[--[65.84.65.76]--]

BSE

Bse Limited
2605.9 -43.00 (-1.62%)
L: 2571 H: 2648.9

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Historical option data for BSE

16 Dec 2025 04:13 PM IST
BSE 30-DEC-2025 2650 CE
Delta: 0.44
Vega: 2.01
Theta: -2.95
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 2605.90 59.3 -26.2 36.83 5,841 461 1,470
15 Dec 2648.90 84 -57.25 38.42 3,260 568 995
12 Dec 2735.00 136 9.15 34.68 1,829 -187 428
11 Dec 2698.80 127.15 52.25 38.36 7,608 -249 617
10 Dec 2581.70 74.3 -70.95 40.54 3,210 621 867
9 Dec 2715.80 136 -66.7 39.21 1,671 169 244
8 Dec 2798.80 204.2 -10.35 36.56 99 29 74
5 Dec 2815.90 213.75 36.5 33.64 81 -2 53
4 Dec 2765.00 175.8 0.05 33.91 60 14 58
3 Dec 2751.10 176 -109.45 33.75 70 21 43
2 Dec 2843.20 285.45 0 - 0 0 0
1 Dec 2886.60 285.45 0 - 0 0 0
28 Nov 2902.40 285.45 0 - 0 1 0
27 Nov 2929.10 285.45 0 - 1 0 21
26 Nov 2886.70 285.45 51.8 32.14 15 4 21
25 Nov 2840.60 233.65 -42.35 - 0 -3 0
24 Nov 2802.20 233.65 -42.35 36.04 19 -3 17
21 Nov 2858.30 276 7.95 35.53 2 -1 19
20 Nov 2895.50 268.05 13.05 - 0 0 0
19 Nov 2898.30 268.05 13.05 - 0 -1 0
18 Nov 2834.10 268.05 13.05 38.05 1 0 21
17 Nov 2811.90 255 29 37.74 3 0 20
14 Nov 2827.60 226 53.3 - 0 0 0
13 Nov 2760.20 226 53.3 - 0 -26 0
12 Nov 2775.40 226 53.3 34.60 57 -26 20
11 Nov 2644.20 172.7 9.45 41.18 22 18 46
10 Nov 2625.30 163.25 -22.25 40.52 31 25 27
7 Nov 2678.30 184.95 13.45 38.88 6 2 2
6 Nov 2455.50 171.5 0 4.08 0 0 0
4 Nov 2496.60 171.5 0 2.99 0 0 0
3 Nov 2548.30 171.5 0 1.73 0 0 0
31 Oct 2479.00 171.5 0 - 0 0 0
30 Oct 2442.80 171.5 0 4.08 0 0 0
29 Oct 2447.30 171.5 0 3.91 0 0 0


For Bse Limited - strike price 2650 expiring on 30DEC2025

Delta for 2650 CE is 0.44

Historical price for 2650 CE is as follows

On 16 Dec BSE was trading at 2605.90. The strike last trading price was 59.3, which was -26.2 lower than the previous day. The implied volatity was 36.83, the open interest changed by 461 which increased total open position to 1470


On 15 Dec BSE was trading at 2648.90. The strike last trading price was 84, which was -57.25 lower than the previous day. The implied volatity was 38.42, the open interest changed by 568 which increased total open position to 995


On 12 Dec BSE was trading at 2735.00. The strike last trading price was 136, which was 9.15 higher than the previous day. The implied volatity was 34.68, the open interest changed by -187 which decreased total open position to 428


On 11 Dec BSE was trading at 2698.80. The strike last trading price was 127.15, which was 52.25 higher than the previous day. The implied volatity was 38.36, the open interest changed by -249 which decreased total open position to 617


On 10 Dec BSE was trading at 2581.70. The strike last trading price was 74.3, which was -70.95 lower than the previous day. The implied volatity was 40.54, the open interest changed by 621 which increased total open position to 867


On 9 Dec BSE was trading at 2715.80. The strike last trading price was 136, which was -66.7 lower than the previous day. The implied volatity was 39.21, the open interest changed by 169 which increased total open position to 244


