BSE

Bse Limited

2670.9 -66.60 (-2.43%)

L: 2665.2 H: 2749

Back to Option Chain

Historical option data for BSE
24 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 27-JAN-2026 2700 CE
Delta: 0.52 Vega: 3.25 Theta: -2.02 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	2670.90	112.1 ₹ 42,037.5	-44.25 -16593.75	35.00	1,307 4,90,125	330 1,23,750	1,110 4,16,250
23 Dec	2737.50	155.25 ₹ 58,218.75	-30.15 -11306.25	36.86	653 2,44,875	92 34,500	783 2,93,625
22 Dec	2775.50	184 ₹ 69,000	56.2 21075.00	37.80	1,346 5,04,750	55 20,625	705 2,64,375
19 Dec	2684.80	126.75 ₹ 47,531.25	-3.55 -1331.25	35.09	504 1,89,000	28 10,500	641 2,40,375
18 Dec	2682.90	130.4 ₹ 48,900	19.3 7237.50	34.97	477 1,78,875	11 4,125	612 2,29,500
17 Dec	2630.50	107.75 ₹ 40,406.25	1.85 693.75	36.17	354 1,32,750	17 6,375	600 2,25,000
16 Dec	2605.90	104.8 ₹ 39,300	-20 -7500.00	37.81	400 1,50,000	69 25,875	583 2,18,625
15 Dec	2648.90	119.55 ₹ 44,831.25	-50.35 -18881.25	36.28	170 63,750	22 8,250	514 1,92,750
12 Dec	2735.00	167 ₹ 62,625	8.55 3206.25	35.01	136 51,000	-4 -1,500	493 1,84,875
11 Dec	2698.80	154 ₹ 57,750	44 16500.00	35.76	346 1,29,750	141 52,875	497 1,86,375
10 Dec	2581.70	108 ₹ 40,500	-74 -27750.00	38.36	717 2,68,875	328 1,23,000	360 1,35,000
9 Dec	2715.80	181 ₹ 67,875	-29 -10875.00	41.46	58 21,750	24 9,000	28 10,500
8 Dec	2798.80	210 ₹ 78,750	13.05 4893.75	-	0 0	0 0	4 1,500
5 Dec	2815.90	210 ₹ 78,750	13.05 4893.75	-	0 0	1 375	0 0
4 Dec	2765.00	210 ₹ 78,750	13.05 4893.75	37.15	2 750	1 375	4 1,500
3 Dec	2751.10	196.95 ₹ 73,856.25	-123.85 -46443.75	33.80	2 750	1 375	3 1,125
2 Dec	2843.20	320.8 ₹ 1,20,300	-24.45 -9168.75	-	0 0	0 0	0 0
28 Nov	2902.40	320.8 ₹ 1,20,300	-24.45 -9168.75	38.33	1 375	0 0	2 750
27 Nov	2929.10	345.25 ₹ 1,29,468.75	75.2 28200.00	-	0 0	0 0	0 0
26 Nov	2886.70	345.25 ₹ 1,29,468.75	75.2 28200.00	-	0 0	0 0	0 0
25 Nov	2840.60	345.25 ₹ 1,29,468.75	75.2 28200.00	-	0 0	0 0	0 0
20 Nov	2895.50	345.25 ₹ 1,29,468.75	75.2 28200.00	41.50	1 375	0 0	2 750

19 Nov	2898.30	270.05 ₹ 1,01,268.75	-8.15 -3056.25	-	0 0	0 0	0 0
17 Nov	2811.90	270.05 ₹ 1,01,268.75	-8.15 -3056.25	-	0 0	0 0	0 0
13 Nov	2760.20	270.05 ₹ 1,01,268.75	-8.15 -3056.25	41.21	1 375	0 0	2 750
12 Nov	2775.40	278.2 ₹ 1,04,325	68.85 25818.75	42.54	4 1,500	3 1,125	3 1,125
11 Nov	2644.20	209.35 ₹ 78,506.25	0 0.00	0.01	0 0	0 0	0 0
30 Oct	2442.80	209.35 ₹ 78,506.25	0 0.00	-	0 0	0 0	0 0

For Bse Limited - strike price 2700 expiring on 27JAN2026

Delta for 2700 CE is 0.52

Historical price for 2700 CE is as follows

On 24 Dec BSE was trading at 2670.90. The strike last trading price was 112.1, which was -44.25 lower than the previous day. The implied volatity was 35.00, the open interest changed by 330 which increased total open position to 1110

