BSE
Bse Limited
Historical option data for BSE
15 Dec 2025 04:13 PM IST
| BSE 30-DEC-2025 2700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 2.10
Theta: -2.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 2648.90 | 60.35 | -49.7 | 37.70 | 7,846 | 1,191 | 2,690 | |||||||||
| 12 Dec | 2735.00 | 105 | 5.6 | 34.42 | 9,000 | -304 | 1,499 | |||||||||
| 11 Dec | 2698.80 | 97.45 | 40.35 | 37.30 | 12,842 | -636 | 1,811 | |||||||||
| 10 Dec | 2581.70 | 57.2 | -58.25 | 40.87 | 8,027 | 1,211 | 2,446 | |||||||||
| 9 Dec | 2715.80 | 110.1 | -58.9 | 39.67 | 8,641 | 637 | 1,170 | |||||||||
| 8 Dec | 2798.80 | 168.95 | -7.4 | 36.50 | 1,191 | -50 | 535 | |||||||||
| 5 Dec | 2815.90 | 176.95 | 29.1 | 33.41 | 2,762 | -1,048 | 595 | |||||||||
| 4 Dec | 2765.00 | 144.45 | 3.85 | 34.23 | 802 | -14 | 1,638 | |||||||||
| 3 Dec | 2751.10 | 144.95 | -64.05 | 34.09 | 1,264 | 282 | 1,652 | |||||||||
| 2 Dec | 2843.20 | 207 | -35.45 | 34.53 | 335 | 198 | 1,370 | |||||||||
| 1 Dec | 2886.60 | 243 | -15.2 | 32.92 | 80 | 47 | 1,172 | |||||||||
| 28 Nov | 2902.40 | 256.1 | -26.05 | 33.44 | 134 | -77 | 1,125 | |||||||||
| 27 Nov | 2929.10 | 282.45 | 32.35 | 33.83 | 207 | -59 | 1,201 | |||||||||
| 26 Nov | 2886.70 | 252.3 | 37.6 | 34.57 | 1,310 | 1,002 | 1,258 | |||||||||
| 25 Nov | 2840.60 | 212.2 | 12.05 | 33.58 | 290 | 11 | 259 | |||||||||
| 24 Nov | 2802.20 | 198 | -43.25 | 35.30 | 119 | 36 | 248 | |||||||||
| 21 Nov | 2858.30 | 240 | -33.2 | 35.47 | 107 | -47 | 210 | |||||||||
| 20 Nov | 2895.50 | 271.5 | -4 | 34.74 | 81 | 18 | 262 | |||||||||
| 19 Nov | 2898.30 | 275 | 45.35 | 35.07 | 164 | 93 | 246 | |||||||||
| 18 Nov | 2834.10 | 229 | 5.2 | 36.67 | 79 | -10 | 152 | |||||||||
| 17 Nov | 2811.90 | 223.8 | -3.65 | 38.10 | 20 | 3 | 163 | |||||||||
| 14 Nov | 2827.60 | 229 | 38.35 | 34.65 | 66 | 3 | 157 | |||||||||
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| 13 Nov | 2760.20 | 193.75 | -11.25 | 34.75 | 96 | -23 | 157 | |||||||||
| 12 Nov | 2775.40 | 205 | 60.1 | 37.23 | 226 | -15 | 189 | |||||||||
| 11 Nov | 2644.20 | 145 | 2.45 | 40.06 | 149 | 19 | 203 | |||||||||
| 10 Nov | 2625.30 | 140.05 | -22.9 | 40.37 | 203 | 71 | 185 | |||||||||
| 7 Nov | 2678.30 | 163.85 | 96.3 | 39.77 | 216 | 61 | 114 | |||||||||
| 6 Nov | 2455.50 | 69.1 | -14.7 | 37.97 | 27 | -2 | 53 | |||||||||
| 4 Nov | 2496.60 | 84.6 | -20.45 | 37.98 | 33 | 10 | 54 | |||||||||
| 3 Nov | 2548.30 | 103.35 | 16.35 | 37.66 | 44 | 25 | 43 | |||||||||
| 31 Oct | 2479.00 | 87 | 2.4 | - | 19 | 16 | 16 | |||||||||
| 30 Oct | 2442.80 | 84.6 | 0 | 5.20 | 0 | 0 | 0 | |||||||||
| 29 Oct | 2447.30 | 84.6 | 0 | 5.03 | 0 | 0 | 0 | |||||||||
| 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 2700 expiring on 30DEC2025
Delta for 2700 CE is 0.43
Historical price for 2700 CE is as follows
On 15 Dec BSE was trading at 2648.90. The strike last trading price was 60.35, which was -49.7 lower than the previous day. The implied volatity was 37.70, the open interest changed by 1191 which increased total open position to 2690
On 12 Dec BSE was trading at 2735.00. The strike last trading price was 105, which was 5.6 higher than the previous day. The implied volatity was 34.42, the open interest changed by -304 which decreased total open position to 1499
On 11 Dec BSE was trading at 2698.80. The strike last trading price was 97.45, which was 40.35 higher than the previous day. The implied volatity was 37.30, the open interest changed by -636 which decreased total open position to 1811
On 10 Dec BSE was trading at 2581.70. The strike last trading price was 57.2, which was -58.25 lower than the previous day. The implied volatity was 40.87, the open interest changed by 1211 which increased total open position to 2446
On 9 Dec BSE was trading at 2715.80. The strike last trading price was 110.1, which was -58.9 lower than the previous day. The implied volatity was 39.67, the open interest changed by 637 which increased total open position to 1170
