BSE

Bse Limited

2684.9 +103.20 (4.00%)

L: 2585 H: 2689.5

Back to Option Chain

Historical option data for BSE
11 Dec 2025 12:48 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 2750 CE
Delta: 0.43 Vega: 2.41 Theta: -2.65 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
11 Dec	2684.70	68.9 ₹ 25,837.5	24.9 9337.50	37.27	4,119 15,44,625	-290 -1,08,750	2,038 7,64,250
10 Dec	2581.70	43.9 ₹ 16,462.5	-48.5 -18187.50	41.41	4,520 16,95,000	318 1,19,250	2,329 8,73,375
9 Dec	2715.80	85.5 ₹ 32,062.5	-50.8 -19050.00	39.13	7,108 26,65,500	489 1,83,375	1,989 7,45,875
8 Dec	2798.80	137.65 ₹ 51,618.75	-6.2 -2325.00	36.54	1,182 4,43,250	-274 -1,02,750	1,497 5,61,375
5 Dec	2815.90	144.85 ₹ 54,318.75	26.05 9768.75	33.61	4,227 15,85,125	1,209 4,53,375	1,770 6,63,750
4 Dec	2765.00	115 ₹ 43,125	1.75 656.25	33.83	1,911 7,16,625	287 1,07,625	553 2,07,375
3 Dec	2751.10	117 ₹ 43,875	-55.25 -20718.75	34.15	1,010 3,78,750	139 52,125	250 93,750
2 Dec	2843.20	172.05 ₹ 64,518.75	-31.25 -11718.75	34.15	96 36,000	17 6,375	117 43,875
1 Dec	2886.60	205.85 ₹ 77,193.75	-13.3 -4987.50	32.97	101 37,875	12 4,500	99 37,125
28 Nov	2902.40	218.85 ₹ 82,068.75	-22.1 -8287.50	33.36	42 15,750	17 6,375	86 32,250
27 Nov	2929.10	239.9 ₹ 89,962.5	27.95 10481.25	32.19	85 31,875	-8 -3,000	72 27,000
26 Nov	2886.70	213.7 ₹ 80,137.5	30.55 11456.25	33.57	64 24,000	2 750	80 30,000
25 Nov	2840.60	183.95 ₹ 68,981.25	15.75 5906.25	35.02	196 73,500	25 9,375	77 28,875
24 Nov	2802.20	167 ₹ 62,625	-71.05 -26643.75	35.14	22 8,250	9 3,375	52 19,500
21 Nov	2858.30	238.05 ₹ 89,268.75	-5.95 -2231.25	44.66	6 2,250	2 750	41 15,375
20 Nov	2895.50	244 ₹ 91,500	-1 -375.00	37.19	10 3,750	-3 -1,125	40 15,000
19 Nov	2898.30	245 ₹ 91,875	45 16875.00	36.67	36 13,500	-2 -750	42 15,750
18 Nov	2834.10	200 ₹ 75,000	0.15 56.25	37.22	28 10,500	3 1,125	42 15,750
17 Nov	2811.90	199.85 ₹ 74,943.75	3.45 1293.75	39.67	8 3,000	3 1,125	38 14,250
14 Nov	2827.60	196 ₹ 73,500	36 13500.00	34.15	15 5,625	5 1,875	37 13,875

13 Nov	2760.20	160 ₹ 60,000	-20 -7500.00	33.28	16 6,000	4 1,500	31 11,625
12 Nov	2775.40	180 ₹ 67,500	55.3 20737.50	37.91	54 20,250	-6 -2,250	26 9,750
11 Nov	2644.20	124 ₹ 46,500	0.5 187.50	40.04	11 4,125	2 750	29 10,875
10 Nov	2625.30	122 ₹ 45,750	-35.4 -13275.00	40.93	14 5,250	1 375	28 10,500
7 Nov	2678.30	157.4 ₹ 59,025	83.75 31406.25	43.67	37 13,875	19 7,125	26 9,750
6 Nov	2455.50	73.65 ₹ 27,618.75	-11.35 -4256.25	-	0 0	1 375	0 0
4 Nov	2496.60	73.65 ₹ 27,618.75	-11.35 -4256.25	38.82	3 1,125	0 0	6 2,250
3 Nov	2548.30	84.95 ₹ 31,856.25	-56.4 -21150.00	37.11	10 3,750	6 2,250	6 2,250
31 Oct	2479.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Oct	2442.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
29 Oct	2447.30	0 ₹ 0	0 0.00	0.00	0 0	0 0	0 0

