which was -6.95 lower than the previous day. The implied volatity was 30.05, the open interest changed by 0 which decreased total open position to 20

On 3 Dec BSE was trading at 2751.10. The strike last trading price was 252.55, which was -72.7 lower than the previous day. The implied volatity was 34.83, the open interest changed by 0 which decreased total open position to 21

On 2 Dec BSE was trading at 2843.20. The strike last trading price was 325.25, which was -62.9 lower than the previous day. The implied volatity was 33.46, the open interest changed by -2 which decreased total open position to 21

On 1 Dec BSE was trading at 2886.60. The strike last trading price was 388.15, which was 28.15 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 388.15, which was 28.15 higher than the previous day. The implied volatity was 37.70, the open interest changed by 0 which decreased total open position to 23

On 27 Nov BSE was trading at 2929.10. The strike last trading price was 360, which was 34.15 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 360, which was 34.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23

On 25 Nov BSE was trading at 2840.60. The strike last trading price was 328.25, which was 20.25 higher than the previous day. The implied volatity was 33.67, the open interest changed by 8 which increased total open position to 22

On 24 Nov BSE was trading at 2802.20. The strike last trading price was 308, which was -45.65 lower than the previous day. The implied volatity was 35.73, the open interest changed by 7 which increased total open position to 13

On 21 Nov BSE was trading at 2858.30. The strike last trading price was 356.25, which was -46.75 lower than the previous day. The implied volatity was 36.16, the open interest changed by 1 which increased total open position to 6

On 20 Nov BSE was trading at 2895.50. The strike last trading price was 403, which was 51.5 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 403, which was 51.5 higher than the previous day. The implied volatity was 38.85, the open interest changed by -1 which decreased total open position to 6

On 18 Nov BSE was trading at 2834.10. The strike last trading price was 351.5, which was 36.5 higher than the previous day. The implied volatity was 41.77, the open interest changed by 0 which decreased total open position to 7

On 17 Nov BSE was trading at 2811.90. The strike last trading price was 315, which was -15 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 315, which was -15 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 13 Nov BSE was trading at 2760.20. The strike last trading price was 315, which was -15 lower than the previous day. The implied volatity was 41.69, the open interest changed by 0 which decreased total open position to 8

On 12 Nov BSE was trading at 2775.40. The strike last trading price was 330, which was 96.9 higher than the previous day. The implied volatity was 45.79, the open interest changed by -4 which decreased total open position to 16

On 11 Nov BSE was trading at 2644.20. The strike last trading price was 233.1, which was 117.5 higher 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 233.1, which was 117.5 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 0

On 7 Nov BSE was trading at 2678.30. The strike last trading price was 233.1, which was 117.5 higher than the previous day. The implied volatity was 36.45, the open interest changed by -11 which decreased total open position to 21

On 6 Nov BSE was trading at 2455.50. The strike last trading price was 115.6, which was -29.7 lower than the previous day. The implied volatity was 37.06, the open interest changed by 8 which increased total open position to 20

On 4 Nov BSE was trading at 2496.60. The strike last trading price was 145.3, which was -28.15 lower than the previous day. The implied volatity was 39.11, the open interest changed by -1 which decreased total open position to 12

On 3 Nov BSE was trading at 2548.30. The strike last trading price was 170.6, which was 50.6 higher than the previous day. The implied volatity was 38.68, the open interest changed by 11 which increased total open position to 13

On 31 Oct BSE was trading at 2479.00. The strike last trading price was 120, which was -86.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1

On 30 Oct BSE was trading at 2442.80. The strike last trading price was 206.9, which was 0 lower than the previous day. The implied volatity was 1.67, 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 206.9, which was 0 lower than the previous day. The implied volatity was 1.62, the open interest changed by 0 which decreased total open position to 0