On 8 Dec BSE was trading at 2798.80. The strike last trading price was 168.95, which was -7.4 lower than the previous day. The implied volatity was 36.50, the open interest changed by -50 which decreased total open position to 535
On 5 Dec BSE was trading at 2815.90. The strike last trading price was 176.95, which was 29.1 higher than the previous day. The implied volatity was 33.41, the open interest changed by -1048 which decreased total open position to 595
On 4 Dec BSE was trading at 2765.00. The strike last trading price was 144.45, which was 3.85 higher than the previous day. The implied volatity was 34.23, the open interest changed by -14 which decreased total open position to 1638
On 3 Dec BSE was trading at 2751.10. The strike last trading price was 144.95, which was -64.05 lower than the previous day. The implied volatity was 34.09, the open interest changed by 282 which increased total open position to 1652
On 2 Dec BSE was trading at 2843.20. The strike last trading price was 207, which was -35.45 lower than the previous day. The implied volatity was 34.53, the open interest changed by 198 which increased total open position to 1370
On 1 Dec BSE was trading at 2886.60. The strike last trading price was 243, which was -15.2 lower than the previous day. The implied volatity was 32.92, the open interest changed by 47 which increased total open position to 1172
On 28 Nov BSE was trading at 2902.40. The strike last trading price was 256.1, which was -26.05 lower than the previous day. The implied volatity was 33.44, the open interest changed by -77 which decreased total open position to 1125
On 27 Nov BSE was trading at 2929.10. The strike last trading price was 282.45, which was 32.35 higher than the previous day. The implied volatity was 33.83, the open interest changed by -59 which decreased total open position to 1201
On 26 Nov BSE was trading at 2886.70. The strike last trading price was 252.3, which was 37.6 higher than the previous day. The implied volatity was 34.57, the open interest changed by 1002 which increased total open position to 1258
On 25 Nov BSE was trading at 2840.60. The strike last trading price was 212.2, which was 12.05 higher than the previous day. The implied volatity was 33.58, the open interest changed by 11 which increased total open position to 259
On 24 Nov BSE was trading at 2802.20. The strike last trading price was 198, which was -43.25 lower than the previous day. The implied volatity was 35.30, the open interest changed by 36 which increased total open position to 248
On 21 Nov BSE was trading at 2858.30. The strike last trading price was 240, which was -33.2 lower than the previous day. The implied volatity was 35.47, the open interest changed by -47 which decreased total open position to 210
On 20 Nov BSE was trading at 2895.50. The strike last trading price was 271.5, which was -4 lower than the previous day. The implied volatity was 34.74, the open interest changed by 18 which increased total open position to 262
On 19 Nov BSE was trading at 2898.30. The strike last trading price was 275, which was 45.35 higher than the previous day. The implied volatity was 35.07, the open interest changed by 93 which increased total open position to 246
On 18 Nov BSE was trading at 2834.10. The strike last trading price was 229, which was 5.2 higher than the previous day. The implied volatity was 36.67, the open interest changed by -10 which decreased total open position to 152
On 17 Nov BSE was trading at 2811.90. The strike last trading price was 223.8, which was -3.65 lower than the previous day. The implied volatity was 38.10, the open interest changed by 3 which increased total open position to 163
On 14 Nov BSE was trading at 2827.60. The strike last trading price was 229, which was 38.35 higher than the previous day. The implied volatity was 34.65, the open interest changed by 3 which increased total open position to 157
