BSE
Bse Limited
Historical option data for BSE
02 Mar 2026 04:13 PM IST
| BSE 30-MAR-2026 2750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.42
Vega: 2.86
Theta: -2.3
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Mar | 2643.60 | 82 | -20.1 | 39.49 | 2,422 | 134 | 1,234 | |||||||||
| 27 Feb | 2707.10 | 103.5 | -53.6 | 35.37 | 3,635 | 288 | 1,099 | |||||||||
| 26 Feb | 2800.90 | 139.5 | -4.35 | 35.08 | 2,000 | -54 | 813 | |||||||||
| 25 Feb | 2772.70 | 142.95 | 4.15 | 36.87 | 2,136 | 56 | 876 | |||||||||
| 24 Feb | 2751.10 | 141.8 | 12.25 | 36.59 | 2,204 | 320 | 829 | |||||||||
| 23 Feb | 2725.30 | 129 | -15.95 | 38.17 | 1,017 | 236 | 510 | |||||||||
| 20 Feb | 2739.50 | 147.2 | -2.3 | 39.53 | 589 | 119 | 271 | |||||||||
| 19 Feb | 2741.40 | 147.5 | -47.15 | 39.15 | 147 | 53 | 150 | |||||||||
| 18 Feb | 2824.00 | 195 | 23.75 | 37.39 | 177 | -12 | 98 | |||||||||
| 17 Feb | 2742.30 | 175.4 | -36.05 | 43.37 | 344 | 102 | 109 | |||||||||
| 16 Feb | 2804.60 | 211.45 | -70.9 | 44.92 | 7 | 6 | 6 | |||||||||
| 13 Feb | 3025.30 | 282.35 | 0 | - | 0 | 0 | 0 | |||||||||
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| 12 Feb | 3143.20 | 282.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 3177.10 | 282.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 3174.20 | 282.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 2985.10 | 282.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 2897.00 | 282.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 2892.20 | 282.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 2896.30 | 282.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 2860.80 | 282.35 | 0 | 0.21 | 0 | 0 | 0 | |||||||||
| 2 Feb | 2701.60 | 282.35 | 0 | 0.22 | 0 | 0 | 0 | |||||||||
| 1 Feb | 2578.10 | 282.35 | 0 | 3.45 | 0 | 0 | 0 | |||||||||
| 30 Jan | 2797.00 | 282.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 2861.60 | 282.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 2821.50 | 282.35 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Bse Limited - strike price 2750 expiring on 30MAR2026
Delta for 2750 CE is 0.42
Historical price for 2750 CE is as follows
On 2 Mar BSE was trading at 2643.60. The strike last trading price was 82, which was -20.1 lower than the previous day. The implied volatity was 39.49, the open interest changed by 134 which increased total open position to 1234
On 27 Feb BSE was trading at 2707.10. The strike last trading price was 103.5, which was -53.6 lower than the previous day. The implied volatity was 35.37, the open interest changed by 288 which increased total open position to 1099
On 26 Feb BSE was trading at 2800.90. The strike last trading price was 139.5, which was -4.35 lower than the previous day. The implied volatity was 35.08, the open interest changed by -54 which decreased total open position to 813
On 25 Feb BSE was trading at 2772.70. The strike last trading price was 142.95, which was 4.15 higher than the previous day. The implied volatity was 36.87, the open interest changed by 56 which increased total open position to 876
On 24 Feb BSE was trading at 2751.10. The strike last trading price was 141.8, which was 12.25 higher than the previous day. The implied volatity was 36.59, the open interest changed by 320 which increased total open position to 829
On 23 Feb BSE was trading at 2725.30. The strike last trading price was 129, which was -15.95 lower than the previous day. The implied volatity was 38.17, the open interest changed by 236 which increased total open position to 510
On 20 Feb BSE was trading at 2739.50. The strike last trading price was 147.2, which was -2.3 lower than the previous day. The implied volatity was 39.53, the open interest changed by 119 which increased total open position to 271
On 19 Feb BSE was trading at 2741.40. The strike last trading price was 147.5, which was -47.15 lower than the previous day. The implied volatity was 39.15, the open interest changed by 53 which increased total open position to 150
On 18 Feb BSE was trading at 2824.00. The strike last trading price was 195, which was 23.75 higher than the previous day. The implied volatity was 37.39, the open interest changed by -12 which decreased total open position to 98
On 17 Feb BSE was trading at 2742.30. The strike last trading price was 175.4, which was -36.05 lower than the previous day. The implied volatity was 43.37, the open interest changed by 102 which increased total open position to 109
On 16 Feb BSE was trading at 2804.60. The strike last trading price was 211.45, which was -70.9 lower than the previous day. The implied volatity was 44.92, the open interest changed by 6 which increased total open position to 6
