BSE
Bse Limited
Historical option data for BSE
07 Apr 2026 10:43 AM IST
| BSE 28-Apr-2026 (21d) 2850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 2.57
Theta: -3.49
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 Apr | 2973.90 | 219.7 | -11.6 | 49.58 | 171 | -23 | 569 | |||||||||
| 6 Apr | 2982.30 | 218 | 69.5 | 49.9 | 1,836 | -149 | 591 | |||||||||
| 2 Apr | 2851.40 | 151.75 | -1 | 45.81 | 2,159 | 160 | 741 | |||||||||
| 1 Apr | 2867.60 | 151.8 | 73.75 | 42.92 | 3,470 | 101 | 582 | |||||||||
| 30 Mar | 2683.50 | 78.5 | -41.8 | 44.63 | 696 | 62 | 478 | |||||||||
| 27 Mar | 2779.80 | 118 | -56.7 | 42.86 | 828 | 249 | 416 | |||||||||
| 25 Mar | 2890.20 | 175.8 | 33.8 | 40.48 | 444 | 28 | 163 | |||||||||
| 24 Mar | 2805.90 | 143 | 29.4 | 42.65 | 114 | 18 | 134 | |||||||||
| 23 Mar | 2714.40 | 113.9 | -37.75 | 46.44 | 156 | -33 | 122 | |||||||||
| 20 Mar | 2806.10 | 150 | -52.65 | 43.37 | 196 | 90 | 154 | |||||||||
| 19 Mar | 2895.00 | 205.85 | -58.6 | 43 | 6 | 2 | 63 | |||||||||
| 18 Mar | 2995.60 | 264.45 | 15.75 | 40.85 | 13 | -4 | 62 | |||||||||
| 17 Mar | 2973.60 | 248.6 | 52.6 | 40.39 | 86 | 39 | 69 | |||||||||
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| 16 Mar | 2862.60 | 196 | 41.8 | 44.67 | 19 | -1 | 30 | |||||||||
| 13 Mar | 2797.00 | 153.9 | -22.75 | 39.87 | 44 | 12 | 33 | |||||||||
| 12 Mar | 2850.60 | 176.65 | -0.25 | 39.36 | 9 | 3 | 21 | |||||||||
| 11 Mar | 2837.40 | 176.3 | -24.7 | 40.42 | 15 | 4 | 17 | |||||||||
| 10 Mar | 2860.60 | 201 | -40.6 | 42.27 | 24 | 13 | 13 | |||||||||
| 9 Mar | 2768.90 | 241.6 | 0 | 1.23 | 0 | 0 | 0 | |||||||||
| 6 Mar | 2751.60 | 241.6 | 0 | 1.57 | 0 | 0 | 0 | |||||||||
| 5 Mar | 2761.40 | 241.6 | 0 | 1.03 | 0 | 0 | 0 | |||||||||
| 4 Mar | 2626.90 | 241.6 | 0 | 4.21 | 0 | 0 | 0 | |||||||||
| 2 Mar | 2643.60 | 241.6 | 0 | 3.77 | 0 | 0 | 0 | |||||||||
| 27 Feb | 2707.10 | 241.6 | 0 | 2.32 | 0 | 0 | 0 | |||||||||
For Bse Limited - strike price 2850 expiring on 28APR2026
Delta for 2850 CE is 0.68
Historical price for 2850 CE is as follows
On 7 Apr BSE was trading at 2973.90. The strike last trading price was 219.7, which was -11.6 lower than the previous day. The implied volatity was 49.58, the open interest changed by -23 which decreased total open position to 569
On 6 Apr BSE was trading at 2982.30. The strike last trading price was 218, which was 69.5 higher than the previous day. The implied volatity was 49.9, the open interest changed by -149 which decreased total open position to 591
On 2 Apr BSE was trading at 2851.40. The strike last trading price was 151.75, which was -1 lower than the previous day. The implied volatity was 45.81, the open interest changed by 160 which increased total open position to 741
On 1 Apr BSE was trading at 2867.60. The strike last trading price was 151.8, which was 73.75 higher than the previous day. The implied volatity was 42.92, the open interest changed by 101 which increased total open position to 582
On 30 Mar BSE was trading at 2683.50. The strike last trading price was 78.5, which was -41.8 lower than the previous day. The implied volatity was 44.63, the open interest changed by 62 which increased total open position to 478
On 27 Mar BSE was trading at 2779.80. The strike last trading price was 118, which was -56.7 lower than the previous day. The implied volatity was 42.86, the open interest changed by 249 which increased total open position to 416
On 25 Mar BSE was trading at 2890.20. The strike last trading price was 175.8, which was 33.8 higher than the previous day. The implied volatity was 40.48, the open interest changed by 28 which increased total open position to 163
On 24 Mar BSE was trading at 2805.90. The strike last trading price was 143, which was 29.4 higher than the previous day. The implied volatity was 42.65, the open interest changed by 18 which increased total open position to 134
On 23 Mar BSE was trading at 2714.40. The strike last trading price was 113.9, which was -37.75 lower than the previous day. The implied volatity was 46.44, the open interest changed by -33 which decreased total open position to 122
On 20 Mar BSE was trading at 2806.10. The strike last trading price was 150, which was -52.65 lower than the previous day. The implied volatity was 43.37, the open interest changed by 90 which increased total open position to 154
On 19 Mar BSE was trading at 2895.00. The strike last trading price was 205.85, which was -58.6 lower than the previous day. The implied volatity was 43, the open interest changed by 2 which increased total open position to 63
