BSE

Bse Limited

2815.9 +50.90 (1.84%)

L: 2742.7 H: 2822.9

Back to Option Chain

Historical option data for BSE
05 Dec 2025 03:38 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

BSE 30-DEC-2025 2800 CE
Delta: 0.57 Vega: 2.89 Theta: -2.31 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	2815.90	114.35 ₹ 42,881.25	20.75 7781.25	32.87	6,604 24,76,500	-24 -9,000	1,936 7,26,000
4 Dec	2765.00	90.45 ₹ 33,918.75	1.45 543.75	33.65	6,165 23,11,875	427 1,60,125	1,960 7,35,000
3 Dec	2751.10	93.35 ₹ 35,006.25	-48.8 -18300.00	35.64	5,594 20,97,750	330 1,23,750	1,513 5,67,375
2 Dec	2843.20	141.15 ₹ 52,931.25	-29.4 -11025.00	34.01	799 2,99,625	136 51,000	1,183 4,43,625
1 Dec	2886.60	173.1 ₹ 64,912.5	-11.4 -4275.00	33.40	690 2,58,750	-28 -10,500	1,048 3,93,000
28 Nov	2902.40	183.75 ₹ 68,906.25	-22.3 -8362.50	33.00	564 2,11,500	20 7,500	1,074 4,02,750
27 Nov	2929.10	204.5 ₹ 76,687.5	26.15 9806.25	32.39	1,267 4,75,125	-40 -15,000	1,106 4,14,750
26 Nov	2886.70	180 ₹ 67,500	26.95 10106.25	33.32	1,494 5,60,250	-3 -1,125	1,146 4,29,750
25 Nov	2840.60	152.45 ₹ 57,168.75	11 4125.00	33.38	2,306 8,64,750	305 1,14,375	1,151 4,31,625
24 Nov	2802.20	140.2 ₹ 52,575	-35.8 -13425.00	35.30	818 3,06,750	147 55,125	845 3,16,875

21 Nov	2858.30	174 ₹ 65,250	-29 -10875.00	34.69	513 1,92,375	-4 -1,500	697 2,61,375
20 Nov	2895.50	201.65 ₹ 75,618.75	-1.25 -468.75	34.21	304 1,14,000	14 5,250	700 2,62,500
19 Nov	2898.30	203.1 ₹ 76,162.5	33.55 12581.25	33.87	512 1,92,000	63 23,625	688 2,58,000
18 Nov	2834.10	166.1 ₹ 62,287.5	7.1 2662.50	35.67	783 2,93,625	88 33,000	623 2,33,625
17 Nov	2811.90	158.25 ₹ 59,343.75	-9.55 -3581.25	35.76	392 1,47,000	80 30,000	536 2,01,000
14 Nov	2827.60	168.55 ₹ 63,206.25	31.05 11643.75	34.41	231 86,625	27 10,125	456 1,71,000
13 Nov	2760.20	139.05 ₹ 52,143.75	-11.65 -4368.75	34.38	288 1,08,000	39 14,625	430 1,61,250
12 Nov	2775.40	148.9 ₹ 55,837.5	42.25 15843.75	36.37	856 3,21,000	176 66,000	391 1,46,625
11 Nov	2644.20	105 ₹ 39,375	0.65 243.75	39.94	79 29,625	17 6,375	214 80,250
10 Nov	2625.30	104 ₹ 39,000	-18.25 -6843.75	40.92	235 88,125	65 24,375	197 73,875
7 Nov	2678.30	117 ₹ 43,875	69.55 26081.25	38.61	244 91,500	95 35,625	131 49,125
6 Nov	2455.50	50 ₹ 18,750	-9 -3375.00	39.19	30 11,250	6 2,250	30 11,250
4 Nov	2496.60	59.2 ₹ 22,200	-15.8 -5925.00	38.24	25 9,375	16 6,000	24 9,000
3 Nov	2548.30	75 ₹ 28,125	4.95 1856.25	38.27	10 3,750	7 2,625	7 2,625
31 Oct	2479.00	70.05 ₹ 26,268.75	0 0.00	-	0 0	0 0	0 0
30 Oct	2442.80	70.05 ₹ 26,268.75	0 0.00	-	0 0	0 0	0 0
29 Oct	2447.30	70.05 ₹ 26,268.75	0 0.00	7.08	0 0	0 0	0 0

For Bse Limited - strike price 2800 expiring on 30DEC2025

Delta for 2800 CE is 0.57

Historical price for 2800 CE is as follows

On 5 Dec BSE was trading at 2815.90. The strike last trading price was 114.35, which was 20.75 higher than the previous day. The implied volatity was 32.87, the open interest changed by -24 which decreased total open position to 1936

