BSE
Bse Limited
Historical option data for BSE
17 Mar 2026 04:13 PM IST
| BSE 30-MAR-2026 2850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 1.78
Theta: -3.18
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Mar | 2973.60 | 167.15 | 56.6 | 38.17 | 3,380 | -557 | 590 | |||||||||
| 16 Mar | 2862.60 | 107.15 | 29.1 | 43.28 | 8,262 | -171 | 1,136 | |||||||||
| 13 Mar | 2797.00 | 78.9 | -26.95 | 38.68 | 6,737 | 302 | 1,318 | |||||||||
| 12 Mar | 2850.60 | 105.9 | 3.2 | 39.85 | 4,479 | 77 | 1,021 | |||||||||
| 11 Mar | 2837.40 | 102.55 | -17.9 | 39.19 | 2,480 | 128 | 944 | |||||||||
| 10 Mar | 2860.60 | 121.85 | 39.35 | 40.52 | 7,225 | 34 | 809 | |||||||||
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| 9 Mar | 2768.90 | 81.65 | 12.15 | 41.78 | 1,906 | -9 | 773 | |||||||||
| 6 Mar | 2751.60 | 68.75 | -5.3 | 36.46 | 1,372 | -21 | 782 | |||||||||
| 5 Mar | 2761.40 | 78.9 | 35.45 | 36.27 | 2,758 | 47 | 794 | |||||||||
| 4 Mar | 2626.90 | 45.7 | -3.9 | 40.66 | 2,385 | 78 | 751 | |||||||||
| 2 Mar | 2643.60 | 51.2 | -13.8 | 39.62 | 2,007 | -9 | 701 | |||||||||
| 27 Feb | 2707.10 | 65.15 | -39.45 | 35.41 | 2,003 | 163 | 710 | |||||||||
| 26 Feb | 2800.90 | 92 | -4.05 | 35.02 | 2,801 | 129 | 549 | |||||||||
| 25 Feb | 2772.70 | 94.85 | 0.4 | 35.94 | 1,457 | 93 | 421 | |||||||||
| 24 Feb | 2751.10 | 96.5 | 9.5 | 37.41 | 571 | 69 | 325 | |||||||||
| 23 Feb | 2725.30 | 86.95 | -15.4 | 37.97 | 277 | 34 | 258 | |||||||||
| 20 Feb | 2739.50 | 104.3 | -1.9 | 39.65 | 224 | 35 | 226 | |||||||||
| 19 Feb | 2741.40 | 103.75 | -38.65 | 39.02 | 182 | 44 | 192 | |||||||||
| 18 Feb | 2824.00 | 142 | 14.1 | 37.73 | 240 | 14 | 150 | |||||||||
| 17 Feb | 2742.30 | 131.4 | -26.95 | 43.64 | 157 | 32 | 135 | |||||||||
| 16 Feb | 2804.60 | 156.05 | -140.05 | 43.34 | 203 | 91 | 100 | |||||||||
| 13 Feb | 3025.30 | 296.1 | -73.9 | 42.09 | 7 | 2 | 7 | |||||||||
| 12 Feb | 3143.20 | 370 | 167.05 | 37.05 | 1 | 0 | 4 | |||||||||
| 11 Feb | 3177.10 | 202.95 | 34.35 | - | 0 | 0 | 4 | |||||||||
| 10 Feb | 3174.20 | 202.95 | 34.35 | - | 0 | 0 | 4 | |||||||||
| 9 Feb | 2985.10 | 202.95 | 34.35 | - | 0 | 0 | 4 | |||||||||
| 6 Feb | 2897.00 | 202.95 | 34.35 | - | 0 | 0 | 4 | |||||||||
| 5 Feb | 2892.20 | 202.95 | 34.35 | 36.48 | 4 | 2 | 4 | |||||||||
| 4 Feb | 2896.30 | 168.6 | -17.45 | 27.49 | 4 | -1 | 1 | |||||||||
| 3 Feb | 2860.80 | 186.05 | 14.05 | 37.18 | 3 | 1 | 2 | |||||||||
| 2 Feb | 2701.60 | 172 | -66.15 | - | 0 | 0 | 1 | |||||||||
| 1 Feb | 2578.10 | 172 | -66.15 | - | 0 | 0 | 1 | |||||||||
| 30 Jan | 2797.00 | 172 | -66.15 | 41.59 | 2 | 1 | 1 | |||||||||
| 29 Jan | 2861.60 | 238.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 2821.50 | 238.15 | 0 | 0.07 | 0 | 0 | 0 | |||||||||
For Bse Limited - strike price 2850 expiring on 30MAR2026
Delta for 2850 CE is 0.75
Historical price for 2850 CE is as follows
On 17 Mar BSE was trading at 2973.60. The strike last trading price was 167.15, which was 56.6 higher than the previous day. The implied volatity was 38.17, the open interest changed by -557 which decreased total open position to 590
On 16 Mar BSE was trading at 2862.60. The strike last trading price was 107.15, which was 29.1 higher than the previous day. The implied volatity was 43.28, the open interest changed by -171 which decreased total open position to 1136
On 13 Mar BSE was trading at 2797.00. The strike last trading price was 78.9, which was -26.95 lower than the previous day. The implied volatity was 38.68, the open interest changed by 302 which increased total open position to 1318
On 12 Mar BSE was trading at 2850.60. The strike last trading price was 105.9, which was 3.2 higher than the previous day. The implied volatity was 39.85, the open interest changed by 77 which increased total open position to 1021
On 11 Mar BSE was trading at 2837.40. The strike last trading price was 102.55, which was -17.9 lower than the previous day. The implied volatity was 39.19, the open interest changed by 128 which increased total open position to 944
