BSE
Bse Limited
Historical option data for BSE
20 Feb 2026 04:13 PM IST
| BSE 24-FEB-2026 2700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 1.04
Theta: -5.01
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 2739.50 | 63.25 | -1.05 | 34.75 | 2,626 | 112 | 1,007 | |||||||||
| 19 Feb | 2741.40 | 64.7 | -68.95 | 32.19 | 1,652 | 68 | 899 | |||||||||
| 18 Feb | 2824.00 | 132.4 | 33.5 | 27.03 | 2,519 | -205 | 830 | |||||||||
| 17 Feb | 2742.30 | 103.7 | -45.7 | 47.53 | 3,973 | 194 | 1,040 | |||||||||
| 16 Feb | 2804.60 | 147.35 | -193.15 | 51.78 | 2,654 | 127 | 845 | |||||||||
| 13 Feb | 3025.30 | 340.5 | -110.5 | 47.57 | 45 | -8 | 718 | |||||||||
| 12 Feb | 3143.20 | 450 | -32.1 | 39.4 | 64 | -5 | 746 | |||||||||
| 11 Feb | 3177.10 | 481 | -9.15 | 36.72 | 49 | -23 | 754 | |||||||||
| 10 Feb | 3174.20 | 490 | 169.2 | 53.67 | 340 | -198 | 777 | |||||||||
| 9 Feb | 2985.10 | 321.85 | 73.4 | 53.47 | 246 | -56 | 981 | |||||||||
| 6 Feb | 2897.00 | 245.05 | -2.65 | 47.72 | 183 | -1 | 1,077 | |||||||||
| 5 Feb | 2892.20 | 246.35 | -13.5 | 46.98 | 1,032 | -129 | 1,078 | |||||||||
| 4 Feb | 2896.30 | 259 | 30.2 | 49.04 | 446 | -98 | 1,220 | |||||||||
| 3 Feb | 2860.80 | 223.05 | 96.85 | 45.85 | 2,130 | -457 | 1,440 | |||||||||
| 2 Feb | 2701.60 | 129.35 | 41 | 44.69 | 11,618 | -99 | 1,961 | |||||||||
| 1 Feb | 2578.10 | 83 | -108 | 50.18 | 8,976 | 890 | 2,049 | |||||||||
| 30 Jan | 2797.00 | 187.1 | -56.45 | 47.34 | 425 | 50 | 1,158 | |||||||||
| 29 Jan | 2861.60 | 248.65 | 32.55 | 44.78 | 1,287 | 531 | 1,110 | |||||||||
| 28 Jan | 2821.50 | 211.4 | 30.55 | 43.47 | 759 | -40 | 579 | |||||||||
| 27 Jan | 2761.20 | 183.5 | 49.35 | 46.2 | 2,737 | -24 | 631 | |||||||||
| 23 Jan | 2685.40 | 132.75 | -13 | 41.42 | 1,179 | 68 | 648 | |||||||||
| 22 Jan | 2708.60 | 148 | 38.2 | 40.4 | 1,099 | 62 | 576 | |||||||||
| 21 Jan | 2628.80 | 112.1 | -8.95 | 41.16 | 790 | 222 | 511 | |||||||||
| 20 Jan | 2653.40 | 119.15 | -44.45 | 39.71 | 420 | 127 | 289 | |||||||||
| 19 Jan | 2726.70 | 159 | -66.4 | 39.83 | 135 | 72 | 161 | |||||||||
| 16 Jan | 2808.70 | 219.8 | -16.3 | 40.56 | 74 | -2 | 90 | |||||||||
| 14 Jan | 2836.80 | 232.25 | -15.1 | 36.6 | 102 | -11 | 93 | |||||||||
| 13 Jan | 2832.00 | 238.7 | 19.2 | 39.61 | 117 | 0 | 103 | |||||||||
| 12 Jan | 2790.60 | 220.95 | 78.05 | 39.54 | 281 | 24 | 103 | |||||||||
| 9 Jan | 2669.50 | 150.4 | -9.6 | 38.19 | 76 | 29 | 79 | |||||||||
| 8 Jan | 2694.00 | 160 | -26 | 38.29 | 34 | -11 | 49 | |||||||||
| 7 Jan | 2744.90 | 187 | 21 | 36.57 | 26 | -4 | 59 | |||||||||
| 6 Jan | 2706.30 | 165 | 13.35 | 36.98 | 46 | -4 | 62 | |||||||||
| 5 Jan | 2673.90 | 151.25 | -1.3 | 36.79 | 68 | 8 | 66 | |||||||||
| 2 Jan | 2666.50 | 153 | 18 | 36.81 | 51 | 43 | 57 | |||||||||
| 1 Jan | 2628.00 | 135 | -6 | 37.28 | 13 | 8 | 12 | |||||||||
| 31 Dec | 2632.20 | 141 | -293.5 | 37.08 | 5 | 3 | 3 | |||||||||
| 30 Dec | 2581.00 | 434.5 | 0 | 2 | 0 | 0 | 0 | |||||||||
| 29 Dec | 2628.30 | 434.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Dec | 2649.00 | 434.5 | 0 | 0.16 | 0 | 0 | 0 | |||||||||
| 24 Dec | 2670.90 | 434.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Dec | 2737.50 | 434.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Dec | 2775.50 | 434.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Dec | 2684.80 | 434.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Dec | 2682.90 | 434.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Dec | 2630.50 | 434.5 | 0 | 0.56 | 0 | 0 | 0 | |||||||||
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| 16 Dec | 2605.90 | 434.5 | 0 | 1.05 | 0 | 0 | 0 | |||||||||
| 15 Dec | 2648.90 | 434.5 | - | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 2735.00 | 434.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 2698.80 | 434.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 2581.70 | 434.5 | 0 | 1.48 | 0 | 0 | 0 | |||||||||
