BSE
Bse Limited
Historical option data for BSE
25 Feb 2026 02:23 PM IST
| BSE 30-MAR-2026 2800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.51
Vega: 3.32
Theta: -2.12
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Feb | 2768.80 | 114.45 | 0.15 | 35.27 | 3,402 | 336 | 2,376 | |||||||||
| 24 Feb | 2751.10 | 119 | 12.7 | 37.09 | 2,723 | 326 | 2,001 | |||||||||
| 23 Feb | 2725.30 | 106.15 | -16.05 | 37.96 | 1,493 | 197 | 1,680 | |||||||||
| 20 Feb | 2739.50 | 124.95 | -1.6 | 39.75 | 1,424 | 285 | 1,492 | |||||||||
| 19 Feb | 2741.40 | 124.45 | -43.2 | 39.14 | 1,143 | 306 | 1,206 | |||||||||
| 18 Feb | 2824.00 | 166.9 | 18.45 | 37.37 | 1,302 | 47 | 901 | |||||||||
| 17 Feb | 2742.30 | 153.1 | -29.55 | 43.75 | 1,512 | 311 | 860 | |||||||||
| 16 Feb | 2804.60 | 183.65 | -132.65 | 44.41 | 1,463 | 476 | 531 | |||||||||
| 13 Feb | 3025.30 | 312.9 | -102.1 | 36.96 | 28 | 11 | 53 | |||||||||
| 12 Feb | 3143.20 | 415 | -23 | 39.15 | 2 | 0 | 42 | |||||||||
| 11 Feb | 3177.10 | 438 | -10 | 37.29 | 1 | 0 | 42 | |||||||||
| 10 Feb | 3174.20 | 448 | 143.05 | 40.08 | 40 | 2 | 50 | |||||||||
| 9 Feb | 2985.10 | 305 | 62.75 | 40.66 | 28 | -9 | 48 | |||||||||
| 6 Feb | 2897.00 | 239 | -4 | 39.91 | 39 | 9 | 57 | |||||||||
| 5 Feb | 2892.20 | 243 | -0.45 | 39.3 | 55 | 9 | 48 | |||||||||
| 4 Feb | 2896.30 | 243.45 | 26.75 | 38.45 | 67 | -15 | 38 | |||||||||
| 3 Feb | 2860.80 | 215.4 | 78.35 | 37.84 | 43 | -4 | 53 | |||||||||
| 2 Feb | 2701.60 | 138.6 | 28.9 | 37.79 | 86 | 23 | 57 | |||||||||
| 1 Feb | 2578.10 | 110 | -90.2 | 45.05 | 101 | 27 | 35 | |||||||||
| 30 Jan | 2797.00 | 200.2 | -25.8 | 42.81 | 10 | 4 | 8 | |||||||||
| 29 Jan | 2861.60 | 226 | 14 | 35.39 | 5 | 0 | 0 | |||||||||
| 28 Jan | 2821.50 | 212 | -22.05 | 38.96 | 7 | 5 | 5 | |||||||||
| 27 Jan | 2761.20 | 234.05 | 0 | 0.13 | 0 | 0 | 0 | |||||||||
| 23 Jan | 2685.40 | 234.05 | 0 | 1.59 | 0 | 0 | 0 | |||||||||
| 22 Jan | 2708.60 | 234.05 | 0 | 0.95 | 0 | 0 | 0 | |||||||||
| 21 Jan | 2628.80 | 234.05 | 0 | 2.8 | 0 | 0 | 0 | |||||||||
| 20 Jan | 2653.40 | 234.05 | 0 | 2.22 | 0 | 0 | 0 | |||||||||
| 19 Jan | 2726.70 | 234.05 | 0 | 0.65 | 0 | 0 | 0 | |||||||||
| 16 Jan | 2808.70 | 234.05 | 0 | - | 0 | 0 | 0 | |||||||||
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| 14 Jan | 2836.80 | 234.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 2832.00 | 234.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 2790.60 | 234.05 | 0 | 0.17 | 0 | 0 | 0 | |||||||||
| 1 Jan | 2628.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 2632.20 | 234.05 | - | - | 0 | 0 | 0 | |||||||||
For Bse Limited - strike price 2800 expiring on 30MAR2026
Delta for 2800 CE is 0.51
Historical price for 2800 CE is as follows
On 25 Feb BSE was trading at 2768.80. The strike last trading price was 114.45, which was 0.15 higher than the previous day. The implied volatity was 35.27, the open interest changed by 336 which increased total open position to 2376
On 24 Feb BSE was trading at 2751.10. The strike last trading price was 119, which was 12.7 higher than the previous day. The implied volatity was 37.09, the open interest changed by 326 which increased total open position to 2001
On 23 Feb BSE was trading at 2725.30. The strike last trading price was 106.15, which was -16.05 lower than the previous day. The implied volatity was 37.96, the open interest changed by 197 which increased total open position to 1680
On 20 Feb BSE was trading at 2739.50. The strike last trading price was 124.95, which was -1.6 lower than the previous day. The implied volatity was 39.75, the open interest changed by 285 which increased total open position to 1492
On 19 Feb BSE was trading at 2741.40. The strike last trading price was 124.45, which was -43.2 lower than the previous day. The implied volatity was 39.14, the open interest changed by 306 which increased total open position to 1206
On 18 Feb BSE was trading at 2824.00. The strike last trading price was 166.9, which was 18.45 higher than the previous day. The implied volatity was 37.37, the open interest changed by 47 which increased total open position to 901
On 17 Feb BSE was trading at 2742.30. The strike last trading price was 153.1, which was -29.55 lower than the previous day. The implied volatity was 43.75, the open interest changed by 311 which increased total open position to 860
On 16 Feb BSE was trading at 2804.60. The strike last trading price was 183.65, which was -132.65 lower than the previous day. The implied volatity was 44.41, the open interest changed by 476 which increased total open position to 531
On 13 Feb BSE was trading at 3025.30. The strike last trading price was 312.9, which was -102.1 lower than the previous day. The implied volatity was 36.96, the open interest changed by 11 which increased total open position to 53
On 12 Feb BSE was trading at 3143.20. The strike last trading price was 415, which was -23 lower than the previous day. The implied volatity was 39.15, the open interest changed by 0 which decreased total open position to 42
On 11 Feb BSE was trading at 3177.10. The strike last trading price was 438, which was -10 lower than the previous day. The implied volatity was 37.29, the open interest changed by 0 which decreased total open position to 42
On 10 Feb BSE was trading at 3174.20. The strike last trading price was 448, which was 143.05 higher than the previous day. The implied volatity was 40.08, the open interest changed by 2 which increased total open position to 50
On 9 Feb BSE was trading at 2985.10. The strike last trading price was 305, which was 62.75 higher than the previous day. The implied volatity was 40.66, the open interest changed by -9 which decreased total open position to 48
On 6 Feb BSE was trading at 2897.00. The strike last trading price was 239, which was -4 lower than the previous day. The implied volatity was 39.91, the open interest changed by 9 which increased total open position to 57
On 5 Feb BSE was trading at 2892.20. The strike last trading price was 243, which was -0.45 lower than the previous day. The implied volatity was 39.3, the open interest changed by 9 which increased total open position to 48
On 4 Feb BSE was trading at 2896.30. The strike last trading price was 243.45, which was 26.75 higher than the previous day. The implied volatity was 38.45, the open interest changed by -15 which decreased total open position to 38
On 3 Feb BSE was trading at 2860.80. The strike last trading price was 215.4, which was 78.35 higher than the previous day. The implied volatity was 37.84, the open interest changed by -4 which decreased total open position to 53
On 2 Feb BSE was trading at 2701.60. The strike last trading price was 138.6, which was 28.9 higher than the previous day. The implied volatity was 37.79, the open interest changed by 23 which increased total open position to 57
On 1 Feb BSE was trading at 2578.10. The strike last trading price was 110, which was -90.2 lower than the previous day. The implied volatity was 45.05, the open interest changed by 27 which increased total open position to 35
On 30 Jan BSE was trading at 2797.00. The strike last trading price was 200.2, which was -25.8 lower than the previous day. The implied volatity was 42.81, the open interest changed by 4 which increased total open position to 8
On 29 Jan BSE was trading at 2861.60. The strike last trading price was 226, which was 14 higher than the previous day. The implied volatity was 35.39, 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 212, which was -22.05 lower than the previous day. The implied volatity was 38.96, the open interest changed by 5 which increased total open position to 5
On 27 Jan BSE was trading at 2761.20. The strike last trading price was 234.05, which was 0 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0
On 23 Jan BSE was trading at 2685.40. The strike last trading price was 234.05, which was 0 lower than the previous day. The implied volatity was 1.59, the open interest changed by 0 which decreased total open position to 0
On 22 Jan BSE was trading at 2708.60. The strike last trading price was 234.05, which was 0 lower than the previous day. The implied volatity was 0.95, the open interest changed by 0 which decreased total open position to 0
On 21 Jan BSE was trading at 2628.80. The strike last trading price was 234.05, which was 0 lower than the previous day. The implied volatity was 2.8, the open interest changed by 0 which decreased total open position to 0
On 20 Jan BSE was trading at 2653.40. The strike last trading price was 234.05, which was 0 lower than the previous day. The implied volatity was 2.22, the open interest changed by 0 which decreased total open position to 0
On 19 Jan BSE was trading at 2726.70. The strike last trading price was 234.05, which was 0 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0
On 16 Jan BSE was trading at 2808.70. The strike last trading price was 234.05, 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 14 Jan BSE was trading at 2836.80. The strike last trading price was 234.05, 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 13 Jan BSE was trading at 2832.00. The strike last trading price was 234.05, 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 12 Jan BSE was trading at 2790.60. The strike last trading price was 234.05, which was 0 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0
On 1 Jan BSE was trading at 2628.00. 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 31 Dec BSE was trading at 2632.20. The strike last trading price was 234.05, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BSE 30MAR2026 2800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 3.32
Theta: -1.57
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Feb | 2768.80 | 133.55 | -13.95 | 39.29 | 1,151 | 74 | 1,608 |
| 24 Feb | 2751.10 | 144.15 | -22.85 | 40.25 | 1,160 | 144 | 1,537 |
| 23 Feb | 2725.30 | 163.3 | -5.3 | 40.61 | 585 | 139 | 1,393 |
| 20 Feb | 2739.50 | 166.05 | -6.45 | 42.05 | 804 | 85 | 1,257 |
| 19 Feb | 2741.40 | 177.7 | 50.2 | 44.75 | 559 | 71 | 1,175 |
| 18 Feb | 2824.00 | 127.55 | -53.5 | 41.53 | 832 | 196 | 1,106 |
| 17 Feb | 2742.30 | 178.65 | 25.5 | 46.15 | 487 | 94 | 912 |
| 16 Feb | 2804.60 | 153.2 | 86.35 | 44.83 | 932 | 322 | 820 |
| 13 Feb | 3025.30 | 66.55 | 22.75 | 40.6 | 527 | 228 | 500 |
| 12 Feb | 3143.20 | 43.4 | -1.1 | 40.34 | 38 | 9 | 272 |
| 11 Feb | 3177.10 | 44.95 | -3.7 | 42.39 | 105 | 27 | 262 |
| 10 Feb | 3174.20 | 46.65 | -47.9 | 42.66 | 342 | 68 | 233 |
| 9 Feb | 2985.10 | 96 | -27.8 | 44.54 | 143 | 54 | 164 |
| 6 Feb | 2897.00 | 123.5 | -1.05 | 42.15 | 68 | -1 | 113 |
| 5 Feb | 2892.20 | 124.55 | 3.35 | 42.69 | 64 | 39 | 115 |
| 4 Feb | 2896.30 | 121.2 | -10.2 | 41.82 | 96 | 19 | 76 |
| 3 Feb | 2860.80 | 131.4 | -74.35 | 40.18 | 60 | 30 | 58 |
| 2 Feb | 2701.60 | 206 | -101.1 | 42.48 | 4 | 2 | 27 |
| 1 Feb | 2578.10 | 303.9 | 126.4 | 46.93 | 13 | 3 | 22 |
| 30 Jan | 2797.00 | 180 | 45.25 | 42.93 | 18 | 9 | 18 |
| 29 Jan | 2861.60 | 135.5 | -276.1 | 41.42 | 12 | 9 | 9 |
| 28 Jan | 2821.50 | 411.6 | 0 | 1.56 | 0 | 0 | 0 |
| 27 Jan | 2761.20 | 411.6 | 0 | 0.04 | 0 | 0 | 0 |
| 23 Jan | 2685.40 | 411.6 | 0 | - | 0 | 0 | 0 |
| 22 Jan | 2708.60 | 411.6 | 0 | - | 0 | 0 | 0 |