BSE 30DEC2025 2550 PE
Delta: -0.19 Vega: 1.63 Theta: -1.61 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	2735.00	25.25 ₹ 9,468.75	-10.3 -3862.50	38.77	2,039 7,64,625	-146 -54,750	682 2,55,750
11 Dec	2698.80	37 ₹ 13,875	-44.95 -16856.25	40.75	2,928 10,98,000	85 31,875	841 3,15,375
10 Dec	2581.70	83.05 ₹ 31,143.75	45.65 17118.75	43.73	3,908 14,65,500	-36 -13,500	755 2,83,125
9 Dec	2715.80	40.5 ₹ 15,187.5	18.35 6881.25	40.93	4,128 15,48,000	160 60,000	794 2,97,750
8 Dec	2798.80	21.25 ₹ 7,968.75	4.4 1650.00	40.30	2,730 10,23,750	164 61,500	641 2,40,375
5 Dec	2815.90	16.3 ₹ 6,112.5	-9.65 -3618.75	35.86	944 3,54,000	65 24,375	478 1,79,250
4 Dec	2765.00	27.05 ₹ 10,143.75	-6.45 -2418.75	36.88	749 2,80,875	-9 -3,375	413 1,54,875
3 Dec	2751.10	31.3 ₹ 11,737.5	13.9 5212.50	38.21	939 3,52,125	43 16,125	421 1,57,875
2 Dec	2843.20	17.7 ₹ 6,637.5	2.8 1050.00	37.14	175 65,625	30 11,250	377 1,41,375
1 Dec	2886.60	15.1 ₹ 5,662.5	1.75 656.25	38.31	305 1,14,375	-44 -16,500	345 1,29,375
28 Nov	2902.40	13.6 ₹ 5,100	0.9 337.50	36.11	374 1,40,250	6 2,250	398 1,49,250
27 Nov	2929.10	13.15 ₹ 4,931.25	-3.55 -1331.25	37.11	767 2,87,625	133 49,875	397 1,48,875
26 Nov	2886.70	16.8 ₹ 6,300	-8.35 -3131.25	36.42	546 2,04,750	101 37,875	263 98,625
25 Nov	2840.60	27.5 ₹ 10,312.5	-7.9 -2962.50	38.19	812 3,04,500	77 28,875	160 60,000
24 Nov	2802.20	35.9 ₹ 13,462.5	4.3 1612.50	39.28	87 32,625	13 4,875	82 30,750
21 Nov	2858.30	31.6 ₹ 11,850	1.7 637.50	39.67	79 29,625	0 0	68 25,500
20 Nov	2895.50	28.8 ₹ 10,800	0.05 18.75	40.75	103 38,625	36 13,500	69 25,875
19 Nov	2898.30	28.7 ₹ 10,762.5	-4.9 -1837.50	40.32	39 14,625	11 4,125	33 12,375
18 Nov	2834.10	33.6 ₹ 12,600	-3.3 -1237.50	37.29	30 11,250	-20 -7,500	21 7,875
17 Nov	2811.90	36.9 ₹ 13,837.5	-0.25 -93.75	37.02	11 4,125	4 1,500	41 15,375
14 Nov	2827.60	37.15 ₹ 13,931.25	-15.1 -5662.50	37.20	16 6,000	0 0	35 13,125
13 Nov	2760.20	50 ₹ 18,750	-0.25 -93.75	37.57	12 4,500	4 1,500	34 12,750
12 Nov	2775.40	50.1 ₹ 18,787.5	-58.75 -22031.25	37.29	67 25,125	14 5,250	29 10,875
11 Nov	2644.20	108.85 ₹ 40,818.75	-1.15 -431.25	43.72	3 1,125	1 375	14 5,250
10 Nov	2625.30	110 ₹ 41,250	17.7 6637.50	42.11	2 750	0 0	12 4,500
7 Nov	2678.30	92.3 ₹ 34,612.5	-218.15 -81806.25	40.01	12 4,500	7 2,625	7 2,625
6 Nov	2455.50	310.45 ₹ 1,16,418.75	0 0.00	-	0 0	0 0	0 0
4 Nov	2496.60	310.45 ₹ 1,16,418.75	0 0.00	-	0 0	0 0	0 0
3 Nov	2548.30	310.45 ₹ 1,16,418.75	0 0.00	0.93	0 0	0 0	0 0
31 Oct	2479.00	310.45 ₹ 1,16,418.75	0 0.00	-	0 0	0 0	0 0
30 Oct	2442.80	310.45 ₹ 1,16,418.75	0 0.00	-	0 0	0 0	0 0
29 Oct	2447.30	310.45 ₹ 1,16,418.75	0 0.00	-	0 0	0 0	0 0

For Bse Limited - strike price 2550 expiring on 30DEC2025

Delta for 2550 PE is -0.19

Historical price for 2550 PE is as follows

On 12 Dec BSE was trading at 2735.00. The strike last trading price was 25.25, which was -10.3 lower than the previous day. The implied volatity was 38.77, the open interest changed by -146 which decreased total open position to 682

On 11 Dec BSE was trading at 2698.80. The strike last trading price was 37, which was -44.95 lower than the previous day. The implied volatity was 40.75, the open interest changed by 85 which increased total open position to 841

On 10 Dec BSE was trading at 2581.70. The strike last trading price was 83.05, which was 45.65 higher than the previous day. The implied volatity was 43.73, the open interest changed by -36 which decreased total open position to 755

On 9 Dec BSE was trading at 2715.80. The strike last trading price was 40.5, which was 18.35 higher than the previous day. The implied volatity was 40.93, the open interest changed by 160 which increased total open position to 794

