BSE
Bse Limited
Historical option data for BSE
12 Dec 2025 04:13 PM IST
| BSE 30-DEC-2025 2600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.76
Vega: 1.88
Theta: -2.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 2735.00 | 173 | 13.7 | 35.84 | 899 | -95 | 596 | |||||||||
| 11 Dec | 2698.80 | 159.7 | 63.15 | 38.96 | 5,705 | -259 | 692 | |||||||||
| 10 Dec | 2581.70 | 95.95 | -82.15 | 40.54 | 2,286 | 382 | 950 | |||||||||
| 9 Dec | 2715.80 | 169.2 | -77.65 | 40.19 | 816 | 170 | 568 | |||||||||
| 8 Dec | 2798.80 | 246.85 | -8.15 | 38.90 | 131 | -8 | 399 | |||||||||
| 5 Dec | 2815.90 | 255 | 40.4 | 34.62 | 41 | 4 | 408 | |||||||||
| 4 Dec | 2765.00 | 214.15 | 6.2 | 35.04 | 25 | -1 | 402 | |||||||||
| 3 Dec | 2751.10 | 212.15 | -74.8 | 33.98 | 92 | 16 | 404 | |||||||||
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| 2 Dec | 2843.20 | 287 | -35.7 | 36.07 | 82 | 13 | 388 | |||||||||
| 1 Dec | 2886.60 | 326.3 | -17.55 | 33.23 | 43 | -18 | 373 | |||||||||
| 28 Nov | 2902.40 | 339.8 | -27.25 | 34.47 | 62 | -4 | 391 | |||||||||
| 27 Nov | 2929.10 | 366.4 | 36.1 | 33.95 | 84 | 7 | 396 | |||||||||
| 26 Nov | 2886.70 | 332.3 | 40 | 34.95 | 1,230 | -666 | 388 | |||||||||
| 25 Nov | 2840.60 | 289.1 | 19.5 | 34.60 | 332 | -174 | 1,054 | |||||||||
| 24 Nov | 2802.20 | 268.5 | -47.25 | 35.50 | 105 | 12 | 1,229 | |||||||||
| 21 Nov | 2858.30 | 315 | -36.45 | 35.80 | 22 | 1 | 1,226 | |||||||||
| 20 Nov | 2895.50 | 352.8 | -3.25 | 36.17 | 128 | 27 | 1,225 | |||||||||
| 19 Nov | 2898.30 | 354.75 | 50.55 | 35.96 | 601 | 479 | 1,189 | |||||||||
| 18 Nov | 2834.10 | 304.2 | 6.15 | 38.57 | 744 | 655 | 710 | |||||||||
| 17 Nov | 2811.90 | 298.05 | 6.05 | 40.48 | 19 | 1 | 56 | |||||||||
| 14 Nov | 2827.60 | 292 | 38 | 31.96 | 14 | 4 | 56 | |||||||||
| 13 Nov | 2760.20 | 258 | -18.7 | 34.66 | 14 | 1 | 51 | |||||||||
| 12 Nov | 2775.40 | 276.7 | 84.2 | 39.82 | 75 | -10 | 50 | |||||||||
| 11 Nov | 2644.20 | 193 | 8.75 | 39.69 | 12 | 4 | 59 | |||||||||
| 10 Nov | 2625.30 | 183.3 | -26.85 | 39.19 | 36 | 11 | 54 | |||||||||
| 7 Nov | 2678.30 | 205.85 | 111.85 | 37.23 | 101 | 33 | 42 | |||||||||
| 6 Nov | 2455.50 | 95 | -17.55 | 36.61 | 9 | 2 | 7 | |||||||||
| 4 Nov | 2496.60 | 113 | -32 | 36.32 | 9 | 2 | 4 | |||||||||
| 3 Nov | 2548.30 | 145 | 43 | 38.10 | 3 | 2 | 2 | |||||||||
| 31 Oct | 2479.00 | 102 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 2442.80 | 102 | 0 | 2.90 | 0 | 0 | 0 | |||||||||
| 29 Oct | 2447.30 | 102 | 0 | 2.72 | 0 | 0 | 0 | |||||||||
| 27 Oct | 2510.20 | 102 | 0 | 1.15 | 0 | 0 | 0 | |||||||||
| 8 Oct | 2244.20 | 102 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 2231.20 | 102 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 2217.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bse Limited - strike price 2600 expiring on 30DEC2025
Delta for 2600 CE is 0.76
Historical price for 2600 CE is as follows
On 12 Dec BSE was trading at 2735.00. The strike last trading price was 173, which was 13.7 higher than the previous day. The implied volatity was 35.84, the open interest changed by -95 which decreased total open position to 596
On 11 Dec BSE was trading at 2698.80. The strike last trading price was 159.7, which was 63.15 higher than the previous day. The implied volatity was 38.96, the open interest changed by -259 which decreased total open position to 692
On 10 Dec BSE was trading at 2581.70. The strike last trading price was 95.95, which was -82.15 lower than the previous day. The implied volatity was 40.54, the open interest changed by 382 which increased total open position to 950
On 9 Dec BSE was trading at 2715.80. The strike last trading price was 169.2, which was -77.65 lower than the previous day. The implied volatity was 40.19, the open interest changed by 170 which increased total open position to 568
On 8 Dec BSE was trading at 2798.80. The strike last trading price was 246.85, which was -8.15 lower than the previous day. The implied volatity was 38.90, the open interest changed by -8 which decreased total open position to 399