| 21 Jan | 2628.80 | 411.6 | 0 | - | 0 | 0 | 0 |
| 20 Jan | 2653.40 | 411.6 | 0 | - | 0 | 0 | 0 |
| 19 Jan | 2726.70 | 411.6 | 0 | 0.04 | 0 | 0 | 0 |
| 16 Jan | 2808.70 | 411.6 | 0 | 1.25 | 0 | 0 | 0 |
| 14 Jan | 2836.80 | 411.6 | 0 | 1.85 | 0 | 0 | 0 |
| 13 Jan | 2832.00 | 411.6 | 0 | 1.82 | 0 | 0 | 0 |
| 12 Jan | 2790.60 | 411.6 | 0 | 1.23 | 0 | 0 | 0 |
| 1 Jan | 2628.00 | - | - | - | 0 | 0 | 0 |
| 31 Dec | 2632.20 | 0 | - | - | 0 | 0 | 0 |
For Bse Limited - strike price 2800 expiring on 30MAR2026
Delta for 2800 PE is -0.48
Historical price for 2800 PE is as follows
On 25 Feb BSE was trading at 2768.80. The strike last trading price was 133.55, which was -13.95 lower than the previous day. The implied volatity was 39.29, the open interest changed by 74 which increased total open position to 1608
On 24 Feb BSE was trading at 2751.10. The strike last trading price was 144.15, which was -22.85 lower than the previous day. The implied volatity was 40.25, the open interest changed by 144 which increased total open position to 1537
On 23 Feb BSE was trading at 2725.30. The strike last trading price was 163.3, which was -5.3 lower than the previous day. The implied volatity was 40.61, the open interest changed by 139 which increased total open position to 1393
On 20 Feb BSE was trading at 2739.50. The strike last trading price was 166.05, which was -6.45 lower than the previous day. The implied volatity was 42.05, the open interest changed by 85 which increased total open position to 1257
On 19 Feb BSE was trading at 2741.40. The strike last trading price was 177.7, which was 50.2 higher than the previous day. The implied volatity was 44.75, the open interest changed by 71 which increased total open position to 1175
On 18 Feb BSE was trading at 2824.00. The strike last trading price was 127.55, which was -53.5 lower than the previous day. The implied volatity was 41.53, the open interest changed by 196 which increased total open position to 1106
On 17 Feb BSE was trading at 2742.30. The strike last trading price was 178.65, which was 25.5 higher than the previous day. The implied volatity was 46.15, the open interest changed by 94 which increased total open position to 912
On 16 Feb BSE was trading at 2804.60. The strike last trading price was 153.2, which was 86.35 higher than the previous day. The implied volatity was 44.83, the open interest changed by 322 which increased total open position to 820
On 13 Feb BSE was trading at 3025.30. The strike last trading price was 66.55, which was 22.75 higher than the previous day. The implied volatity was 40.6, the open interest changed by 228 which increased total open position to 500
On 12 Feb BSE was trading at 3143.20. The strike last trading price was 43.4, which was -1.1 lower than the previous day. The implied volatity was 40.34, the open interest changed by 9 which increased total open position to 272
On 11 Feb BSE was trading at 3177.10. The strike last trading price was 44.95, which was -3.7 lower than the previous day. The implied volatity was 42.39, the open interest changed by 27 which increased total open position to 262
On 10 Feb BSE was trading at 3174.20. The strike last trading price was 46.65, which was -47.9 lower than the previous day. The implied volatity was 42.66, the open interest changed by 68 which increased total open position to 233
On 9 Feb BSE was trading at 2985.10. The strike last trading price was 96, which was -27.8 lower than the previous day. The implied volatity was 44.54, the open interest changed by 54 which increased total open position to 164
On 6 Feb BSE was trading at 2897.00. The strike last trading price was 123.5, which was -1.05 lower than the previous day. The implied volatity was 42.15, the open interest changed by -1 which decreased total open position to 113
