[--[65.84.65.76]--]

BSE

Bse Limited
2630.5 +24.60 (0.94%)
L: 2611 H: 2673

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Historical option data for BSE

17 Dec 2025 04:13 PM IST
BSE 30-DEC-2025 2900 CE
Delta: 0.12
Vega: 0.97
Theta: -1.61
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 2630.50 11.15 -0.15 40.94 6,330 -195 5,018
16 Dec 2605.90 11 -4.8 41.87 6,983 168 5,219
15 Dec 2648.90 14.95 -18.7 39.50 6,754 947 5,014
12 Dec 2735.00 31.5 -1.15 35.77 5,059 -206 4,082
11 Dec 2698.80 32.5 12.8 39.08 7,080 -350 4,295
10 Dec 2581.70 19.7 -21.25 43.56 8,095 469 4,656
9 Dec 2715.80 37.95 -27 39.40 9,854 709 4,181
8 Dec 2798.80 64.8 -2.45 36.22 20,093 491 3,472
5 Dec 2815.90 67.1 11.75 32.28 3,762 65 2,987
4 Dec 2765.00 52.95 0.05 33.74 2,887 -85 2,922
3 Dec 2751.10 55.9 -35.35 34.35 5,196 320 3,006
2 Dec 2843.20 91 -22.8 33.97 4,022 380 2,680
1 Dec 2886.60 115 -10.55 33.11 4,854 258 2,303
28 Nov 2902.40 123.15 -18.75 32.27 3,560 74 2,044
27 Nov 2929.10 141.7 19.6 32.37 6,397 21 1,974
26 Nov 2886.70 123 19.3 32.92 6,476 374 1,953
25 Nov 2840.60 104 7.8 34.54 2,415 252 1,587
24 Nov 2802.20 96.7 -28.65 36.15 1,217 192 1,334
21 Nov 2858.30 122.6 -22.8 34.73 2,024 228 1,144
20 Nov 2895.50 146.2 -1.85 34.53 1,992 108 916
19 Nov 2898.30 149 29.9 34.59 1,382 259 802
18 Nov 2834.10 118 5.8 35.67 881 269 543
17 Nov 2811.90 112.6 -6.75 35.89 126 18 273
14 Nov 2827.60 118.6 24.05 33.99 94 29 250
13 Nov 2760.20 99.55 -8.7 35.04 81 14 221
12 Nov 2775.40 107.35 49.5 36.56 403 207 207
11 Nov 2644.20 57.85 0 5.53 0 0 0
10 Nov 2625.30 57.85 0 5.85 0 0 0
7 Nov 2678.30 57.85 0 4.69 0 0 0
6 Nov 2455.50 0 0 - 0 0 0
4 Nov 2496.60 0 0 - 0 0 0
3 Nov 2548.30 0 0 - 0 0 0
31 Oct 2479.00 0 0 - 0 0 0
30 Oct 2442.80 0 0 - 0 0 0
29 Oct 2447.30 0 0 - 0 0 0


For Bse Limited - strike price 2900 expiring on 30DEC2025

Delta for 2900 CE is 0.12

Historical price for 2900 CE is as follows

On 17 Dec BSE was trading at 2630.50. The strike last trading price was 11.15, which was -0.15 lower than the previous day. The implied volatity was 40.94, the open interest changed by -195 which decreased total open position to 5018


On 16 Dec BSE was trading at 2605.90. The strike last trading price was 11, which was -4.8 lower than the previous day. The implied volatity was 41.87, the open interest changed by 168 which increased total open position to 5219


On 15 Dec BSE was trading at 2648.90. The strike last trading price was 14.95, which was -18.7 lower than the previous day. The implied volatity was 39.50, the open interest changed by 947 which increased total open position to 5014


On 12 Dec BSE was trading at 2735.00. The strike last trading price was 31.5, which was -1.15 lower than the previous day. The implied volatity was 35.77, the open interest changed by -206 which decreased total open position to 4082


On 11 Dec BSE was trading at 2698.80. The strike last trading price was 32.5, which was 12.8 higher than the previous day. The implied volatity was 39.08, the open interest changed by -350 which decreased total open position to 4295


On 10 Dec BSE was trading at 2581.70. The strike last trading price was 19.7, which was -21.25 lower than the previous day. The implied volatity was 43.56, the open interest changed by 469 which increased total open position to 4656