| 9 Dec | 2715.80 | 434.5 | - | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 2798.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 2815.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 2765.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 2751.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 2843.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 2886.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 2902.40 | 434.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 2929.10 | 434.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Bse Limited - strike price 2700 expiring on 24FEB2026
Delta for 2700 CE is 0.67
Historical price for 2700 CE is as follows
On 20 Feb BSE was trading at 2739.50. The strike last trading price was 63.25, which was -1.05 lower than the previous day. The implied volatity was 34.75, the open interest changed by 112 which increased total open position to 1007
On 19 Feb BSE was trading at 2741.40. The strike last trading price was 64.7, which was -68.95 lower than the previous day. The implied volatity was 32.19, the open interest changed by 68 which increased total open position to 899
On 18 Feb BSE was trading at 2824.00. The strike last trading price was 132.4, which was 33.5 higher than the previous day. The implied volatity was 27.03, the open interest changed by -205 which decreased total open position to 830
On 17 Feb BSE was trading at 2742.30. The strike last trading price was 103.7, which was -45.7 lower than the previous day. The implied volatity was 47.53, the open interest changed by 194 which increased total open position to 1040
On 16 Feb BSE was trading at 2804.60. The strike last trading price was 147.35, which was -193.15 lower than the previous day. The implied volatity was 51.78, the open interest changed by 127 which increased total open position to 845
On 13 Feb BSE was trading at 3025.30. The strike last trading price was 340.5, which was -110.5 lower than the previous day. The implied volatity was 47.57, the open interest changed by -8 which decreased total open position to 718
On 12 Feb BSE was trading at 3143.20. The strike last trading price was 450, which was -32.1 lower than the previous day. The implied volatity was 39.4, the open interest changed by -5 which decreased total open position to 746
On 11 Feb BSE was trading at 3177.10. The strike last trading price was 481, which was -9.15 lower than the previous day. The implied volatity was 36.72, the open interest changed by -23 which decreased total open position to 754
On 10 Feb BSE was trading at 3174.20. The strike last trading price was 490, which was 169.2 higher than the previous day. The implied volatity was 53.67, the open interest changed by -198 which decreased total open position to 777
On 9 Feb BSE was trading at 2985.10. The strike last trading price was 321.85, which was 73.4 higher than the previous day. The implied volatity was 53.47, the open interest changed by -56 which decreased total open position to 981
On 6 Feb BSE was trading at 2897.00. The strike last trading price was 245.05, which was -2.65 lower than the previous day. The implied volatity was 47.72, the open interest changed by -1 which decreased total open position to 1077
On 5 Feb BSE was trading at 2892.20. The strike last trading price was 246.35, which was -13.5 lower than the previous day. The implied volatity was 46.98, the open interest changed by -129 which decreased total open position to 1078
On 4 Feb BSE was trading at 2896.30. The strike last trading price was 259, which was 30.2 higher than the previous day. The implied volatity was 49.04, the open interest changed by -98 which decreased total open position to 1220
On 3 Feb BSE was trading at 2860.80. The strike last trading price was 223.05, which was 96.85 higher than the previous day. The implied volatity was 45.85, the open interest changed by -457 which decreased total open position to 1440
