[--[65.84.65.76]--]

BSE

Bse Limited
2836.8 +4.80 (0.17%)
L: 2797 H: 2865

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Historical option data for BSE

14 Jan 2026 04:13 PM IST
BSE 27-JAN-2026 2750 CE
Delta: 0.7
Vega: 1.85
Theta: -3.03
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
14 Jan 2836.80 130.5 -7.6 35.46 2,095 -616 623
13 Jan 2832.00 130 12.4 36.5 3,032 322 1,235
12 Jan 2790.60 121.95 64.5 40.39 12,985 -441 927
9 Jan 2669.50 60.25 -8.75 36.02 3,769 -38 1,367
8 Jan 2694.00 68.5 -26.05 34.99 6,428 145 1,409
7 Jan 2744.90 93.4 14.3 34.41 6,251 23 1,274
6 Jan 2706.30 77 7.2 35.38 4,499 199 1,251
5 Jan 2673.90 70 -2.05 36.29 3,283 14 1,053
2 Jan 2666.50 72.85 12.6 35.82 1,529 116 1,038
1 Jan 2628.00 59.6 -5.1 36.2 956 41 920
31 Dec 2632.20 64.25 11.5 35.75 1,178 13 878
30 Dec 2581.00 55.8 -18.55 37.44 940 244 865
29 Dec 2628.30 74.2 -8.45 39.01 500 45 623
26 Dec 2649.00 82 -10.95 36.44 671 115 584
24 Dec 2670.90 92.6 -37.65 35.71 744 155 468
23 Dec 2737.50 128 -28.65 36.45 542 194 310
22 Dec 2775.50 154.35 49.7 37.33 445 64 116
19 Dec 2684.80 103.15 -6.8 34.79 66 21 51
18 Dec 2682.90 109.95 8.75 35.65 18 8 28
17 Dec 2630.50 101.2 11.2 39.92 13 4 20
16 Dec 2605.90 90 -15 38.86 2 0 14
15 Dec 2648.90 105 -36 37.96 9 3 14
12 Dec 2735.00 141 -205.9 34.92 13 11 11
11 Dec 2698.80 346.9 0 0.66 0 0 0
10 Dec 2581.70 346.9 0 3.75 0 0 0
9 Dec 2715.80 346.9 0 0.42 0 0 0
8 Dec 2798.80 346.9 0 - 0 0 0
5 Dec 2815.90 346.9 0 - 0 0 0
4 Dec 2765.00 346.9 0 - 0 0 0
3 Dec 2751.10 346.9 0 - 0 0 0
2 Dec 2843.20 346.9 0 - 0 0 0
1 Dec 2886.60 - - - 0 0 0
28 Nov 2902.40 346.9 0 - 0 0 0
27 Nov 2929.10 346.9 0 - 0 0 0
26 Nov 2886.70 346.9 0 - 0 0 0


For Bse Limited - strike price 2750 expiring on 27JAN2026

Delta for 2750 CE is 0.7

Historical price for 2750 CE is as follows

On 14 Jan BSE was trading at 2836.80. The strike last trading price was 130.5, which was -7.6 lower than the previous day. The implied volatity was 35.46, the open interest changed by -616 which decreased total open position to 623


On 13 Jan BSE was trading at 2832.00. The strike last trading price was 130, which was 12.4 higher than the previous day. The implied volatity was 36.5, the open interest changed by 322 which increased total open position to 1235


On 12 Jan BSE was trading at 2790.60. The strike last trading price was 121.95, which was 64.5 higher than the previous day. The implied volatity was 40.39, the open interest changed by -441 which decreased total open position to 927


On 9 Jan BSE was trading at 2669.50. The strike last trading price was 60.25, which was -8.75 lower than the previous day. The implied volatity was 36.02, the open interest changed by -38 which decreased total open position to 1367


On 8 Jan BSE was trading at 2694.00. The strike last trading price was 68.5, which was -26.05 lower than the previous day. The implied volatity was 34.99, the open interest changed by 145 which increased total open position to 1409


