BSE

Bse Limited

2605.9 -43.00 (-1.62%)

L: 2571 H: 2648.9

Back to Option Chain

Historical option data for BSE
16 Dec 2025 04:13 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 2850 CE
Delta: 0.15 Vega: 1.17 Theta: -1.78 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
16 Dec	2605.90	14.9 ₹ 5,587.5	-7.15 -2681.25	40.32	4,170 15,63,750	101 37,875	2,198 8,24,250
15 Dec	2648.90	21.15 ₹ 7,931.25	-24.7 -9262.50	38.65	3,318 12,44,250	239 89,625	2,106 7,89,750
12 Dec	2735.00	43 ₹ 16,125	-0.7 -262.50	35.06	3,369 12,63,375	-72 -27,000	1,877 7,03,875
11 Dec	2698.80	43.6 ₹ 16,350	17.8 6675.00	38.63	4,262 15,98,250	0 0	1,952 7,32,000
10 Dec	2581.70	25.4 ₹ 9,525	-28.4 -10650.00	42.58	4,702 17,63,250	221 82,875	1,951 7,31,625
9 Dec	2715.80	50.1 ₹ 18,787.5	-34.7 -13012.50	39.11	6,368 23,88,000	66 24,750	1,718 6,44,250
8 Dec	2798.80	84.45 ₹ 31,668.75	-3.8 -1425.00	35.76	9,621 36,07,875	334 1,25,250	1,679 6,29,625
5 Dec	2815.90	88.3 ₹ 33,112.5	16.3 6112.50	32.44	3,377 12,66,375	88 33,000	1,347 5,05,125
4 Dec	2765.00	69.95 ₹ 26,231.25	0.85 318.75	33.79	1,812 6,79,500	20 7,500	1,261 4,72,875
3 Dec	2751.10	72.05 ₹ 27,018.75	-42.4 -15900.00	34.07	3,837 14,38,875	422 1,58,250	1,242 4,65,750
2 Dec	2843.20	114.35 ₹ 42,881.25	-26.25 -9843.75	34.03	1,394 5,22,750	103 38,625	821 3,07,875
1 Dec	2886.60	142.45 ₹ 53,418.75	-10.75 -4031.25	33.32	886 3,32,250	-15 -5,625	714 2,67,750
28 Nov	2902.40	151.8 ₹ 56,925	-19.7 -7387.50	32.65	515 1,93,125	11 4,125	729 2,73,375
27 Nov	2929.10	173 ₹ 64,875	23.85 8943.75	32.78	1,344 5,04,000	10 3,750	717 2,68,875
26 Nov	2886.70	149 ₹ 55,875	22.15 8306.25	32.95	2,581 9,67,875	53 19,875	707 2,65,125
25 Nov	2840.60	127.35 ₹ 47,756.25	10.15 3806.25	34.67	2,356 8,83,500	141 52,875	648 2,43,000
24 Nov	2802.20	116.6 ₹ 43,725	-33.75 -12656.25	35.46	769 2,88,375	167 62,625	505 1,89,375
21 Nov	2858.30	145.5 ₹ 54,562.5	-26.25 -9843.75	34.36	281 1,05,375	45 16,875	338 1,26,750
20 Nov	2895.50	174.55 ₹ 65,456.25	-2.25 -843.75	34.96	296 1,11,000	-20 -7,500	292 1,09,500
19 Nov	2898.30	175.25 ₹ 65,718.75	30.45 11418.75	34.43	780 2,92,500	100 37,500	312 1,17,000
18 Nov	2834.10	142 ₹ 53,250	9.6 3600.00	36.03	403 1,51,125	67 25,125	212 79,500
17 Nov	2811.90	133 ₹ 49,875	-9.4 -3525.00	35.56	134 50,250	57 21,375	145 54,375
14 Nov	2827.60	143.7 ₹ 53,887.5	25.5 9562.50	34.58	58 21,750	20 7,500	82 30,750
13 Nov	2760.20	119.55 ₹ 44,831.25	-6.75 -2531.25	35.11	61 22,875	33 12,375	63 23,625