On 13 Nov BSE was trading at 2760.20. The strike last trading price was 193.75, which was -11.25 lower than the previous day. The implied volatity was 34.75, the open interest changed by -23 which decreased total open position to 157
On 12 Nov BSE was trading at 2775.40. The strike last trading price was 205, which was 60.1 higher than the previous day. The implied volatity was 37.23, the open interest changed by -15 which decreased total open position to 189
On 11 Nov BSE was trading at 2644.20. The strike last trading price was 145, which was 2.45 higher than the previous day. The implied volatity was 40.06, the open interest changed by 19 which increased total open position to 203
On 10 Nov BSE was trading at 2625.30. The strike last trading price was 140.05, which was -22.9 lower than the previous day. The implied volatity was 40.37, the open interest changed by 71 which increased total open position to 185
On 7 Nov BSE was trading at 2678.30. The strike last trading price was 163.85, which was 96.3 higher than the previous day. The implied volatity was 39.77, the open interest changed by 61 which increased total open position to 114
On 6 Nov BSE was trading at 2455.50. The strike last trading price was 69.1, which was -14.7 lower than the previous day. The implied volatity was 37.97, the open interest changed by -2 which decreased total open position to 53
On 4 Nov BSE was trading at 2496.60. The strike last trading price was 84.6, which was -20.45 lower than the previous day. The implied volatity was 37.98, the open interest changed by 10 which increased total open position to 54
On 3 Nov BSE was trading at 2548.30. The strike last trading price was 103.35, which was 16.35 higher than the previous day. The implied volatity was 37.66, the open interest changed by 25 which increased total open position to 43
On 31 Oct BSE was trading at 2479.00. The strike last trading price was 87, which was 2.4 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 16
On 30 Oct BSE was trading at 2442.80. The strike last trading price was 84.6, which was 0 lower than the previous day. The implied volatity was 5.20, 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 84.6, which was 0 lower than the previous day. The implied volatity was 5.03, 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 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
| BSE 30DEC2025 2700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.57
Vega: 2.11
Theta: -2.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 2648.90 | 113.1 | 45.85 | 40.94 | 6,181 | -139 | 1,988 |
| 12 Dec | 2735.00 | 68.9 | -19.55 | 36.75 | 5,946 | 42 | 2,132 |
| 11 Dec | 2698.80 | 88.8 | -78 | 38.64 | 3,299 | 59 | 2,092 |
| 10 Dec | 2581.70 | 167.75 | 80 | 44.13 | 5,660 | -101 | 2,034 |
| 9 Dec | 2715.80 | 94.3 | 38.5 | 39.55 | 12,615 | 171 | 2,134 |
| 8 Dec | 2798.80 | 54 | 8.2 | 38.28 | 8,253 | -158 | 1,954 |
| 5 Dec | 2815.90 | 44.8 | -21.55 | 33.93 | 2,884 | 155 | 2,118 |
| 4 Dec | 2765.00 | 67.7 | -10.65 | 35.54 | 2,489 | -148 | 1,965 |
| 3 Dec | 2751.10 | 74 | 28.15 | 36.95 | 5,220 | 429 | 2,113 |
| 2 Dec | 2843.20 | 46.4 | 8.2 | 35.88 | 1,347 | 179 | 1,681 |
| 1 Dec | 2886.60 | 38.4 | 3.6 | 36.73 | 1,344 | 0 | 1,503 |
| 28 Nov | 2902.40 | 34.9 | 3.1 | 34.43 | 1,042 | 61 | 1,503 |
| 27 Nov | 2929.10 | 32.55 | -9.05 | 35.31 | 1,919 | 276 | 1,442 |
| 26 Nov | 2886.70 | 41.5 | -16.25 | 35.05 | 1,645 | 233 | 1,166 |
| 25 Nov | 2840.60 | 59.8 | -15.5 | 36.46 | 1,816 | 112 | 933 |
| 24 Nov | 2802.20 | 75.15 | 10.85 | 38.05 | 643 | 16 | 822 |
| 21 Nov | 2858.30 | 65.3 | 6.7 | 38.38 | 625 | -40 | 804 |
| 20 Nov | 2895.50 | 58.95 | 3.7 | 39.46 | 1,504 | 446 | 846 |
| 19 Nov | 2898.30 | 55.85 | -17.25 | 38.10 | 590 | 94 | 364 |
| 18 Nov | 2834.10 | 75.7 | -2.25 | 37.83 | 194 | 39 | 268 |
| 17 Nov | 2811.90 | 77.95 | 2.35 | 36.53 | 166 | 48 | 228 |
| 14 Nov | 2827.60 | 75 | -25.5 | 36.17 | 154 | -33 | 179 |
| 13 Nov | 2760.20 | 98.55 | 2.3 | 37.27 | 119 | 25 | 212 |
| 12 Nov | 2775.40 | 95.55 | -81.65 | 36.18 | 326 | 147 | 186 |
| 11 Nov | 2644.20 | 175 | -11.55 | 42.41 | 43 | 11 | 38 |