On 7 Jan BSE was trading at 2744.90. The strike last trading price was 93.4, which was 14.3 higher than the previous day. The implied volatity was 34.41, the open interest changed by 23 which increased total open position to 1274


On 6 Jan BSE was trading at 2706.30. The strike last trading price was 77, which was 7.2 higher than the previous day. The implied volatity was 35.38, the open interest changed by 199 which increased total open position to 1251


On 5 Jan BSE was trading at 2673.90. The strike last trading price was 70, which was -2.05 lower than the previous day. The implied volatity was 36.29, the open interest changed by 14 which increased total open position to 1053


On 2 Jan BSE was trading at 2666.50. The strike last trading price was 72.85, which was 12.6 higher than the previous day. The implied volatity was 35.82, the open interest changed by 116 which increased total open position to 1038


On 1 Jan BSE was trading at 2628.00. The strike last trading price was 59.6, which was -5.1 lower than the previous day. The implied volatity was 36.2, the open interest changed by 41 which increased total open position to 920


On 31 Dec BSE was trading at 2632.20. The strike last trading price was 64.25, which was 11.5 higher than the previous day. The implied volatity was 35.75, the open interest changed by 13 which increased total open position to 878


On 30 Dec BSE was trading at 2581.00. The strike last trading price was 55.8, which was -18.55 lower than the previous day. The implied volatity was 37.44, the open interest changed by 244 which increased total open position to 865


On 29 Dec BSE was trading at 2628.30. The strike last trading price was 74.2, which was -8.45 lower than the previous day. The implied volatity was 39.01, the open interest changed by 45 which increased total open position to 623


On 26 Dec BSE was trading at 2649.00. The strike last trading price was 82, which was -10.95 lower than the previous day. The implied volatity was 36.44, the open interest changed by 115 which increased total open position to 584


On 24 Dec BSE was trading at 2670.90. The strike last trading price was 92.6, which was -37.65 lower than the previous day. The implied volatity was 35.71, the open interest changed by 155 which increased total open position to 468


On 23 Dec BSE was trading at 2737.50. The strike last trading price was 128, which was -28.65 lower than the previous day. The implied volatity was 36.45, the open interest changed by 194 which increased total open position to 310


On 22 Dec BSE was trading at 2775.50. The strike last trading price was 154.35, which was 49.7 higher than the previous day. The implied volatity was 37.33, the open interest changed by 64 which increased total open position to 116


On 19 Dec BSE was trading at 2684.80. The strike last trading price was 103.15, which was -6.8 lower than the previous day. The implied volatity was 34.79, the open interest changed by 21 which increased total open position to 51


On 18 Dec BSE was trading at 2682.90. The strike last trading price was 109.95, which was 8.75 higher than the previous day. The implied volatity was 35.65, the open interest changed by 8 which increased total open position to 28


On 17 Dec BSE was trading at 2630.50. The strike last trading price was 101.2, which was 11.2 higher than the previous day. The implied volatity was 39.92, the open interest changed by 4 which increased total open position to 20


On 16 Dec BSE was trading at 2605.90. The strike last trading price was 90, which was -15 lower than the previous day. The implied volatity was 38.86, the open interest changed by 0 which decreased total open position to 14


On 15 Dec BSE was trading at 2648.90. The strike last trading price was 105, which was -36 lower than the previous day. The implied volatity was 37.96, the open interest changed by 3 which increased total open position to 14


On 12 Dec BSE was trading at 2735.00. The strike last trading price was 141, which was -205.9 lower than the previous day. The implied volatity was 34.92, the open interest changed by 11 which increased total open position to 11