On 4 Dec BSE was trading at 2765.00. The strike last trading price was 90.45, which was 1.45 higher than the previous day. The implied volatity was 33.65, the open interest changed by 427 which increased total open position to 1960

On 3 Dec BSE was trading at 2751.10. The strike last trading price was 93.35, which was -48.8 lower than the previous day. The implied volatity was 35.64, the open interest changed by 330 which increased total open position to 1513

On 2 Dec BSE was trading at 2843.20. The strike last trading price was 141.15, which was -29.4 lower than the previous day. The implied volatity was 34.01, the open interest changed by 136 which increased total open position to 1183

On 1 Dec BSE was trading at 2886.60. The strike last trading price was 173.1, which was -11.4 lower than the previous day. The implied volatity was 33.40, the open interest changed by -28 which decreased total open position to 1048

On 28 Nov BSE was trading at 2902.40. The strike last trading price was 183.75, which was -22.3 lower than the previous day. The implied volatity was 33.00, the open interest changed by 20 which increased total open position to 1074

On 27 Nov BSE was trading at 2929.10. The strike last trading price was 204.5, which was 26.15 higher than the previous day. The implied volatity was 32.39, the open interest changed by -40 which decreased total open position to 1106

On 26 Nov BSE was trading at 2886.70. The strike last trading price was 180, which was 26.95 higher than the previous day. The implied volatity was 33.32, the open interest changed by -3 which decreased total open position to 1146

On 25 Nov BSE was trading at 2840.60. The strike last trading price was 152.45, which was 11 higher than the previous day. The implied volatity was 33.38, the open interest changed by 305 which increased total open position to 1151

On 24 Nov BSE was trading at 2802.20. The strike last trading price was 140.2, which was -35.8 lower than the previous day. The implied volatity was 35.30, the open interest changed by 147 which increased total open position to 845

On 21 Nov BSE was trading at 2858.30. The strike last trading price was 174, which was -29 lower than the previous day. The implied volatity was 34.69, the open interest changed by -4 which decreased total open position to 697

On 20 Nov BSE was trading at 2895.50. The strike last trading price was 201.65, which was -1.25 lower than the previous day. The implied volatity was 34.21, the open interest changed by 14 which increased total open position to 700

On 19 Nov BSE was trading at 2898.30. The strike last trading price was 203.1, which was 33.55 higher than the previous day. The implied volatity was 33.87, the open interest changed by 63 which increased total open position to 688

On 18 Nov BSE was trading at 2834.10. The strike last trading price was 166.1, which was 7.1 higher than the previous day. The implied volatity was 35.67, the open interest changed by 88 which increased total open position to 623

On 17 Nov BSE was trading at 2811.90. The strike last trading price was 158.25, which was -9.55 lower than the previous day. The implied volatity was 35.76, the open interest changed by 80 which increased total open position to 536

On 14 Nov BSE was trading at 2827.60. The strike last trading price was 168.55, which was 31.05 higher than the previous day. The implied volatity was 34.41, the open interest changed by 27 which increased total open position to 456

On 13 Nov BSE was trading at 2760.20. The strike last trading price was 139.05, which was -11.65 lower than the previous day. The implied volatity was 34.38, the open interest changed by 39 which increased total open position to 430

On 12 Nov BSE was trading at 2775.40. The strike last trading price was 148.9, which was 42.25 higher than the previous day. The implied volatity was 36.37, the open interest changed by 176 which increased total open position to 391

On 11 Nov BSE was trading at 2644.20. The strike last trading price was 105, which was 0.65 higher than the previous day. The implied volatity was 39.94, the open interest changed by 17 which increased total open position to 214

On 10 Nov BSE was trading at 2625.30. The strike last trading price was 104, which was -18.25 lower than the previous day. The implied volatity was 40.92, the open interest changed by 65 which increased total open position to 197

On 7 Nov BSE was trading at 2678.30. The strike last trading price was 117, which was 69.55 higher than the previous day. The implied volatity was 38.61, the open interest changed by 95 which increased total open position to 131

On 6 Nov BSE was trading at 2455.50. The strike last trading price was 50, which was -9 lower than the previous day. The implied volatity was 39.19, the open interest changed by 6 which increased total open position to 30

On 4 Nov BSE was trading at 2496.60. The strike last trading price was 59.2, which was -15.8 lower than the previous day. The implied volatity was 38.24, the open interest changed by 16 which increased total open position to 24