On 10 Mar BSE was trading at 2860.60. The strike last trading price was 121.85, which was 39.35 higher than the previous day. The implied volatity was 40.52, the open interest changed by 34 which increased total open position to 809
On 9 Mar BSE was trading at 2768.90. The strike last trading price was 81.65, which was 12.15 higher than the previous day. The implied volatity was 41.78, the open interest changed by -9 which decreased total open position to 773
On 6 Mar BSE was trading at 2751.60. The strike last trading price was 68.75, which was -5.3 lower than the previous day. The implied volatity was 36.46, the open interest changed by -21 which decreased total open position to 782
On 5 Mar BSE was trading at 2761.40. The strike last trading price was 78.9, which was 35.45 higher than the previous day. The implied volatity was 36.27, the open interest changed by 47 which increased total open position to 794
On 4 Mar BSE was trading at 2626.90. The strike last trading price was 45.7, which was -3.9 lower than the previous day. The implied volatity was 40.66, the open interest changed by 78 which increased total open position to 751
On 2 Mar BSE was trading at 2643.60. The strike last trading price was 51.2, which was -13.8 lower than the previous day. The implied volatity was 39.62, the open interest changed by -9 which decreased total open position to 701
On 27 Feb BSE was trading at 2707.10. The strike last trading price was 65.15, which was -39.45 lower than the previous day. The implied volatity was 35.41, the open interest changed by 163 which increased total open position to 710
On 26 Feb BSE was trading at 2800.90. The strike last trading price was 92, which was -4.05 lower than the previous day. The implied volatity was 35.02, the open interest changed by 129 which increased total open position to 549
On 25 Feb BSE was trading at 2772.70. The strike last trading price was 94.85, which was 0.4 higher than the previous day. The implied volatity was 35.94, the open interest changed by 93 which increased total open position to 421
On 24 Feb BSE was trading at 2751.10. The strike last trading price was 96.5, which was 9.5 higher than the previous day. The implied volatity was 37.41, the open interest changed by 69 which increased total open position to 325
On 23 Feb BSE was trading at 2725.30. The strike last trading price was 86.95, which was -15.4 lower than the previous day. The implied volatity was 37.97, the open interest changed by 34 which increased total open position to 258
On 20 Feb BSE was trading at 2739.50. The strike last trading price was 104.3, which was -1.9 lower than the previous day. The implied volatity was 39.65, the open interest changed by 35 which increased total open position to 226
On 19 Feb BSE was trading at 2741.40. The strike last trading price was 103.75, which was -38.65 lower than the previous day. The implied volatity was 39.02, the open interest changed by 44 which increased total open position to 192
On 18 Feb BSE was trading at 2824.00. The strike last trading price was 142, which was 14.1 higher than the previous day. The implied volatity was 37.73, the open interest changed by 14 which increased total open position to 150
On 17 Feb BSE was trading at 2742.30. The strike last trading price was 131.4, which was -26.95 lower than the previous day. The implied volatity was 43.64, the open interest changed by 32 which increased total open position to 135
On 16 Feb BSE was trading at 2804.60. The strike last trading price was 156.05, which was -140.05 lower than the previous day. The implied volatity was 43.34, the open interest changed by 91 which increased total open position to 100
On 13 Feb BSE was trading at 3025.30. The strike last trading price was 296.1, which was -73.9 lower than the previous day. The implied volatity was 42.09, the open interest changed by 2 which increased total open position to 7
