BSE
Bse Limited
Historical option data for BSE
02 Apr 2026 04:13 PM IST
| BSE 28-Apr-2026 (26d) 2550 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 1.44
Theta: -1.67
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 2851.40 | 340.7 | -43.25 | 38.58 | 9 | 4 | 23 | |||||||||
| 1 Apr | 2867.60 | 383.95 | 155.15 | 56.64 | 18 | 10 | 18 | |||||||||
| 30 Mar | 2683.50 | 234.65 | 24.65 | 49.28 | 12 | 6 | 7 | |||||||||
| 27 Mar | 2779.80 | 210 | -180 | - | 0 | 0 | 1 | |||||||||
| 25 Mar | 2890.20 | 210 | -180 | - | 0 | 0 | 1 | |||||||||
| 24 Mar | 2805.90 | 210 | -180 | - | 0 | 0 | 1 | |||||||||
| 23 Mar | 2714.40 | 210 | -180 | - | 0 | 0 | 1 | |||||||||
| 20 Mar | 2806.10 | 210 | -180 | - | 0 | 0 | 1 | |||||||||
| 19 Mar | 2895.00 | 210 | -180 | - | 0 | 0 | 1 | |||||||||
| 18 Mar | 2995.60 | 210 | -180 | - | 0 | 0 | 1 | |||||||||
| 17 Mar | 2973.60 | 210 | -180 | - | 0 | 0 | 1 | |||||||||
| 16 Mar | 2862.60 | 210 | -180 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 2797.00 | 210 | -180 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 2850.60 | 210 | -180 | - | 0 | 0 | 1 | |||||||||
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| 11 Mar | 2837.40 | 210 | -180 | - | 0 | 0 | 1 | |||||||||
| 10 Mar | 2860.60 | 210 | -180 | - | 0 | 0 | 1 | |||||||||
| 9 Mar | 2768.90 | 210 | -180 | - | 0 | 0 | 1 | |||||||||
| 6 Mar | 2751.60 | 210 | -180 | - | 0 | 0 | 1 | |||||||||
| 5 Mar | 2761.40 | 210 | -180 | - | 0 | 1 | 0 | |||||||||
| 4 Mar | 2626.90 | 210 | -180 | 34.98 | 3 | 1 | 1 | |||||||||
| 2 Mar | 2643.60 | 390 | 0 | - | 0 | 0 | 0 | |||||||||
For Bse Limited - strike price 2550 expiring on 28APR2026
Delta for 2550 CE is 0.89
Historical price for 2550 CE is as follows
On 2 Apr BSE was trading at 2851.40. The strike last trading price was 340.7, which was -43.25 lower than the previous day. The implied volatity was 38.58, the open interest changed by 4 which increased total open position to 23
On 1 Apr BSE was trading at 2867.60. The strike last trading price was 383.95, which was 155.15 higher than the previous day. The implied volatity was 56.64, the open interest changed by 10 which increased total open position to 18
On 30 Mar BSE was trading at 2683.50. The strike last trading price was 234.65, which was 24.65 higher than the previous day. The implied volatity was 49.28, the open interest changed by 6 which increased total open position to 7
On 27 Mar BSE was trading at 2779.80. The strike last trading price was 210, which was -180 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Mar BSE was trading at 2890.20. The strike last trading price was 210, which was -180 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Mar BSE was trading at 2805.90. The strike last trading price was 210, which was -180 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Mar BSE was trading at 2714.40. The strike last trading price was 210, which was -180 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Mar BSE was trading at 2806.10. The strike last trading price was 210, which was -180 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Mar BSE was trading at 2895.00. The strike last trading price was 210, which was -180 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Mar BSE was trading at 2995.60. The strike last trading price was 210, which was -180 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Mar BSE was trading at 2973.60. The strike last trading price was 210, which was -180 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Mar BSE was trading at 2862.60. The strike last trading price was 210, which was -180 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar BSE was trading at 2797.00. The strike last trading price was 210, which was -180 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar BSE was trading at 2850.60. The strike last trading price was 210, which was -180 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Mar BSE was trading at 2837.40. The strike last trading price was 210, which was -180 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Mar BSE was trading at 2860.60. The strike last trading price was 210, which was -180 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Mar BSE was trading at 2768.90. The strike last trading price was 210, which was -180 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Mar BSE was trading at 2751.60. The strike last trading price was 210, which was -180 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Mar BSE was trading at 2761.40. The strike last trading price was 210, which was -180 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Mar BSE was trading at 2626.90. The strike last trading price was 210, which was -180 lower than the previous day. The implied volatity was 34.98, the open interest changed by 1 which increased total open position to 1
On 2 Mar BSE was trading at 2643.60. The strike last trading price was 390, 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 28-Apr-2026 (26d) 2550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.18
Vega: 2.01
Theta: -1.93
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 2851.40 | 43.35 | 8.4 | 53.86 | 621 | -74 | 85 |
| 1 Apr | 2867.60 | 33.9 | -48.65 | 48.98 | 462 | 46 | 159 |
| 30 Mar | 2683.50 | 82 | 18.25 | 50.04 | 218 | 59 | 112 |
| 27 Mar | 2779.80 | 62.3 | -97.5 | 49.79 | 91 | 52 | 52 |
| 25 Mar | 2890.20 | 159.8 | 0 | 11.02 | 0 | 0 | 0 |
| 24 Mar | 2805.90 | 159.8 | 0 | 8.5 | 0 | 0 | 0 |
| 23 Mar | 2714.40 | 159.8 | 0 | 5.93 | 0 | 0 | 0 |