On 5 Dec BSE was trading at 2815.90. The strike last trading price was 255, which was 40.4 higher than the previous day. The implied volatity was 34.62, the open interest changed by 4 which increased total open position to 408
On 4 Dec BSE was trading at 2765.00. The strike last trading price was 214.15, which was 6.2 higher than the previous day. The implied volatity was 35.04, the open interest changed by -1 which decreased total open position to 402
On 3 Dec BSE was trading at 2751.10. The strike last trading price was 212.15, which was -74.8 lower than the previous day. The implied volatity was 33.98, the open interest changed by 16 which increased total open position to 404
On 2 Dec BSE was trading at 2843.20. The strike last trading price was 287, which was -35.7 lower than the previous day. The implied volatity was 36.07, the open interest changed by 13 which increased total open position to 388
On 1 Dec BSE was trading at 2886.60. The strike last trading price was 326.3, which was -17.55 lower than the previous day. The implied volatity was 33.23, the open interest changed by -18 which decreased total open position to 373
On 28 Nov BSE was trading at 2902.40. The strike last trading price was 339.8, which was -27.25 lower than the previous day. The implied volatity was 34.47, the open interest changed by -4 which decreased total open position to 391
On 27 Nov BSE was trading at 2929.10. The strike last trading price was 366.4, which was 36.1 higher than the previous day. The implied volatity was 33.95, the open interest changed by 7 which increased total open position to 396
On 26 Nov BSE was trading at 2886.70. The strike last trading price was 332.3, which was 40 higher than the previous day. The implied volatity was 34.95, the open interest changed by -666 which decreased total open position to 388
On 25 Nov BSE was trading at 2840.60. The strike last trading price was 289.1, which was 19.5 higher than the previous day. The implied volatity was 34.60, the open interest changed by -174 which decreased total open position to 1054
On 24 Nov BSE was trading at 2802.20. The strike last trading price was 268.5, which was -47.25 lower than the previous day. The implied volatity was 35.50, the open interest changed by 12 which increased total open position to 1229
On 21 Nov BSE was trading at 2858.30. The strike last trading price was 315, which was -36.45 lower than the previous day. The implied volatity was 35.80, the open interest changed by 1 which increased total open position to 1226
On 20 Nov BSE was trading at 2895.50. The strike last trading price was 352.8, which was -3.25 lower than the previous day. The implied volatity was 36.17, the open interest changed by 27 which increased total open position to 1225
On 19 Nov BSE was trading at 2898.30. The strike last trading price was 354.75, which was 50.55 higher than the previous day. The implied volatity was 35.96, the open interest changed by 479 which increased total open position to 1189
On 18 Nov BSE was trading at 2834.10. The strike last trading price was 304.2, which was 6.15 higher than the previous day. The implied volatity was 38.57, the open interest changed by 655 which increased total open position to 710
On 17 Nov BSE was trading at 2811.90. The strike last trading price was 298.05, which was 6.05 higher than the previous day. The implied volatity was 40.48, the open interest changed by 1 which increased total open position to 56
On 14 Nov BSE was trading at 2827.60. The strike last trading price was 292, which was 38 higher than the previous day. The implied volatity was 31.96, the open interest changed by 4 which increased total open position to 56
On 13 Nov BSE was trading at 2760.20. The strike last trading price was 258, which was -18.7 lower than the previous day. The implied volatity was 34.66, the open interest changed by 1 which increased total open position to 51
On 12 Nov BSE was trading at 2775.40. The strike last trading price was 276.7, which was 84.2 higher than the previous day. The implied volatity was 39.82, the open interest changed by -10 which decreased total open position to 50
On 11 Nov BSE was trading at 2644.20. The strike last trading price was 193, which was 8.75 higher than the previous day. The implied volatity was 39.69, the open interest changed by 4 which increased total open position to 59
On 10 Nov BSE was trading at 2625.30. The strike last trading price was 183.3, which was -26.85 lower than the previous day. The implied volatity was 39.19, the open interest changed by 11 which increased total open position to 54
On 7 Nov BSE was trading at 2678.30. The strike last trading price was 205.85, which was 111.85 higher than the previous day. The implied volatity was 37.23, the open interest changed by 33 which increased total open position to 42
On 6 Nov BSE was trading at 2455.50. The strike last trading price was 95, which was -17.55 lower than the previous day. The implied volatity was 36.61, the open interest changed by 2 which increased total open position to 7
On 4 Nov BSE was trading at 2496.60. The strike last trading price was 113, which was -32 lower than the previous day. The implied volatity was 36.32, the open interest changed by 2 which increased total open position to 4
On 3 Nov BSE was trading at 2548.30. The strike last trading price was 145, which was 43 higher than the previous day. The implied volatity was 38.10, the open interest changed by 2 which increased total open position to 2
On 31 Oct BSE was trading at 2479.00. The strike last trading price was 102, 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 102, which was 0 lower than the previous day. The implied volatity was 2.90, 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 102, which was 0 lower than the previous day. The implied volatity was 2.72, the open interest changed by 0 which decreased total open position to 0
On 27 Oct BSE was trading at 2510.20. The strike last trading price was 102, which was 0 lower than the previous day. The implied volatity was 1.15, 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 102, 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 102, 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 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
| BSE 30DEC2025 2600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.25
Vega: 1.93
Theta: -1.83
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 2735.00 | 35.8 | -13.45 | 37.97 | 4,263 | -124 | 2,052 |
| 11 Dec | 2698.80 | 49.8 | -56.3 | 39.66 | 6,918 | 302 | 2,176 |
| 10 Dec | 2581.70 | 106.85 | 57.1 | 43.53 | 6,687 | 40 | 1,864 |
| 9 Dec | 2715.80 | 55 | 24.5 | 40.50 | 9,152 | 114 | 1,836 |
| 8 Dec | 2798.80 | 29 | 5.5 | 39.32 | 6,077 | 48 | 1,726 |
| 5 Dec | 2815.90 | 22.9 | -13.3 | 34.98 | 1,797 | 114 | 1,679 |
| 4 Dec | 2765.00 | 37.05 | -8.45 | 36.20 | 1,897 | -58 | 1,566 |
| 3 Dec | 2751.10 | 42.45 | 18.25 | 37.73 | 4,404 | 83 | 1,623 |
| 2 Dec | 2843.20 | 24.9 | 4.6 | 36.69 | 840 | 120 | 1,542 |
| 1 Dec | 2886.60 | 20.75 | 2.3 | 37.64 | 1,291 | 123 | 1,426 |
| 28 Nov | 2902.40 | 18.35 | 1.2 | 35.21 | 1,108 | 117 | 1,306 |
| 27 Nov | 2929.10 | 17.75 | -4.8 | 36.33 | 1,606 | 78 | 1,190 |
| 26 Nov | 2886.70 | 22.55 | -11.3 | 35.66 | 1,806 | 111 | 1,112 |
| 25 Nov | 2840.60 | 36 | -10.5 | 37.95 | 1,560 | -88 | 1,004 |
| 24 Nov | 2802.20 | 46.05 | 5.4 | 38.65 | 583 | 84 | 1,063 |
| 21 Nov | 2858.30 | 40.95 | 2.7 | 39.30 | 384 | 13 | 980 |
| 20 Nov | 2895.50 | 38 | 1.35 | 40.71 | 868 | 181 | 980 |
| 19 Nov | 2898.30 | 36.5 | -11.25 | 39.73 | 971 | 122 | 823 |
| 18 Nov | 2834.10 | 47.9 | -0.85 | 38.48 | 795 | 278 | 706 |
| 17 Nov | 2811.90 | 48.9 | 0.95 | 37.10 | 321 | 65 | 434 |
| 14 Nov | 2827.60 | 48.4 | -18.6 | 37.12 | 136 | 46 | 369 |
| 13 Nov | 2760.20 | 63.95 | 0.85 | 37.54 | 147 | 41 | 324 |
| 12 Nov | 2775.40 | 63 | -63.6 | 36.94 | 584 | 170 | 283 |
| 11 Nov | 2644.20 | 128 | -6.05 | 43.12 | 31 | 14 | 113 |
| 10 Nov | 2625.30 | 133.25 | 18.6 | 42.45 | 71 | 11 | 100 |
| 7 Nov | 2678.30 | 117 | -82.95 | 41.29 | 154 | 77 | 89 |
| 6 Nov | 2455.50 | 199.95 | 30.95 | - | 0 | 1 | 0 |
| 4 Nov | 2496.60 | 199.95 | 30.95 | 41.87 | 1 | 0 | 11 |
| 3 Nov | 2548.30 | 169 | -56 | 39.92 | 10 | 8 | 9 |