On 2 Feb BSE was trading at 2701.60. The strike last trading price was 129.35, which was 41 higher than the previous day. The implied volatity was 44.69, the open interest changed by -99 which decreased total open position to 1961
On 1 Feb BSE was trading at 2578.10. The strike last trading price was 83, which was -108 lower than the previous day. The implied volatity was 50.18, the open interest changed by 890 which increased total open position to 2049
On 30 Jan BSE was trading at 2797.00. The strike last trading price was 187.1, which was -56.45 lower than the previous day. The implied volatity was 47.34, the open interest changed by 50 which increased total open position to 1158
On 29 Jan BSE was trading at 2861.60. The strike last trading price was 248.65, which was 32.55 higher than the previous day. The implied volatity was 44.78, the open interest changed by 531 which increased total open position to 1110
On 28 Jan BSE was trading at 2821.50. The strike last trading price was 211.4, which was 30.55 higher than the previous day. The implied volatity was 43.47, the open interest changed by -40 which decreased total open position to 579
On 27 Jan BSE was trading at 2761.20. The strike last trading price was 183.5, which was 49.35 higher than the previous day. The implied volatity was 46.2, the open interest changed by -24 which decreased total open position to 631
On 23 Jan BSE was trading at 2685.40. The strike last trading price was 132.75, which was -13 lower than the previous day. The implied volatity was 41.42, the open interest changed by 68 which increased total open position to 648
On 22 Jan BSE was trading at 2708.60. The strike last trading price was 148, which was 38.2 higher than the previous day. The implied volatity was 40.4, the open interest changed by 62 which increased total open position to 576
On 21 Jan BSE was trading at 2628.80. The strike last trading price was 112.1, which was -8.95 lower than the previous day. The implied volatity was 41.16, the open interest changed by 222 which increased total open position to 511
On 20 Jan BSE was trading at 2653.40. The strike last trading price was 119.15, which was -44.45 lower than the previous day. The implied volatity was 39.71, the open interest changed by 127 which increased total open position to 289
On 19 Jan BSE was trading at 2726.70. The strike last trading price was 159, which was -66.4 lower than the previous day. The implied volatity was 39.83, the open interest changed by 72 which increased total open position to 161
On 16 Jan BSE was trading at 2808.70. The strike last trading price was 219.8, which was -16.3 lower than the previous day. The implied volatity was 40.56, the open interest changed by -2 which decreased total open position to 90
On 14 Jan BSE was trading at 2836.80. The strike last trading price was 232.25, which was -15.1 lower than the previous day. The implied volatity was 36.6, the open interest changed by -11 which decreased total open position to 93
On 13 Jan BSE was trading at 2832.00. The strike last trading price was 238.7, which was 19.2 higher than the previous day. The implied volatity was 39.61, the open interest changed by 0 which decreased total open position to 103
On 12 Jan BSE was trading at 2790.60. The strike last trading price was 220.95, which was 78.05 higher than the previous day. The implied volatity was 39.54, the open interest changed by 24 which increased total open position to 103
On 9 Jan BSE was trading at 2669.50. The strike last trading price was 150.4, which was -9.6 lower than the previous day. The implied volatity was 38.19, the open interest changed by 29 which increased total open position to 79
On 8 Jan BSE was trading at 2694.00. The strike last trading price was 160, which was -26 lower than the previous day. The implied volatity was 38.29, the open interest changed by -11 which decreased total open position to 49