On 11 Dec BSE was trading at 2698.80. The strike last trading price was 346.9, which was 0 lower than the previous day. The implied volatity was 0.66, 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 346.9, which was 0 lower than the previous day. The implied volatity was 3.75, 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 346.9, which was 0 lower than the previous day. The implied volatity was 0.42, 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 346.9, 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 Dec BSE was trading at 2815.90. The strike last trading price was 346.9, 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 Dec BSE was trading at 2765.00. The strike last trading price was 346.9, 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 Dec BSE was trading at 2751.10. The strike last trading price was 346.9, 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 Dec BSE was trading at 2843.20. The strike last trading price was 346.9, 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 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 346.9, 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 346.9, 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 Nov BSE was trading at 2886.70. The strike last trading price was 346.9, 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 2750 PE
Delta: -0.31
Vega: 1.88
Theta: -2.53
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
14 Jan 2836.80 42.2 -4.35 38.4 2,171 54 1,005
13 Jan 2832.00 49.5 -14.85 39.53 4,030 74 954
12 Jan 2790.60 61.85 -67.4 39.14 5,959 600 893
9 Jan 2669.50 121.8 6.85 37.35 1,304 -140 287
8 Jan 2694.00 117 30.65 37.71 3,086 -107 428
7 Jan 2744.90 85.5 -26 35.44 1,820 202 537
6 Jan 2706.30 114.25 -17.6 37.52 614 -6 335
5 Jan 2673.90 129.45 -7.85 36.98 296 -1 342
2 Jan 2666.50 136.9 -26.75 36.48 180 19 343
1 Jan 2628.00 164.7 1.3 36.81 107 15 325
31 Dec 2632.20 165.65 -33.4 38.98 122 -7 311
30 Dec 2581.00 192.65 18.05 38.54 128 27 318
29 Dec 2628.30 176.7 10.45 39.95 148 -2 292
26 Dec 2649.00 166.35 11.1 39.48 119 -2 294
24 Dec 2670.90 157.4 34.05 39.33 297 83 296
23 Dec 2737.50 122 15.05 37.71 394 90 212
22 Dec 2775.50 107 -35.5 37.78 152 104 120
19 Dec 2684.80 143.85 -6.15 34.77 24 10 15
18 Dec 2682.90 150 15 36.79 6 3 4
17 Dec 2630.50 135 -92.55 - 0 0 1
16 Dec 2605.90 135 -92.55 - 0 0 1
15 Dec 2648.90 135 -92.55 - 0 0 0
12 Dec 2735.00 135 -92.55 36.67 3 0 0
11 Dec 2698.80 227.55 0 - 0 0 0
10 Dec 2581.70 227.55 0 - 0 0 0
9 Dec 2715.80 227.55 0 - 0 0 0
8 Dec 2798.80 227.55 0 - 0 0 0
5 Dec 2815.90 227.55 0 2.65 0 0 0
4 Dec 2765.00 227.55 0 1.4 0 0 0
3 Dec 2751.10 227.55 0 1.36 0 0 0
2 Dec 2843.20 227.55 0 3.26 0 0 0
1 Dec 2886.60 - - - 0 0 0
28 Nov 2902.40 227.55 0 4.45 0 0 0
27 Nov 2929.10 227.55 0 5.02 0 0 0
26 Nov 2886.70 227.55 0 - 0 0 0


For Bse Limited - strike price 2750 expiring on 27JAN2026

Delta for 2750 PE is -0.31

Historical price for 2750 PE is as follows

On 14 Jan BSE was trading at 2836.80. The strike last trading price was 42.2, which was -4.35 lower than the previous day. The implied volatity was 38.4, the open interest changed by 54 which increased total open position to 1005


On 13 Jan BSE was trading at 2832.00. The strike last trading price was 49.5, which was -14.85 lower than the previous day. The implied volatity was 39.53, the open interest changed by 74 which increased total open position to 954


On 12 Jan BSE was trading at 2790.60. The strike last trading price was 61.85, which was -67.4 lower than the previous day. The implied volatity was 39.14, the open interest changed by 600 which increased total open position to 893


On 9 Jan BSE was trading at 2669.50. The strike last trading price was 121.8, which was 6.85 higher than the previous day. The implied volatity was 37.35, the open interest changed by -140 which decreased total open position to 287