For Bse Limited - strike price 2750 expiring on 30DEC2025

Delta for 2750 CE is 0.43

Historical price for 2750 CE is as follows

On 11 Dec BSE was trading at 2684.70. The strike last trading price was 68.9, which was 24.9 higher than the previous day. The implied volatity was 37.27, the open interest changed by -290 which decreased total open position to 2038

On 10 Dec BSE was trading at 2581.70. The strike last trading price was 43.9, which was -48.5 lower than the previous day. The implied volatity was 41.41, the open interest changed by 318 which increased total open position to 2329

On 9 Dec BSE was trading at 2715.80. The strike last trading price was 85.5, which was -50.8 lower than the previous day. The implied volatity was 39.13, the open interest changed by 489 which increased total open position to 1989

On 8 Dec BSE was trading at 2798.80. The strike last trading price was 137.65, which was -6.2 lower than the previous day. The implied volatity was 36.54, the open interest changed by -274 which decreased total open position to 1497

On 5 Dec BSE was trading at 2815.90. The strike last trading price was 144.85, which was 26.05 higher than the previous day. The implied volatity was 33.61, the open interest changed by 1209 which increased total open position to 1770

On 4 Dec BSE was trading at 2765.00. The strike last trading price was 115, which was 1.75 higher than the previous day. The implied volatity was 33.83, the open interest changed by 287 which increased total open position to 553

On 3 Dec BSE was trading at 2751.10. The strike last trading price was 117, which was -55.25 lower than the previous day. The implied volatity was 34.15, the open interest changed by 139 which increased total open position to 250

On 2 Dec BSE was trading at 2843.20. The strike last trading price was 172.05, which was -31.25 lower than the previous day. The implied volatity was 34.15, the open interest changed by 17 which increased total open position to 117

On 1 Dec BSE was trading at 2886.60. The strike last trading price was 205.85, which was -13.3 lower than the previous day. The implied volatity was 32.97, the open interest changed by 12 which increased total open position to 99

On 28 Nov BSE was trading at 2902.40. The strike last trading price was 218.85, which was -22.1 lower than the previous day. The implied volatity was 33.36, the open interest changed by 17 which increased total open position to 86

On 27 Nov BSE was trading at 2929.10. The strike last trading price was 239.9, which was 27.95 higher than the previous day. The implied volatity was 32.19, the open interest changed by -8 which decreased total open position to 72

On 26 Nov BSE was trading at 2886.70. The strike last trading price was 213.7, which was 30.55 higher than the previous day. The implied volatity was 33.57, the open interest changed by 2 which increased total open position to 80

On 25 Nov BSE was trading at 2840.60. The strike last trading price was 183.95, which was 15.75 higher than the previous day. The implied volatity was 35.02, the open interest changed by 25 which increased total open position to 77

On 24 Nov BSE was trading at 2802.20. The strike last trading price was 167, which was -71.05 lower than the previous day. The implied volatity was 35.14, the open interest changed by 9 which increased total open position to 52

On 21 Nov BSE was trading at 2858.30. The strike last trading price was 238.05, which was -5.95 lower than the previous day. The implied volatity was 44.66, the open interest changed by 2 which increased total open position to 41

On 20 Nov BSE was trading at 2895.50. The strike last trading price was 244, which was -1 lower than the previous day. The implied volatity was 37.19, the open interest changed by -3 which decreased total open position to 40

