BSE

Bse Limited

2806 -54.80 (-1.92%)

L: 2800 H: 2906.9

Back to Option Chain

Historical option data for BSE
04 Feb 2026 11:13 AM IST

Strike Price

Expiry

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

Call
Put

Per Lot

BSE 24-FEB-2026 2750 CE
Delta: 0.62 Vega: 2.52 Theta: -3.18 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
4 Feb	2805.00	153 ₹ 57,375	-40.25 -15093.75	44.1	159 59,625	11 4,125	409 1,53,375
3 Feb	2860.80	186.75 ₹ 70,031.25	84.35 31631.25	44.43	1,289 4,83,375	-194 -72,750	403 1,51,125
2 Feb	2701.60	104 ₹ 39,000	31.95 11981.25	44.03	3,336 12,51,000	-2 -750	600 2,25,000
1 Feb	2578.10	67.25 ₹ 25,218.75	-94.25 -35343.75	50.17	4,141 15,52,875	244 91,500	602 2,25,750
30 Jan	2797.00	156.35 ₹ 58,631.25	-52.55 -19706.25	46.25	554 2,07,750	25 9,375	358 1,34,250
29 Jan	2861.60	216.65 ₹ 81,243.75	34.5 12937.50	45.23	433 1,62,375	-42 -15,750	333 1,24,875
28 Jan	2821.50	180.95 ₹ 67,856.25	29.45 11043.75	43.5	1,444 5,41,500	-133 -49,875	358 1,34,250
27 Jan	2761.20	155 ₹ 58,125	43.55 16331.25	44.1	3,284 12,31,500	303 1,13,625	516 1,93,500
23 Jan	2685.40	110.45 ₹ 41,418.75	-10.8 -4050.00	41.42	286 1,07,250	65 24,375	215 80,625
22 Jan	2708.60	122.5 ₹ 45,937.5	31.85 11943.75	39.97	301 1,12,875	42 15,750	148 55,500
21 Jan	2628.80	92.35 ₹ 34,631.25	-7 -2625.00	41.1	135 50,625	40 15,000	105 39,375
20 Jan	2653.40	100.8 ₹ 37,800	-37.8 -14175.00	40.43	96 36,000	21 7,875	65 24,375
19 Jan	2726.70	133.45 ₹ 50,043.75	-62.55 -23456.25	39.6	69 25,875	31 11,625	43 16,125
16 Jan	2808.70	196 ₹ 73,500	-17.15 -6431.25	42.09	3 1,125	0 0	12 4,500
14 Jan	2836.80	211.3 ₹ 79,237.5	-2.45 -918.75	39.59	21 7,875	-14 -5,250	14 5,250
13 Jan	2832.00	213.75 ₹ 80,156.25	23.2 8700.00	41.11	11 4,125	0 0	28 10,500
12 Jan	2790.60	194.75 ₹ 73,031.25	78.65 29493.75	40.26	45 16,875	6 2,250	28 10,500
9 Jan	2669.50	117 ₹ 43,875	-16 -6000.00	35.36	32 12,000	10 3,750	22 8,250
8 Jan	2694.00	133 ₹ 49,875	-25 -9375.00	37.36	4 1,500	1 375	11 4,125
7 Jan	2744.90	158 ₹ 59,250	30.2 11325.00	35.91	13 4,875	7 2,625	9 3,375

6 Jan	2706.30	127.8 ₹ 47,925	-4.2 -1575.00	33.66	2 750	0 0	1 375
5 Jan	2673.90	132 ₹ 49,500	3.5 1312.50	37.66	1 375	0 0	1 375
2 Jan	2666.50	128.5 ₹ 48,187.5	-53.5 -20062.50	36.29	1 375	0 0	0 0
1 Jan	2628.00	182 ₹ 68,250	0 0.00	2.13	0 0	0 0	0 0
31 Dec	2632.20	182 ₹ 68,250	0 0.00	1.95	0 0	0 0	0 0

For Bse Limited - strike price 2750 expiring on 24FEB2026

Delta for 2750 CE is 0.62

Historical price for 2750 CE is as follows

On 4 Feb BSE was trading at 2805.00. The strike last trading price was 153, which was -40.25 lower than the previous day. The implied volatity was 44.1, the open interest changed by 11 which increased total open position to 409