On 12 Feb BSE was trading at 3143.20. The strike last trading price was 370, which was 167.05 higher than the previous day. The implied volatity was 37.05, the open interest changed by 0 which decreased total open position to 4
On 11 Feb BSE was trading at 3177.10. The strike last trading price was 202.95, which was 34.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Feb BSE was trading at 3174.20. The strike last trading price was 202.95, which was 34.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Feb BSE was trading at 2985.10. The strike last trading price was 202.95, which was 34.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 6 Feb BSE was trading at 2897.00. The strike last trading price was 202.95, which was 34.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Feb BSE was trading at 2892.20. The strike last trading price was 202.95, which was 34.35 higher than the previous day. The implied volatity was 36.48, the open interest changed by 2 which increased total open position to 4
On 4 Feb BSE was trading at 2896.30. The strike last trading price was 168.6, which was -17.45 lower than the previous day. The implied volatity was 27.49, the open interest changed by -1 which decreased total open position to 1
On 3 Feb BSE was trading at 2860.80. The strike last trading price was 186.05, which was 14.05 higher than the previous day. The implied volatity was 37.18, the open interest changed by 1 which increased total open position to 2
On 2 Feb BSE was trading at 2701.60. The strike last trading price was 172, which was -66.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Feb BSE was trading at 2578.10. The strike last trading price was 172, which was -66.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Jan BSE was trading at 2797.00. The strike last trading price was 172, which was -66.15 lower than the previous day. The implied volatity was 41.59, the open interest changed by 1 which increased total open position to 1
On 29 Jan BSE was trading at 2861.60. The strike last trading price was 238.15, 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 238.15, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0
| BSE 30MAR2026 2850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.28
Vega: 1.87
Theta: -2.94
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Mar | 2973.60 | 43.8 | -45.4 | 44.06 | 4,184 | -15 | 901 |
| 16 Mar | 2862.60 | 89.8 | -42.75 | 44.89 | 4,454 | 150 | 911 |
| 13 Mar | 2797.00 | 127.6 | 24.3 | 45.72 | 3,490 | 53 | 762 |
| 12 Mar | 2850.60 | 105.6 | -9.9 | 44.12 | 2,680 | 100 | 691 |
| 11 Mar | 2837.40 | 116 | 18 | 45.49 | 2,940 | 57 | 591 |
| 10 Mar | 2860.60 | 95.95 | -55.45 | 41 | 2,830 | 204 | 536 |
| 9 Mar | 2768.90 | 151.85 | -18.35 | 43.07 | 282 | -25 | 332 |
| 6 Mar | 2751.60 | 167.45 | 4.85 | 43.13 | 261 | 20 | 356 |
| 5 Mar | 2761.40 | 157 | -108.7 | 42.76 | 255 | -6 | 335 |
| 4 Mar | 2626.90 | 260.4 | 8.5 | 49.22 | 55 | 7 | 341 |
| 2 Mar | 2643.60 | 246.3 | 38.95 | 46.12 | 208 | 5 | 332 |
| 27 Feb | 2707.10 | 209.15 | 67.65 | 44.71 | 435 | 1 | 331 |
| 26 Feb | 2800.90 | 163.2 | 6.95 | 41.19 | 741 | 135 | 332 |
| 25 Feb | 2772.70 | 158 | -14.55 | 37.84 | 167 | 37 | 197 |
| 24 Feb | 2751.10 | 170.9 | -32.35 | 39.76 | 105 | 20 | 157 |
| 23 Feb | 2725.30 | 203.25 | 3.25 | 43.6 | 149 | 11 | 137 |
| 20 Feb | 2739.50 | 200 | -2.5 | 43.44 | 86 | 38 | 125 |
| 19 Feb | 2741.40 | 208.4 | 57.2 | 45.24 | 26 | -16 | 88 |
| 18 Feb | 2824.00 | 151.2 | -59.75 | 41.03 | 19 | 15 | 103 |
| 17 Feb | 2742.30 | 204.45 | 24.25 | 45.51 | 40 | 4 | 89 |
| 16 Feb | 2804.60 | 180.7 | 100.7 | 45.26 | 82 | 38 | 84 |
| 13 Feb | 3025.30 | 79.15 | 23.15 | 39.83 | 27 | 10 | 46 |
| 12 Feb | 3143.20 | 56 | -2.45 | 40.86 | 8 | -2 | 36 |
| 11 Feb | 3177.10 | 58.45 | 2.75 | 43.34 | 2 | 0 | 38 |
| 10 Feb | 3174.20 | 55.95 | -55.35 | 42.1 | 53 | 32 | 37 |
| 9 Feb | 2985.10 | 111.3 | -40.25 | 43.7 | 2 | 1 | 4 |
| 6 Feb | 2897.00 | 151.55 | 6.7 | 43.62 | 3 | 0 | 0 |
| 5 Feb | 2892.20 | 144.85 | -152.3 | - | 0 | 0 | 0 |
| 4 Feb | 2896.30 | 144.85 | -152.3 | - | 0 | 0 | 0 |
| 3 Feb | 2860.80 | 144.85 | -152.3 | 37.96 | 2 | 1 | 1 |
| 2 Feb | 2701.60 | 297.15 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 2578.10 | 297.15 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 2797.00 | 297.15 | 0 | 0.11 | 0 | 0 | 0 |
| 29 Jan | 2861.60 | 297.15 | 0 | 1.56 | 0 | 0 | 0 |
| 28 Jan | 2821.50 | 297.15 | 0 | 0.45 | 0 | 0 | 0 |
For Bse Limited - strike price 2850 expiring on 30MAR2026
Delta for 2850 PE is -0.28
Historical price for 2850 PE is as follows
On 17 Mar BSE was trading at 2973.60. The strike last trading price was 43.8, which was -45.4 lower than the previous day. The implied volatity was 44.06, the open interest changed by -15 which decreased total open position to 901
On 16 Mar BSE was trading at 2862.60. The strike last trading price was 89.8, which was -42.75 lower than the previous day. The implied volatity was 44.89, the open interest changed by 150 which increased total open position to 911
On 13 Mar BSE was trading at 2797.00. The strike last trading price was 127.6, which was 24.3 higher than the previous day. The implied volatity was 45.72, the open interest changed by 53 which increased total open position to 762
On 12 Mar BSE was trading at 2850.60. The strike last trading price was 105.6, which was -9.9 lower than the previous day. The implied volatity was 44.12, the open interest changed by 100 which increased total open position to 691
On 11 Mar BSE was trading at 2837.40. The strike last trading price was 116, which was 18 higher than the previous day. The implied volatity was 45.49, the open interest changed by 57 which increased total open position to 591
On 10 Mar BSE was trading at 2860.60. The strike last trading price was 95.95, which was -55.45 lower than the previous day. The implied volatity was 41, the open interest changed by 204 which increased total open position to 536
On 9 Mar BSE was trading at 2768.90. The strike last trading price was 151.85, which was -18.35 lower than the previous day. The implied volatity was 43.07, the open interest changed by -25 which decreased total open position to 332
On 6 Mar BSE was trading at 2751.60. The strike last trading price was 167.45, which was 4.85 higher than the previous day. The implied volatity was 43.13, the open interest changed by 20 which increased total open position to 356
On 5 Mar BSE was trading at 2761.40. The strike last trading price was 157, which was -108.7 lower than the previous day. The implied volatity was 42.76, the open interest changed by -6 which decreased total open position to 335
On 4 Mar BSE was trading at 2626.90. The strike last trading price was 260.4, which was 8.5 higher than the previous day. The implied volatity was 49.22, the open interest changed by 7 which increased total open position to 341
On 2 Mar BSE was trading at 2643.60. The strike last trading price was 246.3, which was 38.95 higher than the previous day. The implied volatity was 46.12, the open interest changed by 5 which increased total open position to 332
On 27 Feb BSE was trading at 2707.10. The strike last trading price was 209.15, which was 67.65 higher than the previous day. The implied volatity was 44.71, the open interest changed by 1 which increased total open position to 331
On 26 Feb BSE was trading at 2800.90. The strike last trading price was 163.2, which was 6.95 higher than the previous day. The implied volatity was 41.19, the open interest changed by 135 which increased total open position to 332
On 25 Feb BSE was trading at 2772.70. The strike last trading price was 158, which was -14.55 lower than the previous day. The implied volatity was 37.84, the open interest changed by 37 which increased total open position to 197