| 31 Oct | 2479.00 | 225 | -10.95 | - | 1 | 0 | 2 |
| 30 Oct | 2442.80 | 235.95 | -4.05 | - | 2 | 0 | 2 |
| 29 Oct | 2447.30 | 240 | 30 | 44.15 | 2 | 0 | 1 |
| 27 Oct | 2510.20 | 210 | -10 | - | 1 | 0 | 1 |
| 8 Oct | 2244.20 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Oct | 2231.20 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 2217.90 | 0 | 0 | - | 0 | 0 | 0 |
For Bse Limited - strike price 2600 expiring on 30DEC2025
Delta for 2600 PE is -0.25
Historical price for 2600 PE is as follows
On 12 Dec BSE was trading at 2735.00. The strike last trading price was 35.8, which was -13.45 lower than the previous day. The implied volatity was 37.97, the open interest changed by -124 which decreased total open position to 2052
On 11 Dec BSE was trading at 2698.80. The strike last trading price was 49.8, which was -56.3 lower than the previous day. The implied volatity was 39.66, the open interest changed by 302 which increased total open position to 2176
On 10 Dec BSE was trading at 2581.70. The strike last trading price was 106.85, which was 57.1 higher than the previous day. The implied volatity was 43.53, the open interest changed by 40 which increased total open position to 1864
On 9 Dec BSE was trading at 2715.80. The strike last trading price was 55, which was 24.5 higher than the previous day. The implied volatity was 40.50, the open interest changed by 114 which increased total open position to 1836
On 8 Dec BSE was trading at 2798.80. The strike last trading price was 29, which was 5.5 higher than the previous day. The implied volatity was 39.32, the open interest changed by 48 which increased total open position to 1726
On 5 Dec BSE was trading at 2815.90. The strike last trading price was 22.9, which was -13.3 lower than the previous day. The implied volatity was 34.98, the open interest changed by 114 which increased total open position to 1679
On 4 Dec BSE was trading at 2765.00. The strike last trading price was 37.05, which was -8.45 lower than the previous day. The implied volatity was 36.20, the open interest changed by -58 which decreased total open position to 1566
On 3 Dec BSE was trading at 2751.10. The strike last trading price was 42.45, which was 18.25 higher than the previous day. The implied volatity was 37.73, the open interest changed by 83 which increased total open position to 1623
On 2 Dec BSE was trading at 2843.20. The strike last trading price was 24.9, which was 4.6 higher than the previous day. The implied volatity was 36.69, the open interest changed by 120 which increased total open position to 1542
On 1 Dec BSE was trading at 2886.60. The strike last trading price was 20.75, which was 2.3 higher than the previous day. The implied volatity was 37.64, the open interest changed by 123 which increased total open position to 1426
On 28 Nov BSE was trading at 2902.40. The strike last trading price was 18.35, which was 1.2 higher than the previous day. The implied volatity was 35.21, the open interest changed by 117 which increased total open position to 1306
On 27 Nov BSE was trading at 2929.10. The strike last trading price was 17.75, which was -4.8 lower than the previous day. The implied volatity was 36.33, the open interest changed by 78 which increased total open position to 1190
On 26 Nov BSE was trading at 2886.70. The strike last trading price was 22.55, which was -11.3 lower than the previous day. The implied volatity was 35.66, the open interest changed by 111 which increased total open position to 1112
On 25 Nov BSE was trading at 2840.60. The strike last trading price was 36, which was -10.5 lower than the previous day. The implied volatity was 37.95, the open interest changed by -88 which decreased total open position to 1004
On 24 Nov BSE was trading at 2802.20. The strike last trading price was 46.05, which was 5.4 higher than the previous day. The implied volatity was 38.65, the open interest changed by 84 which increased total open position to 1063
On 21 Nov BSE was trading at 2858.30. The strike last trading price was 40.95, which was 2.7 higher than the previous day. The implied volatity was 39.30, the open interest changed by 13 which increased total open position to 980