On 8 Dec BSE was trading at 2798.80. The strike last trading price was 204.2, which was -10.35 lower than the previous day. The implied volatity was 36.56, the open interest changed by 29 which increased total open position to 74


On 5 Dec BSE was trading at 2815.90. The strike last trading price was 213.75, which was 36.5 higher than the previous day. The implied volatity was 33.64, the open interest changed by -2 which decreased total open position to 53


On 4 Dec BSE was trading at 2765.00. The strike last trading price was 175.8, which was 0.05 higher than the previous day. The implied volatity was 33.91, the open interest changed by 14 which increased total open position to 58


On 3 Dec BSE was trading at 2751.10. The strike last trading price was 176, which was -109.45 lower than the previous day. The implied volatity was 33.75, the open interest changed by 21 which increased total open position to 43


On 2 Dec BSE was trading at 2843.20. The strike last trading price was 285.45, 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 1 Dec BSE was trading at 2886.60. The strike last trading price was 285.45, 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 28 Nov BSE was trading at 2902.40. The strike last trading price was 285.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 27 Nov BSE was trading at 2929.10. The strike last trading price was 285.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21


On 26 Nov BSE was trading at 2886.70. The strike last trading price was 285.45, which was 51.8 higher than the previous day. The implied volatity was 32.14, the open interest changed by 4 which increased total open position to 21


On 25 Nov BSE was trading at 2840.60. The strike last trading price was 233.65, which was -42.35 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0


On 24 Nov BSE was trading at 2802.20. The strike last trading price was 233.65, which was -42.35 lower than the previous day. The implied volatity was 36.04, the open interest changed by -3 which decreased total open position to 17


On 21 Nov BSE was trading at 2858.30. The strike last trading price was 276, which was 7.95 higher than the previous day. The implied volatity was 35.53, the open interest changed by -1 which decreased total open position to 19


On 20 Nov BSE was trading at 2895.50. The strike last trading price was 268.05, which was 13.05 higher 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 268.05, which was 13.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 18 Nov BSE was trading at 2834.10. The strike last trading price was 268.05, which was 13.05 higher than the previous day. The implied volatity was 38.05, the open interest changed by 0 which decreased total open position to 21


On 17 Nov BSE was trading at 2811.90. The strike last trading price was 255, which was 29 higher than the previous day. The implied volatity was 37.74, the open interest changed by 0 which decreased total open position to 20


On 14 Nov BSE was trading at 2827.60. The strike last trading price was 226, which was 53.3 higher than the previous day. The implied volatity was -, 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 226, which was 53.3 higher than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 0


On 12 Nov BSE was trading at 2775.40. The strike last trading price was 226, which was 53.3 higher than the previous day. The implied volatity was 34.60, the open interest changed by -26 which decreased total open position to 20


On 11 Nov BSE was trading at 2644.20. The strike last trading price was 172.7, which was 9.45 higher than the previous day. The implied volatity was 41.18, the open interest changed by 18 which increased total open position to 46


On 10 Nov BSE was trading at 2625.30. The strike last trading price was 163.25, which was -22.25 lower than the previous day. The implied volatity was 40.52, the open interest changed by 25 which increased total open position to 27


On 7 Nov BSE was trading at 2678.30. The strike last trading price was 184.95, which was 13.45 higher than the previous day. The implied volatity was 38.88, the open interest changed by 2 which increased total open position to 2


On 6 Nov BSE was trading at 2455.50. The strike last trading price was 171.5, which was 0 lower than the previous day. The implied volatity was 4.08, 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 171.5, which was 0 lower than the previous day. The implied volatity was 2.99, 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 171.5, which was 0 lower than the previous day. The implied volatity was 1.73, 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 171.5, 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 171.5, which was 0 lower than the previous day. The implied volatity was 4.08, 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 171.5, which was 0 lower than the previous day. The implied volatity was 3.91, the open interest changed by 0 which decreased total open position to 0