| 20 Mar | 2806.10 | 159.8 | 0 | 7.93 | 0 | 0 | 0 |
| 19 Mar | 2895.00 | 159.8 | 0 | 10.62 | 0 | 0 | 0 |
| 18 Mar | 2995.60 | 159.8 | 0 | 12.51 | 0 | 0 | 0 |
| 17 Mar | 2973.60 | 159.8 | 0 | 11.98 | 0 | 0 | 0 |
| 16 Mar | 2862.60 | 159.8 | 0 | 8.9 | 0 | 0 | 0 |
| 13 Mar | 2797.00 | 159.8 | 0 | 7.56 | 0 | 0 | 0 |
| 12 Mar | 2850.60 | 159.8 | 0 | 8.42 | 0 | 0 | 0 |
| 11 Mar | 2837.40 | 159.8 | 0 | 8.1 | 0 | 0 | 0 |
| 10 Mar | 2860.60 | 159.8 | 0 | 8.6 | 0 | 0 | 0 |
| 9 Mar | 2768.90 | 159.8 | 0 | 6.5 | 0 | 0 | 0 |
| 6 Mar | 2751.60 | 159.8 | 0 | 6.02 | 0 | 0 | 0 |
| 5 Mar | 2761.40 | 159.8 | 0 | 6.43 | 0 | 0 | 0 |
| 4 Mar | 2626.90 | 159.8 | 0 | 3.25 | 0 | 0 | 0 |
| 2 Mar | 2643.60 | 159.8 | 0 | 3.58 | 0 | 0 | 0 |
For Bse Limited - strike price 2550 expiring on 28APR2026
Delta for 2550 PE is -0.18
Historical price for 2550 PE is as follows
On 2 Apr BSE was trading at 2851.40. The strike last trading price was 43.35, which was 8.4 higher than the previous day. The implied volatity was 53.86, the open interest changed by -74 which decreased total open position to 85
On 1 Apr BSE was trading at 2867.60. The strike last trading price was 33.9, which was -48.65 lower than the previous day. The implied volatity was 48.98, the open interest changed by 46 which increased total open position to 159
On 30 Mar BSE was trading at 2683.50. The strike last trading price was 82, which was 18.25 higher than the previous day. The implied volatity was 50.04, the open interest changed by 59 which increased total open position to 112
On 27 Mar BSE was trading at 2779.80. The strike last trading price was 62.3, which was -97.5 lower than the previous day. The implied volatity was 49.79, the open interest changed by 52 which increased total open position to 52
On 25 Mar BSE was trading at 2890.20. The strike last trading price was 159.8, which was 0 lower than the previous day. The implied volatity was 11.02, the open interest changed by 0 which decreased total open position to 0
On 24 Mar BSE was trading at 2805.90. The strike last trading price was 159.8, which was 0 lower than the previous day. The implied volatity was 8.5, the open interest changed by 0 which decreased total open position to 0
On 23 Mar BSE was trading at 2714.40. The strike last trading price was 159.8, which was 0 lower than the previous day. The implied volatity was 5.93, the open interest changed by 0 which decreased total open position to 0
On 20 Mar BSE was trading at 2806.10. The strike last trading price was 159.8, which was 0 lower than the previous day. The implied volatity was 7.93, the open interest changed by 0 which decreased total open position to 0
On 19 Mar BSE was trading at 2895.00. The strike last trading price was 159.8, which was 0 lower than the previous day. The implied volatity was 10.62, the open interest changed by 0 which decreased total open position to 0
On 18 Mar BSE was trading at 2995.60. The strike last trading price was 159.8, which was 0 lower than the previous day. The implied volatity was 12.51, the open interest changed by 0 which decreased total open position to 0
On 17 Mar BSE was trading at 2973.60. The strike last trading price was 159.8, which was 0 lower than the previous day. The implied volatity was 11.98, the open interest changed by 0 which decreased total open position to 0
On 16 Mar BSE was trading at 2862.60. The strike last trading price was 159.8, which was 0 lower than the previous day. The implied volatity was 8.9, the open interest changed by 0 which decreased total open position to 0
On 13 Mar BSE was trading at 2797.00. The strike last trading price was 159.8, which was 0 lower than the previous day. The implied volatity was 7.56, the open interest changed by 0 which decreased total open position to 0
On 12 Mar BSE was trading at 2850.60. The strike last trading price was 159.8, which was 0 lower than the previous day. The implied volatity was 8.42, the open interest changed by 0 which decreased total open position to 0
On 11 Mar BSE was trading at 2837.40. The strike last trading price was 159.8, which was 0 lower than the previous day. The implied volatity was 8.1, the open interest changed by 0 which decreased total open position to 0
On 10 Mar BSE was trading at 2860.60. The strike last trading price was 159.8, which was 0 lower than the previous day. The implied volatity was 8.6, the open interest changed by 0 which decreased total open position to 0
On 9 Mar BSE was trading at 2768.90. The strike last trading price was 159.8, which was 0 lower than the previous day. The implied volatity was 6.5, the open interest changed by 0 which decreased total open position to 0
On 6 Mar BSE was trading at 2751.60. The strike last trading price was 159.8, which was 0 lower than the previous day. The implied volatity was 6.02, the open interest changed by 0 which decreased total open position to 0
On 5 Mar BSE was trading at 2761.40. The strike last trading price was 159.8, which was 0 lower than the previous day. The implied volatity was 6.43, the open interest changed by 0 which decreased total open position to 0
On 4 Mar BSE was trading at 2626.90. The strike last trading price was 159.8, which was 0 lower than the previous day. The implied volatity was 3.25, the open interest changed by 0 which decreased total open position to 0
On 2 Mar BSE was trading at 2643.60. The strike last trading price was 159.8, which was 0 lower than the previous day. The implied volatity was 3.58, the open interest changed by 0 which decreased total open position to 0
