BSE

Bse Limited

2735 +36.20 (1.34%)

L: 2680 H: 2743.7

Back to Option Chain

Historical option data for BSE
12 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 2950 CE
Delta: 0.20 Vega: 1.67 Theta: -1.84 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	2735.00	23.2 ₹ 8,700	-1.7 -637.50	36.68	2,284 8,56,500	-49 -18,375	2,239 8,39,625
11 Dec	2698.80	25.05 ₹ 9,393.75	9.5 3562.50	40.14	2,677 10,03,875	-154 -57,750	2,289 8,58,375
10 Dec	2581.70	15.6 ₹ 5,850	-15.25 -5718.75	44.78	2,971 11,14,125	206 77,250	2,444 9,16,500
9 Dec	2715.80	28.85 ₹ 10,818.75	-20.55 -7706.25	39.93	4,556 17,08,500	167 62,625	2,243 8,41,125
8 Dec	2798.80	49 ₹ 18,375	-1.55 -581.25	35.88	7,133 26,74,875	216 81,000	2,084 7,81,500
5 Dec	2815.90	50.1 ₹ 18,787.5	8.15 3056.25	32.32	1,581 5,92,875	-70 -26,250	1,869 7,00,875
4 Dec	2765.00	40.95 ₹ 15,356.25	0.9 337.50	34.37	1,620 6,07,500	-43 -16,125	1,941 7,27,875
3 Dec	2751.10	42.5 ₹ 15,937.5	-29.65 -11118.75	34.49	2,872 10,77,000	-1 -375	1,988 7,45,500
2 Dec	2843.20	72.75 ₹ 27,281.25	-18.35 -6881.25	34.42	1,681 6,30,375	246 92,250	1,991 7,46,625
1 Dec	2886.60	92 ₹ 34,500	-9.85 -3693.75	33.16	4,528 16,98,000	223 83,625	1,764 6,61,500
28 Nov	2902.40	99.8 ₹ 37,425	-16.05 -6018.75	32.43	3,258 12,21,750	296 1,11,000	1,554 5,82,750
27 Nov	2929.10	117.05 ₹ 43,893.75	17.4 6525.00	32.71	4,548 17,05,500	18 6,750	1,244 4,66,500
26 Nov	2886.70	100 ₹ 37,500	15.5 5812.50	32.95	3,116 11,68,500	509 1,90,875	1,227 4,60,125
25 Nov	2840.60	83.5 ₹ 31,312.5	5.45 2043.75	34.33	1,284 4,81,500	135 50,625	716 2,68,500
24 Nov	2802.20	78.05 ₹ 29,268.75	-25.35 -9506.25	35.65	365 1,36,875	43 16,125	579 2,17,125
21 Nov	2858.30	101 ₹ 37,875	-20.7 -7762.50	34.65	565 2,11,875	181 67,875	540 2,02,500
20 Nov	2895.50	123.35 ₹ 46,256.25	-0.95 -356.25	34.79	1,222 4,58,250	265 99,375	357 1,33,875
19 Nov	2898.30	125 ₹ 46,875	23.9 8962.50	34.57	213 79,875	14 5,250	91 34,125
18 Nov	2834.10	100.35 ₹ 37,631.25	7.35 2756.25	36.26	87 32,625	5 1,875	74 27,750
17 Nov	2811.90	93 ₹ 34,875	-5.95 -2231.25	35.72	70 26,250	38 14,250	70 26,250
14 Nov	2827.60	98.25 ₹ 36,843.75	18.75 7031.25	33.89	21 7,875	14 5,250	31 11,625
13 Nov	2760.20	79.5 ₹ 29,812.5	-15.6 -5850.00	34.26	13 4,875	6 2,250	15 5,625
12 Nov	2775.40	95.1 ₹ 35,662.5	0.4 150.00	37.91	18 6,750	9 3,375	9 3,375
11 Nov	2644.20	94.7 ₹ 35,512.5	0 0.00	6.63	0 0	0 0	0 0

10 Nov	2625.30	94.7 ₹ 35,512.5	0 0.00	6.96	0 0	0 0	0 0
7 Nov	2678.30	94.7 ₹ 35,512.5	0 0.00	5.77	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 2950 expiring on 30DEC2025

Delta for 2950 CE is 0.20

Historical price for 2950 CE is as follows

On 12 Dec BSE was trading at 2735.00. The strike last trading price was 23.2, which was -1.7 lower than the previous day. The implied volatity was 36.68, the open interest changed by -49 which decreased total open position to 2239

On 11 Dec BSE was trading at 2698.80. The strike last trading price was 25.05, which was 9.5 higher than the previous day. The implied volatity was 40.14, the open interest changed by -154 which decreased total open position to 2289

On 10 Dec BSE was trading at 2581.70. The strike last trading price was 15.6, which was -15.25 lower than the previous day. The implied volatity was 44.78, the open interest changed by 206 which increased total open position to 2444

On 9 Dec BSE was trading at 2715.80. The strike last trading price was 28.85, which was -20.55 lower than the previous day. The implied volatity was 39.93, the open interest changed by 167 which increased total open position to 2243

On 8 Dec BSE was trading at 2798.80. The strike last trading price was 49, which was -1.55 lower than the previous day. The implied volatity was 35.88, the open interest changed by 216 which increased total open position to 2084

On 5 Dec BSE was trading at 2815.90. The strike last trading price was 50.1, which was 8.15 higher than the previous day. The implied volatity was 32.32, the open interest changed by -70 which decreased total open position to 1869

On 4 Dec BSE was trading at 2765.00. The strike last trading price was 40.95, which was 0.9 higher than the previous day. The implied volatity was 34.37, the open interest changed by -43 which decreased total open position to 1941

On 3 Dec BSE was trading at 2751.10. The strike last trading price was 42.5, which was -29.65 lower than the previous day. The implied volatity was 34.49, the open interest changed by -1 which decreased total open position to 1988

On 2 Dec BSE was trading at 2843.20. The strike last trading price was 72.75, which was -18.35 lower than the previous day. The implied volatity was 34.42, the open interest changed by 246 which increased total open position to 1991

On 1 Dec BSE was trading at 2886.60. The strike last trading price was 92, which was -9.85 lower than the previous day. The implied volatity was 33.16, the open interest changed by 223 which increased total open position to 1764

On 28 Nov BSE was trading at 2902.40. The strike last trading price was 99.8, which was -16.05 lower than the previous day. The implied volatity was 32.43, the open interest changed by 296 which increased total open position to 1554

On 27 Nov BSE was trading at 2929.10. The strike last trading price was 117.05, which was 17.4 higher than the previous day. The implied volatity was 32.71, the open interest changed by 18 which increased total open position to 1244

On 26 Nov BSE was trading at 2886.70. The strike last trading price was 100, which was 15.5 higher than the previous day. The implied volatity was 32.95, the open interest changed by 509 which increased total open position to 1227

On 25 Nov BSE was trading at 2840.60. The strike last trading price was 83.5, which was 5.45 higher than the previous day. The implied volatity was 34.33, the open interest changed by 135 which increased total open position to 716

On 24 Nov BSE was trading at 2802.20. The strike last trading price was 78.05, which was -25.35 lower than the previous day. The implied volatity was 35.65, the open interest changed by 43 which increased total open position to 579

On 21 Nov BSE was trading at 2858.30. The strike last trading price was 101, which was -20.7 lower than the previous day. The implied volatity was 34.65, the open interest changed by 181 which increased total open position to 540

On 20 Nov BSE was trading at 2895.50. The strike last trading price was 123.35, which was -0.95 lower than the previous day. The implied volatity was 34.79, the open interest changed by 265 which increased total open position to 357

On 19 Nov BSE was trading at 2898.30. The strike last trading price was 125, which was 23.9 higher than the previous day. The implied volatity was 34.57, the open interest changed by 14 which increased total open position to 91

On 18 Nov BSE was trading at 2834.10. The strike last trading price was 100.35, which was 7.35 higher than the previous day. The implied volatity was 36.26, the open interest changed by 5 which increased total open position to 74

On 17 Nov BSE was trading at 2811.90. The strike last trading price was 93, which was -5.95 lower than the previous day. The implied volatity was 35.72, the open interest changed by 38 which increased total open position to 70

On 14 Nov BSE was trading at 2827.60. The strike last trading price was 98.25, which was 18.75 higher than the previous day. The implied volatity was 33.89, the open interest changed by 14 which increased total open position to 31

On 13 Nov BSE was trading at 2760.20. The strike last trading price was 79.5, which was -15.6 lower than the previous day. The implied volatity was 34.26, the open interest changed by 6 which increased total open position to 15

On 12 Nov BSE was trading at 2775.40. The strike last trading price was 95.1, which was 0.4 higher than the previous day. The implied volatity was 37.91, the open interest changed by 9 which increased total open position to 9

On 11 Nov BSE was trading at 2644.20. The strike last trading price was 94.7, which was 0 lower than the previous day. The implied volatity was 6.63, 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 94.7, which was 0 lower than the previous day. The implied volatity was 6.96, 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 94.7, which was 0 lower than the previous day. The implied volatity was 5.77, 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 0.00, the open interest changed by 0 which decreased total open position to 0

BSE 30DEC2025 2950 PE
Delta: -0.81 Vega: 1.65 Theta: -0.99 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	2735.00	229.5 ₹ 86,062.5	-35.25 -13218.75	36.15	5 1,875	0 0	304 1,14,000
11 Dec	2698.80	270.85 ₹ 1,01,568.75	-99.4 -37275.00	45.29	37 13,875	-18 -6,750	305 1,14,375
10 Dec	2581.70	370.25 ₹ 1,38,843.75	120.7 45262.50	47.27	66 24,750	-40 -15,000	323 1,21,125
9 Dec	2715.80	266.55 ₹ 99,956.25	80.3 30112.50	42.37	54 20,250	-15 -5,625	364 1,36,500
8 Dec	2798.80	185.2 ₹ 69,450	17.65 6618.75	38.67	845 3,16,875	66 24,750	375 1,40,625
5 Dec	2815.90	166.9 ₹ 62,587.5	-44.6 -16725.00	33.04	143 53,625	-13 -4,875	308 1,15,500
4 Dec	2765.00	211.5 ₹ 79,312.5	-10.45 -3918.75	35.45	48 18,000	-13 -4,875	321 1,20,375
3 Dec	2751.10	221.65 ₹ 83,118.75	62.15 23306.25	38.38	126 47,250	3 1,125	334 1,25,250
2 Dec	2843.20	160.7 ₹ 60,262.5	23.7 8887.50	35.70	296 1,11,000	37 13,875	330 1,23,750
1 Dec	2886.60	136.7 ₹ 51,262.5	9.55 3581.25	36.26	1,295 4,85,625	80 30,000	296 1,11,000
28 Nov	2902.40	126.8 ₹ 47,550	11.5 4312.50	33.23	969 3,63,375	9 3,375	219 82,125
27 Nov	2929.10	115.15 ₹ 43,181.25	-25.25 -9468.75	33.60	880 3,30,000	-17 -6,375	211 79,125
26 Nov	2886.70	139 ₹ 52,125	-36.1 -13537.50	34.04	419 1,57,125	124 46,500	229 85,875
25 Nov	2840.60	179 ₹ 67,125	-22.85 -8568.75	36.89	141 52,875	26 9,750	101 37,875
24 Nov	2802.20	202.85 ₹ 76,068.75	27.45 10293.75	38.24	40 15,000	-7 -2,625	75 28,125
21 Nov	2858.30	174.8 ₹ 65,550	18.95 7106.25	37.40	36 13,500	-1 -375	82 30,750
20 Nov	2895.50	155.6 ₹ 58,350	3.1 1162.50	37.77	335 1,25,625	56 21,000	83 31,125
19 Nov	2898.30	152.75 ₹ 57,281.25	-34.55 -12956.25	36.81	40 15,000	25 9,375	28 10,500
18 Nov	2834.10	187.3 ₹ 70,237.5	-406.75 -152531.25	35.46	4 1,500	3 1,125	3 1,125
17 Nov	2811.90	594.05 ₹ 2,22,768.75	0 0.00	-	0 0	0 0	0 0
14 Nov	2827.60	594.05 ₹ 2,22,768.75	0 0.00	-	0 0	0 0	0 0
13 Nov	2760.20	594.05 ₹ 2,22,768.75	0 0.00	-	0 0	0 0	0 0
12 Nov	2775.40	594.05 ₹ 2,22,768.75	0 0.00	-	0 0	0 0	0 0
11 Nov	2644.20	594.05 ₹ 2,22,768.75	0 0.00	-	0 0	0 0	0 0
10 Nov	2625.30	594.05 ₹ 2,22,768.75	0 0.00	-	0 0	0 0	0 0
7 Nov	2678.30	594.05 ₹ 2,22,768.75	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 2950 expiring on 30DEC2025

Delta for 2950 PE is -0.81

Historical price for 2950 PE is as follows

On 12 Dec BSE was trading at 2735.00. The strike last trading price was 229.5, which was -35.25 lower than the previous day. The implied volatity was 36.15, the open interest changed by 0 which decreased total open position to 304

On 11 Dec BSE was trading at 2698.80. The strike last trading price was 270.85, which was -99.4 lower than the previous day. The implied volatity was 45.29, the open interest changed by -18 which decreased total open position to 305

On 10 Dec BSE was trading at 2581.70. The strike last trading price was 370.25, which was 120.7 higher than the previous day. The implied volatity was 47.27, the open interest changed by -40 which decreased total open position to 323

On 9 Dec BSE was trading at 2715.80. The strike last trading price was 266.55, which was 80.3 higher than the previous day. The implied volatity was 42.37, the open interest changed by -15 which decreased total open position to 364

On 8 Dec BSE was trading at 2798.80. The strike last trading price was 185.2, which was 17.65 higher than the previous day. The implied volatity was 38.67, the open interest changed by 66 which increased total open position to 375

On 5 Dec BSE was trading at 2815.90. The strike last trading price was 166.9, which was -44.6 lower than the previous day. The implied volatity was 33.04, the open interest changed by -13 which decreased total open position to 308

On 4 Dec BSE was trading at 2765.00. The strike last trading price was 211.5, which was -10.45 lower than the previous day. The implied volatity was 35.45, the open interest changed by -13 which decreased total open position to 321

On 3 Dec BSE was trading at 2751.10. The strike last trading price was 221.65, which was 62.15 higher than the previous day. The implied volatity was 38.38, the open interest changed by 3 which increased total open position to 334

On 2 Dec BSE was trading at 2843.20. The strike last trading price was 160.7, which was 23.7 higher than the previous day. The implied volatity was 35.70, the open interest changed by 37 which increased total open position to 330

On 1 Dec BSE was trading at 2886.60. The strike last trading price was 136.7, which was 9.55 higher than the previous day. The implied volatity was 36.26, the open interest changed by 80 which increased total open position to 296

On 28 Nov BSE was trading at 2902.40. The strike last trading price was 126.8, which was 11.5 higher than the previous day. The implied volatity was 33.23, the open interest changed by 9 which increased total open position to 219

On 27 Nov BSE was trading at 2929.10. The strike last trading price was 115.15, which was -25.25 lower than the previous day. The implied volatity was 33.60, the open interest changed by -17 which decreased total open position to 211

On 26 Nov BSE was trading at 2886.70. The strike last trading price was 139, which was -36.1 lower than the previous day. The implied volatity was 34.04, the open interest changed by 124 which increased total open position to 229

On 25 Nov BSE was trading at 2840.60. The strike last trading price was 179, which was -22.85 lower than the previous day. The implied volatity was 36.89, the open interest changed by 26 which increased total open position to 101

On 24 Nov BSE was trading at 2802.20. The strike last trading price was 202.85, which was 27.45 higher than the previous day. The implied volatity was 38.24, the open interest changed by -7 which decreased total open position to 75

On 21 Nov BSE was trading at 2858.30. The strike last trading price was 174.8, which was 18.95 higher than the previous day. The implied volatity was 37.40, the open interest changed by -1 which decreased total open position to 82

On 20 Nov BSE was trading at 2895.50. The strike last trading price was 155.6, which was 3.1 higher than the previous day. The implied volatity was 37.77, the open interest changed by 56 which increased total open position to 83

On 19 Nov BSE was trading at 2898.30. The strike last trading price was 152.75, which was -34.55 lower than the previous day. The implied volatity was 36.81, the open interest changed by 25 which increased total open position to 28

On 18 Nov BSE was trading at 2834.10. The strike last trading price was 187.3, which was -406.75 lower than the previous day. The implied volatity was 35.46, the open interest changed by 3 which increased total open position to 3

On 17 Nov BSE was trading at 2811.90. The strike last trading price was 594.05, 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 14 Nov BSE was trading at 2827.60. The strike last trading price was 594.05, 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 13 Nov BSE was trading at 2760.20. The strike last trading price was 594.05, 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 12 Nov BSE was trading at 2775.40. The strike last trading price was 594.05, 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 11 Nov BSE was trading at 2644.20. The strike last trading price was 594.05, 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 594.05, 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 594.05, 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

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