[--[65.84.65.76]--]

BSE

Bse Limited
2808.7 -28.10 (-0.99%)
L: 2793 H: 2900

Back to Option Chain


Historical option data for BSE

16 Jan 2026 04:13 PM IST
BSE 27-JAN-2026 2800 CE
Delta: 0.54
Vega: 1.93
Theta: -3.64
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
16 Jan 2808.70 77.4 -25 36.99 9,327 -208 2,380
14 Jan 2836.80 99.35 -5.85 35.59 8,046 596 2,594
13 Jan 2832.00 101.1 11 37.13 12,244 -751 1,994
12 Jan 2790.60 93.9 51.95 39.89 25,207 -246 2,770
9 Jan 2669.50 44 -7.05 36.24 4,940 62 3,014
8 Jan 2694.00 49.75 -21.9 34.85 9,635 790 2,960
7 Jan 2744.90 70.8 10.95 34.56 5,767 -415 2,180
6 Jan 2706.30 57.9 5.2 35.44 4,785 -56 2,606
5 Jan 2673.90 52.9 -1.95 36.42 5,700 12 2,659
2 Jan 2666.50 55 8.9 35.61 3,162 -88 2,647
1 Jan 2628.00 45.5 -4.15 36.41 1,858 103 2,735
31 Dec 2632.20 49.55 9.1 36.02 3,643 -199 2,632
30 Dec 2581.00 43.25 -15.4 37.71 2,713 247 2,822
29 Dec 2628.30 58.35 -6.85 38.97 1,753 361 2,574
26 Dec 2649.00 64.85 -9.55 36.44 1,833 362 2,210
24 Dec 2670.90 73.7 -33.2 35.61 1,963 632 1,837
23 Dec 2737.50 106 -24.65 36.66 1,841 535 1,195
22 Dec 2775.50 129.3 43.7 37.34 1,630 252 666
19 Dec 2684.80 84.05 -3.35 34.91 299 30 412
18 Dec 2682.90 86.25 11.45 34.55 498 -40 383
17 Dec 2630.50 73 1.05 36.59 298 -3 423
16 Dec 2605.90 71.9 -14.1 38.2 268 36 425
15 Dec 2648.90 81.3 -43.3 36.31 308 42 389
12 Dec 2735.00 120 5.55 35.38 193 66 347
11 Dec 2698.80 110.5 32.15 36.13 288 67 281
10 Dec 2581.70 73 -57.9 37.8 204 101 210
9 Dec 2715.80 125 -48.45 38.69 160 65 109
8 Dec 2798.80 173.65 -3.35 37.08 59 -2 45
5 Dec 2815.90 176 21.95 34.64 37 -10 47
4 Dec 2765.00 153 3.6 35.88 67 26 53
3 Dec 2751.10 151.6 -50.9 35.4 57 9 26
2 Dec 2843.20 205 -30 36.2 6 1 16
1 Dec 2886.60 235 -15.15 36.03 4 2 14
28 Nov 2902.40 250.15 -13.75 36.63 1 0 12
27 Nov 2929.10 263.9 28.9 35.33 6 -1 13
26 Nov 2886.70 235 23.45 34.33 11 -2 14
25 Nov 2840.60 216 -33.95 37.04 15 14 17
24 Nov 2802.20 - - - 0 0 0
21 Nov 2858.30 249.95 0 40.22 1 0 3
20 Nov 2895.50 249.95 -8.05 34.22 2 1 2
19 Nov 2898.30 258 19 35.39 2 -1 1
18 Nov 2834.10 239 19.65 40.46 1 0 2
17 Nov 2811.90 219.35 39.8 38.17 2 1 1
11 Nov 2644.20 179.55 0 2.11 0 0 0
30 Oct 2442.80 0 0 - 0 0 0


For Bse Limited - strike price 2800 expiring on 27JAN2026

Delta for 2800 CE is 0.54

Historical price for 2800 CE is as follows

On 16 Jan BSE was trading at 2808.70. The strike last trading price was 77.4, which was -25 lower than the previous day. The implied volatity was 36.99, the open interest changed by -208 which decreased total open position to 2380