On 3 Nov BSE was trading at 2548.30. The strike last trading price was 75, which was 4.95 higher than the previous day. The implied volatity was 38.27, the open interest changed by 7 which increased total open position to 7

On 31 Oct BSE was trading at 2479.00. The strike last trading price was 70.05, 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 70.05, 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 Oct BSE was trading at 2447.30. The strike last trading price was 70.05, which was 0 lower than the previous day. The implied volatity was 7.08, the open interest changed by 0 which decreased total open position to 0

BSE 30DEC2025 2800 PE
Delta: -0.43 Vega: 2.89 Theta: -1.56 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	2815.90	80.05 ₹ 30,018.75	-31.5 -11812.50	33.01	3,226 12,09,750	23 8,625	1,865 6,99,375
4 Dec	2765.00	114.5 ₹ 42,937.5	-7.65 -2868.75	35.53	3,455 12,95,625	185 69,375	1,842 6,90,750
3 Dec	2751.10	121.05 ₹ 45,393.75	41.6 15600.00	36.83	6,303 23,63,625	228 85,500	1,658 6,21,750
2 Dec	2843.20	80 ₹ 30,000	13.1 4912.50	35.22	2,173 8,14,875	-23 -8,625	1,437 5,38,875
1 Dec	2886.60	66.75 ₹ 25,031.25	5.6 2100.00	36.07	2,322 8,70,750	-80 -30,000	1,469 5,50,875
28 Nov	2902.40	61.45 ₹ 23,043.75	6.35 2381.25	33.71	1,347 5,05,125	22 8,250	1,551 5,81,625
27 Nov	2929.10	56 ₹ 21,000	-14.3 -5362.50	34.32	2,335 8,75,625	200 75,000	1,526 5,72,250
26 Nov	2886.70	70.4 ₹ 26,400	-24.05 -9018.75	34.38	2,221 8,32,875	126 47,250	1,323 4,96,125
25 Nov	2840.60	96 ₹ 36,000	-20.3 -7612.50	35.95	1,879 7,04,625	134 50,250	1,195 4,48,125
24 Nov	2802.20	116.15 ₹ 43,556.25	17.85 6693.75	37.73	1,224 4,59,000	33 12,375	1,055 3,95,625
21 Nov	2858.30	99.15 ₹ 37,181.25	10.65 3993.75	37.48	836 3,13,500	113 42,375	1,019 3,82,125
20 Nov	2895.50	89.5 ₹ 33,562.5	4.05 1518.75	38.62	1,179 4,42,125	138 51,750	906 3,39,750
19 Nov	2898.30	84 ₹ 31,500	-26.45 -9918.75	36.77	845 3,16,875	310 1,16,250	762 2,85,750
18 Nov	2834.10	112.5 ₹ 42,187.5	-7.45 -2793.75	36.94	621 2,32,875	218 81,750	450 1,68,750
17 Nov	2811.90	120.65 ₹ 45,243.75	5.4 2025.00	36.82	220 82,500	30 11,250	233 87,375
14 Nov	2827.60	117.7 ₹ 44,137.5	-31.15 -11681.25	36.91	113 42,375	42 15,750	203 76,125
13 Nov	2760.20	145 ₹ 54,375	2.4 900.00	37.36	107 40,125	17 6,375	161 60,375
12 Nov	2775.40	143.5 ₹ 53,812.5	-90.5 -33937.50	36.72	284 1,06,500	140 52,500	144 54,000
11 Nov	2644.20	234 ₹ 87,750	20.5 7687.50	42.44	2 750	0 0	3 1,125
10 Nov	2625.30	213.5 ₹ 80,062.5	-573.95 -215231.25	-	0 0	3 1,125	0 0
7 Nov	2678.30	213.5 ₹ 80,062.5	-573.95 -215231.25	39.55	4 1,500	2 750	2 750
6 Nov	2455.50	787.45 ₹ 2,95,293.75	0 0.00	-	0 0	0 0	0 0
4 Nov	2496.60	787.45 ₹ 2,95,293.75	0 0.00	-	0 0	0 0	0 0
3 Nov	2548.30	787.45 ₹ 2,95,293.75	0 0.00	-	0 0	0 0	0 0
31 Oct	2479.00	787.45 ₹ 2,95,293.75	0 0.00	-	0 0	0 0	0 0
30 Oct	2442.80	787.45 ₹ 2,95,293.75	0 0.00	-	0 0	0 0	0 0
29 Oct	2447.30	787.45 ₹ 2,95,293.75	0 0.00	-	0 0	0 0	0 0