On 20 Nov BSE was trading at 2895.50. The strike last trading price was 38, which was 1.35 higher than the previous day. The implied volatity was 40.71, the open interest changed by 181 which increased total open position to 980
On 19 Nov BSE was trading at 2898.30. The strike last trading price was 36.5, which was -11.25 lower than the previous day. The implied volatity was 39.73, the open interest changed by 122 which increased total open position to 823
On 18 Nov BSE was trading at 2834.10. The strike last trading price was 47.9, which was -0.85 lower than the previous day. The implied volatity was 38.48, the open interest changed by 278 which increased total open position to 706
On 17 Nov BSE was trading at 2811.90. The strike last trading price was 48.9, which was 0.95 higher than the previous day. The implied volatity was 37.10, the open interest changed by 65 which increased total open position to 434
On 14 Nov BSE was trading at 2827.60. The strike last trading price was 48.4, which was -18.6 lower than the previous day. The implied volatity was 37.12, the open interest changed by 46 which increased total open position to 369
On 13 Nov BSE was trading at 2760.20. The strike last trading price was 63.95, which was 0.85 higher than the previous day. The implied volatity was 37.54, the open interest changed by 41 which increased total open position to 324
On 12 Nov BSE was trading at 2775.40. The strike last trading price was 63, which was -63.6 lower than the previous day. The implied volatity was 36.94, the open interest changed by 170 which increased total open position to 283
On 11 Nov BSE was trading at 2644.20. The strike last trading price was 128, which was -6.05 lower than the previous day. The implied volatity was 43.12, the open interest changed by 14 which increased total open position to 113
On 10 Nov BSE was trading at 2625.30. The strike last trading price was 133.25, which was 18.6 higher than the previous day. The implied volatity was 42.45, the open interest changed by 11 which increased total open position to 100
On 7 Nov BSE was trading at 2678.30. The strike last trading price was 117, which was -82.95 lower than the previous day. The implied volatity was 41.29, the open interest changed by 77 which increased total open position to 89
On 6 Nov BSE was trading at 2455.50. The strike last trading price was 199.95, which was 30.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Nov BSE was trading at 2496.60. The strike last trading price was 199.95, which was 30.95 higher than the previous day. The implied volatity was 41.87, the open interest changed by 0 which decreased total open position to 11
On 3 Nov BSE was trading at 2548.30. The strike last trading price was 169, which was -56 lower than the previous day. The implied volatity was 39.92, the open interest changed by 8 which increased total open position to 9
On 31 Oct BSE was trading at 2479.00. The strike last trading price was 225, which was -10.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Oct BSE was trading at 2442.80. The strike last trading price was 235.95, which was -4.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 29 Oct BSE was trading at 2447.30. The strike last trading price was 240, which was 30 higher than the previous day. The implied volatity was 44.15, the open interest changed by 0 which decreased total open position to 1
On 27 Oct BSE was trading at 2510.20. The strike last trading price was 210, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Oct BSE was trading at 2244.20. 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
On 7 Oct BSE was trading at 2231.20. 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
On 6 Oct BSE was trading at 2217.90. 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































































































































































































































