[--[65.84.65.76]--]

BSE

Bse Limited
2861.6 +40.10 (1.42%)
L: 2805 H: 2875

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Historical option data for BSE

29 Jan 2026 04:13 PM IST
BSE 24-FEB-2026 2800 CE
Delta: 0.63
Vega: 2.89
Theta: -2.89
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 2861.60 182.4 27.95 43.87 3,558 -16 1,938
28 Jan 2821.50 152.35 25.75 43.16 6,314 1,185 1,956
27 Jan 2761.20 128.4 35.95 43.92 3,217 52 776
23 Jan 2685.40 91 -9.15 41.42 1,041 124 711
22 Jan 2708.60 102.65 28.05 40.38 1,110 -27 582
21 Jan 2628.80 75.85 -6.95 41.21 805 194 607
20 Jan 2653.40 82 -34.25 40.17 543 153 408
19 Jan 2726.70 112 -58.2 39.74 243 102 253
16 Jan 2808.70 164.45 -15.65 40.65 157 -2 150
14 Jan 2836.80 176.4 -4.7 37.77 94 16 152
13 Jan 2832.00 180 15.3 39.45 207 -30 137
12 Jan 2790.60 165.95 60.35 39.56 336 75 168
9 Jan 2669.50 107.05 -5.5 38.02 49 9 91
8 Jan 2694.00 111 -25.8 37.04 48 2 82
7 Jan 2744.90 136.8 15.65 36.56 47 31 79
6 Jan 2706.30 119.5 8.7 36.99 32 4 49
5 Jan 2673.90 110.8 1.1 37.38 24 9 44
2 Jan 2666.50 109.7 13.7 36.55 10 1 35
1 Jan 2628.00 96 -2.15 37.06 11 5 34
31 Dec 2632.20 98.15 10.2 36.17 22 -9 29
30 Dec 2581.00 88.7 -17.65 37.51 21 9 36
29 Dec 2628.30 105.2 -7.5 38.03 10 2 24
26 Dec 2649.00 112.7 -13.25 36.42 6 2 22
24 Dec 2670.90 125.95 -33.7 36.69 6 3 19
23 Dec 2737.50 161.3 40.6 37.47 16 5 16
22 Dec 2775.50 120.7 -19.3 - 0 0 11
19 Dec 2684.80 120.7 -19.3 - 0 0 11
18 Dec 2682.90 120.7 -19.3 - 0 0 11
17 Dec 2630.50 120.7 -19.3 37.45 10 8 10
16 Dec 2605.90 140 13.75 - 0 0 2
15 Dec 2648.90 140 - - 0 0 0
12 Dec 2735.00 140 13.75 - 0 0 2
11 Dec 2698.80 140 13.75 32.87 1 0 2
10 Dec 2581.70 126.25 -41.75 40.88 1 0 1
9 Dec 2715.80 385.2 - - 0 0 0
8 Dec 2798.80 - - - 0 0 0
5 Dec 2815.90 - - - 0 0 0
4 Dec 2765.00 - - - 0 0 0
3 Dec 2751.10 - - - 0 0 0
2 Dec 2843.20 - - - 0 0 0
1 Dec 2886.60 - - - 0 0 0
28 Nov 2902.40 385.2 0 - 0 0 0
27 Nov 2929.10 385.2 0 - 0 0 0


For Bse Limited - strike price 2800 expiring on 24FEB2026

Delta for 2800 CE is 0.63

Historical price for 2800 CE is as follows

On 29 Jan BSE was trading at 2861.60. The strike last trading price was 182.4, which was 27.95 higher than the previous day. The implied volatity was 43.87, the open interest changed by -16 which decreased total open position to 1938


On 28 Jan BSE was trading at 2821.50. The strike last trading price was 152.35, which was 25.75 higher than the previous day. The implied volatity was 43.16, the open interest changed by 1185 which increased total open position to 1956


On 27 Jan BSE was trading at 2761.20. The strike last trading price was 128.4, which was 35.95 higher than the previous day. The implied volatity was 43.92, the open interest changed by 52 which increased total open position to 776


On 23 Jan BSE was trading at 2685.40. The strike last trading price was 91, which was -9.15 lower than the previous day. The implied volatity was 41.42, the open interest changed by 124 which increased total open position to 711


On 22 Jan BSE was trading at 2708.60. The strike last trading price was 102.65, which was 28.05 higher than the previous day. The implied volatity was 40.38, the open interest changed by -27 which decreased total open position to 582


On 21 Jan BSE was trading at 2628.80. The strike last trading price was 75.85, which was -6.95 lower than the previous day. The implied volatity was 41.21, the open interest changed by 194 which increased total open position to 607


On 20 Jan BSE was trading at 2653.40. The strike last trading price was 82, which was -34.25 lower than the previous day. The implied volatity was 40.17, the open interest changed by 153 which increased total open position to 408


