[--[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 3000 CE
Delta: 0.07
Vega: 0.65
Theta: -1.16
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 2630.50 6.35 -0.3 44.55 3,910 -52 5,839
16 Dec 2605.90 6.5 -2.35 45.40 3,823 183 5,885
15 Dec 2648.90 8.6 -9.35 42.70 5,525 628 5,660
12 Dec 2735.00 16.9 -1.75 37.48 4,719 -185 5,055
11 Dec 2698.80 18.75 6.45 40.85 5,983 -307 5,245
10 Dec 2581.70 12.3 -11.25 45.93 7,136 703 5,553
9 Dec 2715.80 22.25 -15 40.74 9,438 690 4,832
8 Dec 2798.80 36.8 -0.55 36.15 15,663 236 4,141
5 Dec 2815.90 37 5.8 32.44 4,419 -33 3,905
4 Dec 2765.00 30 0.2 34.30 3,140 -91 3,939
3 Dec 2751.10 31.6 -24.7 34.52 6,510 -181 4,036
2 Dec 2843.20 56 -15.9 34.28 3,607 758 4,209
1 Dec 2886.60 72.75 -7.8 33.28 6,003 176 3,456
28 Nov 2902.40 79.55 -13.75 32.48 3,886 138 3,280
27 Nov 2929.10 94.35 14.85 32.64 7,220 311 3,149
26 Nov 2886.70 80 12.25 32.90 6,494 433 2,836
25 Nov 2840.60 65.95 3.3 34.09 3,576 205 2,404
24 Nov 2802.20 63.8 -21.75 36.01 1,819 141 2,202
21 Nov 2858.30 82.75 -17.85 34.70 1,914 38 2,058
20 Nov 2895.50 101.45 -0.7 34.54 4,381 194 2,024
19 Nov 2898.30 103.1 21.55 34.35 2,878 97 1,834
18 Nov 2834.10 80.5 4.45 35.55 1,824 59 1,742
17 Nov 2811.90 74.1 -6.5 35.03 1,009 104 1,683
14 Nov 2827.60 82.1 16.4 34.20 807 48 1,579
13 Nov 2760.20 67 -4.75 34.85 788 57 1,518
12 Nov 2775.40 70.75 16 35.45 4,167 634 1,463
11 Nov 2644.20 54.3 -2.3 40.88 531 75 832
10 Nov 2625.30 55.15 -9.65 41.98 622 90 730
7 Nov 2678.30 64.5 41.35 40.30 2,330 448 641
6 Nov 2455.50 22.35 -6.9 39.54 60 15 193
4 Nov 2496.60 29.35 -9.85 39.56 89 22 178
3 Nov 2548.30 38.75 7.55 39.62 278 101 156
31 Oct 2479.00 31.15 4 - 188 29 53
30 Oct 2442.80 27 -2.4 39.94 15 6 16
29 Oct 2447.30 29.4 -8.6 40.30 13 8 10


For Bse Limited - strike price 3000 expiring on 30DEC2025

Delta for 3000 CE is 0.07

Historical price for 3000 CE is as follows

On 17 Dec BSE was trading at 2630.50. The strike last trading price was 6.35, which was -0.3 lower than the previous day. The implied volatity was 44.55, the open interest changed by -52 which decreased total open position to 5839


On 16 Dec BSE was trading at 2605.90. The strike last trading price was 6.5, which was -2.35 lower than the previous day. The implied volatity was 45.40, the open interest changed by 183 which increased total open position to 5885


On 15 Dec BSE was trading at 2648.90. The strike last trading price was 8.6, which was -9.35 lower than the previous day. The implied volatity was 42.70, the open interest changed by 628 which increased total open position to 5660


On 12 Dec BSE was trading at 2735.00. The strike last trading price was 16.9, which was -1.75 lower than the previous day. The implied volatity was 37.48, the open interest changed by -185 which decreased total open position to 5055


On 11 Dec BSE was trading at 2698.80. The strike last trading price was 18.75, which was 6.45 higher than the previous day. The implied volatity was 40.85, the open interest changed by -307 which decreased total open position to 5245


On 10 Dec BSE was trading at 2581.70. The strike last trading price was 12.3, which was -11.25 lower than the previous day. The implied volatity was 45.93, the open interest changed by 703 which increased total open position to 5553


On 9 Dec BSE was trading at 2715.80. The strike last trading price was 22.25, which was -15 lower than the previous day. The implied volatity was 40.74, the open interest changed by 690 which increased total open position to 4832