On 3 Feb BSE was trading at 2860.80. The strike last trading price was 186.75, which was 84.35 higher than the previous day. The implied volatity was 44.43, the open interest changed by -194 which decreased total open position to 403

On 2 Feb BSE was trading at 2701.60. The strike last trading price was 104, which was 31.95 higher than the previous day. The implied volatity was 44.03, the open interest changed by -2 which decreased total open position to 600

On 1 Feb BSE was trading at 2578.10. The strike last trading price was 67.25, which was -94.25 lower than the previous day. The implied volatity was 50.17, the open interest changed by 244 which increased total open position to 602

On 30 Jan BSE was trading at 2797.00. The strike last trading price was 156.35, which was -52.55 lower than the previous day. The implied volatity was 46.25, the open interest changed by 25 which increased total open position to 358

On 29 Jan BSE was trading at 2861.60. The strike last trading price was 216.65, which was 34.5 higher than the previous day. The implied volatity was 45.23, the open interest changed by -42 which decreased total open position to 333

On 28 Jan BSE was trading at 2821.50. The strike last trading price was 180.95, which was 29.45 higher than the previous day. The implied volatity was 43.5, the open interest changed by -133 which decreased total open position to 358

On 27 Jan BSE was trading at 2761.20. The strike last trading price was 155, which was 43.55 higher than the previous day. The implied volatity was 44.1, the open interest changed by 303 which increased total open position to 516

On 23 Jan BSE was trading at 2685.40. The strike last trading price was 110.45, which was -10.8 lower than the previous day. The implied volatity was 41.42, the open interest changed by 65 which increased total open position to 215

On 22 Jan BSE was trading at 2708.60. The strike last trading price was 122.5, which was 31.85 higher than the previous day. The implied volatity was 39.97, the open interest changed by 42 which increased total open position to 148

On 21 Jan BSE was trading at 2628.80. The strike last trading price was 92.35, which was -7 lower than the previous day. The implied volatity was 41.1, the open interest changed by 40 which increased total open position to 105

On 20 Jan BSE was trading at 2653.40. The strike last trading price was 100.8, which was -37.8 lower than the previous day. The implied volatity was 40.43, the open interest changed by 21 which increased total open position to 65

On 19 Jan BSE was trading at 2726.70. The strike last trading price was 133.45, which was -62.55 lower than the previous day. The implied volatity was 39.6, the open interest changed by 31 which increased total open position to 43

On 16 Jan BSE was trading at 2808.70. The strike last trading price was 196, which was -17.15 lower than the previous day. The implied volatity was 42.09, the open interest changed by 0 which decreased total open position to 12

On 14 Jan BSE was trading at 2836.80. The strike last trading price was 211.3, which was -2.45 lower than the previous day. The implied volatity was 39.59, the open interest changed by -14 which decreased total open position to 14

On 13 Jan BSE was trading at 2832.00. The strike last trading price was 213.75, which was 23.2 higher than the previous day. The implied volatity was 41.11, the open interest changed by 0 which decreased total open position to 28

On 12 Jan BSE was trading at 2790.60. The strike last trading price was 194.75, which was 78.65 higher than the previous day. The implied volatity was 40.26, the open interest changed by 6 which increased total open position to 28

On 9 Jan BSE was trading at 2669.50. The strike last trading price was 117, which was -16 lower than the previous day. The implied volatity was 35.36, the open interest changed by 10 which increased total open position to 22

On 8 Jan BSE was trading at 2694.00. The strike last trading price was 133, which was -25 lower than the previous day. The implied volatity was 37.36, the open interest changed by 1 which increased total open position to 11

On 7 Jan BSE was trading at 2744.90. The strike last trading price was 158, which was 30.2 higher than the previous day. The implied volatity was 35.91, the open interest changed by 7 which increased total open position to 9

On 6 Jan BSE was trading at 2706.30. The strike last trading price was 127.8, which was -4.2 lower than the previous day. The implied volatity was 33.66, the open interest changed by 0 which decreased total open position to 1

On 5 Jan BSE was trading at 2673.90. The strike last trading price was 132, which was 3.5 higher than the previous day. The implied volatity was 37.66, the open interest changed by 0 which decreased total open position to 1

On 2 Jan BSE was trading at 2666.50. The strike last trading price was 128.5, which was -53.5 lower than the previous day. The implied volatity was 36.29, the open interest changed by 0 which decreased total open position to 0

On 1 Jan BSE was trading at 2628.00. The strike last trading price was 182, which was 0 lower than the previous day. The implied volatity was 2.13, the open interest changed by 0 which decreased total open position to 0

On 31 Dec BSE was trading at 2632.20. The strike last trading price was 182, which was 0 lower than the previous day. The implied volatity was 1.95, the open interest changed by 0 which decreased total open position to 0

BSE 24FEB2026 2750 PE
Delta: -0.39 Vega: 2.53 Theta: -2.74 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
4 Feb	2805.00	95 ₹ 35,625	23.2 8700.00	48.91	553 2,07,375	29 10,875	517 1,93,875
3 Feb	2860.80	72.8 ₹ 27,300	-66.55 -24956.25	45.98	1,264 4,74,000	83 31,125	486 1,82,250
2 Feb	2701.60	136.8 ₹ 51,300	-108.75 -40781.25	46.77	626 2,34,750	-28 -10,500	404 1,51,500
1 Feb	2578.10	247.1 ₹ 92,662.5	134.55 50456.25	57.35	2,100 7,87,500	45 16,875	434 1,62,750
30 Jan	2797.00	123 ₹ 46,125	44.05 16518.75	50.19	1,200 4,50,000	14 5,250	396 1,48,500
29 Jan	2861.60	75 ₹ 28,125	-17.2 -6450.00	44.88	632 2,37,000	116 43,500	377 1,41,375
28 Jan	2821.50	91.2 ₹ 34,200	-27.5 -10312.50	43.68	935 3,50,625	40 15,000	261 97,875
27 Jan	2761.20	117.25 ₹ 43,968.75	-47.15 -17681.25	44.52	687 2,57,625	127 47,625	221 82,875
23 Jan	2685.40	166.5 ₹ 62,437.5	20.8 7800.00	44.61	84 31,500	22 8,250	92 34,500
22 Jan	2708.60	146.2 ₹ 54,825	-31.7 -11887.50	42.42	73 27,375	17 6,375	69 25,875
21 Jan	2628.80	177.9 ₹ 66,712.5	1.9 712.50	38.58	14 5,250	-3 -1,125	51 19,125
20 Jan	2653.40	176 ₹ 66,000	32.9 12337.50	41.13	8 3,000	0 0	54 20,250
19 Jan	2726.70	147 ₹ 55,125	29.3 10987.50	42.7	55 20,625	16 6,000	52 19,500
16 Jan	2808.70	119 ₹ 44,625	24.5 9187.50	43.52	47 17,625	5 1,875	36 13,500
14 Jan	2836.80	94.5 ₹ 35,437.5	-13.25 -4968.75	39	15 5,625	10 3,750	30 11,250
13 Jan	2832.00	107.75 ₹ 40,406.25	-12.25 -4593.75	41.52	17 6,375	0 0	20 7,500
12 Jan	2790.60	118.5 ₹ 44,437.5	-55.1 -20662.50	41.06	21 7,875	9 3,375	19 7,125
9 Jan	2669.50	173.6 ₹ 65,100	11.6 4350.00	40.38	5 1,875	2 750	9 3,375
8 Jan	2694.00	162 ₹ 60,750	18 6750.00	38.78	10 3,750	6 2,250	7 2,625
7 Jan	2744.90	144 ₹ 54,000	-181.6 -68100.00	40.3	1 375	0 0	0 0
6 Jan	2706.30	325.6 ₹ 1,22,100	0 0.00	-	0 0	0 0	0 0
5 Jan	2673.90	325.6 ₹ 1,22,100	0 0.00	-	0 0	0 0	0 0
2 Jan	2666.50	325.6 ₹ 1,22,100	0 0.00	-	0 0	0 0	0 0
1 Jan	2628.00	325.6 ₹ 1,22,100	0 0.00	-	0 0	0 0	0 0
31 Dec	2632.20	325.6 ₹ 1,22,100	0 0.00	-	0 0	0 0	0 0

For Bse Limited - strike price 2750 expiring on 24FEB2026

Delta for 2750 PE is -0.39

Historical price for 2750 PE is as follows

On 4 Feb BSE was trading at 2805.00. The strike last trading price was 95, which was 23.2 higher than the previous day. The implied volatity was 48.91, the open interest changed by 29 which increased total open position to 517