On 9 Dec BSE was trading at 2715.80. The strike last trading price was 37.95, which was -27 lower than the previous day. The implied volatity was 39.40, the open interest changed by 709 which increased total open position to 4181


On 8 Dec BSE was trading at 2798.80. The strike last trading price was 64.8, which was -2.45 lower than the previous day. The implied volatity was 36.22, the open interest changed by 491 which increased total open position to 3472


On 5 Dec BSE was trading at 2815.90. The strike last trading price was 67.1, which was 11.75 higher than the previous day. The implied volatity was 32.28, the open interest changed by 65 which increased total open position to 2987


On 4 Dec BSE was trading at 2765.00. The strike last trading price was 52.95, which was 0.05 higher than the previous day. The implied volatity was 33.74, the open interest changed by -85 which decreased total open position to 2922


On 3 Dec BSE was trading at 2751.10. The strike last trading price was 55.9, which was -35.35 lower than the previous day. The implied volatity was 34.35, the open interest changed by 320 which increased total open position to 3006


On 2 Dec BSE was trading at 2843.20. The strike last trading price was 91, which was -22.8 lower than the previous day. The implied volatity was 33.97, the open interest changed by 380 which increased total open position to 2680


On 1 Dec BSE was trading at 2886.60. The strike last trading price was 115, which was -10.55 lower than the previous day. The implied volatity was 33.11, the open interest changed by 258 which increased total open position to 2303


On 28 Nov BSE was trading at 2902.40. The strike last trading price was 123.15, which was -18.75 lower than the previous day. The implied volatity was 32.27, the open interest changed by 74 which increased total open position to 2044


On 27 Nov BSE was trading at 2929.10. The strike last trading price was 141.7, which was 19.6 higher than the previous day. The implied volatity was 32.37, the open interest changed by 21 which increased total open position to 1974


On 26 Nov BSE was trading at 2886.70. The strike last trading price was 123, which was 19.3 higher than the previous day. The implied volatity was 32.92, the open interest changed by 374 which increased total open position to 1953


On 25 Nov BSE was trading at 2840.60. The strike last trading price was 104, which was 7.8 higher than the previous day. The implied volatity was 34.54, the open interest changed by 252 which increased total open position to 1587


On 24 Nov BSE was trading at 2802.20. The strike last trading price was 96.7, which was -28.65 lower than the previous day. The implied volatity was 36.15, the open interest changed by 192 which increased total open position to 1334


On 21 Nov BSE was trading at 2858.30. The strike last trading price was 122.6, which was -22.8 lower than the previous day. The implied volatity was 34.73, the open interest changed by 228 which increased total open position to 1144


On 20 Nov BSE was trading at 2895.50. The strike last trading price was 146.2, which was -1.85 lower than the previous day. The implied volatity was 34.53, the open interest changed by 108 which increased total open position to 916


On 19 Nov BSE was trading at 2898.30. The strike last trading price was 149, which was 29.9 higher than the previous day. The implied volatity was 34.59, the open interest changed by 259 which increased total open position to 802


On 18 Nov BSE was trading at 2834.10. The strike last trading price was 118, which was 5.8 higher than the previous day. The implied volatity was 35.67, the open interest changed by 269 which increased total open position to 543


On 17 Nov BSE was trading at 2811.90. The strike last trading price was 112.6, which was -6.75 lower than the previous day. The implied volatity was 35.89, the open interest changed by 18 which increased total open position to 273


On 14 Nov BSE was trading at 2827.60. The strike last trading price was 118.6, which was 24.05 higher than the previous day. The implied volatity was 33.99, the open interest changed by 29 which increased total open position to 250


On 13 Nov BSE was trading at 2760.20. The strike last trading price was 99.55, which was -8.7 lower than the previous day. The implied volatity was 35.04, the open interest changed by 14 which increased total open position to 221


On 12 Nov BSE was trading at 2775.40. The strike last trading price was 107.35, which was 49.5 higher than the previous day. The implied volatity was 36.56, the open interest changed by 207 which increased total open position to 207


On 11 Nov BSE was trading at 2644.20. The strike last trading price was 57.85, which was 0 lower than the previous day. The implied volatity was 5.53, 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 57.85, which was 0 lower than the previous day. The implied volatity was 5.85, 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 57.85, which was 0 lower than the previous day. The implied volatity was 4.69, the open interest changed by 0 which decreased total open position to 0