On 8 Dec BSE was trading at 2798.80. The strike last trading price was 21.25, which was 4.4 higher than the previous day. The implied volatity was 40.30, the open interest changed by 164 which increased total open position to 641

On 5 Dec BSE was trading at 2815.90. The strike last trading price was 16.3, which was -9.65 lower than the previous day. The implied volatity was 35.86, the open interest changed by 65 which increased total open position to 478

On 4 Dec BSE was trading at 2765.00. The strike last trading price was 27.05, which was -6.45 lower than the previous day. The implied volatity was 36.88, the open interest changed by -9 which decreased total open position to 413

On 3 Dec BSE was trading at 2751.10. The strike last trading price was 31.3, which was 13.9 higher than the previous day. The implied volatity was 38.21, the open interest changed by 43 which increased total open position to 421

On 2 Dec BSE was trading at 2843.20. The strike last trading price was 17.7, which was 2.8 higher than the previous day. The implied volatity was 37.14, the open interest changed by 30 which increased total open position to 377

On 1 Dec BSE was trading at 2886.60. The strike last trading price was 15.1, which was 1.75 higher than the previous day. The implied volatity was 38.31, the open interest changed by -44 which decreased total open position to 345

On 28 Nov BSE was trading at 2902.40. The strike last trading price was 13.6, which was 0.9 higher than the previous day. The implied volatity was 36.11, the open interest changed by 6 which increased total open position to 398

On 27 Nov BSE was trading at 2929.10. The strike last trading price was 13.15, which was -3.55 lower than the previous day. The implied volatity was 37.11, the open interest changed by 133 which increased total open position to 397

On 26 Nov BSE was trading at 2886.70. The strike last trading price was 16.8, which was -8.35 lower than the previous day. The implied volatity was 36.42, the open interest changed by 101 which increased total open position to 263

On 25 Nov BSE was trading at 2840.60. The strike last trading price was 27.5, which was -7.9 lower than the previous day. The implied volatity was 38.19, the open interest changed by 77 which increased total open position to 160

On 24 Nov BSE was trading at 2802.20. The strike last trading price was 35.9, which was 4.3 higher than the previous day. The implied volatity was 39.28, the open interest changed by 13 which increased total open position to 82

On 21 Nov BSE was trading at 2858.30. The strike last trading price was 31.6, which was 1.7 higher than the previous day. The implied volatity was 39.67, the open interest changed by 0 which decreased total open position to 68

On 20 Nov BSE was trading at 2895.50. The strike last trading price was 28.8, which was 0.05 higher than the previous day. The implied volatity was 40.75, the open interest changed by 36 which increased total open position to 69

On 19 Nov BSE was trading at 2898.30. The strike last trading price was 28.7, which was -4.9 lower than the previous day. The implied volatity was 40.32, the open interest changed by 11 which increased total open position to 33

On 18 Nov BSE was trading at 2834.10. The strike last trading price was 33.6, which was -3.3 lower than the previous day. The implied volatity was 37.29, the open interest changed by -20 which decreased total open position to 21

On 17 Nov BSE was trading at 2811.90. The strike last trading price was 36.9, which was -0.25 lower than the previous day. The implied volatity was 37.02, the open interest changed by 4 which increased total open position to 41

On 14 Nov BSE was trading at 2827.60. The strike last trading price was 37.15, which was -15.1 lower than the previous day. The implied volatity was 37.20, the open interest changed by 0 which decreased total open position to 35

On 13 Nov BSE was trading at 2760.20. The strike last trading price was 50, which was -0.25 lower than the previous day. The implied volatity was 37.57, the open interest changed by 4 which increased total open position to 34

On 12 Nov BSE was trading at 2775.40. The strike last trading price was 50.1, which was -58.75 lower than the previous day. The implied volatity was 37.29, the open interest changed by 14 which increased total open position to 29

On 11 Nov BSE was trading at 2644.20. The strike last trading price was 108.85, which was -1.15 lower than the previous day. The implied volatity was 43.72, the open interest changed by 1 which increased total open position to 14

On 10 Nov BSE was trading at 2625.30. The strike last trading price was 110, which was 17.7 higher than the previous day. The implied volatity was 42.11, the open interest changed by 0 which decreased total open position to 12

On 7 Nov BSE was trading at 2678.30. The strike last trading price was 92.3, which was -218.15 lower than the previous day. The implied volatity was 40.01, the open interest changed by 7 which increased total open position to 7

On 6 Nov BSE was trading at 2455.50. The strike last trading price was 310.45, 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 310.45, 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 310.45, which was 0 lower than the previous day. The implied volatity was 0.93, 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 310.45, 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 310.45, 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 29 Oct BSE was trading at 2447.30. The strike last trading price was 310.45, 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

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