On 14 Jan BSE was trading at 2836.80. The strike last trading price was 99.35, which was -5.85 lower than the previous day. The implied volatity was 35.59, the open interest changed by 596 which increased total open position to 2594


On 13 Jan BSE was trading at 2832.00. The strike last trading price was 101.1, which was 11 higher than the previous day. The implied volatity was 37.13, the open interest changed by -751 which decreased total open position to 1994


On 12 Jan BSE was trading at 2790.60. The strike last trading price was 93.9, which was 51.95 higher than the previous day. The implied volatity was 39.89, the open interest changed by -246 which decreased total open position to 2770


On 9 Jan BSE was trading at 2669.50. The strike last trading price was 44, which was -7.05 lower than the previous day. The implied volatity was 36.24, the open interest changed by 62 which increased total open position to 3014


On 8 Jan BSE was trading at 2694.00. The strike last trading price was 49.75, which was -21.9 lower than the previous day. The implied volatity was 34.85, the open interest changed by 790 which increased total open position to 2960


On 7 Jan BSE was trading at 2744.90. The strike last trading price was 70.8, which was 10.95 higher than the previous day. The implied volatity was 34.56, the open interest changed by -415 which decreased total open position to 2180


On 6 Jan BSE was trading at 2706.30. The strike last trading price was 57.9, which was 5.2 higher than the previous day. The implied volatity was 35.44, the open interest changed by -56 which decreased total open position to 2606


On 5 Jan BSE was trading at 2673.90. The strike last trading price was 52.9, which was -1.95 lower than the previous day. The implied volatity was 36.42, the open interest changed by 12 which increased total open position to 2659


On 2 Jan BSE was trading at 2666.50. The strike last trading price was 55, which was 8.9 higher than the previous day. The implied volatity was 35.61, the open interest changed by -88 which decreased total open position to 2647


On 1 Jan BSE was trading at 2628.00. The strike last trading price was 45.5, which was -4.15 lower than the previous day. The implied volatity was 36.41, the open interest changed by 103 which increased total open position to 2735


On 31 Dec BSE was trading at 2632.20. The strike last trading price was 49.55, which was 9.1 higher than the previous day. The implied volatity was 36.02, the open interest changed by -199 which decreased total open position to 2632


On 30 Dec BSE was trading at 2581.00. The strike last trading price was 43.25, which was -15.4 lower than the previous day. The implied volatity was 37.71, the open interest changed by 247 which increased total open position to 2822


On 29 Dec BSE was trading at 2628.30. The strike last trading price was 58.35, which was -6.85 lower than the previous day. The implied volatity was 38.97, the open interest changed by 361 which increased total open position to 2574


On 26 Dec BSE was trading at 2649.00. The strike last trading price was 64.85, which was -9.55 lower than the previous day. The implied volatity was 36.44, the open interest changed by 362 which increased total open position to 2210


On 24 Dec BSE was trading at 2670.90. The strike last trading price was 73.7, which was -33.2 lower than the previous day. The implied volatity was 35.61, the open interest changed by 632 which increased total open position to 1837


On 23 Dec BSE was trading at 2737.50. The strike last trading price was 106, which was -24.65 lower than the previous day. The implied volatity was 36.66, the open interest changed by 535 which increased total open position to 1195


On 22 Dec BSE was trading at 2775.50. The strike last trading price was 129.3, which was 43.7 higher than the previous day. The implied volatity was 37.34, the open interest changed by 252 which increased total open position to 666


On 19 Dec BSE was trading at 2684.80. The strike last trading price was 84.05, which was -3.35 lower than the previous day. The implied volatity was 34.91, the open interest changed by 30 which increased total open position to 412


On 18 Dec BSE was trading at 2682.90. The strike last trading price was 86.25, which was 11.45 higher than the previous day. The implied volatity was 34.55, the open interest changed by -40 which decreased total open position to 383