On 8 Dec BSE was trading at 2798.80. The strike last trading price was 36.8, which was -0.55 lower than the previous day. The implied volatity was 36.15, the open interest changed by 236 which increased total open position to 4141


On 5 Dec BSE was trading at 2815.90. The strike last trading price was 37, which was 5.8 higher than the previous day. The implied volatity was 32.44, the open interest changed by -33 which decreased total open position to 3905


On 4 Dec BSE was trading at 2765.00. The strike last trading price was 30, which was 0.2 higher than the previous day. The implied volatity was 34.30, the open interest changed by -91 which decreased total open position to 3939


On 3 Dec BSE was trading at 2751.10. The strike last trading price was 31.6, which was -24.7 lower than the previous day. The implied volatity was 34.52, the open interest changed by -181 which decreased total open position to 4036


On 2 Dec BSE was trading at 2843.20. The strike last trading price was 56, which was -15.9 lower than the previous day. The implied volatity was 34.28, the open interest changed by 758 which increased total open position to 4209


On 1 Dec BSE was trading at 2886.60. The strike last trading price was 72.75, which was -7.8 lower than the previous day. The implied volatity was 33.28, the open interest changed by 176 which increased total open position to 3456


On 28 Nov BSE was trading at 2902.40. The strike last trading price was 79.55, which was -13.75 lower than the previous day. The implied volatity was 32.48, the open interest changed by 138 which increased total open position to 3280


On 27 Nov BSE was trading at 2929.10. The strike last trading price was 94.35, which was 14.85 higher than the previous day. The implied volatity was 32.64, the open interest changed by 311 which increased total open position to 3149


On 26 Nov BSE was trading at 2886.70. The strike last trading price was 80, which was 12.25 higher than the previous day. The implied volatity was 32.90, the open interest changed by 433 which increased total open position to 2836


On 25 Nov BSE was trading at 2840.60. The strike last trading price was 65.95, which was 3.3 higher than the previous day. The implied volatity was 34.09, the open interest changed by 205 which increased total open position to 2404


On 24 Nov BSE was trading at 2802.20. The strike last trading price was 63.8, which was -21.75 lower than the previous day. The implied volatity was 36.01, the open interest changed by 141 which increased total open position to 2202


On 21 Nov BSE was trading at 2858.30. The strike last trading price was 82.75, which was -17.85 lower than the previous day. The implied volatity was 34.70, the open interest changed by 38 which increased total open position to 2058


On 20 Nov BSE was trading at 2895.50. The strike last trading price was 101.45, which was -0.7 lower than the previous day. The implied volatity was 34.54, the open interest changed by 194 which increased total open position to 2024


On 19 Nov BSE was trading at 2898.30. The strike last trading price was 103.1, which was 21.55 higher than the previous day. The implied volatity was 34.35, the open interest changed by 97 which increased total open position to 1834


On 18 Nov BSE was trading at 2834.10. The strike last trading price was 80.5, which was 4.45 higher than the previous day. The implied volatity was 35.55, the open interest changed by 59 which increased total open position to 1742


On 17 Nov BSE was trading at 2811.90. The strike last trading price was 74.1, which was -6.5 lower than the previous day. The implied volatity was 35.03, the open interest changed by 104 which increased total open position to 1683


On 14 Nov BSE was trading at 2827.60. The strike last trading price was 82.1, which was 16.4 higher than the previous day. The implied volatity was 34.20, the open interest changed by 48 which increased total open position to 1579


On 13 Nov BSE was trading at 2760.20. The strike last trading price was 67, which was -4.75 lower than the previous day. The implied volatity was 34.85, the open interest changed by 57 which increased total open position to 1518


On 12 Nov BSE was trading at 2775.40. The strike last trading price was 70.75, which was 16 higher than the previous day. The implied volatity was 35.45, the open interest changed by 634 which increased total open position to 1463


On 11 Nov BSE was trading at 2644.20. The strike last trading price was 54.3, which was -2.3 lower than the previous day. The implied volatity was 40.88, the open interest changed by 75 which increased total open position to 832


On 10 Nov BSE was trading at 2625.30. The strike last trading price was 55.15, which was -9.65 lower than the previous day. The implied volatity was 41.98, the open interest changed by 90 which increased total open position to 730


On 7 Nov BSE was trading at 2678.30. The strike last trading price was 64.5, which was 41.35 higher than the previous day. The implied volatity was 40.30, the open interest changed by 448 which increased total open position to 641


On 6 Nov BSE was trading at 2455.50. The strike last trading price was 22.35, which was -6.9 lower than the previous day. The implied volatity was 39.54, the open interest changed by 15 which increased total open position to 193


On 4 Nov BSE was trading at 2496.60. The strike last trading price was 29.35, which was -9.85 lower than the previous day. The implied volatity was 39.56, the open interest changed by 22 which increased total open position to 178


On 3 Nov BSE was trading at 2548.30. The strike last trading price was 38.75, which was 7.55 higher than the previous day. The implied volatity was 39.62, the open interest changed by 101 which increased total open position to 156


On 31 Oct BSE was trading at 2479.00. The strike last trading price was 31.15, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 53


On 30 Oct BSE was trading at 2442.80. The strike last trading price was 27, which was -2.4 lower than the previous day. The implied volatity was 39.94, the open interest changed by 6 which increased total open position to 16


On 29 Oct BSE was trading at 2447.30. The strike last trading price was 29.4, which was -8.6 lower than the previous day. The implied volatity was 40.30, the open interest changed by 8 which increased total open position to 10


BSE 30DEC2025 3000 PE
Delta: -0.88
Vega: 0.97
Theta: -1.30
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 2630.50 376.95 -11.25 54.84 181 -21 795
16 Dec 2605.90 389.75 34.6 43.54 482 -181 816
15 Dec 2648.90 366 94.35 54.84 32 4 997
12 Dec 2735.00 278 -25.2 40.31 57 15 994
11 Dec 2698.80 312.4 -106.4 45.52 95 -3 978
10 Dec 2581.70 421 131.15 52.05 78 -2 981
9 Dec 2715.80 306.25 83.95 41.48 211 -58 984
8 Dec 2798.80 220.25 17.2 38.14 824 18 1,046
5 Dec 2815.90 204.6 -45.75 33.71 250 -30 1,031
4 Dec 2765.00 254.1 -13.35 37.26 100 -3 1,058
3 Dec 2751.10 256.75 63.35 37.30 226 -105 1,062
2 Dec 2843.20 195 28 36.13 296 64 1,166
1 Dec 2886.60 167.55 11.8 36.62 970 24 1,109
28 Nov 2902.40 156 14.95 33.27 468 4 1,090
27 Nov 2929.10 143 -26.15 33.83 650 122 1,083
26 Nov 2886.70 169.5 -38.8 34.28 488 132 961
25 Nov 2840.60 212.2 -23.65 38.19 169 46 823
24 Nov 2802.20 239.9 35.45 39.29 106 21 777
21 Nov 2858.30 205.9 20.8 37.49 281 -5 756
20 Nov 2895.50 185.8 3.75 38.25 461 99 760
19 Nov 2898.30 181.5 -38.15 36.93 146 84 661
18 Nov 2834.10 223 -12 36.42 76 12 577
17 Nov 2811.90 235 9.2 36.38 24 4 564
14 Nov 2827.60 224.95 -45 35.75 15 1 559
13 Nov 2760.20 269.95 7.35 38.01 34 4 557
12 Nov 2775.40 260.9 -701.2 35.32 781 553 553
11 Nov 2644.20 962.1 0 - 0 0 0
10 Nov 2625.30 962.1 0 - 0 0 0
7 Nov 2678.30 962.1 0 - 0 0 0
6 Nov 2455.50 962.1 0 - 0 0 0
4 Nov 2496.60 962.1 0 - 0 0 0
3 Nov 2548.30 962.1 0 - 0 0 0
31 Oct 2479.00 962.1 0 - 0 0 0
30 Oct 2442.80 962.1 0 - 0 0 0
29 Oct 2447.30 962.1 0 - 0 0 0


For Bse Limited - strike price 3000 expiring on 30DEC2025

Delta for 3000 PE is -0.88

Historical price for 3000 PE is as follows

On 17 Dec BSE was trading at 2630.50. The strike last trading price was 376.95, which was -11.25 lower than the previous day. The implied volatity was 54.84, the open interest changed by -21 which decreased total open position to 795


On 16 Dec BSE was trading at 2605.90. The strike last trading price was 389.75, which was 34.6 higher than the previous day. The implied volatity was 43.54, the open interest changed by -181 which decreased total open position to 816


On 15 Dec BSE was trading at 2648.90. The strike last trading price was 366, which was 94.35 higher than the previous day. The implied volatity was 54.84, the open interest changed by 4 which increased total open position to 997


On 12 Dec BSE was trading at 2735.00. The strike last trading price was 278, which was -25.2 lower than the previous day. The implied volatity was 40.31, the open interest changed by 15 which increased total open position to 994


On 11 Dec BSE was trading at 2698.80. The strike last trading price was 312.4, which was -106.4 lower than the previous day. The implied volatity was 45.52, the open interest changed by -3 which decreased total open position to 978


On 10 Dec BSE was trading at 2581.70. The strike last trading price was 421, which was 131.15 higher than the previous day. The implied volatity was 52.05, the open interest changed by -2 which decreased total open position to 981


On 9 Dec BSE was trading at 2715.80. The strike last trading price was 306.25, which was 83.95 higher than the previous day. The implied volatity was 41.48, the open interest changed by -58 which decreased total open position to 984


On 8 Dec BSE was trading at 2798.80. The strike last trading price was 220.25, which was 17.2 higher than the previous day. The implied volatity was 38.14, the open interest changed by 18 which increased total open position to 1046


On 5 Dec BSE was trading at 2815.90. The strike last trading price was 204.6, which was -45.75 lower than the previous day. The implied volatity was 33.71, the open interest changed by -30 which decreased total open position to 1031


On 4 Dec BSE was trading at 2765.00. The strike last trading price was 254.1, which was -13.35 lower than the previous day. The implied volatity was 37.26, the open interest changed by -3 which decreased total open position to 1058


On 3 Dec BSE was trading at 2751.10. The strike last trading price was 256.75, which was 63.35 higher than the previous day. The implied volatity was 37.30, the open interest changed by -105 which decreased total open position to 1062


On 2 Dec BSE was trading at 2843.20. The strike last trading price was 195, which was 28 higher than the previous day. The implied volatity was 36.13, the open interest changed by 64 which increased total open position to 1166


On 1 Dec BSE was trading at 2886.60. The strike last trading price was 167.55, which was 11.8 higher than the previous day. The implied volatity was 36.62, the open interest changed by 24 which increased total open position to 1109


On 28 Nov BSE was trading at 2902.40. The strike last trading price was 156, which was 14.95 higher than the previous day. The implied volatity was 33.27, the open interest changed by 4 which increased total open position to 1090


On 27 Nov BSE was trading at 2929.10. The strike last trading price was 143, which was -26.15 lower than the previous day. The implied volatity was 33.83, the open interest changed by 122 which increased total open position to 1083


On 26 Nov BSE was trading at 2886.70. The strike last trading price was 169.5, which was -38.8 lower than the previous day. The implied volatity was 34.28, the open interest changed by 132 which increased total open position to 961


On 25 Nov BSE was trading at 2840.60. The strike last trading price was 212.2, which was -23.65 lower than the previous day. The implied volatity was 38.19, the open interest changed by 46 which increased total open position to 823


On 24 Nov BSE was trading at 2802.20. The strike last trading price was 239.9, which was 35.45 higher than the previous day. The implied volatity was 39.29, the open interest changed by 21 which increased total open position to 777


On 21 Nov BSE was trading at 2858.30. The strike last trading price was 205.9, which was 20.8 higher than the previous day. The implied volatity was 37.49, the open interest changed by -5 which decreased total open position to 756


On 20 Nov BSE was trading at 2895.50. The strike last trading price was 185.8, which was 3.75 higher than the previous day. The implied volatity was 38.25, the open interest changed by 99 which increased total open position to 760


On 19 Nov BSE was trading at 2898.30. The strike last trading price was 181.5, which was -38.15 lower than the previous day. The implied volatity was 36.93, the open interest changed by 84 which increased total open position to 661


On 18 Nov BSE was trading at 2834.10. The strike last trading price was 223, which was -12 lower than the previous day. The implied volatity was 36.42, the open interest changed by 12 which increased total open position to 577


On 17 Nov BSE was trading at 2811.90. The strike last trading price was 235, which was 9.2 higher than the previous day. The implied volatity was 36.38, the open interest changed by 4 which increased total open position to 564


On 14 Nov BSE was trading at 2827.60. The strike last trading price was 224.95, which was -45 lower than the previous day. The implied volatity was 35.75, the open interest changed by 1 which increased total open position to 559


On 13 Nov BSE was trading at 2760.20. The strike last trading price was 269.95, which was 7.35 higher than the previous day. The implied volatity was 38.01, the open interest changed by 4 which increased total open position to 557


On 12 Nov BSE was trading at 2775.40. The strike last trading price was 260.9, which was -701.2 lower than the previous day. The implied volatity was 35.32, the open interest changed by 553 which increased total open position to 553


On 11 Nov BSE was trading at 2644.20. The strike last trading price was 962.1, 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 962.1, 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 962.1, 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 6 Nov BSE was trading at 2455.50. The strike last trading price was 962.1, 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 962.1, 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 962.1, 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 962.1, 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 962.1, 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 962.1, 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