For Bse Limited - strike price 2800 expiring on 30DEC2025

Delta for 2800 PE is -0.43

Historical price for 2800 PE is as follows

On 5 Dec BSE was trading at 2815.90. The strike last trading price was 80.05, which was -31.5 lower than the previous day. The implied volatity was 33.01, the open interest changed by 23 which increased total open position to 1865

On 4 Dec BSE was trading at 2765.00. The strike last trading price was 114.5, which was -7.65 lower than the previous day. The implied volatity was 35.53, the open interest changed by 185 which increased total open position to 1842

On 3 Dec BSE was trading at 2751.10. The strike last trading price was 121.05, which was 41.6 higher than the previous day. The implied volatity was 36.83, the open interest changed by 228 which increased total open position to 1658

On 2 Dec BSE was trading at 2843.20. The strike last trading price was 80, which was 13.1 higher than the previous day. The implied volatity was 35.22, the open interest changed by -23 which decreased total open position to 1437

On 1 Dec BSE was trading at 2886.60. The strike last trading price was 66.75, which was 5.6 higher than the previous day. The implied volatity was 36.07, the open interest changed by -80 which decreased total open position to 1469

On 28 Nov BSE was trading at 2902.40. The strike last trading price was 61.45, which was 6.35 higher than the previous day. The implied volatity was 33.71, the open interest changed by 22 which increased total open position to 1551

On 27 Nov BSE was trading at 2929.10. The strike last trading price was 56, which was -14.3 lower than the previous day. The implied volatity was 34.32, the open interest changed by 200 which increased total open position to 1526

On 26 Nov BSE was trading at 2886.70. The strike last trading price was 70.4, which was -24.05 lower than the previous day. The implied volatity was 34.38, the open interest changed by 126 which increased total open position to 1323

On 25 Nov BSE was trading at 2840.60. The strike last trading price was 96, which was -20.3 lower than the previous day. The implied volatity was 35.95, the open interest changed by 134 which increased total open position to 1195

On 24 Nov BSE was trading at 2802.20. The strike last trading price was 116.15, which was 17.85 higher than the previous day. The implied volatity was 37.73, the open interest changed by 33 which increased total open position to 1055

On 21 Nov BSE was trading at 2858.30. The strike last trading price was 99.15, which was 10.65 higher than the previous day. The implied volatity was 37.48, the open interest changed by 113 which increased total open position to 1019

On 20 Nov BSE was trading at 2895.50. The strike last trading price was 89.5, which was 4.05 higher than the previous day. The implied volatity was 38.62, the open interest changed by 138 which increased total open position to 906

On 19 Nov BSE was trading at 2898.30. The strike last trading price was 84, which was -26.45 lower than the previous day. The implied volatity was 36.77, the open interest changed by 310 which increased total open position to 762

On 18 Nov BSE was trading at 2834.10. The strike last trading price was 112.5, which was -7.45 lower than the previous day. The implied volatity was 36.94, the open interest changed by 218 which increased total open position to 450

On 17 Nov BSE was trading at 2811.90. The strike last trading price was 120.65, which was 5.4 higher than the previous day. The implied volatity was 36.82, the open interest changed by 30 which increased total open position to 233

On 14 Nov BSE was trading at 2827.60. The strike last trading price was 117.7, which was -31.15 lower than the previous day. The implied volatity was 36.91, the open interest changed by 42 which increased total open position to 203

On 13 Nov BSE was trading at 2760.20. The strike last trading price was 145, which was 2.4 higher than the previous day. The implied volatity was 37.36, the open interest changed by 17 which increased total open position to 161

On 12 Nov BSE was trading at 2775.40. The strike last trading price was 143.5, which was -90.5 lower than the previous day. The implied volatity was 36.72, the open interest changed by 140 which increased total open position to 144

On 11 Nov BSE was trading at 2644.20. The strike last trading price was 234, which was 20.5 higher than the previous day. The implied volatity was 42.44, the open interest changed by 0 which decreased total open position to 3

On 10 Nov BSE was trading at 2625.30. The strike last trading price was 213.5, which was -573.95 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 7 Nov BSE was trading at 2678.30. The strike last trading price was 213.5, which was -573.95 lower than the previous day. The implied volatity was 39.55, the open interest changed by 2 which increased total open position to 2

On 6 Nov BSE was trading at 2455.50. The strike last trading price was 787.45, 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 Nov BSE was trading at 2496.60. The strike last trading price was 787.45, 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 Nov BSE was trading at 2548.30. The strike last trading price was 787.45, 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 31 Oct BSE was trading at 2479.00. The strike last trading price was 787.45, 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 787.45, 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 Oct BSE was trading at 2447.30. The strike last trading price was 787.45, 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

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