On 19 Nov BSE was trading at 2898.30. The strike last trading price was 245, which was 45 higher than the previous day. The implied volatity was 36.67, the open interest changed by -2 which decreased total open position to 42

On 18 Nov BSE was trading at 2834.10. The strike last trading price was 200, which was 0.15 higher than the previous day. The implied volatity was 37.22, the open interest changed by 3 which increased total open position to 42

On 17 Nov BSE was trading at 2811.90. The strike last trading price was 199.85, which was 3.45 higher than the previous day. The implied volatity was 39.67, the open interest changed by 3 which increased total open position to 38

On 14 Nov BSE was trading at 2827.60. The strike last trading price was 196, which was 36 higher than the previous day. The implied volatity was 34.15, the open interest changed by 5 which increased total open position to 37

On 13 Nov BSE was trading at 2760.20. The strike last trading price was 160, which was -20 lower than the previous day. The implied volatity was 33.28, the open interest changed by 4 which increased total open position to 31

On 12 Nov BSE was trading at 2775.40. The strike last trading price was 180, which was 55.3 higher than the previous day. The implied volatity was 37.91, the open interest changed by -6 which decreased total open position to 26

On 11 Nov BSE was trading at 2644.20. The strike last trading price was 124, which was 0.5 higher than the previous day. The implied volatity was 40.04, the open interest changed by 2 which increased total open position to 29

On 10 Nov BSE was trading at 2625.30. The strike last trading price was 122, which was -35.4 lower than the previous day. The implied volatity was 40.93, the open interest changed by 1 which increased total open position to 28

On 7 Nov BSE was trading at 2678.30. The strike last trading price was 157.4, which was 83.75 higher than the previous day. The implied volatity was 43.67, the open interest changed by 19 which increased total open position to 26

On 6 Nov BSE was trading at 2455.50. The strike last trading price was 73.65, which was -11.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 4 Nov BSE was trading at 2496.60. The strike last trading price was 73.65, which was -11.35 lower than the previous day. The implied volatity was 38.82, the open interest changed by 0 which decreased total open position to 6

On 3 Nov BSE was trading at 2548.30. The strike last trading price was 84.95, which was -56.4 lower than the previous day. The implied volatity was 37.11, the open interest changed by 6 which increased total open position to 6

On 31 Oct BSE was trading at 2479.00. 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 30 Oct BSE was trading at 2442.80. 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 29 Oct BSE was trading at 2447.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0

