BSE
Bse Limited
Historical option data for BSE
14 Jan 2026 04:13 PM IST
| BSE 27-JAN-2026 2750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.7
Vega: 1.85
Theta: -3.03
Gamma: 0
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| 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 | |||||||||
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| 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
|
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| 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































































































































































































