12 Nov	2775.40	125 ₹ 46,875	25 9375.00	36.00	45 16,875	26 9,750	28 10,500
11 Nov	2644.20	100 ₹ 37,500	-16 -6000.00	-	0 0	0 0	0 0
10 Nov	2625.30	100 ₹ 37,500	-16 -6000.00	-	0 0	2 750	0 0
7 Nov	2678.30	100 ₹ 37,500	-16 -6000.00	38.76	3 1,125	1 375	1 375
6 Nov	2455.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
4 Nov	2496.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Nov	2548.30	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
31 Oct	2479.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Oct	2442.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
29 Oct	2447.30	0 ₹ 0	0 0.00	0.00	0 0	0 0	0 0

For Bse Limited - strike price 2850 expiring on 30DEC2025

Delta for 2850 CE is 0.15

Historical price for 2850 CE is as follows

On 16 Dec BSE was trading at 2605.90. The strike last trading price was 14.9, which was -7.15 lower than the previous day. The implied volatity was 40.32, the open interest changed by 101 which increased total open position to 2198

On 15 Dec BSE was trading at 2648.90. The strike last trading price was 21.15, which was -24.7 lower than the previous day. The implied volatity was 38.65, the open interest changed by 239 which increased total open position to 2106

On 12 Dec BSE was trading at 2735.00. The strike last trading price was 43, which was -0.7 lower than the previous day. The implied volatity was 35.06, the open interest changed by -72 which decreased total open position to 1877

On 11 Dec BSE was trading at 2698.80. The strike last trading price was 43.6, which was 17.8 higher than the previous day. The implied volatity was 38.63, the open interest changed by 0 which decreased total open position to 1952

On 10 Dec BSE was trading at 2581.70. The strike last trading price was 25.4, which was -28.4 lower than the previous day. The implied volatity was 42.58, the open interest changed by 221 which increased total open position to 1951

On 9 Dec BSE was trading at 2715.80. The strike last trading price was 50.1, which was -34.7 lower than the previous day. The implied volatity was 39.11, the open interest changed by 66 which increased total open position to 1718

On 8 Dec BSE was trading at 2798.80. The strike last trading price was 84.45, which was -3.8 lower than the previous day. The implied volatity was 35.76, the open interest changed by 334 which increased total open position to 1679

On 5 Dec BSE was trading at 2815.90. The strike last trading price was 88.3, which was 16.3 higher than the previous day. The implied volatity was 32.44, the open interest changed by 88 which increased total open position to 1347

On 4 Dec BSE was trading at 2765.00. The strike last trading price was 69.95, which was 0.85 higher than the previous day. The implied volatity was 33.79, the open interest changed by 20 which increased total open position to 1261

On 3 Dec BSE was trading at 2751.10. The strike last trading price was 72.05, which was -42.4 lower than the previous day. The implied volatity was 34.07, the open interest changed by 422 which increased total open position to 1242

On 2 Dec BSE was trading at 2843.20. The strike last trading price was 114.35, which was -26.25 lower than the previous day. The implied volatity was 34.03, the open interest changed by 103 which increased total open position to 821

On 1 Dec BSE was trading at 2886.60. The strike last trading price was 142.45, which was -10.75 lower than the previous day. The implied volatity was 33.32, the open interest changed by -15 which decreased total open position to 714

On 28 Nov BSE was trading at 2902.40. The strike last trading price was 151.8, which was -19.7 lower than the previous day. The implied volatity was 32.65, the open interest changed by 11 which increased total open position to 729

On 27 Nov BSE was trading at 2929.10. The strike last trading price was 173, which was 23.85 higher than the previous day. The implied volatity was 32.78, the open interest changed by 10 which increased total open position to 717

On 26 Nov BSE was trading at 2886.70. The strike last trading price was 149, which was 22.15 higher than the previous day. The implied volatity was 32.95, the open interest changed by 53 which increased total open position to 707

On 25 Nov BSE was trading at 2840.60. The strike last trading price was 127.35, which was 10.15 higher than the previous day. The implied volatity was 34.67, the open interest changed by 141 which increased total open position to 648