On 18 Mar BSE was trading at 2995.60. The strike last trading price was 264.45, which was 15.75 higher than the previous day. The implied volatity was 40.85, the open interest changed by -4 which decreased total open position to 62
On 17 Mar BSE was trading at 2973.60. The strike last trading price was 248.6, which was 52.6 higher than the previous day. The implied volatity was 40.39, the open interest changed by 39 which increased total open position to 69
On 16 Mar BSE was trading at 2862.60. The strike last trading price was 196, which was 41.8 higher than the previous day. The implied volatity was 44.67, the open interest changed by -1 which decreased total open position to 30
On 13 Mar BSE was trading at 2797.00. The strike last trading price was 153.9, which was -22.75 lower than the previous day. The implied volatity was 39.87, the open interest changed by 12 which increased total open position to 33
On 12 Mar BSE was trading at 2850.60. The strike last trading price was 176.65, which was -0.25 lower than the previous day. The implied volatity was 39.36, the open interest changed by 3 which increased total open position to 21
On 11 Mar BSE was trading at 2837.40. The strike last trading price was 176.3, which was -24.7 lower than the previous day. The implied volatity was 40.42, the open interest changed by 4 which increased total open position to 17
On 10 Mar BSE was trading at 2860.60. The strike last trading price was 201, which was -40.6 lower than the previous day. The implied volatity was 42.27, the open interest changed by 13 which increased total open position to 13
On 9 Mar BSE was trading at 2768.90. The strike last trading price was 241.6, 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 6 Mar BSE was trading at 2751.60. The strike last trading price was 241.6, which was 0 lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0
On 5 Mar BSE was trading at 2761.40. The strike last trading price was 241.6, which was 0 lower than the previous day. The implied volatity was 1.03, the open interest changed by 0 which decreased total open position to 0
On 4 Mar BSE was trading at 2626.90. The strike last trading price was 241.6, which was 0 lower than the previous day. The implied volatity was 4.21, the open interest changed by 0 which decreased total open position to 0
On 2 Mar BSE was trading at 2643.60. The strike last trading price was 241.6, which was 0 lower than the previous day. The implied volatity was 3.77, the open interest changed by 0 which decreased total open position to 0
On 27 Feb BSE was trading at 2707.10. The strike last trading price was 241.6, which was 0 lower than the previous day. The implied volatity was 2.32, the open interest changed by 0 which decreased total open position to 0
| BSE 28-Apr-2026 (21d) 2850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 2.59
Theta: -2.96
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 Apr | 2973.90 | 88.65 | 3.5 | 53.15 | 494 | 8 | 681 |
| 6 Apr | 2982.30 | 89 | -44.7 | 51.46 | 1,782 | 144 | 678 |
| 2 Apr | 2851.40 | 127.4 | 8.65 | 46.34 | 1,797 | -26 | 536 |
| 1 Apr | 2867.60 | 119.45 | -109.85 | 44.41 | 4,107 | 322 | 562 |
| 30 Mar | 2683.50 | 225.9 | 51.8 | 46.26 | 253 | -12 | 254 |
| 27 Mar | 2779.80 | 176 | 57.4 | 45.27 | 629 | 65 | 267 |
| 25 Mar | 2890.20 | 120 | -42.85 | 43.29 | 204 | 65 | 202 |
| 24 Mar | 2805.90 | 161.3 | -62.75 | 44.81 | 73 | 14 | 137 |
| 23 Mar | 2714.40 | 224.05 | 50.25 | 47.97 | 172 | -23 | 124 |
| 20 Mar | 2806.10 | 174.5 | 35.9 | 45.15 | 209 | 39 | 148 |
| 19 Mar | 2895.00 | 134.55 | 34.55 | 45.58 | 33 | -8 | 109 |
| 18 Mar | 2995.60 | 100 | -13.1 | 45.17 | 20 | 3 | 116 |
| 17 Mar | 2973.60 | 112.35 | -52.15 | 45.97 | 98 | 46 | 113 |
| 16 Mar | 2862.60 | 164.5 | -30.5 | 47.75 | 83 | 44 | 66 |
| 13 Mar | 2797.00 | 195 | 27.15 | 47.88 | 20 | 8 | 22 |
| 12 Mar | 2850.60 | 167.85 | -10.15 | 45.49 | 9 | 2 | 14 |
| 11 Mar | 2837.40 | 178 | 18.95 | 46.28 | 14 | 6 | 10 |
| 10 Mar | 2860.60 | 159.05 | -148.85 | 44.13 | 6 | 4 | 4 |
| 9 Mar | 2768.90 | 307.9 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 2751.60 | 307.9 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 2761.40 | 307.9 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 2626.90 | 307.9 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 2643.60 | 307.9 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 2707.10 | 307.9 | 0 | - | 0 | 0 | 0 |
For Bse Limited - strike price 2850 expiring on 28APR2026
Delta for 2850 PE is -0.33
Historical price for 2850 PE is as follows
On 7 Apr BSE was trading at 2973.90. The strike last trading price was 88.65, which was 3.5 higher than the previous day. The implied volatity was 53.15, the open interest changed by 8 which increased total open position to 681