On 19 Jan BSE was trading at 2726.70. The strike last trading price was 112, which was -58.2 lower than the previous day. The implied volatity was 39.74, the open interest changed by 102 which increased total open position to 253


On 16 Jan BSE was trading at 2808.70. The strike last trading price was 164.45, which was -15.65 lower than the previous day. The implied volatity was 40.65, the open interest changed by -2 which decreased total open position to 150


On 14 Jan BSE was trading at 2836.80. The strike last trading price was 176.4, which was -4.7 lower than the previous day. The implied volatity was 37.77, the open interest changed by 16 which increased total open position to 152


On 13 Jan BSE was trading at 2832.00. The strike last trading price was 180, which was 15.3 higher than the previous day. The implied volatity was 39.45, the open interest changed by -30 which decreased total open position to 137


On 12 Jan BSE was trading at 2790.60. The strike last trading price was 165.95, which was 60.35 higher than the previous day. The implied volatity was 39.56, the open interest changed by 75 which increased total open position to 168


On 9 Jan BSE was trading at 2669.50. The strike last trading price was 107.05, which was -5.5 lower than the previous day. The implied volatity was 38.02, the open interest changed by 9 which increased total open position to 91


On 8 Jan BSE was trading at 2694.00. The strike last trading price was 111, which was -25.8 lower than the previous day. The implied volatity was 37.04, the open interest changed by 2 which increased total open position to 82


On 7 Jan BSE was trading at 2744.90. The strike last trading price was 136.8, which was 15.65 higher than the previous day. The implied volatity was 36.56, the open interest changed by 31 which increased total open position to 79


On 6 Jan BSE was trading at 2706.30. The strike last trading price was 119.5, which was 8.7 higher than the previous day. The implied volatity was 36.99, the open interest changed by 4 which increased total open position to 49


On 5 Jan BSE was trading at 2673.90. The strike last trading price was 110.8, which was 1.1 higher than the previous day. The implied volatity was 37.38, the open interest changed by 9 which increased total open position to 44


On 2 Jan BSE was trading at 2666.50. The strike last trading price was 109.7, which was 13.7 higher than the previous day. The implied volatity was 36.55, the open interest changed by 1 which increased total open position to 35


On 1 Jan BSE was trading at 2628.00. The strike last trading price was 96, which was -2.15 lower than the previous day. The implied volatity was 37.06, the open interest changed by 5 which increased total open position to 34


On 31 Dec BSE was trading at 2632.20. The strike last trading price was 98.15, which was 10.2 higher than the previous day. The implied volatity was 36.17, the open interest changed by -9 which decreased total open position to 29


On 30 Dec BSE was trading at 2581.00. The strike last trading price was 88.7, which was -17.65 lower than the previous day. The implied volatity was 37.51, the open interest changed by 9 which increased total open position to 36


On 29 Dec BSE was trading at 2628.30. The strike last trading price was 105.2, which was -7.5 lower than the previous day. The implied volatity was 38.03, the open interest changed by 2 which increased total open position to 24


On 26 Dec BSE was trading at 2649.00. The strike last trading price was 112.7, which was -13.25 lower than the previous day. The implied volatity was 36.42, the open interest changed by 2 which increased total open position to 22


On 24 Dec BSE was trading at 2670.90. The strike last trading price was 125.95, which was -33.7 lower than the previous day. The implied volatity was 36.69, the open interest changed by 3 which increased total open position to 19


On 23 Dec BSE was trading at 2737.50. The strike last trading price was 161.3, which was 40.6 higher than the previous day. The implied volatity was 37.47, the open interest changed by 5 which increased total open position to 16


On 22 Dec BSE was trading at 2775.50. The strike last trading price was 120.7, which was -19.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 19 Dec BSE was trading at 2684.80. The strike last trading price was 120.7, which was -19.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 18 Dec BSE was trading at 2682.90. The strike last trading price was 120.7, which was -19.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 17 Dec BSE was trading at 2630.50. The strike last trading price was 120.7, which was -19.3 lower than the previous day. The implied volatity was 37.45, the open interest changed by 8 which increased total open position to 10


On 16 Dec BSE was trading at 2605.90. The strike last trading price was 140, which was 13.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 15 Dec BSE was trading at 2648.90. The strike last trading price was 140, 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 12 Dec BSE was trading at 2735.00. The strike last trading price was 140, which was 13.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 11 Dec BSE was trading at 2698.80. The strike last trading price was 140, which was 13.75 higher than the previous day. The implied volatity was 32.87, the open interest changed by 0 which decreased total open position to 2


On 10 Dec BSE was trading at 2581.70. The strike last trading price was 126.25, which was -41.75 lower than the previous day. The implied volatity was 40.88, the open interest changed by 0 which decreased total open position to 1