On 24 Feb BSE was trading at 2751.10. The strike last trading price was 170.9, which was -32.35 lower than the previous day. The implied volatity was 39.76, the open interest changed by 20 which increased total open position to 157
On 23 Feb BSE was trading at 2725.30. The strike last trading price was 203.25, which was 3.25 higher than the previous day. The implied volatity was 43.6, the open interest changed by 11 which increased total open position to 137
On 20 Feb BSE was trading at 2739.50. The strike last trading price was 200, which was -2.5 lower than the previous day. The implied volatity was 43.44, the open interest changed by 38 which increased total open position to 125
On 19 Feb BSE was trading at 2741.40. The strike last trading price was 208.4, which was 57.2 higher than the previous day. The implied volatity was 45.24, the open interest changed by -16 which decreased total open position to 88
On 18 Feb BSE was trading at 2824.00. The strike last trading price was 151.2, which was -59.75 lower than the previous day. The implied volatity was 41.03, the open interest changed by 15 which increased total open position to 103
On 17 Feb BSE was trading at 2742.30. The strike last trading price was 204.45, which was 24.25 higher than the previous day. The implied volatity was 45.51, the open interest changed by 4 which increased total open position to 89
On 16 Feb BSE was trading at 2804.60. The strike last trading price was 180.7, which was 100.7 higher than the previous day. The implied volatity was 45.26, the open interest changed by 38 which increased total open position to 84
On 13 Feb BSE was trading at 3025.30. The strike last trading price was 79.15, which was 23.15 higher than the previous day. The implied volatity was 39.83, the open interest changed by 10 which increased total open position to 46
On 12 Feb BSE was trading at 3143.20. The strike last trading price was 56, which was -2.45 lower than the previous day. The implied volatity was 40.86, the open interest changed by -2 which decreased total open position to 36
On 11 Feb BSE was trading at 3177.10. The strike last trading price was 58.45, which was 2.75 higher than the previous day. The implied volatity was 43.34, the open interest changed by 0 which decreased total open position to 38
On 10 Feb BSE was trading at 3174.20. The strike last trading price was 55.95, which was -55.35 lower than the previous day. The implied volatity was 42.1, the open interest changed by 32 which increased total open position to 37
On 9 Feb BSE was trading at 2985.10. The strike last trading price was 111.3, which was -40.25 lower than the previous day. The implied volatity was 43.7, the open interest changed by 1 which increased total open position to 4
On 6 Feb BSE was trading at 2897.00. The strike last trading price was 151.55, which was 6.7 higher than the previous day. The implied volatity was 43.62, 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 144.85, which was -152.3 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 144.85, which was -152.3 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 144.85, which was -152.3 lower than the previous day. The implied volatity was 37.96, the open interest changed by 1 which increased total open position to 1
On 2 Feb BSE was trading at 2701.60. The strike last trading price was 297.15, 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 1 Feb BSE was trading at 2578.10. The strike last trading price was 297.15, 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 Jan BSE was trading at 2797.00. The strike last trading price was 297.15, which was 0 lower than the previous day. The implied volatity was 0.11, 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 297.15, 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 28 Jan BSE was trading at 2821.50. The strike last trading price was 297.15, which was 0 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