On 8 Jan BSE was trading at 2694.00. The strike last trading price was 117, which was 30.65 higher than the previous day. The implied volatity was 37.71, the open interest changed by -107 which decreased total open position to 428


On 7 Jan BSE was trading at 2744.90. The strike last trading price was 85.5, which was -26 lower than the previous day. The implied volatity was 35.44, the open interest changed by 202 which increased total open position to 537


On 6 Jan BSE was trading at 2706.30. The strike last trading price was 114.25, which was -17.6 lower than the previous day. The implied volatity was 37.52, the open interest changed by -6 which decreased total open position to 335


On 5 Jan BSE was trading at 2673.90. The strike last trading price was 129.45, which was -7.85 lower than the previous day. The implied volatity was 36.98, the open interest changed by -1 which decreased total open position to 342


On 2 Jan BSE was trading at 2666.50. The strike last trading price was 136.9, which was -26.75 lower than the previous day. The implied volatity was 36.48, the open interest changed by 19 which increased total open position to 343


On 1 Jan BSE was trading at 2628.00. The strike last trading price was 164.7, which was 1.3 higher than the previous day. The implied volatity was 36.81, the open interest changed by 15 which increased total open position to 325


On 31 Dec BSE was trading at 2632.20. The strike last trading price was 165.65, which was -33.4 lower than the previous day. The implied volatity was 38.98, the open interest changed by -7 which decreased total open position to 311


On 30 Dec BSE was trading at 2581.00. The strike last trading price was 192.65, which was 18.05 higher than the previous day. The implied volatity was 38.54, the open interest changed by 27 which increased total open position to 318


On 29 Dec BSE was trading at 2628.30. The strike last trading price was 176.7, which was 10.45 higher than the previous day. The implied volatity was 39.95, the open interest changed by -2 which decreased total open position to 292


On 26 Dec BSE was trading at 2649.00. The strike last trading price was 166.35, which was 11.1 higher than the previous day. The implied volatity was 39.48, the open interest changed by -2 which decreased total open position to 294


On 24 Dec BSE was trading at 2670.90. The strike last trading price was 157.4, which was 34.05 higher than the previous day. The implied volatity was 39.33, the open interest changed by 83 which increased total open position to 296


On 23 Dec BSE was trading at 2737.50. The strike last trading price was 122, which was 15.05 higher than the previous day. The implied volatity was 37.71, the open interest changed by 90 which increased total open position to 212


On 22 Dec BSE was trading at 2775.50. The strike last trading price was 107, which was -35.5 lower than the previous day. The implied volatity was 37.78, the open interest changed by 104 which increased total open position to 120


On 19 Dec BSE was trading at 2684.80. The strike last trading price was 143.85, which was -6.15 lower than the previous day. The implied volatity was 34.77, the open interest changed by 10 which increased total open position to 15


On 18 Dec BSE was trading at 2682.90. The strike last trading price was 150, which was 15 higher than the previous day. The implied volatity was 36.79, the open interest changed by 3 which increased total open position to 4


On 17 Dec BSE was trading at 2630.50. The strike last trading price was 135, which was -92.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Dec BSE was trading at 2605.90. The strike last trading price was 135, which was -92.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 15 Dec BSE was trading at 2648.90. The strike last trading price was 135, which was -92.55 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 135, which was -92.55 lower than the previous day. The implied volatity was 36.67, 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 227.55, 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 227.55, 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 227.55, 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 8 Dec BSE was trading at 2798.80. The strike last trading price was 227.55, 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 Dec BSE was trading at 2815.90. The strike last trading price was 227.55, which was 0 lower than the previous day. The implied volatity was 2.65, 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 227.55, which was 0 lower than the previous day. The implied volatity was 1.4, 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 227.55, which was 0 lower than the previous day. The implied volatity was 1.36, 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 227.55, which was 0 lower than the previous day. The implied volatity was 3.26, 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 227.55, which was 0 lower than the previous day. The implied volatity was 4.45, 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 227.55, which was 0 lower than the previous day. The implied volatity was 5.02, 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 227.55, 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