BSE
Bse Limited
Historical option data for BSE
17 Dec 2025 04:13 PM IST
| BSE 30-DEC-2025 3000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.65
Theta: -1.16
Gamma: 0.00
|
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| 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 | |||||||||
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| 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
|
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| 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































































































































































































