On 3 Feb BSE was trading at 2860.80. The strike last trading price was 72.8, which was -66.55 lower than the previous day. The implied volatity was 45.98, the open interest changed by 83 which increased total open position to 486

On 2 Feb BSE was trading at 2701.60. The strike last trading price was 136.8, which was -108.75 lower than the previous day. The implied volatity was 46.77, the open interest changed by -28 which decreased total open position to 404

On 1 Feb BSE was trading at 2578.10. The strike last trading price was 247.1, which was 134.55 higher than the previous day. The implied volatity was 57.35, the open interest changed by 45 which increased total open position to 434

On 30 Jan BSE was trading at 2797.00. The strike last trading price was 123, which was 44.05 higher than the previous day. The implied volatity was 50.19, the open interest changed by 14 which increased total open position to 396

On 29 Jan BSE was trading at 2861.60. The strike last trading price was 75, which was -17.2 lower than the previous day. The implied volatity was 44.88, the open interest changed by 116 which increased total open position to 377

On 28 Jan BSE was trading at 2821.50. The strike last trading price was 91.2, which was -27.5 lower than the previous day. The implied volatity was 43.68, the open interest changed by 40 which increased total open position to 261

On 27 Jan BSE was trading at 2761.20. The strike last trading price was 117.25, which was -47.15 lower than the previous day. The implied volatity was 44.52, the open interest changed by 127 which increased total open position to 221

On 23 Jan BSE was trading at 2685.40. The strike last trading price was 166.5, which was 20.8 higher than the previous day. The implied volatity was 44.61, the open interest changed by 22 which increased total open position to 92

On 22 Jan BSE was trading at 2708.60. The strike last trading price was 146.2, which was -31.7 lower than the previous day. The implied volatity was 42.42, the open interest changed by 17 which increased total open position to 69

On 21 Jan BSE was trading at 2628.80. The strike last trading price was 177.9, which was 1.9 higher than the previous day. The implied volatity was 38.58, the open interest changed by -3 which decreased total open position to 51

On 20 Jan BSE was trading at 2653.40. The strike last trading price was 176, which was 32.9 higher than the previous day. The implied volatity was 41.13, the open interest changed by 0 which decreased total open position to 54

On 19 Jan BSE was trading at 2726.70. The strike last trading price was 147, which was 29.3 higher than the previous day. The implied volatity was 42.7, the open interest changed by 16 which increased total open position to 52

On 16 Jan BSE was trading at 2808.70. The strike last trading price was 119, which was 24.5 higher than the previous day. The implied volatity was 43.52, the open interest changed by 5 which increased total open position to 36

On 14 Jan BSE was trading at 2836.80. The strike last trading price was 94.5, which was -13.25 lower than the previous day. The implied volatity was 39, the open interest changed by 10 which increased total open position to 30

On 13 Jan BSE was trading at 2832.00. The strike last trading price was 107.75, which was -12.25 lower than the previous day. The implied volatity was 41.52, the open interest changed by 0 which decreased total open position to 20

On 12 Jan BSE was trading at 2790.60. The strike last trading price was 118.5, which was -55.1 lower than the previous day. The implied volatity was 41.06, the open interest changed by 9 which increased total open position to 19

On 9 Jan BSE was trading at 2669.50. The strike last trading price was 173.6, which was 11.6 higher than the previous day. The implied volatity was 40.38, the open interest changed by 2 which increased total open position to 9

On 8 Jan BSE was trading at 2694.00. The strike last trading price was 162, which was 18 higher than the previous day. The implied volatity was 38.78, the open interest changed by 6 which increased total open position to 7

On 7 Jan BSE was trading at 2744.90. The strike last trading price was 144, which was -181.6 lower than the previous day. The implied volatity was 40.3, the open interest changed by 0 which decreased total open position to 0

On 6 Jan BSE was trading at 2706.30. The strike last trading price was 325.6, 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 5 Jan BSE was trading at 2673.90. The strike last trading price was 325.6, 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 2 Jan BSE was trading at 2666.50. The strike last trading price was 325.6, 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 1 Jan BSE was trading at 2628.00. The strike last trading price was 325.6, 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 31 Dec BSE was trading at 2632.20. The strike last trading price was 325.6, 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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