[--[65.84.65.76]--]

BSE

Bse Limited
2648.9 -86.10 (-3.15%)
L: 2630.4 H: 2733

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Historical option data for BSE

15 Dec 2025 04:13 PM IST
BSE 30-DEC-2025 2700 CE
Delta: 0.43
Vega: 2.10
Theta: -2.93
Gamma: 0.00
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
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
Delta: -0.57
Vega: 2.11
Theta: -2.44
Gamma: 0.00
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