On 23 Dec BSE was trading at 2737.50. The strike last trading price was 155.25, which was -30.15 lower than the previous day. The implied volatity was 36.86, the open interest changed by 92 which increased total open position to 783

On 22 Dec BSE was trading at 2775.50. The strike last trading price was 184, which was 56.2 higher than the previous day. The implied volatity was 37.80, the open interest changed by 55 which increased total open position to 705

On 19 Dec BSE was trading at 2684.80. The strike last trading price was 126.75, which was -3.55 lower than the previous day. The implied volatity was 35.09, the open interest changed by 28 which increased total open position to 641

On 18 Dec BSE was trading at 2682.90. The strike last trading price was 130.4, which was 19.3 higher than the previous day. The implied volatity was 34.97, the open interest changed by 11 which increased total open position to 612

On 17 Dec BSE was trading at 2630.50. The strike last trading price was 107.75, which was 1.85 higher than the previous day. The implied volatity was 36.17, the open interest changed by 17 which increased total open position to 600

On 16 Dec BSE was trading at 2605.90. The strike last trading price was 104.8, which was -20 lower than the previous day. The implied volatity was 37.81, the open interest changed by 69 which increased total open position to 583

On 15 Dec BSE was trading at 2648.90. The strike last trading price was 119.55, which was -50.35 lower than the previous day. The implied volatity was 36.28, the open interest changed by 22 which increased total open position to 514

On 12 Dec BSE was trading at 2735.00. The strike last trading price was 167, which was 8.55 higher than the previous day. The implied volatity was 35.01, the open interest changed by -4 which decreased total open position to 493

On 11 Dec BSE was trading at 2698.80. The strike last trading price was 154, which was 44 higher than the previous day. The implied volatity was 35.76, the open interest changed by 141 which increased total open position to 497

On 10 Dec BSE was trading at 2581.70. The strike last trading price was 108, which was -74 lower than the previous day. The implied volatity was 38.36, the open interest changed by 328 which increased total open position to 360

On 9 Dec BSE was trading at 2715.80. The strike last trading price was 181, which was -29 lower than the previous day. The implied volatity was 41.46, the open interest changed by 24 which increased total open position to 28

On 8 Dec BSE was trading at 2798.80. The strike last trading price was 210, which was 13.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 5 Dec BSE was trading at 2815.90. The strike last trading price was 210, which was 13.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 4 Dec BSE was trading at 2765.00. The strike last trading price was 210, which was 13.05 higher than the previous day. The implied volatity was 37.15, the open interest changed by 1 which increased total open position to 4

On 3 Dec BSE was trading at 2751.10. The strike last trading price was 196.95, which was -123.85 lower than the previous day. The implied volatity was 33.80, the open interest changed by 1 which increased total open position to 3

On 2 Dec BSE was trading at 2843.20. The strike last trading price was 320.8, which was -24.45 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 320.8, which was -24.45 lower than the previous day. The implied volatity was 38.33, the open interest changed by 0 which decreased total open position to 2

On 27 Nov BSE was trading at 2929.10. The strike last trading price was 345.25, which was 75.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 26 Nov BSE was trading at 2886.70. The strike last trading price was 345.25, which was 75.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 25 Nov BSE was trading at 2840.60. The strike last trading price was 345.25, which was 75.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 20 Nov BSE was trading at 2895.50. The strike last trading price was 345.25, which was 75.2 higher than the previous day. The implied volatity was 41.50, the open interest changed by 0 which decreased total open position to 2

On 19 Nov BSE was trading at 2898.30. The strike last trading price was 270.05, which was -8.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 17 Nov BSE was trading at 2811.90. The strike last trading price was 270.05, which was -8.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 13 Nov BSE was trading at 2760.20. The strike last trading price was 270.05, which was -8.15 lower than the previous day. The implied volatity was 41.21, the open interest changed by 0 which decreased total open position to 2

On 12 Nov BSE was trading at 2775.40. The strike last trading price was 278.2, which was 68.85 higher than the previous day. The implied volatity was 42.54, the open interest changed by 3 which increased total open position to 3

On 11 Nov BSE was trading at 2644.20. The strike last trading price was 209.35, which was 0 lower than the previous day. The implied volatity was 0.01, 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 209.35, 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 27JAN2026 2700 PE
Delta: -0.48 Vega: 3.25 Theta: -1.47 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	2670.90	128 ₹ 48,000	28.35 10631.25	38.80	947 3,55,125	32 12,000	827 3,10,125
23 Dec	2737.50	99.5 ₹ 37,312.5	13.4 5025.00	38.09	656 2,46,000	118 44,250	801 3,00,375
22 Dec	2775.50	87.1 ₹ 32,662.5	-30.1 -11287.50	38.26	562 2,10,750	139 52,125	693 2,59,875
19 Dec	2684.80	119.8 ₹ 44,925	-2.05 -768.75	35.59	257 96,375	8 3,000	554 2,07,750
18 Dec	2682.90	121.9 ₹ 45,712.5	-39.25 -14718.75	36.37	117 43,875	21 7,875	546 2,04,750
17 Dec	2630.50	161.75 ₹ 60,656.25	-7.65 -2868.75	39.38	49 18,375	8 3,000	525 1,96,875
16 Dec	2605.90	168 ₹ 63,000	20 7500.00	37.29	132 49,500	-6 -2,250	517 1,93,875
15 Dec	2648.90	159.9 ₹ 59,962.5	48.7 18262.50	40.42	229 85,875	-4 -1,500	523 1,96,125
12 Dec	2735.00	112.3 ₹ 42,112.5	-18.6 -6975.00	36.99	178 66,750	29 10,875	528 1,98,000
11 Dec	2698.80	145.4 ₹ 54,525	-53.95 -20231.25	42.00	260 97,500	137 51,375	498 1,86,750
10 Dec	2581.70	200.5 ₹ 75,187.5	73 27375.00	41.07	506 1,89,750	295 1,10,625	362 1,35,750
9 Dec	2715.80	135 ₹ 50,625	38.8 14550.00	38.89	78 29,250	13 4,875	67 25,125
8 Dec	2798.80	96.2 ₹ 36,075	11.2 4200.00	38.75	59 22,125	35 13,125	54 20,250
5 Dec	2815.90	85 ₹ 31,875	-18 -6750.00	35.96	17 6,375	6 2,250	19 7,125
4 Dec	2765.00	103 ₹ 38,625	-15.4 -5775.00	35.61	7 2,625	5 1,875	13 4,875
3 Dec	2751.10	111.15 ₹ 41,681.25	-337.7 -126637.50	37.18	9 3,375	8 3,000	8 3,000
2 Dec	2843.20	448.85 ₹ 1,68,318.75	0 0.00	4.40	0 0	0 0	0 0
28 Nov	2902.40	448.85 ₹ 1,68,318.75	0 0.00	5.56	0 0	0 0	0 0
27 Nov	2929.10	448.85 ₹ 1,68,318.75	0 0.00	6.09	0 0	0 0	0 0
26 Nov	2886.70	448.85 ₹ 1,68,318.75	0 0.00	-	0 0	0 0	0 0
25 Nov	2840.60	448.85 ₹ 1,68,318.75	0 0.00	-	0 0	0 0	0 0
20 Nov	2895.50	448.85 ₹ 1,68,318.75	0 0.00	-	0 0	0 0	0 0
19 Nov	2898.30	448.85 ₹ 1,68,318.75	0 0.00	-	0 0	0 0	0 0
17 Nov	2811.90	448.85 ₹ 1,68,318.75	0 0.00	-	0 0	0 0	0 0
13 Nov	2760.20	448.85 ₹ 1,68,318.75	0 0.00	2.68	0 0	0 0	0 0
12 Nov	2775.40	448.85 ₹ 1,68,318.75	0 0.00	2.69	0 0	0 0	0 0
11 Nov	2644.20	448.85 ₹ 1,68,318.75	0 0.00	-	0 0	0 0	0 0
30 Oct	2442.80	448.85 ₹ 1,68,318.75	0 0.00	-	0 0	0 0	0 0

For Bse Limited - strike price 2700 expiring on 27JAN2026

Delta for 2700 PE is -0.48

Historical price for 2700 PE is as follows

On 24 Dec BSE was trading at 2670.90. The strike last trading price was 128, which was 28.35 higher than the previous day. The implied volatity was 38.80, the open interest changed by 32 which increased total open position to 827

On 23 Dec BSE was trading at 2737.50. The strike last trading price was 99.5, which was 13.4 higher than the previous day. The implied volatity was 38.09, the open interest changed by 118 which increased total open position to 801

On 22 Dec BSE was trading at 2775.50. The strike last trading price was 87.1, which was -30.1 lower than the previous day. The implied volatity was 38.26, the open interest changed by 139 which increased total open position to 693

On 19 Dec BSE was trading at 2684.80. The strike last trading price was 119.8, which was -2.05 lower than the previous day. The implied volatity was 35.59, the open interest changed by 8 which increased total open position to 554

On 18 Dec BSE was trading at 2682.90. The strike last trading price was 121.9, which was -39.25 lower than the previous day. The implied volatity was 36.37, the open interest changed by 21 which increased total open position to 546

On 17 Dec BSE was trading at 2630.50. The strike last trading price was 161.75, which was -7.65 lower than the previous day. The implied volatity was 39.38, the open interest changed by 8 which increased total open position to 525

On 16 Dec BSE was trading at 2605.90. The strike last trading price was 168, which was 20 higher than the previous day. The implied volatity was 37.29, the open interest changed by -6 which decreased total open position to 517

On 15 Dec BSE was trading at 2648.90. The strike last trading price was 159.9, which was 48.7 higher than the previous day. The implied volatity was 40.42, the open interest changed by -4 which decreased total open position to 523

On 12 Dec BSE was trading at 2735.00. The strike last trading price was 112.3, which was -18.6 lower than the previous day. The implied volatity was 36.99, the open interest changed by 29 which increased total open position to 528

On 11 Dec BSE was trading at 2698.80. The strike last trading price was 145.4, which was -53.95 lower than the previous day. The implied volatity was 42.00, the open interest changed by 137 which increased total open position to 498

On 10 Dec BSE was trading at 2581.70. The strike last trading price was 200.5, which was 73 higher than the previous day. The implied volatity was 41.07, the open interest changed by 295 which increased total open position to 362

On 9 Dec BSE was trading at 2715.80. The strike last trading price was 135, which was 38.8 higher than the previous day. The implied volatity was 38.89, the open interest changed by 13 which increased total open position to 67

On 8 Dec BSE was trading at 2798.80. The strike last trading price was 96.2, which was 11.2 higher than the previous day. The implied volatity was 38.75, the open interest changed by 35 which increased total open position to 54

On 5 Dec BSE was trading at 2815.90. The strike last trading price was 85, which was -18 lower than the previous day. The implied volatity was 35.96, the open interest changed by 6 which increased total open position to 19

On 4 Dec BSE was trading at 2765.00. The strike last trading price was 103, which was -15.4 lower than the previous day. The implied volatity was 35.61, the open interest changed by 5 which increased total open position to 13

On 3 Dec BSE was trading at 2751.10. The strike last trading price was 111.15, which was -337.7 lower than the previous day. The implied volatity was 37.18, the open interest changed by 8 which increased total open position to 8

On 2 Dec BSE was trading at 2843.20. The strike last trading price was 448.85, which was 0 lower than the previous day. The implied volatity was 4.40, 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 448.85, which was 0 lower than the previous day. The implied volatity was 5.56, 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 448.85, which was 0 lower than the previous day. The implied volatity was 6.09, the open interest changed by 0 which decreased total open position to 0

On 26 Nov BSE was trading at 2886.70. The strike last trading price was 448.85, 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 25 Nov BSE was trading at 2840.60. The strike last trading price was 448.85, 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 20 Nov BSE was trading at 2895.50. The strike last trading price was 448.85, 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 Nov BSE was trading at 2898.30. The strike last trading price was 448.85, 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 Nov BSE was trading at 2811.90. The strike last trading price was 448.85, 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 13 Nov BSE was trading at 2760.20. The strike last trading price was 448.85, which was 0 lower than the previous day. The implied volatity was 2.68, the open interest changed by 0 which decreased total open position to 0

On 12 Nov BSE was trading at 2775.40. The strike last trading price was 448.85, which was 0 lower than the previous day. The implied volatity was 2.69, the open interest changed by 0 which decreased total open position to 0

On 11 Nov BSE was trading at 2644.20. The strike last trading price was 448.85, 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 448.85, 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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