On 17 Dec BSE was trading at 2630.50. The strike last trading price was 73, which was 1.05 higher than the previous day. The implied volatity was 36.59, the open interest changed by -3 which decreased total open position to 423


On 16 Dec BSE was trading at 2605.90. The strike last trading price was 71.9, which was -14.1 lower than the previous day. The implied volatity was 38.2, the open interest changed by 36 which increased total open position to 425


On 15 Dec BSE was trading at 2648.90. The strike last trading price was 81.3, which was -43.3 lower than the previous day. The implied volatity was 36.31, the open interest changed by 42 which increased total open position to 389


On 12 Dec BSE was trading at 2735.00. The strike last trading price was 120, which was 5.55 higher than the previous day. The implied volatity was 35.38, the open interest changed by 66 which increased total open position to 347


On 11 Dec BSE was trading at 2698.80. The strike last trading price was 110.5, which was 32.15 higher than the previous day. The implied volatity was 36.13, the open interest changed by 67 which increased total open position to 281


On 10 Dec BSE was trading at 2581.70. The strike last trading price was 73, which was -57.9 lower than the previous day. The implied volatity was 37.8, the open interest changed by 101 which increased total open position to 210


On 9 Dec BSE was trading at 2715.80. The strike last trading price was 125, which was -48.45 lower than the previous day. The implied volatity was 38.69, the open interest changed by 65 which increased total open position to 109


On 8 Dec BSE was trading at 2798.80. The strike last trading price was 173.65, which was -3.35 lower than the previous day. The implied volatity was 37.08, the open interest changed by -2 which decreased total open position to 45


On 5 Dec BSE was trading at 2815.90. The strike last trading price was 176, which was 21.95 higher than the previous day. The implied volatity was 34.64, the open interest changed by -10 which decreased total open position to 47


On 4 Dec BSE was trading at 2765.00. The strike last trading price was 153, which was 3.6 higher than the previous day. The implied volatity was 35.88, the open interest changed by 26 which increased total open position to 53


On 3 Dec BSE was trading at 2751.10. The strike last trading price was 151.6, which was -50.9 lower than the previous day. The implied volatity was 35.4, the open interest changed by 9 which increased total open position to 26


On 2 Dec BSE was trading at 2843.20. The strike last trading price was 205, which was -30 lower than the previous day. The implied volatity was 36.2, the open interest changed by 1 which increased total open position to 16


On 1 Dec BSE was trading at 2886.60. The strike last trading price was 235, which was -15.15 lower than the previous day. The implied volatity was 36.03, the open interest changed by 2 which increased total open position to 14


On 28 Nov BSE was trading at 2902.40. The strike last trading price was 250.15, which was -13.75 lower than the previous day. The implied volatity was 36.63, the open interest changed by 0 which decreased total open position to 12


On 27 Nov BSE was trading at 2929.10. The strike last trading price was 263.9, which was 28.9 higher than the previous day. The implied volatity was 35.33, the open interest changed by -1 which decreased total open position to 13


On 26 Nov BSE was trading at 2886.70. The strike last trading price was 235, which was 23.45 higher than the previous day. The implied volatity was 34.33, the open interest changed by -2 which decreased total open position to 14


On 25 Nov BSE was trading at 2840.60. The strike last trading price was 216, which was -33.95 lower than the previous day. The implied volatity was 37.04, the open interest changed by 14 which increased total open position to 17


On 24 Nov BSE was trading at 2802.20. 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 21 Nov BSE was trading at 2858.30. The strike last trading price was 249.95, which was 0 lower than the previous day. The implied volatity was 40.22, the open interest changed by 0 which decreased total open position to 3


On 20 Nov BSE was trading at 2895.50. The strike last trading price was 249.95, which was -8.05 lower than the previous day. The implied volatity was 34.22, the open interest changed by 1 which increased total open position to 2


