BSE
Bse Limited
Historical option data for BSE
17 Dec 2025 04:13 PM IST
| BSE 30-DEC-2025 2900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 0.97
Theta: -1.61
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 1.18
Theta: -1.48
Gamma: 0.00
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| 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































































































































































































