On 9 Dec BSE was trading at 2715.80. The strike last trading price was 385.2, 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 8 Dec BSE was trading at 2798.80. 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 5 Dec BSE was trading at 2815.90. 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 4 Dec BSE was trading at 2765.00. 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 3 Dec BSE was trading at 2751.10. 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 2 Dec BSE was trading at 2843.20. 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 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 385.2, 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 385.2, 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 24FEB2026 2800 PE
Delta: -0.37
Vega: 2.89
Theta: -2.16
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 2861.60 93 -19.35 44.44 2,377 165 947
28 Jan 2821.50 112.4 -32.75 43.39 2,268 300 782
27 Jan 2761.20 137 -56.95 42.71 360 55 483
23 Jan 2685.40 194.2 19.45 43.89 175 64 429
22 Jan 2708.60 175.55 -55.95 42.74 278 27 365
21 Jan 2628.80 231.5 18 45.41 236 118 338
20 Jan 2653.40 217.05 45.1 44.16 165 33 218
19 Jan 2726.70 174.6 37.85 42.71 99 12 183
16 Jan 2808.70 138.1 19.45 42.37 137 22 171
14 Jan 2836.80 120.35 -3.1 40.28 89 4 149
13 Jan 2832.00 124 -18.35 39.99 189 49 145
12 Jan 2790.60 142.35 -74.6 41.19 197 50 97
9 Jan 2669.50 216.95 26.95 44.14 18 4 46
8 Jan 2694.00 190 30.75 38.64 23 9 39
7 Jan 2744.90 159 -26.6 37.64 26 11 28
6 Jan 2706.30 185 -12.55 38.35 11 4 18
5 Jan 2673.90 197.55 -15.55 37.55 6 -2 13
2 Jan 2666.50 213.1 -25.75 39.74 3 0 15
1 Jan 2628.00 238.85 15.55 39.87 1 0 16
31 Dec 2632.20 223.3 -41.7 37.24 6 3 15
30 Dec 2581.00 265 15 41.13 4 0 12
29 Dec 2628.30 250 28.05 42.14 1 0 12
26 Dec 2649.00 221.95 23.3 37.82 2 0 11
24 Dec 2670.90 198.65 20.65 - 0 0 11
23 Dec 2737.50 198.65 20.65 41.73 3 1 11
22 Dec 2775.50 178 -40.8 40.82 2 0 8
19 Dec 2684.80 217 -85.4 38.92 8 7 7
18 Dec 2682.90 302.4 0 - 0 0 0
17 Dec 2630.50 302.4 0 - 0 0 0
16 Dec 2605.90 302.4 0 - 0 0 0
15 Dec 2648.90 302.4 - - 0 0 0
12 Dec 2735.00 302.4 0 - 0 0 0
11 Dec 2698.80 302.4 0 - 0 0 0
10 Dec 2581.70 302.4 0 - 0 0 0
9 Dec 2715.80 302.4 - - 0 0 0
8 Dec 2798.80 - - - 0 0 0
5 Dec 2815.90 - - - 0 0 0
4 Dec 2765.00 - - - 0 0 0
3 Dec 2751.10 - - - 0 0 0
2 Dec 2843.20 - - - 0 0 0
1 Dec 2886.60 - - - 0 0 0
28 Nov 2902.40 302.4 0 - 0 0 0
27 Nov 2929.10 302.4 0 - 0 0 0


For Bse Limited - strike price 2800 expiring on 24FEB2026

Delta for 2800 PE is -0.37

Historical price for 2800 PE is as follows

On 29 Jan BSE was trading at 2861.60. The strike last trading price was 93, which was -19.35 lower than the previous day. The implied volatity was 44.44, the open interest changed by 165 which increased total open position to 947


On 28 Jan BSE was trading at 2821.50. The strike last trading price was 112.4, which was -32.75 lower than the previous day. The implied volatity was 43.39, the open interest changed by 300 which increased total open position to 782


On 27 Jan BSE was trading at 2761.20. The strike last trading price was 137, which was -56.95 lower than the previous day. The implied volatity was 42.71, the open interest changed by 55 which increased total open position to 483


On 23 Jan BSE was trading at 2685.40. The strike last trading price was 194.2, which was 19.45 higher than the previous day. The implied volatity was 43.89, the open interest changed by 64 which increased total open position to 429


On 22 Jan BSE was trading at 2708.60. The strike last trading price was 175.55, which was -55.95 lower than the previous day. The implied volatity was 42.74, the open interest changed by 27 which increased total open position to 365


On 21 Jan BSE was trading at 2628.80. The strike last trading price was 231.5, which was 18 higher than the previous day. The implied volatity was 45.41, the open interest changed by 118 which increased total open position to 338


On 20 Jan BSE was trading at 2653.40. The strike last trading price was 217.05, which was 45.1 higher than the previous day. The implied volatity was 44.16, the open interest changed by 33 which increased total open position to 218