On 24 Nov BSE was trading at 2802.20. The strike last trading price was 116.6, which was -33.75 lower than the previous day. The implied volatity was 35.46, the open interest changed by 167 which increased total open position to 505

On 21 Nov BSE was trading at 2858.30. The strike last trading price was 145.5, which was -26.25 lower than the previous day. The implied volatity was 34.36, the open interest changed by 45 which increased total open position to 338

On 20 Nov BSE was trading at 2895.50. The strike last trading price was 174.55, which was -2.25 lower than the previous day. The implied volatity was 34.96, the open interest changed by -20 which decreased total open position to 292

On 19 Nov BSE was trading at 2898.30. The strike last trading price was 175.25, which was 30.45 higher than the previous day. The implied volatity was 34.43, the open interest changed by 100 which increased total open position to 312

On 18 Nov BSE was trading at 2834.10. The strike last trading price was 142, which was 9.6 higher than the previous day. The implied volatity was 36.03, the open interest changed by 67 which increased total open position to 212

On 17 Nov BSE was trading at 2811.90. The strike last trading price was 133, which was -9.4 lower than the previous day. The implied volatity was 35.56, the open interest changed by 57 which increased total open position to 145

On 14 Nov BSE was trading at 2827.60. The strike last trading price was 143.7, which was 25.5 higher than the previous day. The implied volatity was 34.58, the open interest changed by 20 which increased total open position to 82

On 13 Nov BSE was trading at 2760.20. The strike last trading price was 119.55, which was -6.75 lower than the previous day. The implied volatity was 35.11, the open interest changed by 33 which increased total open position to 63

On 12 Nov BSE was trading at 2775.40. The strike last trading price was 125, which was 25 higher than the previous day. The implied volatity was 36.00, the open interest changed by 26 which increased total open position to 28

On 11 Nov BSE was trading at 2644.20. The strike last trading price was 100, which was -16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 10 Nov BSE was trading at 2625.30. The strike last trading price was 100, which was -16 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 7 Nov BSE was trading at 2678.30. The strike last trading price was 100, which was -16 lower than the previous day. The implied volatity was 38.76, the open interest changed by 1 which increased total open position to 1

On 6 Nov BSE was trading at 2455.50. 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

On 4 Nov BSE was trading at 2496.60. 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

On 3 Nov BSE was trading at 2548.30. 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

On 31 Oct BSE was trading at 2479.00. 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

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

On 29 Oct BSE was trading at 2447.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0