| 10 Nov | 2625.30 | 189.95 | 26.4 | 43.88 | 36 | 4 | 25 |
| 7 Nov | 2678.30 | 166 | -94 | 41.75 | 39 | 18 | 18 |
| 6 Nov | 2455.50 | 260 | 28 | - | 0 | -1 | 0 |
| 4 Nov | 2496.60 | 260 | 28 | 41.11 | 1 | 0 | 1 |
| 3 Nov | 2548.30 | 232 | -471.5 | 41.04 | 1 | 0 | 0 |
| 31 Oct | 2479.00 | 703.5 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 2442.80 | 703.5 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 2447.30 | 703.5 | 0 | - | 0 | 0 | 0 |
| 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 2700 expiring on 30DEC2025
Delta for 2700 PE is -0.57
Historical price for 2700 PE is as follows
On 15 Dec BSE was trading at 2648.90. The strike last trading price was 113.1, which was 45.85 higher than the previous day. The implied volatity was 40.94, the open interest changed by -139 which decreased total open position to 1988
On 12 Dec BSE was trading at 2735.00. The strike last trading price was 68.9, which was -19.55 lower than the previous day. The implied volatity was 36.75, the open interest changed by 42 which increased total open position to 2132
On 11 Dec BSE was trading at 2698.80. The strike last trading price was 88.8, which was -78 lower than the previous day. The implied volatity was 38.64, the open interest changed by 59 which increased total open position to 2092
On 10 Dec BSE was trading at 2581.70. The strike last trading price was 167.75, which was 80 higher than the previous day. The implied volatity was 44.13, the open interest changed by -101 which decreased total open position to 2034
On 9 Dec BSE was trading at 2715.80. The strike last trading price was 94.3, which was 38.5 higher than the previous day. The implied volatity was 39.55, the open interest changed by 171 which increased total open position to 2134
On 8 Dec BSE was trading at 2798.80. The strike last trading price was 54, which was 8.2 higher than the previous day. The implied volatity was 38.28, the open interest changed by -158 which decreased total open position to 1954
On 5 Dec BSE was trading at 2815.90. The strike last trading price was 44.8, which was -21.55 lower than the previous day. The implied volatity was 33.93, the open interest changed by 155 which increased total open position to 2118
On 4 Dec BSE was trading at 2765.00. The strike last trading price was 67.7, which was -10.65 lower than the previous day. The implied volatity was 35.54, the open interest changed by -148 which decreased total open position to 1965
On 3 Dec BSE was trading at 2751.10. The strike last trading price was 74, which was 28.15 higher than the previous day. The implied volatity was 36.95, the open interest changed by 429 which increased total open position to 2113
On 2 Dec BSE was trading at 2843.20. The strike last trading price was 46.4, which was 8.2 higher than the previous day. The implied volatity was 35.88, the open interest changed by 179 which increased total open position to 1681
On 1 Dec BSE was trading at 2886.60. The strike last trading price was 38.4, which was 3.6 higher than the previous day. The implied volatity was 36.73, the open interest changed by 0 which decreased total open position to 1503
On 28 Nov BSE was trading at 2902.40. The strike last trading price was 34.9, which was 3.1 higher than the previous day. The implied volatity was 34.43, the open interest changed by 61 which increased total open position to 1503
On 27 Nov BSE was trading at 2929.10. The strike last trading price was 32.55, which was -9.05 lower than the previous day. The implied volatity was 35.31, the open interest changed by 276 which increased total open position to 1442
On 26 Nov BSE was trading at 2886.70. The strike last trading price was 41.5, which was -16.25 lower than the previous day. The implied volatity was 35.05, the open interest changed by 233 which increased total open position to 1166
