BSE
Bse Limited
Historical option data for BSE
16 Dec 2025 04:13 PM IST
| BSE 30-DEC-2025 2650 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 2.01
Theta: -2.95
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
Vega: 2.01
Theta: -2.23
Gamma: 0.00
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| 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































































































































































































