BSE 30DEC2025 2850 PE
Delta: -0.86 Vega: 1.14 Theta: -0.93 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
16 Dec	2605.90	249 ₹ 93,375	21.9 8212.50	39.55	45 16,875	-21 -7,875	544 2,04,000
15 Dec	2648.90	222.5 ₹ 83,437.5	70.8 26550.00	42.62	233 87,375	-40 -15,000	566 2,12,250
12 Dec	2735.00	156.25 ₹ 58,593.75	-24.45 -9168.75	37.59	85 31,875	-17 -6,375	606 2,27,250
11 Dec	2698.80	185.1 ₹ 69,412.5	-100 -37500.00	40.57	264 99,000	-46 -17,250	623 2,33,625
10 Dec	2581.70	286.25 ₹ 1,07,343.75	113.4 42525.00	47.74	178 66,750	-41 -15,375	669 2,50,875
9 Dec	2715.80	185 ₹ 69,375	63.3 23737.50	39.65	624 2,34,000	-74 -27,750	711 2,66,625
8 Dec	2798.80	118.35 ₹ 44,381.25	11.75 4406.25	37.23	5,514 20,67,750	8 3,000	784 2,94,000
5 Dec	2815.90	105.3 ₹ 39,487.5	-35.4 -13275.00	33.14	842 3,15,750	-5 -1,875	765 2,86,875
4 Dec	2765.00	141.2 ₹ 52,950	-9.6 -3600.00	34.72	603 2,26,125	48 18,000	769 2,88,375
3 Dec	2751.10	148.4 ₹ 55,650	46.55 17456.25	36.28	1,915 7,18,125	-95 -35,625	721 2,70,375
2 Dec	2843.20	102.5 ₹ 38,437.5	15.5 5812.50	35.09	2,035 7,63,125	-1 -375	822 3,08,250
1 Dec	2886.60	85.7 ₹ 32,137.5	6.45 2418.75	35.81	1,420 5,32,500	85 31,875	838 3,14,250
28 Nov	2902.40	79.65 ₹ 29,868.75	8.35 3131.25	33.48	775 2,90,625	-8 -3,000	757 2,83,875
27 Nov	2929.10	72.55 ₹ 27,206.25	-17.35 -6506.25	34.08	1,505 5,64,375	144 54,000	762 2,85,750
26 Nov	2886.70	89.4 ₹ 33,525	-28.75 -10781.25	34.08	1,693 6,34,875	168 63,000	617 2,31,375
25 Nov	2840.60	119.35 ₹ 44,756.25	-21.85 -8193.75	35.90	1,256 4,71,000	101 37,875	445 1,66,875
24 Nov	2802.20	141.65 ₹ 53,118.75	21.35 8006.25	37.74	409 1,53,375	119 44,625	343 1,28,625
21 Nov	2858.30	121.3 ₹ 45,487.5	13.2 4950.00	37.38	355 1,33,125	-6 -2,250	224 84,000
20 Nov	2895.50	108 ₹ 40,500	3.1 1162.50	38.09	413 1,54,875	50 18,750	231 86,625
19 Nov	2898.30	104 ₹ 39,000	-29.4 -11025.00	36.74	205 76,875	109 40,875	181 67,875
18 Nov	2834.10	135 ₹ 50,625	-10 -3750.00	36.53	79 29,625	52 19,500	72 27,000
17 Nov	2811.90	145 ₹ 54,375	-11.55 -4331.25	36.65	5 1,875	0 0	19 7,125
14 Nov	2827.60	156.55 ₹ 58,706.25	-3.45 -1293.75	-	0 0	3 1,125	0 0
13 Nov	2760.20	156.55 ₹ 58,706.25	-3.45 -1293.75	33.46	5 1,875	1 375	17 6,375
12 Nov	2775.40	160 ₹ 60,000	-356.4 -133650.00	34.11	17 6,375	14 5,250	14 5,250
11 Nov	2644.20	516.4 ₹ 1,93,650	0 0.00	-	0 0	0 0	0 0
10 Nov	2625.30	516.4 ₹ 1,93,650	0 0.00	-	0 0	0 0	0 0
7 Nov	2678.30	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
6 Nov	2455.50	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
4 Nov	2496.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Nov	2548.30	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
31 Oct	2479.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Oct	2442.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
29 Oct	2447.30	0 ₹ 0	0 0.00	0.00	0 0	0 0	0 0

For Bse Limited - strike price 2850 expiring on 30DEC2025

Delta for 2850 PE is -0.86

Historical price for 2850 PE is as follows

On 16 Dec BSE was trading at 2605.90. The strike last trading price was 249, which was 21.9 higher than the previous day. The implied volatity was 39.55, the open interest changed by -21 which decreased total open position to 544

On 15 Dec BSE was trading at 2648.90. The strike last trading price was 222.5, which was 70.8 higher than the previous day. The implied volatity was 42.62, the open interest changed by -40 which decreased total open position to 566

On 12 Dec BSE was trading at 2735.00. The strike last trading price was 156.25, which was -24.45 lower than the previous day. The implied volatity was 37.59, the open interest changed by -17 which decreased total open position to 606

On 11 Dec BSE was trading at 2698.80. The strike last trading price was 185.1, which was -100 lower than the previous day. The implied volatity was 40.57, the open interest changed by -46 which decreased total open position to 623

On 10 Dec BSE was trading at 2581.70. The strike last trading price was 286.25, which was 113.4 higher than the previous day. The implied volatity was 47.74, the open interest changed by -41 which decreased total open position to 669

On 9 Dec BSE was trading at 2715.80. The strike last trading price was 185, which was 63.3 higher than the previous day. The implied volatity was 39.65, the open interest changed by -74 which decreased total open position to 711