On 6 Apr BSE was trading at 2982.30. The strike last trading price was 89, which was -44.7 lower than the previous day. The implied volatity was 51.46, the open interest changed by 144 which increased total open position to 678
On 2 Apr BSE was trading at 2851.40. The strike last trading price was 127.4, which was 8.65 higher than the previous day. The implied volatity was 46.34, the open interest changed by -26 which decreased total open position to 536
On 1 Apr BSE was trading at 2867.60. The strike last trading price was 119.45, which was -109.85 lower than the previous day. The implied volatity was 44.41, the open interest changed by 322 which increased total open position to 562
On 30 Mar BSE was trading at 2683.50. The strike last trading price was 225.9, which was 51.8 higher than the previous day. The implied volatity was 46.26, the open interest changed by -12 which decreased total open position to 254
On 27 Mar BSE was trading at 2779.80. The strike last trading price was 176, which was 57.4 higher than the previous day. The implied volatity was 45.27, the open interest changed by 65 which increased total open position to 267
On 25 Mar BSE was trading at 2890.20. The strike last trading price was 120, which was -42.85 lower than the previous day. The implied volatity was 43.29, the open interest changed by 65 which increased total open position to 202
On 24 Mar BSE was trading at 2805.90. The strike last trading price was 161.3, which was -62.75 lower than the previous day. The implied volatity was 44.81, the open interest changed by 14 which increased total open position to 137
On 23 Mar BSE was trading at 2714.40. The strike last trading price was 224.05, which was 50.25 higher than the previous day. The implied volatity was 47.97, the open interest changed by -23 which decreased total open position to 124
On 20 Mar BSE was trading at 2806.10. The strike last trading price was 174.5, which was 35.9 higher than the previous day. The implied volatity was 45.15, the open interest changed by 39 which increased total open position to 148
On 19 Mar BSE was trading at 2895.00. The strike last trading price was 134.55, which was 34.55 higher than the previous day. The implied volatity was 45.58, the open interest changed by -8 which decreased total open position to 109
On 18 Mar BSE was trading at 2995.60. The strike last trading price was 100, which was -13.1 lower than the previous day. The implied volatity was 45.17, the open interest changed by 3 which increased total open position to 116
On 17 Mar BSE was trading at 2973.60. The strike last trading price was 112.35, which was -52.15 lower than the previous day. The implied volatity was 45.97, the open interest changed by 46 which increased total open position to 113
On 16 Mar BSE was trading at 2862.60. The strike last trading price was 164.5, which was -30.5 lower than the previous day. The implied volatity was 47.75, the open interest changed by 44 which increased total open position to 66
On 13 Mar BSE was trading at 2797.00. The strike last trading price was 195, which was 27.15 higher than the previous day. The implied volatity was 47.88, the open interest changed by 8 which increased total open position to 22
On 12 Mar BSE was trading at 2850.60. The strike last trading price was 167.85, which was -10.15 lower than the previous day. The implied volatity was 45.49, the open interest changed by 2 which increased total open position to 14
On 11 Mar BSE was trading at 2837.40. The strike last trading price was 178, which was 18.95 higher than the previous day. The implied volatity was 46.28, the open interest changed by 6 which increased total open position to 10
On 10 Mar BSE was trading at 2860.60. The strike last trading price was 159.05, which was -148.85 lower than the previous day. The implied volatity was 44.13, the open interest changed by 4 which increased total open position to 4
On 9 Mar BSE was trading at 2768.90. The strike last trading price was 307.9, 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 6 Mar BSE was trading at 2751.60. The strike last trading price was 307.9, 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 5 Mar BSE was trading at 2761.40. The strike last trading price was 307.9, 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 Mar BSE was trading at 2626.90. The strike last trading price was 307.9, 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 2 Mar BSE was trading at 2643.60. The strike last trading price was 307.9, 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 Feb BSE was trading at 2707.10. The strike last trading price was 307.9, 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