On 19 Nov BSE was trading at 2898.30. The strike last trading price was 258, which was 19 higher than the previous day. The implied volatity was 35.39, the open interest changed by -1 which decreased total open position to 1


On 18 Nov BSE was trading at 2834.10. The strike last trading price was 239, which was 19.65 higher than the previous day. The implied volatity was 40.46, the open interest changed by 0 which decreased total open position to 2


On 17 Nov BSE was trading at 2811.90. The strike last trading price was 219.35, which was 39.8 higher than the previous day. The implied volatity was 38.17, the open interest changed by 1 which increased total open position to 1


On 11 Nov BSE was trading at 2644.20. The strike last trading price was 179.55, which was 0 lower than the previous day. The implied volatity was 2.11, the open interest changed by 0 which decreased total open position to 0


On 30 Oct BSE was trading at 2442.80. The strike last trading price was 0, 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 2800 PE
Delta: -0.46
Vega: 1.93
Theta: -3.16
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
16 Jan 2808.70 72.35 14.05 40.19 7,125 -53 1,559
14 Jan 2836.80 60.25 -5.3 37.95 5,610 180 1,610
13 Jan 2832.00 67.75 -18.8 38.69 7,319 337 1,445
12 Jan 2790.60 84.25 -78.3 38.97 4,297 458 1,104
9 Jan 2669.50 156 8.7 38 592 -30 647
8 Jan 2694.00 148.95 36 37.93 1,796 -76 679
7 Jan 2744.90 112.9 -29.6 35.63 875 -41 755
6 Jan 2706.30 144 -19.95 37.33 884 35 808
5 Jan 2673.90 161.95 -7.8 37.11 301 -2 779
2 Jan 2666.50 168 -30.9 36.04 134 6 779
1 Jan 2628.00 198.35 -0.95 36.29 45 5 774
31 Dec 2632.20 200.9 -34.7 39.59 96 -19 770
30 Dec 2581.00 230.3 21.7 39.15 198 69 790
29 Dec 2628.30 215 17.55 41.65 149 11 721
26 Dec 2649.00 198 9.85 39.36 472 217 707
24 Dec 2670.90 189.9 39 39.94 217 73 489
23 Dec 2737.50 149.45 19.8 37.9 359 143 415
22 Dec 2775.50 132.15 -41.7 37.98 282 163 271
19 Dec 2684.80 173 -8.65 34.53 29 -2 108
18 Dec 2682.90 181.65 -15.35 37.41 16 4 111
17 Dec 2630.50 197 -38 31.14 11 0 106
16 Dec 2605.90 235 20.55 37.96 2 1 107
15 Dec 2648.90 220.15 57.65 40.52 19 4 95
12 Dec 2735.00 162.7 -18.35 36.95 40 11 91
11 Dec 2698.80 182 -78 37.5 30 13 82
10 Dec 2581.70 260 81.25 39.54 21 6 69
9 Dec 2715.80 177 36.85 35.97 46 21 62
8 Dec 2798.80 140 11.2 38.91 49 8 41
5 Dec 2815.90 126.3 -26.65 35.99 29 14 32
4 Dec 2765.00 152.95 -13.25 36.51 19 12 18
3 Dec 2751.10 158 -359.55 37.13 7 6 6
2 Dec 2843.20 517.55 0 2.08 0 0 0
1 Dec 2886.60 517.55 0 3.12 0 0 0
28 Nov 2902.40 517.55 0 3.35 0 0 0
27 Nov 2929.10 517.55 0 3.93 0 0 0
26 Nov 2886.70 517.55 0 3.09 0 0 0
25 Nov 2840.60 517.55 0 1.99 0 0 0
24 Nov 2802.20 - - - 0 0 0
21 Nov 2858.30 517.55 0 2.23 0 0 0
20 Nov 2895.50 517.55 0 - 0 0 0
19 Nov 2898.30 517.55 0 - 0 0 0
18 Nov 2834.10 517.55 0 - 0 0 0
17 Nov 2811.90 517.55 0 1.37 0 0 0
11 Nov 2644.20 517.55 0 - 0 0 0
30 Oct 2442.80 0 0 - 0 0 0