On 19 Jan BSE was trading at 2726.70. The strike last trading price was 174.6, which was 37.85 higher than the previous day. The implied volatity was 42.71, the open interest changed by 12 which increased total open position to 183


On 16 Jan BSE was trading at 2808.70. The strike last trading price was 138.1, which was 19.45 higher than the previous day. The implied volatity was 42.37, the open interest changed by 22 which increased total open position to 171


On 14 Jan BSE was trading at 2836.80. The strike last trading price was 120.35, which was -3.1 lower than the previous day. The implied volatity was 40.28, the open interest changed by 4 which increased total open position to 149


On 13 Jan BSE was trading at 2832.00. The strike last trading price was 124, which was -18.35 lower than the previous day. The implied volatity was 39.99, the open interest changed by 49 which increased total open position to 145


On 12 Jan BSE was trading at 2790.60. The strike last trading price was 142.35, which was -74.6 lower than the previous day. The implied volatity was 41.19, the open interest changed by 50 which increased total open position to 97


On 9 Jan BSE was trading at 2669.50. The strike last trading price was 216.95, which was 26.95 higher than the previous day. The implied volatity was 44.14, the open interest changed by 4 which increased total open position to 46


On 8 Jan BSE was trading at 2694.00. The strike last trading price was 190, which was 30.75 higher than the previous day. The implied volatity was 38.64, the open interest changed by 9 which increased total open position to 39


On 7 Jan BSE was trading at 2744.90. The strike last trading price was 159, which was -26.6 lower than the previous day. The implied volatity was 37.64, the open interest changed by 11 which increased total open position to 28


On 6 Jan BSE was trading at 2706.30. The strike last trading price was 185, which was -12.55 lower than the previous day. The implied volatity was 38.35, the open interest changed by 4 which increased total open position to 18


On 5 Jan BSE was trading at 2673.90. The strike last trading price was 197.55, which was -15.55 lower than the previous day. The implied volatity was 37.55, the open interest changed by -2 which decreased total open position to 13


On 2 Jan BSE was trading at 2666.50. The strike last trading price was 213.1, which was -25.75 lower than the previous day. The implied volatity was 39.74, the open interest changed by 0 which decreased total open position to 15


On 1 Jan BSE was trading at 2628.00. The strike last trading price was 238.85, which was 15.55 higher than the previous day. The implied volatity was 39.87, the open interest changed by 0 which decreased total open position to 16


On 31 Dec BSE was trading at 2632.20. The strike last trading price was 223.3, which was -41.7 lower than the previous day. The implied volatity was 37.24, the open interest changed by 3 which increased total open position to 15


On 30 Dec BSE was trading at 2581.00. The strike last trading price was 265, which was 15 higher than the previous day. The implied volatity was 41.13, the open interest changed by 0 which decreased total open position to 12


On 29 Dec BSE was trading at 2628.30. The strike last trading price was 250, which was 28.05 higher than the previous day. The implied volatity was 42.14, the open interest changed by 0 which decreased total open position to 12


On 26 Dec BSE was trading at 2649.00. The strike last trading price was 221.95, which was 23.3 higher than the previous day. The implied volatity was 37.82, the open interest changed by 0 which decreased total open position to 11


On 24 Dec BSE was trading at 2670.90. The strike last trading price was 198.65, which was 20.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 23 Dec BSE was trading at 2737.50. The strike last trading price was 198.65, which was 20.65 higher than the previous day. The implied volatity was 41.73, the open interest changed by 1 which increased total open position to 11


On 22 Dec BSE was trading at 2775.50. The strike last trading price was 178, which was -40.8 lower than the previous day. The implied volatity was 40.82, the open interest changed by 0 which decreased total open position to 8


On 19 Dec BSE was trading at 2684.80. The strike last trading price was 217, which was -85.4 lower than the previous day. The implied volatity was 38.92, the open interest changed by 7 which increased total open position to 7


On 18 Dec BSE was trading at 2682.90. The strike last trading price was 302.4, 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 17 Dec BSE was trading at 2630.50. The strike last trading price was 302.4, 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 16 Dec BSE was trading at 2605.90. The strike last trading price was 302.4, 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 15 Dec BSE was trading at 2648.90. The strike last trading price was 302.4, 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 12 Dec BSE was trading at 2735.00. The strike last trading price was 302.4, 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 Dec BSE was trading at 2698.80. The strike last trading price was 302.4, 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 302.4, 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 302.4, 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 8 Dec BSE was trading at 2798.80. 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 5 Dec BSE was trading at 2815.90. 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 4 Dec BSE was trading at 2765.00. 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 3 Dec BSE was trading at 2751.10. 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 2 Dec BSE was trading at 2843.20. 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 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 302.4, 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 302.4, 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