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 -, the open interest changed by 0 which decreased total open position to 0


BSE 30DEC2025 2900 PE
Delta: -0.84
Vega: 1.18
Theta: -1.48
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 2630.50 281 -10.45 47.66 67 -32 567
16 Dec 2605.90 295.4 29.35 41.45 243 -148 605
15 Dec 2648.90 266.15 76.2 44.22 316 21 755
12 Dec 2735.00 194.1 -25.9 38.40 128 -18 735
11 Dec 2698.80 230.85 -97.35 44.78 358 -69 748
10 Dec 2581.70 333.25 120.55 51.05 254 -76 817
9 Dec 2715.80 224 72.65 40.67 736 -167 892
8 Dec 2798.80 148.3 12.65 37.26 6,195 38 1,064
5 Dec 2815.90 135.2 -38.3 33.38 509 76 1,037
4 Dec 2765.00 173.9 -14.65 34.75 227 -27 962
3 Dec 2751.10 184.1 55.15 37.47 927 -108 988
2 Dec 2843.20 129.45 20.05 35.25 1,723 59 1,109
1 Dec 2886.60 108.6 7.55 35.75 3,103 32 1,055
28 Nov 2902.40 101.5 10.15 33.35 2,514 33 1,022
27 Nov 2929.10 92.25 -20.7 33.85 2,574 115 990
26 Nov 2886.70 113.25 -30.7 34.25 2,031 347 874
25 Nov 2840.60 145.65 -24.1 36.63 513 53 523
24 Nov 2802.20 170 24.65 37.74 279 54 470
21 Nov 2858.30 146.65 16.25 37.39 980 53 419
20 Nov 2895.50 131.5 4.25 38.21 1,375 41 361
19 Nov 2898.30 126.1 -32.5 36.55 410 131 321
18 Nov 2834.10 161.5 -1.25 36.45 102 17 189
17 Nov 2811.90 162.75 -1.85 34.04 24 1 172
14 Nov 2827.60 164.55 -35.7 35.93 28 9 171
13 Nov 2760.20 200.25 8.3 37.04 10 8 162
12 Nov 2775.40 191.95 -40.55 34.70 210 153 154
11 Nov 2644.20 232.5 -641.25 - 0 0 0
10 Nov 2625.30 232.5 -641.25 - 0 1 0
7 Nov 2678.30 232.5 -641.25 27.01 1 0 0
6 Nov 2455.50 0 0 - 0 0 0
4 Nov 2496.60 0 0 - 0 0 0
3 Nov 2548.30 0 0 - 0 0 0
31 Oct 2479.00 0 0 - 0 0 0
30 Oct 2442.80 0 0 - 0 0 0
29 Oct 2447.30 0 0 - 0 0 0


For Bse Limited - strike price 2900 expiring on 30DEC2025

Delta for 2900 PE is -0.84

Historical price for 2900 PE is as follows

On 17 Dec BSE was trading at 2630.50. The strike last trading price was 281, which was -10.45 lower than the previous day. The implied volatity was 47.66, the open interest changed by -32 which decreased total open position to 567


On 16 Dec BSE was trading at 2605.90. The strike last trading price was 295.4, which was 29.35 higher than the previous day. The implied volatity was 41.45, the open interest changed by -148 which decreased total open position to 605


On 15 Dec BSE was trading at 2648.90. The strike last trading price was 266.15, which was 76.2 higher than the previous day. The implied volatity was 44.22, the open interest changed by 21 which increased total open position to 755


On 12 Dec BSE was trading at 2735.00. The strike last trading price was 194.1, which was -25.9 lower than the previous day. The implied volatity was 38.40, the open interest changed by -18 which decreased total open position to 735


On 11 Dec BSE was trading at 2698.80. The strike last trading price was 230.85, which was -97.35 lower than the previous day. The implied volatity was 44.78, the open interest changed by -69 which decreased total open position to 748


On 10 Dec BSE was trading at 2581.70. The strike last trading price was 333.25, which was 120.55 higher than the previous day. The implied volatity was 51.05, the open interest changed by -76 which decreased total open position to 817


On 9 Dec BSE was trading at 2715.80. The strike last trading price was 224, which was 72.65 higher than the previous day. The implied volatity was 40.67, the open interest changed by -167 which decreased total open position to 892