On 7 Jan BSE was trading at 2744.90. The strike last trading price was 187, which was 21 higher than the previous day. The implied volatity was 36.57, the open interest changed by -4 which decreased total open position to 59
On 6 Jan BSE was trading at 2706.30. The strike last trading price was 165, which was 13.35 higher than the previous day. The implied volatity was 36.98, the open interest changed by -4 which decreased total open position to 62
On 5 Jan BSE was trading at 2673.90. The strike last trading price was 151.25, which was -1.3 lower than the previous day. The implied volatity was 36.79, the open interest changed by 8 which increased total open position to 66
On 2 Jan BSE was trading at 2666.50. The strike last trading price was 153, which was 18 higher than the previous day. The implied volatity was 36.81, the open interest changed by 43 which increased total open position to 57
On 1 Jan BSE was trading at 2628.00. The strike last trading price was 135, which was -6 lower than the previous day. The implied volatity was 37.28, the open interest changed by 8 which increased total open position to 12
On 31 Dec BSE was trading at 2632.20. The strike last trading price was 141, which was -293.5 lower than the previous day. The implied volatity was 37.08, the open interest changed by 3 which increased total open position to 3
On 30 Dec BSE was trading at 2581.00. The strike last trading price was 434.5, which was 0 lower than the previous day. The implied volatity was 2, the open interest changed by 0 which decreased total open position to 0
On 29 Dec BSE was trading at 2628.30. The strike last trading price was 434.5, 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 26 Dec BSE was trading at 2649.00. The strike last trading price was 434.5, which was 0 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0
On 24 Dec BSE was trading at 2670.90. The strike last trading price was 434.5, 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 23 Dec BSE was trading at 2737.50. The strike last trading price was 434.5, 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 22 Dec BSE was trading at 2775.50. The strike last trading price was 434.5, 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 19 Dec BSE was trading at 2684.80. The strike last trading price was 434.5, 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 18 Dec BSE was trading at 2682.90. The strike last trading price was 434.5, 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 17 Dec BSE was trading at 2630.50. The strike last trading price was 434.5, which was 0 lower than the previous day. The implied volatity was 0.56, the open interest changed by 0 which decreased total open position to 0
On 16 Dec BSE was trading at 2605.90. The strike last trading price was 434.5, which was 0 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0
On 15 Dec BSE was trading at 2648.90. The strike last trading price was 434.5, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec BSE was trading at 2735.00. The strike last trading price was 434.5, 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 11 Dec BSE was trading at 2698.80. The strike last trading price was 434.5, 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 10 Dec BSE was trading at 2581.70. The strike last trading price was 434.5, which was 0 lower than the previous day. The implied volatity was 1.48, the open interest changed by 0 which decreased total open position to 0
On 9 Dec BSE was trading at 2715.80. The strike last trading price was 434.5, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec BSE was trading at 2798.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec BSE was trading at 2815.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec BSE was trading at 2765.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec BSE was trading at 2751.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec BSE was trading at 2843.20. The strike last trading price was -, which was - 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 -, which was - 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 434.5, 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 27 Nov BSE was trading at 2929.10. The strike last trading price was 434.5, 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