BSE 30DEC2025 2650 PE
Delta: -0.56
Vega: 2.01
Theta: -2.23
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 2605.90 95 11.9 37.00 2,855 -67 1,328
15 Dec 2648.90 86.1 37.8 41.22 4,522 46 1,420
12 Dec 2735.00 50.5 -16.3 37.38 3,203 26 1,379
11 Dec 2698.80 67.5 -66.6 39.22 4,809 157 1,353
10 Dec 2581.70 134.2 67.85 43.33 4,333 -8 1,197
9 Dec 2715.80 72.15 30.15 39.76 5,277 317 1,225
8 Dec 2798.80 39.8 6.75 38.70 3,141 131 909
5 Dec 2815.90 32.25 -17.65 34.38 667 57 778
4 Dec 2765.00 50.6 -9.15 35.83 898 -36 731
3 Dec 2751.10 56.15 22.55 37.15 1,994 452 767
2 Dec 2843.20 34.4 6.2 36.31 451 30 314
1 Dec 2886.60 29 3.65 37.43 604 53 283
28 Nov 2902.40 25.8 2.55 34.93 717 -23 231
27 Nov 2929.10 24 -6.9 35.70 925 1 260
26 Nov 2886.70 31.05 -13.1 35.42 545 33 260
25 Nov 2840.60 46.95 -12.2 37.10 1,546 57 228
24 Nov 2802.20 59.8 8.3 38.52 135 6 170
21 Nov 2858.30 52.4 5.25 38.96 74 8 161
20 Nov 2895.50 47.55 2.05 40.08 181 40 152
19 Nov 2898.30 45.65 -15.45 39.11 80 34 113
18 Nov 2834.10 61.1 1.1 38.30 53 39 78
17 Nov 2811.90 60 -0.25 36.12 28 17 38
14 Nov 2827.60 60 -25 36.46 11 1 21
13 Nov 2760.20 85 9.75 38.83 13 -2 19
12 Nov 2775.40 75.25 -85.85 35.76 48 17 20
11 Nov 2644.20 161.1 -212.9 45.58 5 0 0
10 Nov 2625.30 374 0 0.42 0 0 0
7 Nov 2678.30 374 0 1.59 0 0 0
6 Nov 2455.50 374 0 - 0 0 0
4 Nov 2496.60 374 0 - 0 0 0
3 Nov 2548.30 374 0 - 0 0 0
31 Oct 2479.00 374 0 - 0 0 0
30 Oct 2442.80 374 0 - 0 0 0
29 Oct 2447.30 374 0 - 0 0 0


For Bse Limited - strike price 2650 expiring on 30DEC2025

Delta for 2650 PE is -0.56

Historical price for 2650 PE is as follows

On 16 Dec BSE was trading at 2605.90. The strike last trading price was 95, which was 11.9 higher than the previous day. The implied volatity was 37.00, the open interest changed by -67 which decreased total open position to 1328


On 15 Dec BSE was trading at 2648.90. The strike last trading price was 86.1, which was 37.8 higher than the previous day. The implied volatity was 41.22, the open interest changed by 46 which increased total open position to 1420


On 12 Dec BSE was trading at 2735.00. The strike last trading price was 50.5, which was -16.3 lower than the previous day. The implied volatity was 37.38, the open interest changed by 26 which increased total open position to 1379


On 11 Dec BSE was trading at 2698.80. The strike last trading price was 67.5, which was -66.6 lower than the previous day. The implied volatity was 39.22, the open interest changed by 157 which increased total open position to 1353


On 10 Dec BSE was trading at 2581.70. The strike last trading price was 134.2, which was 67.85 higher than the previous day. The implied volatity was 43.33, the open interest changed by -8 which decreased total open position to 1197


On 9 Dec BSE was trading at 2715.80. The strike last trading price was 72.15, which was 30.15 higher than the previous day. The implied volatity was 39.76, the open interest changed by 317 which increased total open position to 1225


On 8 Dec BSE was trading at 2798.80. The strike last trading price was 39.8, which was 6.75 higher than the previous day. The implied volatity was 38.70, the open interest changed by 131 which increased total open position to 909