On 25 Nov BSE was trading at 2840.60. The strike last trading price was 59.8, which was -15.5 lower than the previous day. The implied volatity was 36.46, the open interest changed by 112 which increased total open position to 933
On 24 Nov BSE was trading at 2802.20. The strike last trading price was 75.15, which was 10.85 higher than the previous day. The implied volatity was 38.05, the open interest changed by 16 which increased total open position to 822
On 21 Nov BSE was trading at 2858.30. The strike last trading price was 65.3, which was 6.7 higher than the previous day. The implied volatity was 38.38, the open interest changed by -40 which decreased total open position to 804
On 20 Nov BSE was trading at 2895.50. The strike last trading price was 58.95, which was 3.7 higher than the previous day. The implied volatity was 39.46, the open interest changed by 446 which increased total open position to 846
On 19 Nov BSE was trading at 2898.30. The strike last trading price was 55.85, which was -17.25 lower than the previous day. The implied volatity was 38.10, the open interest changed by 94 which increased total open position to 364
On 18 Nov BSE was trading at 2834.10. The strike last trading price was 75.7, which was -2.25 lower than the previous day. The implied volatity was 37.83, the open interest changed by 39 which increased total open position to 268
On 17 Nov BSE was trading at 2811.90. The strike last trading price was 77.95, which was 2.35 higher than the previous day. The implied volatity was 36.53, the open interest changed by 48 which increased total open position to 228
On 14 Nov BSE was trading at 2827.60. The strike last trading price was 75, which was -25.5 lower than the previous day. The implied volatity was 36.17, the open interest changed by -33 which decreased total open position to 179
On 13 Nov BSE was trading at 2760.20. The strike last trading price was 98.55, which was 2.3 higher than the previous day. The implied volatity was 37.27, the open interest changed by 25 which increased total open position to 212
On 12 Nov BSE was trading at 2775.40. The strike last trading price was 95.55, which was -81.65 lower than the previous day. The implied volatity was 36.18, the open interest changed by 147 which increased total open position to 186
On 11 Nov BSE was trading at 2644.20. The strike last trading price was 175, which was -11.55 lower than the previous day. The implied volatity was 42.41, the open interest changed by 11 which increased total open position to 38
On 10 Nov BSE was trading at 2625.30. The strike last trading price was 189.95, which was 26.4 higher than the previous day. The implied volatity was 43.88, the open interest changed by 4 which increased total open position to 25
On 7 Nov BSE was trading at 2678.30. The strike last trading price was 166, which was -94 lower than the previous day. The implied volatity was 41.75, the open interest changed by 18 which increased total open position to 18
On 6 Nov BSE was trading at 2455.50. The strike last trading price was 260, which was 28 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 4 Nov BSE was trading at 2496.60. The strike last trading price was 260, which was 28 higher than the previous day. The implied volatity was 41.11, the open interest changed by 0 which decreased total open position to 1
On 3 Nov BSE was trading at 2548.30. The strike last trading price was 232, which was -471.5 lower than the previous day. The implied volatity was 41.04, 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 703.5, 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 703.5, 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 29 Oct BSE was trading at 2447.30. The strike last trading price was 703.5, 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 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































































































































































































































