[--[65.84.65.76]--]

BSE

Bse Limited
2735 +36.20 (1.34%)
L: 2680 H: 2743.7

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Historical option data for BSE

12 Dec 2025 04:13 PM IST
BSE 30-DEC-2025 2600 CE
Delta: 0.76
Vega: 1.88
Theta: -2.39
Gamma: 0.00
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
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
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