On 5 Dec BSE was trading at 2815.90. The strike last trading price was 32.25, which was -17.65 lower than the previous day. The implied volatity was 34.38, the open interest changed by 57 which increased total open position to 778


On 4 Dec BSE was trading at 2765.00. The strike last trading price was 50.6, which was -9.15 lower than the previous day. The implied volatity was 35.83, the open interest changed by -36 which decreased total open position to 731


On 3 Dec BSE was trading at 2751.10. The strike last trading price was 56.15, which was 22.55 higher than the previous day. The implied volatity was 37.15, the open interest changed by 452 which increased total open position to 767


On 2 Dec BSE was trading at 2843.20. The strike last trading price was 34.4, which was 6.2 higher than the previous day. The implied volatity was 36.31, the open interest changed by 30 which increased total open position to 314


On 1 Dec BSE was trading at 2886.60. The strike last trading price was 29, which was 3.65 higher than the previous day. The implied volatity was 37.43, the open interest changed by 53 which increased total open position to 283


On 28 Nov BSE was trading at 2902.40. The strike last trading price was 25.8, which was 2.55 higher than the previous day. The implied volatity was 34.93, the open interest changed by -23 which decreased total open position to 231


On 27 Nov BSE was trading at 2929.10. The strike last trading price was 24, which was -6.9 lower than the previous day. The implied volatity was 35.70, the open interest changed by 1 which increased total open position to 260


On 26 Nov BSE was trading at 2886.70. The strike last trading price was 31.05, which was -13.1 lower than the previous day. The implied volatity was 35.42, the open interest changed by 33 which increased total open position to 260


On 25 Nov BSE was trading at 2840.60. The strike last trading price was 46.95, which was -12.2 lower than the previous day. The implied volatity was 37.10, the open interest changed by 57 which increased total open position to 228


On 24 Nov BSE was trading at 2802.20. The strike last trading price was 59.8, which was 8.3 higher than the previous day. The implied volatity was 38.52, the open interest changed by 6 which increased total open position to 170


On 21 Nov BSE was trading at 2858.30. The strike last trading price was 52.4, which was 5.25 higher than the previous day. The implied volatity was 38.96, the open interest changed by 8 which increased total open position to 161


On 20 Nov BSE was trading at 2895.50. The strike last trading price was 47.55, which was 2.05 higher than the previous day. The implied volatity was 40.08, the open interest changed by 40 which increased total open position to 152


On 19 Nov BSE was trading at 2898.30. The strike last trading price was 45.65, which was -15.45 lower than the previous day. The implied volatity was 39.11, the open interest changed by 34 which increased total open position to 113


On 18 Nov BSE was trading at 2834.10. The strike last trading price was 61.1, which was 1.1 higher than the previous day. The implied volatity was 38.30, the open interest changed by 39 which increased total open position to 78


On 17 Nov BSE was trading at 2811.90. The strike last trading price was 60, which was -0.25 lower than the previous day. The implied volatity was 36.12, the open interest changed by 17 which increased total open position to 38


On 14 Nov BSE was trading at 2827.60. The strike last trading price was 60, which was -25 lower than the previous day. The implied volatity was 36.46, the open interest changed by 1 which increased total open position to 21


On 13 Nov BSE was trading at 2760.20. The strike last trading price was 85, which was 9.75 higher than the previous day. The implied volatity was 38.83, the open interest changed by -2 which decreased total open position to 19


On 12 Nov BSE was trading at 2775.40. The strike last trading price was 75.25, which was -85.85 lower than the previous day. The implied volatity was 35.76, the open interest changed by 17 which increased total open position to 20


On 11 Nov BSE was trading at 2644.20. The strike last trading price was 161.1, which was -212.9 lower than the previous day. The implied volatity was 45.58, 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 374, which was 0 lower than the previous day. The implied volatity was 0.42, 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 374, which was 0 lower than the previous day. The implied volatity was 1.59, 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 374, 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 374, 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 374, 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 31 Oct BSE was trading at 2479.00. The strike last trading price was 374, 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 374, 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 374, 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