| BSE 24FEB2026 2700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.32
Vega: 1.03
Theta: -3.86
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 2739.50 | 19.5 | -10.1 | 32.05 | 13,806 | 6 | 2,108 |
| 19 Feb | 2741.40 | 32 | 18.2 | 39.35 | 7,987 | 10 | 2,096 |
| 18 Feb | 2824.00 | 14.05 | -35.15 | 40.04 | 8,094 | -73 | 2,048 |
| 17 Feb | 2742.30 | 47.7 | 9.05 | 48.36 | 9,878 | 50 | 2,148 |
| 16 Feb | 2804.60 | 40.5 | 32.35 | 51.12 | 16,103 | 859 | 2,129 |
| 13 Feb | 3025.30 | 8.1 | 2.3 | 47.05 | 1,422 | 63 | 1,269 |
| 12 Feb | 3143.20 | 5.5 | -1.45 | 51.37 | 651 | -60 | 1,215 |
| 11 Feb | 3177.10 | 7.15 | -0.9 | 54.71 | 1,076 | 6 | 1,282 |
| 10 Feb | 3174.20 | 8 | -17.4 | 54.17 | 4,957 | -954 | 1,287 |
| 9 Feb | 2985.10 | 25.75 | -20.45 | 52.43 | 4,450 | 156 | 2,240 |
| 6 Feb | 2897.00 | 47.3 | -2.9 | 49.31 | 2,801 | 53 | 2,085 |
| 5 Feb | 2892.20 | 50.25 | -0.4 | 50.35 | 2,595 | 102 | 2,037 |
| 4 Feb | 2896.30 | 50.8 | -6 | 49.77 | 5,358 | 545 | 2,055 |
| 3 Feb | 2860.80 | 57.4 | -56.95 | 46.66 | 3,929 | 135 | 1,522 |
| 2 Feb | 2701.60 | 110.45 | -98.55 | 45.96 | 3,217 | 81 | 1,401 |
| 1 Feb | 2578.10 | 215 | 123.6 | 57.78 | 5,951 | -52 | 1,331 |
| 30 Jan | 2797.00 | 102.6 | 39 | 50.89 | 2,910 | 343 | 1,387 |
| 29 Jan | 2861.60 | 60.5 | -13.8 | 45.67 | 1,700 | 4 | 1,054 |
| 28 Jan | 2821.50 | 74.85 | -23.6 | 44.7 | 1,635 | 194 | 1,049 |
| 27 Jan | 2761.20 | 94 | -43.45 | 43.57 | 2,415 | 13 | 889 |
| 23 Jan | 2685.40 | 140 | 18.4 | 44.85 | 800 | 98 | 883 |
| 22 Jan | 2708.60 | 122.35 | -43.7 | 42.94 | 768 | 162 | 778 |
| 21 Jan | 2628.80 | 164.9 | 12.7 | 43.96 | 262 | 36 | 616 |
| 20 Jan | 2653.40 | 153 | 35.4 | 42.89 | 340 | 20 | 579 |
| 19 Jan | 2726.70 | 122.7 | 26.4 | 42.88 | 254 | -4 | 559 |
| 16 Jan | 2808.70 | 98.35 | 18.15 | 43.56 | 698 | 314 | 564 |
| 14 Jan | 2836.80 | 80.2 | -2.35 | 40.27 | 224 | 86 | 251 |
| 13 Jan | 2832.00 | 87.15 | -13.15 | 41.18 | 270 | 38 | 163 |
| 12 Jan | 2790.60 | 98.1 | -51.9 | 41.18 | 141 | 68 | 124 |
| 9 Jan | 2669.50 | 150 | 19.45 | 41.22 | 41 | 4 | 55 |
| 8 Jan | 2694.00 | 130.55 | 20.6 | 37.35 | 46 | 13 | 52 |
| 7 Jan | 2744.90 | 108.7 | -21.95 | 37.22 | 33 | 11 | 40 |
| 6 Jan | 2706.30 | 132 | -15.25 | 38.4 | 29 | 9 | 28 |
| 5 Jan | 2673.90 | 147.25 | -7.85 | 38.96 | 10 | 5 | 19 |
| 2 Jan | 2666.50 | 155.1 | -18.9 | 39.29 | 11 | 7 | 13 |
| 1 Jan | 2628.00 | 174 | -0.3 | 38.68 | 6 | 0 | 4 |
| 31 Dec | 2632.20 | 174.3 | -16.7 | 39.74 | 4 | 3 | 4 |
| 30 Dec | 2581.00 | 191 | -62.25 | - | 1 | 0 | 0 |
| 29 Dec | 2628.30 | 253.25 | 0 | - | 0 | 0 | 0 |
| 26 Dec | 2649.00 | 253.25 | 0 | - | 0 | 0 | 0 |
| 24 Dec | 2670.90 | 253.25 | 0 | 0.38 | 0 | 0 | 0 |
| 23 Dec | 2737.50 | 253.25 | 0 | - | 0 | 0 | 0 |
| 22 Dec | 2775.50 | 253.25 | 0 | - | 0 | 0 | 0 |
| 19 Dec | 2684.80 | 253.25 | 0 | - | 0 | 0 | 0 |
| 18 Dec | 2682.90 | 253.25 | 0 | 0.85 | 0 | 0 | 0 |
| 17 Dec | 2630.50 | 253.25 | 0 | - | 0 | 0 | 0 |
| 16 Dec | 2605.90 | 253.25 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 2648.90 | 253.25 | - | - | 0 | 0 | 0 |
| 12 Dec | 2735.00 | 253.25 | 0 | 1.83 | 0 | 0 | 0 |
| 11 Dec | 2698.80 | 253.25 | 0 | 1.16 | 0 | 0 | 0 |
| 10 Dec | 2581.70 | 253.25 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 2715.80 | 253.25 | - | - | 0 | 0 | 0 |
| 8 Dec | 2798.80 | - | - | - | 0 | 0 | 0 |
| 5 Dec | 2815.90 | - | - | - | 0 | 0 | 0 |
| 4 Dec | 2765.00 | - | - | - | 0 | 0 | 0 |
| 3 Dec | 2751.10 | - | - | - | 0 | 0 | 0 |
| 2 Dec | 2843.20 | - | - | - | 0 | 0 | 0 |
| 1 Dec | 2886.60 | - | - | - | 0 | 0 | 0 |
| 28 Nov | 2902.40 | 253.25 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 2929.10 | 253.25 | 0 | - | 0 | 0 | 0 |
For Bse Limited - strike price 2700 expiring on 24FEB2026
Delta for 2700 PE is -0.32
Historical price for 2700 PE is as follows
On 20 Feb BSE was trading at 2739.50. The strike last trading price was 19.5, which was -10.1 lower than the previous day. The implied volatity was 32.05, the open interest changed by 6 which increased total open position to 2108
On 19 Feb BSE was trading at 2741.40. The strike last trading price was 32, which was 18.2 higher than the previous day. The implied volatity was 39.35, the open interest changed by 10 which increased total open position to 2096
On 18 Feb BSE was trading at 2824.00. The strike last trading price was 14.05, which was -35.15 lower than the previous day. The implied volatity was 40.04, the open interest changed by -73 which decreased total open position to 2048
On 17 Feb BSE was trading at 2742.30. The strike last trading price was 47.7, which was 9.05 higher than the previous day. The implied volatity was 48.36, the open interest changed by 50 which increased total open position to 2148
On 16 Feb BSE was trading at 2804.60. The strike last trading price was 40.5, which was 32.35 higher than the previous day. The implied volatity was 51.12, the open interest changed by 859 which increased total open position to 2129
On 13 Feb BSE was trading at 3025.30. The strike last trading price was 8.1, which was 2.3 higher than the previous day. The implied volatity was 47.05, the open interest changed by 63 which increased total open position to 1269
On 12 Feb BSE was trading at 3143.20. The strike last trading price was 5.5, which was -1.45 lower than the previous day. The implied volatity was 51.37, the open interest changed by -60 which decreased total open position to 1215
On 11 Feb BSE was trading at 3177.10. The strike last trading price was 7.15, which was -0.9 lower than the previous day. The implied volatity was 54.71, the open interest changed by 6 which increased total open position to 1282
On 10 Feb BSE was trading at 3174.20. The strike last trading price was 8, which was -17.4 lower than the previous day. The implied volatity was 54.17, the open interest changed by -954 which decreased total open position to 1287
On 9 Feb BSE was trading at 2985.10. The strike last trading price was 25.75, which was -20.45 lower than the previous day. The implied volatity was 52.43, the open interest changed by 156 which increased total open position to 2240
On 6 Feb BSE was trading at 2897.00. The strike last trading price was 47.3, which was -2.9 lower than the previous day. The implied volatity was 49.31, the open interest changed by 53 which increased total open position to 2085
On 5 Feb BSE was trading at 2892.20. The strike last trading price was 50.25, which was -0.4 lower than the previous day. The implied volatity was 50.35, the open interest changed by 102 which increased total open position to 2037
On 4 Feb BSE was trading at 2896.30. The strike last trading price was 50.8, which was -6 lower than the previous day. The implied volatity was 49.77, the open interest changed by 545 which increased total open position to 2055
On 3 Feb BSE was trading at 2860.80. The strike last trading price was 57.4, which was -56.95 lower than the previous day. The implied volatity was 46.66, the open interest changed by 135 which increased total open position to 1522
On 2 Feb BSE was trading at 2701.60. The strike last trading price was 110.45, which was -98.55 lower than the previous day. The implied volatity was 45.96, the open interest changed by 81 which increased total open position to 1401
On 1 Feb BSE was trading at 2578.10. The strike last trading price was 215, which was 123.6 higher than the previous day. The implied volatity was 57.78, the open interest changed by -52 which decreased total open position to 1331
On 30 Jan BSE was trading at 2797.00. The strike last trading price was 102.6, which was 39 higher than the previous day. The implied volatity was 50.89, the open interest changed by 343 which increased total open position to 1387
On 29 Jan BSE was trading at 2861.60. The strike last trading price was 60.5, which was -13.8 lower than the previous day. The implied volatity was 45.67, the open interest changed by 4 which increased total open position to 1054
On 28 Jan BSE was trading at 2821.50. The strike last trading price was 74.85, which was -23.6 lower than the previous day. The implied volatity was 44.7, the open interest changed by 194 which increased total open position to 1049
On 27 Jan BSE was trading at 2761.20. The strike last trading price was 94, which was -43.45 lower than the previous day. The implied volatity was 43.57, the open interest changed by 13 which increased total open position to 889
On 23 Jan BSE was trading at 2685.40. The strike last trading price was 140, which was 18.4 higher than the previous day. The implied volatity was 44.85, the open interest changed by 98 which increased total open position to 883
On 22 Jan BSE was trading at 2708.60. The strike last trading price was 122.35, which was -43.7 lower than the previous day. The implied volatity was 42.94, the open interest changed by 162 which increased total open position to 778
On 21 Jan BSE was trading at 2628.80. The strike last trading price was 164.9, which was 12.7 higher than the previous day. The implied volatity was 43.96, the open interest changed by 36 which increased total open position to 616
On 20 Jan BSE was trading at 2653.40. The strike last trading price was 153, which was 35.4 higher than the previous day. The implied volatity was 42.89, the open interest changed by 20 which increased total open position to 579
On 19 Jan BSE was trading at 2726.70. The strike last trading price was 122.7, which was 26.4 higher than the previous day. The implied volatity was 42.88, the open interest changed by -4 which decreased total open position to 559
On 16 Jan BSE was trading at 2808.70. The strike last trading price was 98.35, which was 18.15 higher than the previous day. The implied volatity was 43.56, the open interest changed by 314 which increased total open position to 564
On 14 Jan BSE was trading at 2836.80. The strike last trading price was 80.2, which was -2.35 lower than the previous day. The implied volatity was 40.27, the open interest changed by 86 which increased total open position to 251
On 13 Jan BSE was trading at 2832.00. The strike last trading price was 87.15, which was -13.15 lower than the previous day. The implied volatity was 41.18, the open interest changed by 38 which increased total open position to 163
On 12 Jan BSE was trading at 2790.60. The strike last trading price was 98.1, which was -51.9 lower than the previous day. The implied volatity was 41.18, the open interest changed by 68 which increased total open position to 124
On 9 Jan BSE was trading at 2669.50. The strike last trading price was 150, which was 19.45 higher than the previous day. The implied volatity was 41.22, the open interest changed by 4 which increased total open position to 55
On 8 Jan BSE was trading at 2694.00. The strike last trading price was 130.55, which was 20.6 higher than the previous day. The implied volatity was 37.35, the open interest changed by 13 which increased total open position to 52
On 7 Jan BSE was trading at 2744.90. The strike last trading price was 108.7, which was -21.95 lower than the previous day. The implied volatity was 37.22, the open interest changed by 11 which increased total open position to 40
On 6 Jan BSE was trading at 2706.30. The strike last trading price was 132, which was -15.25 lower than the previous day. The implied volatity was 38.4, the open interest changed by 9 which increased total open position to 28