On 8 Dec BSE was trading at 2798.80. The strike last trading price was 118.35, which was 11.75 higher than the previous day. The implied volatity was 37.23, the open interest changed by 8 which increased total open position to 784

On 5 Dec BSE was trading at 2815.90. The strike last trading price was 105.3, which was -35.4 lower than the previous day. The implied volatity was 33.14, the open interest changed by -5 which decreased total open position to 765

On 4 Dec BSE was trading at 2765.00. The strike last trading price was 141.2, which was -9.6 lower than the previous day. The implied volatity was 34.72, the open interest changed by 48 which increased total open position to 769

On 3 Dec BSE was trading at 2751.10. The strike last trading price was 148.4, which was 46.55 higher than the previous day. The implied volatity was 36.28, the open interest changed by -95 which decreased total open position to 721

On 2 Dec BSE was trading at 2843.20. The strike last trading price was 102.5, which was 15.5 higher than the previous day. The implied volatity was 35.09, the open interest changed by -1 which decreased total open position to 822

On 1 Dec BSE was trading at 2886.60. The strike last trading price was 85.7, which was 6.45 higher than the previous day. The implied volatity was 35.81, the open interest changed by 85 which increased total open position to 838

On 28 Nov BSE was trading at 2902.40. The strike last trading price was 79.65, which was 8.35 higher than the previous day. The implied volatity was 33.48, the open interest changed by -8 which decreased total open position to 757

On 27 Nov BSE was trading at 2929.10. The strike last trading price was 72.55, which was -17.35 lower than the previous day. The implied volatity was 34.08, the open interest changed by 144 which increased total open position to 762

On 26 Nov BSE was trading at 2886.70. The strike last trading price was 89.4, which was -28.75 lower than the previous day. The implied volatity was 34.08, the open interest changed by 168 which increased total open position to 617

On 25 Nov BSE was trading at 2840.60. The strike last trading price was 119.35, which was -21.85 lower than the previous day. The implied volatity was 35.90, the open interest changed by 101 which increased total open position to 445

On 24 Nov BSE was trading at 2802.20. The strike last trading price was 141.65, which was 21.35 higher than the previous day. The implied volatity was 37.74, the open interest changed by 119 which increased total open position to 343

On 21 Nov BSE was trading at 2858.30. The strike last trading price was 121.3, which was 13.2 higher than the previous day. The implied volatity was 37.38, the open interest changed by -6 which decreased total open position to 224

On 20 Nov BSE was trading at 2895.50. The strike last trading price was 108, which was 3.1 higher than the previous day. The implied volatity was 38.09, the open interest changed by 50 which increased total open position to 231

On 19 Nov BSE was trading at 2898.30. The strike last trading price was 104, which was -29.4 lower than the previous day. The implied volatity was 36.74, the open interest changed by 109 which increased total open position to 181

On 18 Nov BSE was trading at 2834.10. The strike last trading price was 135, which was -10 lower than the previous day. The implied volatity was 36.53, the open interest changed by 52 which increased total open position to 72

On 17 Nov BSE was trading at 2811.90. The strike last trading price was 145, which was -11.55 lower than the previous day. The implied volatity was 36.65, the open interest changed by 0 which decreased total open position to 19

On 14 Nov BSE was trading at 2827.60. The strike last trading price was 156.55, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 13 Nov BSE was trading at 2760.20. The strike last trading price was 156.55, which was -3.45 lower than the previous day. The implied volatity was 33.46, the open interest changed by 1 which increased total open position to 17

On 12 Nov BSE was trading at 2775.40. The strike last trading price was 160, which was -356.4 lower than the previous day. The implied volatity was 34.11, the open interest changed by 14 which increased total open position to 14

On 11 Nov BSE was trading at 2644.20. The strike last trading price was 516.4, 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 10 Nov BSE was trading at 2625.30. The strike last trading price was 516.4, 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 7 Nov BSE was trading at 2678.30. 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

Related Pages for BSE

BSE

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

CYIENT

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD