[--[65.84.65.76]--]

BSE

Bse Limited
3163.6 +212.80 (7.21%)
L: 3031.8 H: 3208.6

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Historical option data for BSE

09 Apr 2026 09:31 AM IST
BSE 28-Apr-2026 (19d) 3000 CE
Delta: 0.75
Vega: 2.34
Theta: -3.4
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
9 Apr 3186.20 256 15.45 46.38 61 -7 1,324
8 Apr 3163.60 244 127.5 45.89 4,246 -276 1,339
7 Apr 2950.80 113.5 -27.05 46.47 5,168 133 1,624
6 Apr 2982.30 127.85 49.25 46.61 7,918 145 1,491
2 Apr 2851.40 80.65 -3.65 42.87 3,310 -81 1,346
1 Apr 2867.60 83.5 42.95 41.66 7,196 102 1,424
30 Mar 2683.50 40.05 -25.9 44.07 2,291 554 1,312
27 Mar 2779.80 64.55 -36.75 41.99 1,266 155 729
25 Mar 2890.20 102.45 21.05 39.3 1,045 51 571
24 Mar 2805.90 82.45 16 41.68 552 13 525
23 Mar 2714.40 67 -26.7 45.94 636 92 513
20 Mar 2806.10 91.65 -35.15 42.95 643 58 416
19 Mar 2895.00 129 -43.75 41.46 470 85 357
18 Mar 2995.60 171.55 7.95 38.99 508 -17 273
17 Mar 2973.60 164.55 38.75 39.93 573 85 288
16 Mar 2862.60 117 20.7 41.19 233 44 204
13 Mar 2797.00 98.75 -16.25 40.62 107 8 160
12 Mar 2850.60 115 3.55 39.98 117 12 153
11 Mar 2837.40 112.8 -14 40.19 81 1 143
10 Mar 2860.60 129.05 39.7 40.9 176 51 141
9 Mar 2768.90 88.7 14.4 39.7 61 6 90
6 Mar 2751.60 76 -2.1 36.48 39 1 83
5 Mar 2761.40 79.6 26.45 35.27 83 6 81
4 Mar 2626.90 53.5 -2.75 38.58 80 36 74
2 Mar 2643.60 57.5 -11 37.94 56 23 40
27 Feb 2707.10 69.2 -173.55 35.44 24 17 17
26 Feb 2800.90 - - - 0 0 0
25 Feb 2772.70 - - - 0 0 0
24 Feb 2751.10 242.75 0 4.58 0 0 0
23 Feb 2725.30 242.75 0 4.5 0 0 0
20 Feb 2739.50 242.75 0 3.64 0 0 0
19 Feb 2741.40 242.75 0 4.07 0 0 0
18 Feb 2824.00 242.75 0 2.99 0 0 0
17 Feb 2742.30 242.75 0 4.3 0 0 0
16 Feb 2804.60 242.75 0 2.74 0 0 0
13 Feb 3025.30 242.75 0 - 0 0 0
12 Feb 3143.20 242.75 0 - 0 0 0
11 Feb 3177.10 242.75 0 - 0 0 0
10 Feb 3174.20 242.75 0 - 0 0 0
9 Feb 2985.10 0 0 0.84 0 0 0
3 Feb 2860.80 - - - 0 0 0
2 Feb 2701.60 0 0 - 0 0 0
1 Feb 2578.10 0 0 6.47 0 0 0
30 Jan 2797.00 0 0 2.15 0 0 0
29 Jan 2861.60 0 0 1.39 0 0 0


For Bse Limited - strike price 3000 expiring on 28APR2026

Delta for 3000 CE is 0.75

Historical price for 3000 CE is as follows

On 9 Apr BSE was trading at 3186.20. The strike last trading price was 256, which was 15.45 higher than the previous day. The implied volatity was 46.38, the open interest changed by -7 which decreased total open position to 1324


On 8 Apr BSE was trading at 3163.60. The strike last trading price was 244, which was 127.5 higher than the previous day. The implied volatity was 45.89, the open interest changed by -276 which decreased total open position to 1339


On 7 Apr BSE was trading at 2950.80. The strike last trading price was 113.5, which was -27.05 lower than the previous day. The implied volatity was 46.47, the open interest changed by 133 which increased total open position to 1624


On 6 Apr BSE was trading at 2982.30. The strike last trading price was 127.85, which was 49.25 higher than the previous day. The implied volatity was 46.61, the open interest changed by 145 which increased total open position to 1491


On 2 Apr BSE was trading at 2851.40. The strike last trading price was 80.65, which was -3.65 lower than the previous day. The implied volatity was 42.87, the open interest changed by -81 which decreased total open position to 1346


On 1 Apr BSE was trading at 2867.60. The strike last trading price was 83.5, which was 42.95 higher than the previous day. The implied volatity was 41.66, the open interest changed by 102 which increased total open position to 1424


On 30 Mar BSE was trading at 2683.50. The strike last trading price was 40.05, which was -25.9 lower than the previous day. The implied volatity was 44.07, the open interest changed by 554 which increased total open position to 1312


On 27 Mar BSE was trading at 2779.80. The strike last trading price was 64.55, which was -36.75 lower than the previous day. The implied volatity was 41.99, the open interest changed by 155 which increased total open position to 729


On 25 Mar BSE was trading at 2890.20. The strike last trading price was 102.45, which was 21.05 higher than the previous day. The implied volatity was 39.3, the open interest changed by 51 which increased total open position to 571


On 24 Mar BSE was trading at 2805.90. The strike last trading price was 82.45, which was 16 higher than the previous day. The implied volatity was 41.68, the open interest changed by 13 which increased total open position to 525


On 23 Mar BSE was trading at 2714.40. The strike last trading price was 67, which was -26.7 lower than the previous day. The implied volatity was 45.94, the open interest changed by 92 which increased total open position to 513


On 20 Mar BSE was trading at 2806.10. The strike last trading price was 91.65, which was -35.15 lower than the previous day. The implied volatity was 42.95, the open interest changed by 58 which increased total open position to 416


On 19 Mar BSE was trading at 2895.00. The strike last trading price was 129, which was -43.75 lower than the previous day. The implied volatity was 41.46, the open interest changed by 85 which increased total open position to 357


On 18 Mar BSE was trading at 2995.60. The strike last trading price was 171.55, which was 7.95 higher than the previous day. The implied volatity was 38.99, the open interest changed by -17 which decreased total open position to 273


On 17 Mar BSE was trading at 2973.60. The strike last trading price was 164.55, which was 38.75 higher than the previous day. The implied volatity was 39.93, the open interest changed by 85 which increased total open position to 288


On 16 Mar BSE was trading at 2862.60. The strike last trading price was 117, which was 20.7 higher than the previous day. The implied volatity was 41.19, the open interest changed by 44 which increased total open position to 204


On 13 Mar BSE was trading at 2797.00. The strike last trading price was 98.75, which was -16.25 lower than the previous day. The implied volatity was 40.62, the open interest changed by 8 which increased total open position to 160


On 12 Mar BSE was trading at 2850.60. The strike last trading price was 115, which was 3.55 higher than the previous day. The implied volatity was 39.98, the open interest changed by 12 which increased total open position to 153


On 11 Mar BSE was trading at 2837.40. The strike last trading price was 112.8, which was -14 lower than the previous day. The implied volatity was 40.19, the open interest changed by 1 which increased total open position to 143


On 10 Mar BSE was trading at 2860.60. The strike last trading price was 129.05, which was 39.7 higher than the previous day. The implied volatity was 40.9, the open interest changed by 51 which increased total open position to 141


On 9 Mar BSE was trading at 2768.90. The strike last trading price was 88.7, which was 14.4 higher than the previous day. The implied volatity was 39.7, the open interest changed by 6 which increased total open position to 90


On 6 Mar BSE was trading at 2751.60. The strike last trading price was 76, which was -2.1 lower than the previous day. The implied volatity was 36.48, the open interest changed by 1 which increased total open position to 83


On 5 Mar BSE was trading at 2761.40. The strike last trading price was 79.6, which was 26.45 higher than the previous day. The implied volatity was 35.27, the open interest changed by 6 which increased total open position to 81


On 4 Mar BSE was trading at 2626.90. The strike last trading price was 53.5, which was -2.75 lower than the previous day. The implied volatity was 38.58, the open interest changed by 36 which increased total open position to 74


On 2 Mar BSE was trading at 2643.60. The strike last trading price was 57.5, which was -11 lower than the previous day. The implied volatity was 37.94, the open interest changed by 23 which increased total open position to 40


On 27 Feb BSE was trading at 2707.10. The strike last trading price was 69.2, which was -173.55 lower than the previous day. The implied volatity was 35.44, the open interest changed by 17 which increased total open position to 17


On 26 Feb BSE was trading at 2800.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Feb BSE was trading at 2772.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Feb BSE was trading at 2751.10. The strike last trading price was 242.75, which was 0 lower than the previous day. The implied volatity was 4.58, the open interest changed by 0 which decreased total open position to 0


On 23 Feb BSE was trading at 2725.30. The strike last trading price was 242.75, which was 0 lower than the previous day. The implied volatity was 4.5, the open interest changed by 0 which decreased total open position to 0


On 20 Feb BSE was trading at 2739.50. The strike last trading price was 242.75, which was 0 lower than the previous day. The implied volatity was 3.64, the open interest changed by 0 which decreased total open position to 0


On 19 Feb BSE was trading at 2741.40. The strike last trading price was 242.75, which was 0 lower than the previous day. The implied volatity was 4.07, the open interest changed by 0 which decreased total open position to 0


On 18 Feb BSE was trading at 2824.00. The strike last trading price was 242.75, which was 0 lower than the previous day. The implied volatity was 2.99, the open interest changed by 0 which decreased total open position to 0


On 17 Feb BSE was trading at 2742.30. The strike last trading price was 242.75, which was 0 lower than the previous day. The implied volatity was 4.3, the open interest changed by 0 which decreased total open position to 0


On 16 Feb BSE was trading at 2804.60. The strike last trading price was 242.75, which was 0 lower than the previous day. The implied volatity was 2.74, the open interest changed by 0 which decreased total open position to 0


On 13 Feb BSE was trading at 3025.30. The strike last trading price was 242.75, 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 Feb BSE was trading at 3143.20. The strike last trading price was 242.75, 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 Feb BSE was trading at 3177.10. The strike last trading price was 242.75, 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 Feb BSE was trading at 3174.20. The strike last trading price was 242.75, 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 9 Feb BSE was trading at 2985.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0


On 3 Feb BSE was trading at 2860.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Feb BSE was trading at 2701.60. 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 1 Feb BSE was trading at 2578.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.47, the open interest changed by 0 which decreased total open position to 0


On 30 Jan BSE was trading at 2797.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.15, the open interest changed by 0 which decreased total open position to 0


On 29 Jan BSE was trading at 2861.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.39, the open interest changed by 0 which decreased total open position to 0


BSE 28-Apr-2026 (19d) 3000 PE
Delta: -0.27
Vega: 2.41
Theta: -2.93
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
9 Apr 3186.20 64.6 -1 50.83 697 45 1,194
8 Apr 3163.60 63.4 -91.7 47.47 5,610 451 1,149
7 Apr 2950.80 156.5 15.65 48.18 1,650 61 714
6 Apr 2982.30 147.05 -69.4 47.72 1,219 291 640
2 Apr 2851.40 204.2 5.6 43.19 356 34 348
1 Apr 2867.60 201.7 -138.25 43.74 594 123 316
30 Mar 2683.50 340.1 71.4 47.87 65 30 191
27 Mar 2779.80 268.3 73.95 43.68 177 24 157
25 Mar 2890.20 193.85 -58.15 41.67 107 -13 133
24 Mar 2805.90 252 -81.65 44.79 38 -2 145
23 Mar 2714.40 334.25 66.25 50.53 117 4 150
20 Mar 2806.10 268 61.75 45.81 54 4 146
19 Mar 2895.00 206.05 48.95 43.96 116 30 141
18 Mar 2995.60 156 -18.05 42.98 89 45 110
17 Mar 2973.60 172.7 -57.3 44.04 75 46 63
16 Mar 2862.60 230 -40.7 43.3 8 6 16
13 Mar 2797.00 270.7 -1.3 44.43 7 4 11
12 Mar 2850.60 272 34.85 50.52 2 0 5
11 Mar 2837.40 237.15 0.2 39.8 6 -1 4
10 Mar 2860.60 236.95 -85.05 43.19 4 3 4
9 Mar 2768.90 322 -113.6 50.26 1 0 0
6 Mar 2751.60 435.6 0 - 0 0 0
5 Mar 2761.40 435.6 0 - 0 0 0
4 Mar 2626.90 435.6 0 - 0 0 0
2 Mar 2643.60 435.6 0 - 0 0 0
27 Feb 2707.10 435.6 0 - 0 0 0
26 Feb 2800.90 - - - 0 0 0
25 Feb 2772.70 - - - 0 0 0
24 Feb 2751.10 0 0 - 0 0 0
23 Feb 2725.30 0 0 - 0 0 0
20 Feb 2739.50 0 0 - 0 0 0
19 Feb 2741.40 0 0 - 0 0 0
18 Feb 2824.00 0 0 - 0 0 0
17 Feb 2742.30 0 0 - 0 0 0
16 Feb 2804.60 0 0 - 0 0 0
13 Feb 3025.30 0 0 1.73 0 0 0
12 Feb 3143.20 0 0 4.02 0 0 0
11 Feb 3177.10 0 0 4.47 0 0 0
10 Feb 3174.20 0 0 4.35 0 0 0
9 Feb 2985.10 0 0 1.12 0 0 0
3 Feb 2860.80 - - - 0 0 0
2 Feb 2701.60 0 0 - 0 0 0
1 Feb 2578.10 0 0 - 0 0 0
30 Jan 2797.00 0 0 - 0 0 0
29 Jan 2861.60 0 0 - 0 0 0


For Bse Limited - strike price 3000 expiring on 28APR2026

Delta for 3000 PE is -0.27

Historical price for 3000 PE is as follows

On 9 Apr BSE was trading at 3186.20. The strike last trading price was 64.6, which was -1 lower than the previous day. The implied volatity was 50.83, the open interest changed by 45 which increased total open position to 1194


On 8 Apr BSE was trading at 3163.60. The strike last trading price was 63.4, which was -91.7 lower than the previous day. The implied volatity was 47.47, the open interest changed by 451 which increased total open position to 1149


On 7 Apr BSE was trading at 2950.80. The strike last trading price was 156.5, which was 15.65 higher than the previous day. The implied volatity was 48.18, the open interest changed by 61 which increased total open position to 714


On 6 Apr BSE was trading at 2982.30. The strike last trading price was 147.05, which was -69.4 lower than the previous day. The implied volatity was 47.72, the open interest changed by 291 which increased total open position to 640


On 2 Apr BSE was trading at 2851.40. The strike last trading price was 204.2, which was 5.6 higher than the previous day. The implied volatity was 43.19, the open interest changed by 34 which increased total open position to 348


On 1 Apr BSE was trading at 2867.60. The strike last trading price was 201.7, which was -138.25 lower than the previous day. The implied volatity was 43.74, the open interest changed by 123 which increased total open position to 316


On 30 Mar BSE was trading at 2683.50. The strike last trading price was 340.1, which was 71.4 higher than the previous day. The implied volatity was 47.87, the open interest changed by 30 which increased total open position to 191


On 27 Mar BSE was trading at 2779.80. The strike last trading price was 268.3, which was 73.95 higher than the previous day. The implied volatity was 43.68, the open interest changed by 24 which increased total open position to 157


On 25 Mar BSE was trading at 2890.20. The strike last trading price was 193.85, which was -58.15 lower than the previous day. The implied volatity was 41.67, the open interest changed by -13 which decreased total open position to 133


On 24 Mar BSE was trading at 2805.90. The strike last trading price was 252, which was -81.65 lower than the previous day. The implied volatity was 44.79, the open interest changed by -2 which decreased total open position to 145


On 23 Mar BSE was trading at 2714.40. The strike last trading price was 334.25, which was 66.25 higher than the previous day. The implied volatity was 50.53, the open interest changed by 4 which increased total open position to 150


On 20 Mar BSE was trading at 2806.10. The strike last trading price was 268, which was 61.75 higher than the previous day. The implied volatity was 45.81, the open interest changed by 4 which increased total open position to 146


On 19 Mar BSE was trading at 2895.00. The strike last trading price was 206.05, which was 48.95 higher than the previous day. The implied volatity was 43.96, the open interest changed by 30 which increased total open position to 141


On 18 Mar BSE was trading at 2995.60. The strike last trading price was 156, which was -18.05 lower than the previous day. The implied volatity was 42.98, the open interest changed by 45 which increased total open position to 110


On 17 Mar BSE was trading at 2973.60. The strike last trading price was 172.7, which was -57.3 lower than the previous day. The implied volatity was 44.04, the open interest changed by 46 which increased total open position to 63


On 16 Mar BSE was trading at 2862.60. The strike last trading price was 230, which was -40.7 lower than the previous day. The implied volatity was 43.3, the open interest changed by 6 which increased total open position to 16


On 13 Mar BSE was trading at 2797.00. The strike last trading price was 270.7, which was -1.3 lower than the previous day. The implied volatity was 44.43, the open interest changed by 4 which increased total open position to 11


On 12 Mar BSE was trading at 2850.60. The strike last trading price was 272, which was 34.85 higher than the previous day. The implied volatity was 50.52, the open interest changed by 0 which decreased total open position to 5


On 11 Mar BSE was trading at 2837.40. The strike last trading price was 237.15, which was 0.2 higher than the previous day. The implied volatity was 39.8, the open interest changed by -1 which decreased total open position to 4


On 10 Mar BSE was trading at 2860.60. The strike last trading price was 236.95, which was -85.05 lower than the previous day. The implied volatity was 43.19, the open interest changed by 3 which increased total open position to 4


On 9 Mar BSE was trading at 2768.90. The strike last trading price was 322, which was -113.6 lower than the previous day. The implied volatity was 50.26, 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 435.6, 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 435.6, 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 435.6, 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 435.6, 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 435.6, 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 26 Feb BSE was trading at 2800.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Feb BSE was trading at 2772.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Feb BSE was trading at 2751.10. 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 23 Feb BSE was trading at 2725.30. 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 20 Feb BSE was trading at 2739.50. 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 19 Feb BSE was trading at 2741.40. 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 18 Feb BSE was trading at 2824.00. 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 17 Feb BSE was trading at 2742.30. 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 16 Feb BSE was trading at 2804.60. 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 13 Feb BSE was trading at 3025.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.73, the open interest changed by 0 which decreased total open position to 0


On 12 Feb BSE was trading at 3143.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.02, the open interest changed by 0 which decreased total open position to 0


On 11 Feb BSE was trading at 3177.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.47, the open interest changed by 0 which decreased total open position to 0


On 10 Feb BSE was trading at 3174.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.35, the open interest changed by 0 which decreased total open position to 0


On 9 Feb BSE was trading at 2985.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.12, the open interest changed by 0 which decreased total open position to 0


On 3 Feb BSE was trading at 2860.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Feb BSE was trading at 2701.60. 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 1 Feb BSE was trading at 2578.10. 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 Jan BSE was trading at 2797.00. 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 29 Jan BSE was trading at 2861.60. 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