On 13 Feb BSE was trading at 3025.30. The strike last trading price was 282.35, 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
On 12 Feb BSE was trading at 3143.20. The strike last trading price was 282.35, 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
On 11 Feb BSE was trading at 3177.10. The strike last trading price was 282.35, 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
On 10 Feb BSE was trading at 3174.20. The strike last trading price was 282.35, 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
On 9 Feb BSE was trading at 2985.10. The strike last trading price was 282.35, 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
On 6 Feb BSE was trading at 2897.00. The strike last trading price was 282.35, 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
On 5 Feb BSE was trading at 2892.20. The strike last trading price was 282.35, 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
On 4 Feb BSE was trading at 2896.30. The strike last trading price was 282.35, 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
On 3 Feb BSE was trading at 2860.80. The strike last trading price was 282.35, which was 0 lower than the previous day. The implied volatity was 0.21, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BSE was trading at 2701.60. The strike last trading price was 282.35, which was 0 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BSE was trading at 2578.10. The strike last trading price was 282.35, which was 0 lower than the previous day. The implied volatity was 3.45, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BSE was trading at 2797.00. The strike last trading price was 282.35, 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
On 29 Jan BSE was trading at 2861.60. The strike last trading price was 282.35, 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
On 28 Jan BSE was trading at 2821.50. The strike last trading price was 282.35, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| BSE 30MAR2026 2750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 2.88
Theta: -1.85
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 2643.60 | 176.65 | 31.85 | 44.94 | 842 | -81 | 808 |
| 27 Feb | 2707.10 | 143.7 | 47.3 | 42.78 | 3,099 | 74 | 892 |
| 26 Feb | 2800.90 | 111.45 | 5.8 | 41.3 | 2,506 | -101 | 818 |
| 25 Feb | 2772.70 | 106.5 | -15.75 | 38.25 | 1,319 | 107 | 920 |
| 24 Feb | 2751.10 | 120 | -18.25 | 40.67 | 1,086 | 353 | 822 |
| 23 Feb | 2725.30 | 137 | -5.6 | 40.92 | 531 | 172 | 464 |
| 20 Feb | 2739.50 | 140 | -7.65 | 42.18 | 332 | 80 | 291 |
| 19 Feb | 2741.40 | 150 | 44 | 44.43 | 195 | 35 | 211 |
| 18 Feb | 2824.00 | 107.95 | -45.2 | 42.01 | 240 | -66 | 176 |
| 17 Feb | 2742.30 | 151.5 | 23.5 | 45.8 | 224 | 78 | 241 |
| 16 Feb | 2804.60 | 128 | 73.5 | 44.38 | 107 | 59 | 164 |
| 13 Feb | 3025.30 | 55 | 19 | 41.17 | 52 | 10 | 104 |
| 12 Feb | 3143.20 | 36 | -2.5 | 41.2 | 4 | 1 | 91 |
| 11 Feb | 3177.10 | 38.5 | -1.5 | 43.51 | 6 | 2 | 89 |
| 10 Feb | 3174.20 | 39.5 | -38.45 | 43.56 | 227 | -32 | 85 |
| 9 Feb | 2985.10 | 80.45 | -27.55 | 44.7 | 36 | 15 | 117 |
| 6 Feb | 2897.00 | 108 | -134.4 | 43.23 | 107 | 103 | 103 |
| 5 Feb | 2892.20 | 242.4 | 0 | 4.36 | 0 | 0 | 0 |
| 4 Feb | 2896.30 | 242.4 | 0 | 4.42 | 0 | 0 | 0 |
| 3 Feb | 2860.80 | 242.4 | 0 | 3.47 | 0 | 0 | 0 |
| 2 Feb | 2701.60 | 242.4 | 0 | 0.03 | 0 | 0 | 0 |
| 1 Feb | 2578.10 | 242.4 | 0 | 0.22 | 0 | 0 | 0 |
| 30 Jan | 2797.00 | 242.4 | 0 | 1.69 | 0 | 0 | 0 |
| 29 Jan | 2861.60 | 242.4 | 0 | 3.83 | 0 | 0 | 0 |
| 28 Jan | 2821.50 | 242.4 | 0 | 2.71 | 0 | 0 | 0 |
For Bse Limited - strike price 2750 expiring on 30MAR2026
Delta for 2750 PE is -0.57
Historical price for 2750 PE is as follows
On 2 Mar BSE was trading at 2643.60. The strike last trading price was 176.65, which was 31.85 higher than the previous day. The implied volatity was 44.94, the open interest changed by -81 which decreased total open position to 808
On 27 Feb BSE was trading at 2707.10. The strike last trading price was 143.7, which was 47.3 higher than the previous day. The implied volatity was 42.78, the open interest changed by 74 which increased total open position to 892
On 26 Feb BSE was trading at 2800.90. The strike last trading price was 111.45, which was 5.8 higher than the previous day. The implied volatity was 41.3, the open interest changed by -101 which decreased total open position to 818