On 5 Feb BSE was trading at 2892.20. The strike last trading price was 124.55, which was 3.35 higher than the previous day. The implied volatity was 42.69, the open interest changed by 39 which increased total open position to 115
On 4 Feb BSE was trading at 2896.30. The strike last trading price was 121.2, which was -10.2 lower than the previous day. The implied volatity was 41.82, the open interest changed by 19 which increased total open position to 76
On 3 Feb BSE was trading at 2860.80. The strike last trading price was 131.4, which was -74.35 lower than the previous day. The implied volatity was 40.18, the open interest changed by 30 which increased total open position to 58
On 2 Feb BSE was trading at 2701.60. The strike last trading price was 206, which was -101.1 lower than the previous day. The implied volatity was 42.48, the open interest changed by 2 which increased total open position to 27
On 1 Feb BSE was trading at 2578.10. The strike last trading price was 303.9, which was 126.4 higher than the previous day. The implied volatity was 46.93, the open interest changed by 3 which increased total open position to 22
On 30 Jan BSE was trading at 2797.00. The strike last trading price was 180, which was 45.25 higher than the previous day. The implied volatity was 42.93, the open interest changed by 9 which increased total open position to 18
On 29 Jan BSE was trading at 2861.60. The strike last trading price was 135.5, which was -276.1 lower than the previous day. The implied volatity was 41.42, the open interest changed by 9 which increased total open position to 9
On 28 Jan BSE was trading at 2821.50. The strike last trading price was 411.6, which was 0 lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0
On 27 Jan BSE was trading at 2761.20. The strike last trading price was 411.6, which was 0 lower than the previous day. The implied volatity was 0.04, the open interest changed by 0 which decreased total open position to 0
On 23 Jan BSE was trading at 2685.40. The strike last trading price was 411.6, 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 22 Jan BSE was trading at 2708.60. The strike last trading price was 411.6, 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 21 Jan BSE was trading at 2628.80. The strike last trading price was 411.6, 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 20 Jan BSE was trading at 2653.40. The strike last trading price was 411.6, 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 Jan BSE was trading at 2726.70. The strike last trading price was 411.6, which was 0 lower than the previous day. The implied volatity was 0.04, the open interest changed by 0 which decreased total open position to 0
On 16 Jan BSE was trading at 2808.70. The strike last trading price was 411.6, which was 0 lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0
On 14 Jan BSE was trading at 2836.80. The strike last trading price was 411.6, which was 0 lower than the previous day. The implied volatity was 1.85, the open interest changed by 0 which decreased total open position to 0
On 13 Jan BSE was trading at 2832.00. The strike last trading price was 411.6, which was 0 lower than the previous day. The implied volatity was 1.82, the open interest changed by 0 which decreased total open position to 0
On 12 Jan BSE was trading at 2790.60. The strike last trading price was 411.6, which was 0 lower than the previous day. The implied volatity was 1.23, the open interest changed by 0 which decreased total open position to 0
On 1 Jan BSE was trading at 2628.00. 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 31 Dec BSE was trading at 2632.20. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