On 8 Dec BSE was trading at 2798.80. The strike last trading price was 148.3, which was 12.65 higher than the previous day. The implied volatity was 37.26, the open interest changed by 38 which increased total open position to 1064


On 5 Dec BSE was trading at 2815.90. The strike last trading price was 135.2, which was -38.3 lower than the previous day. The implied volatity was 33.38, the open interest changed by 76 which increased total open position to 1037


On 4 Dec BSE was trading at 2765.00. The strike last trading price was 173.9, which was -14.65 lower than the previous day. The implied volatity was 34.75, the open interest changed by -27 which decreased total open position to 962


On 3 Dec BSE was trading at 2751.10. The strike last trading price was 184.1, which was 55.15 higher than the previous day. The implied volatity was 37.47, the open interest changed by -108 which decreased total open position to 988


On 2 Dec BSE was trading at 2843.20. The strike last trading price was 129.45, which was 20.05 higher than the previous day. The implied volatity was 35.25, the open interest changed by 59 which increased total open position to 1109


On 1 Dec BSE was trading at 2886.60. The strike last trading price was 108.6, which was 7.55 higher than the previous day. The implied volatity was 35.75, the open interest changed by 32 which increased total open position to 1055


On 28 Nov BSE was trading at 2902.40. The strike last trading price was 101.5, which was 10.15 higher than the previous day. The implied volatity was 33.35, the open interest changed by 33 which increased total open position to 1022


On 27 Nov BSE was trading at 2929.10. The strike last trading price was 92.25, which was -20.7 lower than the previous day. The implied volatity was 33.85, the open interest changed by 115 which increased total open position to 990


On 26 Nov BSE was trading at 2886.70. The strike last trading price was 113.25, which was -30.7 lower than the previous day. The implied volatity was 34.25, the open interest changed by 347 which increased total open position to 874


On 25 Nov BSE was trading at 2840.60. The strike last trading price was 145.65, which was -24.1 lower than the previous day. The implied volatity was 36.63, the open interest changed by 53 which increased total open position to 523


On 24 Nov BSE was trading at 2802.20. The strike last trading price was 170, which was 24.65 higher than the previous day. The implied volatity was 37.74, the open interest changed by 54 which increased total open position to 470


On 21 Nov BSE was trading at 2858.30. The strike last trading price was 146.65, which was 16.25 higher than the previous day. The implied volatity was 37.39, the open interest changed by 53 which increased total open position to 419


On 20 Nov BSE was trading at 2895.50. The strike last trading price was 131.5, which was 4.25 higher than the previous day. The implied volatity was 38.21, the open interest changed by 41 which increased total open position to 361


On 19 Nov BSE was trading at 2898.30. The strike last trading price was 126.1, which was -32.5 lower than the previous day. The implied volatity was 36.55, the open interest changed by 131 which increased total open position to 321


On 18 Nov BSE was trading at 2834.10. The strike last trading price was 161.5, which was -1.25 lower than the previous day. The implied volatity was 36.45, the open interest changed by 17 which increased total open position to 189


On 17 Nov BSE was trading at 2811.90. The strike last trading price was 162.75, which was -1.85 lower than the previous day. The implied volatity was 34.04, the open interest changed by 1 which increased total open position to 172


On 14 Nov BSE was trading at 2827.60. The strike last trading price was 164.55, which was -35.7 lower than the previous day. The implied volatity was 35.93, the open interest changed by 9 which increased total open position to 171


On 13 Nov BSE was trading at 2760.20. The strike last trading price was 200.25, which was 8.3 higher than the previous day. The implied volatity was 37.04, the open interest changed by 8 which increased total open position to 162


On 12 Nov BSE was trading at 2775.40. The strike last trading price was 191.95, which was -40.55 lower than the previous day. The implied volatity was 34.70, the open interest changed by 153 which increased total open position to 154


On 11 Nov BSE was trading at 2644.20. The strike last trading price was 232.5, which was -641.25 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 232.5, which was -641.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 7 Nov BSE was trading at 2678.30. The strike last trading price was 232.5, which was -641.25 lower than the previous day. The implied volatity was 27.01, the open interest changed by 0 which decreased total open position to 0


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 -, the open interest changed by 0 which decreased total open position to 0