BSE 30DEC2025 2750 PE
Delta: -0.57 Vega: 2.41 Theta: -1.97 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
11 Dec	2684.70	122.3 ₹ 45,862.5	-80.45 -30168.75	38.25	394 1,47,750	-12 -4,500	828 3,10,500
10 Dec	2581.70	204 ₹ 76,500	93.2 34950.00	44.84	961 3,60,375	-105 -39,375	845 3,16,875
9 Dec	2715.80	120 ₹ 45,000	45.95 17231.25	39.24	4,391 16,46,625	14 5,250	948 3,55,500
8 Dec	2798.80	71.75 ₹ 26,906.25	9.95 3731.25	37.93	3,651 13,69,125	109 40,875	938 3,51,750
5 Dec	2815.90	60.75 ₹ 22,781.25	-26.55 -9956.25	33.49	2,493 9,34,875	134 50,250	829 3,10,875
4 Dec	2765.00	89.25 ₹ 33,468.75	-10.9 -4087.50	35.55	2,200 8,25,000	133 49,875	701 2,62,875
3 Dec	2751.10	95.7 ₹ 35,887.5	35.05 13143.75	36.88	3,645 13,66,875	135 50,625	596 2,23,500
2 Dec	2843.20	60.9 ₹ 22,837.5	9.8 3675.00	35.31	857 3,21,375	42 15,750	464 1,74,000
1 Dec	2886.60	51.4 ₹ 19,275	5.25 1968.75	36.50	760 2,85,000	34 12,750	420 1,57,500
28 Nov	2902.40	46.85 ₹ 17,568.75	4.65 1743.75	34.10	470 1,76,250	-35 -13,125	385 1,44,375
27 Nov	2929.10	43.15 ₹ 16,181.25	-10.95 -4106.25	34.86	882 3,30,750	36 13,500	422 1,58,250
26 Nov	2886.70	53.95 ₹ 20,231.25	-20.1 -7537.50	34.51	779 2,92,125	138 51,750	387 1,45,125
25 Nov	2840.60	77.75 ₹ 29,156.25	-16.4 -6150.00	36.62	1,011 3,79,125	86 32,250	250 93,750
24 Nov	2802.20	94.2 ₹ 35,325	14.7 5512.50	37.89	211 79,125	31 11,625	165 61,875
21 Nov	2858.30	80 ₹ 30,000	8.25 3093.75	37.65	51 19,125	15 5,625	135 50,625
20 Nov	2895.50	70.85 ₹ 26,568.75	1.7 637.50	38.36	185 69,375	54 20,250	122 45,750
19 Nov	2898.30	68.3 ₹ 25,612.5	-22.45 -8418.75	37.28	70 26,250	27 10,125	68 25,500
18 Nov	2834.10	92 ₹ 34,500	-4.95 -1856.25	37.16	75 28,125	16 6,000	41 15,375
17 Nov	2811.90	97.9 ₹ 36,712.5	1.7 637.50	36.68	36 13,500	14 5,250	25 9,375
14 Nov	2827.60	99.75 ₹ 37,406.25	-10.25 -3843.75	37.82	14 5,250	6 2,250	10 3,750
13 Nov	2760.20	110 ₹ 41,250	-10 -3750.00	34.62	2 750	-1 -375	3 1,125
12 Nov	2775.40	120 ₹ 45,000	-322.8 -121050.00	36.92	5 1,875	3 1,125	3 1,125
11 Nov	2644.20	442.8 ₹ 1,66,050	0 0.00	-	0 0	0 0	0 0
10 Nov	2625.30	442.8 ₹ 1,66,050	0 0.00	-	0 0	0 0	0 0
7 Nov	2678.30	442.8 ₹ 1,66,050	0 0.00	-	0 0	0 0	0 0
6 Nov	2455.50	442.8 ₹ 1,66,050	0 0.00	-	0 0	0 0	0 0
4 Nov	2496.60	442.8 ₹ 1,66,050	0 0.00	-	0 0	0 0	0 0
3 Nov	2548.30	442.8 ₹ 1,66,050	0 0.00	-	0 0	0 0	0 0
31 Oct	2479.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Oct	2442.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
29 Oct	2447.30	0 ₹ 0	0 0.00	0.00	0 0	0 0	0 0

For Bse Limited - strike price 2750 expiring on 30DEC2025

Delta for 2750 PE is -0.57

Historical price for 2750 PE is as follows

On 11 Dec BSE was trading at 2684.70. The strike last trading price was 122.3, which was -80.45 lower than the previous day. The implied volatity was 38.25, the open interest changed by -12 which decreased total open position to 828

On 10 Dec BSE was trading at 2581.70. The strike last trading price was 204, which was 93.2 higher than the previous day. The implied volatity was 44.84, the open interest changed by -105 which decreased total open position to 845

On 9 Dec BSE was trading at 2715.80. The strike last trading price was 120, which was 45.95 higher than the previous day. The implied volatity was 39.24, the open interest changed by 14 which increased total open position to 948

On 8 Dec BSE was trading at 2798.80. The strike last trading price was 71.75, which was 9.95 higher than the previous day. The implied volatity was 37.93, the open interest changed by 109 which increased total open position to 938

On 5 Dec BSE was trading at 2815.90. The strike last trading price was 60.75, which was -26.55 lower than the previous day. The implied volatity was 33.49, the open interest changed by 134 which increased total open position to 829

On 4 Dec BSE was trading at 2765.00. The strike last trading price was 89.25, which was -10.9 lower than the previous day. The implied volatity was 35.55, the open interest changed by 133 which increased total open position to 701

On 3 Dec BSE was trading at 2751.10. The strike last trading price was 95.7, which was 35.05 higher than the previous day. The implied volatity was 36.88, the open interest changed by 135 which increased total open position to 596

On 2 Dec BSE was trading at 2843.20. The strike last trading price was 60.9, which was 9.8 higher than the previous day. The implied volatity was 35.31, the open interest changed by 42 which increased total open position to 464

On 1 Dec BSE was trading at 2886.60. The strike last trading price was 51.4, which was 5.25 higher than the previous day. The implied volatity was 36.50, the open interest changed by 34 which increased total open position to 420

On 28 Nov BSE was trading at 2902.40. The strike last trading price was 46.85, which was 4.65 higher than the previous day. The implied volatity was 34.10, the open interest changed by -35 which decreased total open position to 385

On 27 Nov BSE was trading at 2929.10. The strike last trading price was 43.15, which was -10.95 lower than the previous day. The implied volatity was 34.86, the open interest changed by 36 which increased total open position to 422

On 26 Nov BSE was trading at 2886.70. The strike last trading price was 53.95, which was -20.1 lower than the previous day. The implied volatity was 34.51, the open interest changed by 138 which increased total open position to 387

On 25 Nov BSE was trading at 2840.60. The strike last trading price was 77.75, which was -16.4 lower than the previous day. The implied volatity was 36.62, the open interest changed by 86 which increased total open position to 250

On 24 Nov BSE was trading at 2802.20. The strike last trading price was 94.2, which was 14.7 higher than the previous day. The implied volatity was 37.89, the open interest changed by 31 which increased total open position to 165

On 21 Nov BSE was trading at 2858.30. The strike last trading price was 80, which was 8.25 higher than the previous day. The implied volatity was 37.65, the open interest changed by 15 which increased total open position to 135

On 20 Nov BSE was trading at 2895.50. The strike last trading price was 70.85, which was 1.7 higher than the previous day. The implied volatity was 38.36, the open interest changed by 54 which increased total open position to 122

On 19 Nov BSE was trading at 2898.30. The strike last trading price was 68.3, which was -22.45 lower than the previous day. The implied volatity was 37.28, the open interest changed by 27 which increased total open position to 68

On 18 Nov BSE was trading at 2834.10. The strike last trading price was 92, which was -4.95 lower than the previous day. The implied volatity was 37.16, the open interest changed by 16 which increased total open position to 41

On 17 Nov BSE was trading at 2811.90. The strike last trading price was 97.9, which was 1.7 higher than the previous day. The implied volatity was 36.68, the open interest changed by 14 which increased total open position to 25

On 14 Nov BSE was trading at 2827.60. The strike last trading price was 99.75, which was -10.25 lower than the previous day. The implied volatity was 37.82, the open interest changed by 6 which increased total open position to 10

On 13 Nov BSE was trading at 2760.20. The strike last trading price was 110, which was -10 lower than the previous day. The implied volatity was 34.62, the open interest changed by -1 which decreased total open position to 3

On 12 Nov BSE was trading at 2775.40. The strike last trading price was 120, which was -322.8 lower than the previous day. The implied volatity was 36.92, 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 442.8, 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 Nov BSE was trading at 2625.30. The strike last trading price was 442.8, 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 Nov BSE was trading at 2678.30. The strike last trading price was 442.8, 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 Nov BSE was trading at 2455.50. The strike last trading price was 442.8, 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 4 Nov BSE was trading at 2496.60. The strike last trading price was 442.8, 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 3 Nov BSE was trading at 2548.30. The strike last trading price was 442.8, 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

Related Pages for BSE

BSE

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

CYIENT

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD