BSE

Bse Limited

2815.9 +50.90 (1.84%)

L: 2742.7 H: 2822.9

Back to Option Chain

Historical option data for BSE
05 Dec 2025 04:13 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

BSE 30-DEC-2025 2700 CE
Delta: 0.73 Vega: 2.46 Theta: -2.15 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	2815.90	176.95 ₹ 66,356.25	29.1 10912.50	33.41	2,762 10,35,750	-1,048 -3,93,000	595 2,23,125
4 Dec	2765.00	144.45 ₹ 54,168.75	3.85 1443.75	34.23	802 3,00,750	-14 -5,250	1,638 6,14,250
3 Dec	2751.10	144.95 ₹ 54,356.25	-64.05 -24018.75	34.09	1,264 4,74,000	282 1,05,750	1,652 6,19,500
2 Dec	2843.20	207 ₹ 77,625	-35.45 -13293.75	34.53	335 1,25,625	198 74,250	1,370 5,13,750

1 Dec	2886.60	243 ₹ 91,125	-15.2 -5700.00	32.92	80 30,000	47 17,625	1,172 4,39,500
28 Nov	2902.40	256.1 ₹ 96,037.5	-26.05 -9768.75	33.44	134 50,250	-77 -28,875	1,125 4,21,875
27 Nov	2929.10	282.45 ₹ 1,05,918.75	32.35 12131.25	33.83	207 77,625	-59 -22,125	1,201 4,50,375
26 Nov	2886.70	252.3 ₹ 94,612.5	37.6 14100.00	34.57	1,310 4,91,250	1,002 3,75,750	1,258 4,71,750
25 Nov	2840.60	212.2 ₹ 79,575	12.05 4518.75	33.58	290 1,08,750	11 4,125	259 97,125
24 Nov	2802.20	198 ₹ 74,250	-43.25 -16218.75	35.30	119 44,625	36 13,500	248 93,000
21 Nov	2858.30	240 ₹ 90,000	-33.2 -12450.00	35.47	107 40,125	-47 -17,625	210 78,750
20 Nov	2895.50	271.5 ₹ 1,01,812.5	-4 -1500.00	34.74	81 30,375	18 6,750	262 98,250
19 Nov	2898.30	275 ₹ 1,03,125	45.35 17006.25	35.07	164 61,500	93 34,875	246 92,250
18 Nov	2834.10	229 ₹ 85,875	5.2 1950.00	36.67	79 29,625	-10 -3,750	152 57,000
17 Nov	2811.90	223.8 ₹ 83,925	-3.65 -1368.75	38.10	20 7,500	3 1,125	163 61,125
14 Nov	2827.60	229 ₹ 85,875	38.35 14381.25	34.65	66 24,750	3 1,125	157 58,875
13 Nov	2760.20	193.75 ₹ 72,656.25	-11.25 -4218.75	34.75	96 36,000	-23 -8,625	157 58,875
12 Nov	2775.40	205 ₹ 76,875	60.1 22537.50	37.23	226 84,750	-15 -5,625	189 70,875
11 Nov	2644.20	145 ₹ 54,375	2.45 918.75	40.06	149 55,875	19 7,125	203 76,125
10 Nov	2625.30	140.05 ₹ 52,518.75	-22.9 -8587.50	40.37	203 76,125	71 26,625	185 69,375
7 Nov	2678.30	163.85 ₹ 61,443.75	96.3 36112.50	39.77	216 81,000	61 22,875	114 42,750
6 Nov	2455.50	69.1 ₹ 25,912.5	-14.7 -5512.50	37.97	27 10,125	-2 -750	53 19,875
4 Nov	2496.60	84.6 ₹ 31,725	-20.45 -7668.75	37.98	33 12,375	10 3,750	54 20,250
3 Nov	2548.30	103.35 ₹ 38,756.25	16.35 6131.25	37.66	44 16,500	25 9,375	43 16,125
31 Oct	2479.00	87 ₹ 32,625	2.4 900.00	-	19 7,125	16 6,000	16 6,000
30 Oct	2442.80	84.6 ₹ 31,725	0 0.00	5.20	0 0	0 0	0 0
29 Oct	2447.30	84.6 ₹ 31,725	0 0.00	5.03	0 0	0 0	0 0
8 Oct	2244.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
7 Oct	2231.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
6 Oct	2217.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Bse Limited - strike price 2700 expiring on 30DEC2025

Delta for 2700 CE is 0.73

Historical price for 2700 CE is as follows

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: -0.28 Vega: 2.47 Theta: -1.45 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	2815.90	44.8 ₹ 16,800	-21.55 -8081.25	33.93	2,884 10,81,500	155 58,125	2,118 7,94,250
4 Dec	2765.00	67.7 ₹ 25,387.5	-10.65 -3993.75	35.54	2,489 9,33,375	-148 -55,500	1,965 7,36,875
3 Dec	2751.10	74 ₹ 27,750	28.15 10556.25	36.95	5,220 19,57,500	429 1,60,875	2,113 7,92,375
2 Dec	2843.20	46.4 ₹ 17,400	8.2 3075.00	35.88	1,347 5,05,125	179 67,125	1,681 6,30,375
1 Dec	2886.60	38.4 ₹ 14,400	3.6 1350.00	36.73	1,344 5,04,000	0 0	1,503 5,63,625
28 Nov	2902.40	34.9 ₹ 13,087.5	3.1 1162.50	34.43	1,042 3,90,750	61 22,875	1,503 5,63,625
27 Nov	2929.10	32.55 ₹ 12,206.25	-9.05 -3393.75	35.31	1,919 7,19,625	276 1,03,500	1,442 5,40,750
26 Nov	2886.70	41.5 ₹ 15,562.5	-16.25 -6093.75	35.05	1,645 6,16,875	233 87,375	1,166 4,37,250
25 Nov	2840.60	59.8 ₹ 22,425	-15.5 -5812.50	36.46	1,816 6,81,000	112 42,000	933 3,49,875
24 Nov	2802.20	75.15 ₹ 28,181.25	10.85 4068.75	38.05	643 2,41,125	16 6,000	822 3,08,250
21 Nov	2858.30	65.3 ₹ 24,487.5	6.7 2512.50	38.38	625 2,34,375	-40 -15,000	804 3,01,500
20 Nov	2895.50	58.95 ₹ 22,106.25	3.7 1387.50	39.46	1,504 5,64,000	446 1,67,250	846 3,17,250
19 Nov	2898.30	55.85 ₹ 20,943.75	-17.25 -6468.75	38.10	590 2,21,250	94 35,250	364 1,36,500
18 Nov	2834.10	75.7 ₹ 28,387.5	-2.25 -843.75	37.83	194 72,750	39 14,625	268 1,00,500
17 Nov	2811.90	77.95 ₹ 29,231.25	2.35 881.25	36.53	166 62,250	48 18,000	228 85,500
14 Nov	2827.60	75 ₹ 28,125	-25.5 -9562.50	36.17	154 57,750	-33 -12,375	179 67,125
13 Nov	2760.20	98.55 ₹ 36,956.25	2.3 862.50	37.27	119 44,625	25 9,375	212 79,500
12 Nov	2775.40	95.55 ₹ 35,831.25	-81.65 -30618.75	36.18	326 1,22,250	147 55,125	186 69,750
11 Nov	2644.20	175 ₹ 65,625	-11.55 -4331.25	42.41	43 16,125	11 4,125	38 14,250
10 Nov	2625.30	189.95 ₹ 71,231.25	26.4 9900.00	43.88	36 13,500	4 1,500	25 9,375
7 Nov	2678.30	166 ₹ 62,250	-94 -35250.00	41.75	39 14,625	18 6,750	18 6,750
6 Nov	2455.50	260 ₹ 97,500	28 10500.00	-	0 0	-1 -375	0 0
4 Nov	2496.60	260 ₹ 97,500	28 10500.00	41.11	1 375	0 0	1 375
3 Nov	2548.30	232 ₹ 87,000	-471.5 -176812.50	41.04	1 375	0 0	0 0
31 Oct	2479.00	703.5 ₹ 2,63,812.5	0 0.00	-	0 0	0 0	0 0
30 Oct	2442.80	703.5 ₹ 2,63,812.5	0 0.00	-	0 0	0 0	0 0
29 Oct	2447.30	703.5 ₹ 2,63,812.5	0 0.00	-	0 0	0 0	0 0
8 Oct	2244.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
7 Oct	2231.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
6 Oct	2217.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Bse Limited - strike price 2700 expiring on 30DEC2025

Delta for 2700 PE is -0.28

Historical price for 2700 PE is as follows

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

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