For Bse Limited - strike price 2800 expiring on 27JAN2026

Delta for 2800 PE is -0.46

Historical price for 2800 PE is as follows

On 16 Jan BSE was trading at 2808.70. The strike last trading price was 72.35, which was 14.05 higher than the previous day. The implied volatity was 40.19, the open interest changed by -53 which decreased total open position to 1559


On 14 Jan BSE was trading at 2836.80. The strike last trading price was 60.25, which was -5.3 lower than the previous day. The implied volatity was 37.95, the open interest changed by 180 which increased total open position to 1610


On 13 Jan BSE was trading at 2832.00. The strike last trading price was 67.75, which was -18.8 lower than the previous day. The implied volatity was 38.69, the open interest changed by 337 which increased total open position to 1445


On 12 Jan BSE was trading at 2790.60. The strike last trading price was 84.25, which was -78.3 lower than the previous day. The implied volatity was 38.97, the open interest changed by 458 which increased total open position to 1104


On 9 Jan BSE was trading at 2669.50. The strike last trading price was 156, which was 8.7 higher than the previous day. The implied volatity was 38, the open interest changed by -30 which decreased total open position to 647


On 8 Jan BSE was trading at 2694.00. The strike last trading price was 148.95, which was 36 higher than the previous day. The implied volatity was 37.93, the open interest changed by -76 which decreased total open position to 679


On 7 Jan BSE was trading at 2744.90. The strike last trading price was 112.9, which was -29.6 lower than the previous day. The implied volatity was 35.63, the open interest changed by -41 which decreased total open position to 755


On 6 Jan BSE was trading at 2706.30. The strike last trading price was 144, which was -19.95 lower than the previous day. The implied volatity was 37.33, the open interest changed by 35 which increased total open position to 808


On 5 Jan BSE was trading at 2673.90. The strike last trading price was 161.95, which was -7.8 lower than the previous day. The implied volatity was 37.11, the open interest changed by -2 which decreased total open position to 779


On 2 Jan BSE was trading at 2666.50. The strike last trading price was 168, which was -30.9 lower than the previous day. The implied volatity was 36.04, the open interest changed by 6 which increased total open position to 779


On 1 Jan BSE was trading at 2628.00. The strike last trading price was 198.35, which was -0.95 lower than the previous day. The implied volatity was 36.29, the open interest changed by 5 which increased total open position to 774


On 31 Dec BSE was trading at 2632.20. The strike last trading price was 200.9, which was -34.7 lower than the previous day. The implied volatity was 39.59, the open interest changed by -19 which decreased total open position to 770


On 30 Dec BSE was trading at 2581.00. The strike last trading price was 230.3, which was 21.7 higher than the previous day. The implied volatity was 39.15, the open interest changed by 69 which increased total open position to 790


On 29 Dec BSE was trading at 2628.30. The strike last trading price was 215, which was 17.55 higher than the previous day. The implied volatity was 41.65, the open interest changed by 11 which increased total open position to 721


On 26 Dec BSE was trading at 2649.00. The strike last trading price was 198, which was 9.85 higher than the previous day. The implied volatity was 39.36, the open interest changed by 217 which increased total open position to 707


On 24 Dec BSE was trading at 2670.90. The strike last trading price was 189.9, which was 39 higher than the previous day. The implied volatity was 39.94, the open interest changed by 73 which increased total open position to 489


On 23 Dec BSE was trading at 2737.50. The strike last trading price was 149.45, which was 19.8 higher than the previous day. The implied volatity was 37.9, the open interest changed by 143 which increased total open position to 415


On 22 Dec BSE was trading at 2775.50. The strike last trading price was 132.15, which was -41.7 lower than the previous day. The implied volatity was 37.98, the open interest changed by 163 which increased total open position to 271


On 19 Dec BSE was trading at 2684.80. The strike last trading price was 173, which was -8.65 lower than the previous day. The implied volatity was 34.53, the open interest changed by -2 which decreased total open position to 108


On 18 Dec BSE was trading at 2682.90. The strike last trading price was 181.65, which was -15.35 lower than the previous day. The implied volatity was 37.41, the open interest changed by 4 which increased total open position to 111


On 17 Dec BSE was trading at 2630.50. The strike last trading price was 197, which was -38 lower than the previous day. The implied volatity was 31.14, the open interest changed by 0 which decreased total open position to 106


On 16 Dec BSE was trading at 2605.90. The strike last trading price was 235, which was 20.55 higher than the previous day. The implied volatity was 37.96, the open interest changed by 1 which increased total open position to 107


On 15 Dec BSE was trading at 2648.90. The strike last trading price was 220.15, which was 57.65 higher than the previous day. The implied volatity was 40.52, the open interest changed by 4 which increased total open position to 95


On 12 Dec BSE was trading at 2735.00. The strike last trading price was 162.7, which was -18.35 lower than the previous day. The implied volatity was 36.95, the open interest changed by 11 which increased total open position to 91


On 11 Dec BSE was trading at 2698.80. The strike last trading price was 182, which was -78 lower than the previous day. The implied volatity was 37.5, the open interest changed by 13 which increased total open position to 82


On 10 Dec BSE was trading at 2581.70. The strike last trading price was 260, which was 81.25 higher than the previous day. The implied volatity was 39.54, the open interest changed by 6 which increased total open position to 69


On 9 Dec BSE was trading at 2715.80. The strike last trading price was 177, which was 36.85 higher than the previous day. The implied volatity was 35.97, the open interest changed by 21 which increased total open position to 62


On 8 Dec BSE was trading at 2798.80. The strike last trading price was 140, which was 11.2 higher than the previous day. The implied volatity was 38.91, the open interest changed by 8 which increased total open position to 41


On 5 Dec BSE was trading at 2815.90. The strike last trading price was 126.3, which was -26.65 lower than the previous day. The implied volatity was 35.99, the open interest changed by 14 which increased total open position to 32


On 4 Dec BSE was trading at 2765.00. The strike last trading price was 152.95, which was -13.25 lower than the previous day. The implied volatity was 36.51, the open interest changed by 12 which increased total open position to 18


On 3 Dec BSE was trading at 2751.10. The strike last trading price was 158, which was -359.55 lower than the previous day. The implied volatity was 37.13, the open interest changed by 6 which increased total open position to 6


On 2 Dec BSE was trading at 2843.20. The strike last trading price was 517.55, which was 0 lower than the previous day. The implied volatity was 2.08, 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 517.55, which was 0 lower than the previous day. The implied volatity was 3.12, 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 517.55, which was 0 lower than the previous day. The implied volatity was 3.35, 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 517.55, which was 0 lower than the previous day. The implied volatity was 3.93, 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 517.55, which was 0 lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0


On 25 Nov BSE was trading at 2840.60. The strike last trading price was 517.55, which was 0 lower than the previous day. The implied volatity was 1.99, the open interest changed by 0 which decreased total open position to 0


On 24 Nov BSE was trading at 2802.20. 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 21 Nov BSE was trading at 2858.30. The strike last trading price was 517.55, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0


On 20 Nov BSE was trading at 2895.50. The strike last trading price was 517.55, 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 19 Nov BSE was trading at 2898.30. The strike last trading price was 517.55, 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 18 Nov BSE was trading at 2834.10. The strike last trading price was 517.55, 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 17 Nov BSE was trading at 2811.90. The strike last trading price was 517.55, which was 0 lower than the previous day. The implied volatity was 1.37, the open interest changed by 0 which decreased total open position to 0


On 11 Nov BSE was trading at 2644.20. The strike last trading price was 517.55, 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 30 Oct BSE was trading at 2442.80. The strike last trading price was 0, 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