On 25 Feb BSE was trading at 2772.70. The strike last trading price was 106.5, which was -15.75 lower than the previous day. The implied volatity was 38.25, the open interest changed by 107 which increased total open position to 920
On 24 Feb BSE was trading at 2751.10. The strike last trading price was 120, which was -18.25 lower than the previous day. The implied volatity was 40.67, the open interest changed by 353 which increased total open position to 822
On 23 Feb BSE was trading at 2725.30. The strike last trading price was 137, which was -5.6 lower than the previous day. The implied volatity was 40.92, the open interest changed by 172 which increased total open position to 464
On 20 Feb BSE was trading at 2739.50. The strike last trading price was 140, which was -7.65 lower than the previous day. The implied volatity was 42.18, the open interest changed by 80 which increased total open position to 291
On 19 Feb BSE was trading at 2741.40. The strike last trading price was 150, which was 44 higher than the previous day. The implied volatity was 44.43, the open interest changed by 35 which increased total open position to 211
On 18 Feb BSE was trading at 2824.00. The strike last trading price was 107.95, which was -45.2 lower than the previous day. The implied volatity was 42.01, the open interest changed by -66 which decreased total open position to 176
On 17 Feb BSE was trading at 2742.30. The strike last trading price was 151.5, which was 23.5 higher than the previous day. The implied volatity was 45.8, the open interest changed by 78 which increased total open position to 241
On 16 Feb BSE was trading at 2804.60. The strike last trading price was 128, which was 73.5 higher than the previous day. The implied volatity was 44.38, the open interest changed by 59 which increased total open position to 164
On 13 Feb BSE was trading at 3025.30. The strike last trading price was 55, which was 19 higher than the previous day. The implied volatity was 41.17, the open interest changed by 10 which increased total open position to 104
On 12 Feb BSE was trading at 3143.20. The strike last trading price was 36, which was -2.5 lower than the previous day. The implied volatity was 41.2, the open interest changed by 1 which increased total open position to 91
On 11 Feb BSE was trading at 3177.10. The strike last trading price was 38.5, which was -1.5 lower than the previous day. The implied volatity was 43.51, the open interest changed by 2 which increased total open position to 89
On 10 Feb BSE was trading at 3174.20. The strike last trading price was 39.5, which was -38.45 lower than the previous day. The implied volatity was 43.56, the open interest changed by -32 which decreased total open position to 85
On 9 Feb BSE was trading at 2985.10. The strike last trading price was 80.45, which was -27.55 lower than the previous day. The implied volatity was 44.7, the open interest changed by 15 which increased total open position to 117
On 6 Feb BSE was trading at 2897.00. The strike last trading price was 108, which was -134.4 lower than the previous day. The implied volatity was 43.23, the open interest changed by 103 which increased total open position to 103
On 5 Feb BSE was trading at 2892.20. The strike last trading price was 242.4, which was 0 lower than the previous day. The implied volatity was 4.36, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BSE was trading at 2896.30. The strike last trading price was 242.4, which was 0 lower than the previous day. The implied volatity was 4.42, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BSE was trading at 2860.80. The strike last trading price was 242.4, which was 0 lower than the previous day. The implied volatity was 3.47, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BSE was trading at 2701.60. The strike last trading price was 242.4, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BSE was trading at 2578.10. The strike last trading price was 242.4, which was 0 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BSE was trading at 2797.00. The strike last trading price was 242.4, which was 0 lower than the previous day. The implied volatity was 1.69, the open interest changed by 0 which decreased total open position to 0
On 29 Jan BSE was trading at 2861.60. The strike last trading price was 242.4, which was 0 lower than the previous day. The implied volatity was 3.83, the open interest changed by 0 which decreased total open position to 0
On 28 Jan BSE was trading at 2821.50. The strike last trading price was 242.4, which was 0 lower than the previous day. The implied volatity was 2.71, the open interest changed by 0 which decreased total open position to 0