On 5 Jan BSE was trading at 2673.90. The strike last trading price was 147.25, which was -7.85 lower than the previous day. The implied volatity was 38.96, the open interest changed by 5 which increased total open position to 19
On 2 Jan BSE was trading at 2666.50. The strike last trading price was 155.1, which was -18.9 lower than the previous day. The implied volatity was 39.29, the open interest changed by 7 which increased total open position to 13
On 1 Jan BSE was trading at 2628.00. The strike last trading price was 174, which was -0.3 lower than the previous day. The implied volatity was 38.68, the open interest changed by 0 which decreased total open position to 4
On 31 Dec BSE was trading at 2632.20. The strike last trading price was 174.3, which was -16.7 lower than the previous day. The implied volatity was 39.74, the open interest changed by 3 which increased total open position to 4
On 30 Dec BSE was trading at 2581.00. The strike last trading price was 191, which was -62.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Dec BSE was trading at 2628.30. The strike last trading price was 253.25, 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 26 Dec BSE was trading at 2649.00. The strike last trading price was 253.25, 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 24 Dec BSE was trading at 2670.90. The strike last trading price was 253.25, which was 0 lower than the previous day. The implied volatity was 0.38, the open interest changed by 0 which decreased total open position to 0
On 23 Dec BSE was trading at 2737.50. The strike last trading price was 253.25, 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 22 Dec BSE was trading at 2775.50. The strike last trading price was 253.25, 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 19 Dec BSE was trading at 2684.80. The strike last trading price was 253.25, 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 18 Dec BSE was trading at 2682.90. The strike last trading price was 253.25, which was 0 lower than the previous day. The implied volatity was 0.85, the open interest changed by 0 which decreased total open position to 0
On 17 Dec BSE was trading at 2630.50. The strike last trading price was 253.25, 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 16 Dec BSE was trading at 2605.90. The strike last trading price was 253.25, 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 15 Dec BSE was trading at 2648.90. The strike last trading price was 253.25, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec BSE was trading at 2735.00. The strike last trading price was 253.25, which was 0 lower than the previous day. The implied volatity was 1.83, the open interest changed by 0 which decreased total open position to 0
On 11 Dec BSE was trading at 2698.80. The strike last trading price was 253.25, which was 0 lower than the previous day. The implied volatity was 1.16, the open interest changed by 0 which decreased total open position to 0
On 10 Dec BSE was trading at 2581.70. The strike last trading price was 253.25, 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 9 Dec BSE was trading at 2715.80. The strike last trading price was 253.25, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec BSE was trading at 2798.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec BSE was trading at 2815.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec BSE was trading at 2765.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec BSE was trading at 2751.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec BSE was trading at 2843.20. The strike last trading price was -, which was - 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 -, which was - 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 253.25, 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 27 Nov BSE was trading at 2929.10. The strike last trading price was 253.25, 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
