BSE
Bse Limited
Historical option data for BSE
15 Dec 2025 04:13 PM IST
| BSE 30-DEC-2025 3050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.67
Theta: -1.03
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 2648.90 | 6.35 | -6.75 | 43.85 | 1,128 | -16 | 1,181 | |||||||||
| 12 Dec | 2735.00 | 12.35 | -1.65 | 37.69 | 908 | 61 | 1,199 | |||||||||
| 11 Dec | 2698.80 | 14 | 4.15 | 41.53 | 1,209 | -1 | 1,138 | |||||||||
| 10 Dec | 2581.70 | 9.85 | -8 | 47.11 | 1,940 | 51 | 1,141 | |||||||||
| 9 Dec | 2715.80 | 16.7 | -10.85 | 41.22 | 3,365 | -24 | 1,087 | |||||||||
| 8 Dec | 2798.80 | 27.2 | -0.25 | 36.38 | 4,480 | 268 | 1,116 | |||||||||
| 5 Dec | 2815.90 | 27.2 | 3.8 | 32.73 | 1,406 | 87 | 847 | |||||||||
| 4 Dec | 2765.00 | 22.15 | 0.1 | 34.56 | 909 | -1 | 760 | |||||||||
| 3 Dec | 2751.10 | 23.5 | -19.45 | 34.74 | 2,036 | 81 | 768 | |||||||||
| 2 Dec | 2843.20 | 43 | -12.55 | 34.40 | 855 | 99 | 683 | |||||||||
| 1 Dec | 2886.60 | 56 | -7.2 | 33.15 | 1,467 | 140 | 591 | |||||||||
| 28 Nov | 2902.40 | 61.75 | -12.3 | 32.28 | 708 | 25 | 453 | |||||||||
| 27 Nov | 2929.10 | 74.8 | 11.8 | 32.40 | 1,425 | 108 | 428 | |||||||||
| 26 Nov | 2886.70 | 63.5 | 9.95 | 33.08 | 751 | 83 | 324 | |||||||||
| 25 Nov | 2840.60 | 51.6 | 1.55 | 33.97 | 997 | 105 | 239 | |||||||||
| 24 Nov | 2802.20 | 50.15 | -19.25 | 35.78 | 266 | 36 | 132 | |||||||||
| 21 Nov | 2858.30 | 68.6 | -14.6 | 35.17 | 167 | 32 | 97 | |||||||||
| 20 Nov | 2895.50 | 84.8 | 7.95 | 34.95 | 305 | 64 | 64 | |||||||||
| 19 Nov | 2898.30 | 76.85 | 0 | 3.10 | 0 | 0 | 0 | |||||||||
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| 18 Nov | 2834.10 | 76.85 | 0 | 4.86 | 0 | 0 | 0 | |||||||||
For Bse Limited - strike price 3050 expiring on 30DEC2025
Delta for 3050 CE is 0.06
Historical price for 3050 CE is as follows
On 15 Dec BSE was trading at 2648.90. The strike last trading price was 6.35, which was -6.75 lower than the previous day. The implied volatity was 43.85, the open interest changed by -16 which decreased total open position to 1181
On 12 Dec BSE was trading at 2735.00. The strike last trading price was 12.35, which was -1.65 lower than the previous day. The implied volatity was 37.69, the open interest changed by 61 which increased total open position to 1199
On 11 Dec BSE was trading at 2698.80. The strike last trading price was 14, which was 4.15 higher than the previous day. The implied volatity was 41.53, the open interest changed by -1 which decreased total open position to 1138
On 10 Dec BSE was trading at 2581.70. The strike last trading price was 9.85, which was -8 lower than the previous day. The implied volatity was 47.11, the open interest changed by 51 which increased total open position to 1141
On 9 Dec BSE was trading at 2715.80. The strike last trading price was 16.7, which was -10.85 lower than the previous day. The implied volatity was 41.22, the open interest changed by -24 which decreased total open position to 1087
On 8 Dec BSE was trading at 2798.80. The strike last trading price was 27.2, which was -0.25 lower than the previous day. The implied volatity was 36.38, the open interest changed by 268 which increased total open position to 1116
On 5 Dec BSE was trading at 2815.90. The strike last trading price was 27.2, which was 3.8 higher than the previous day. The implied volatity was 32.73, the open interest changed by 87 which increased total open position to 847
On 4 Dec BSE was trading at 2765.00. The strike last trading price was 22.15, which was 0.1 higher than the previous day. The implied volatity was 34.56, the open interest changed by -1 which decreased total open position to 760
On 3 Dec BSE was trading at 2751.10. The strike last trading price was 23.5, which was -19.45 lower than the previous day. The implied volatity was 34.74, the open interest changed by 81 which increased total open position to 768
On 2 Dec BSE was trading at 2843.20. The strike last trading price was 43, which was -12.55 lower than the previous day. The implied volatity was 34.40, the open interest changed by 99 which increased total open position to 683
On 1 Dec BSE was trading at 2886.60. The strike last trading price was 56, which was -7.2 lower than the previous day. The implied volatity was 33.15, the open interest changed by 140 which increased total open position to 591
On 28 Nov BSE was trading at 2902.40. The strike last trading price was 61.75, which was -12.3 lower than the previous day. The implied volatity was 32.28, the open interest changed by 25 which increased total open position to 453
On 27 Nov BSE was trading at 2929.10. The strike last trading price was 74.8, which was 11.8 higher than the previous day. The implied volatity was 32.40, the open interest changed by 108 which increased total open position to 428
On 26 Nov BSE was trading at 2886.70. The strike last trading price was 63.5, which was 9.95 higher than the previous day. The implied volatity was 33.08, the open interest changed by 83 which increased total open position to 324
On 25 Nov BSE was trading at 2840.60. The strike last trading price was 51.6, which was 1.55 higher than the previous day. The implied volatity was 33.97, the open interest changed by 105 which increased total open position to 239
On 24 Nov BSE was trading at 2802.20. The strike last trading price was 50.15, which was -19.25 lower than the previous day. The implied volatity was 35.78, the open interest changed by 36 which increased total open position to 132
On 21 Nov BSE was trading at 2858.30. The strike last trading price was 68.6, which was -14.6 lower than the previous day. The implied volatity was 35.17, the open interest changed by 32 which increased total open position to 97
On 20 Nov BSE was trading at 2895.50. The strike last trading price was 84.8, which was 7.95 higher than the previous day. The implied volatity was 34.95, the open interest changed by 64 which increased total open position to 64
On 19 Nov BSE was trading at 2898.30. The strike last trading price was 76.85, which was 0 lower than the previous day. The implied volatity was 3.10, the open interest changed by 0 which decreased total open position to 0
On 18 Nov BSE was trading at 2834.10. The strike last trading price was 76.85, which was 0 lower than the previous day. The implied volatity was 4.86, the open interest changed by 0 which decreased total open position to 0
| BSE 30DEC2025 3050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 2648.90 | 378.7 | 63.8 | - | 41 | -20 | 89 |
| 12 Dec | 2735.00 | 314.75 | -36.95 | 34.30 | 10 | -1 | 109 |
| 11 Dec | 2698.80 | 351.7 | -104.9 | 42.90 | 13 | -2 | 110 |
| 10 Dec | 2581.70 | 456.6 | 100.55 | 41.73 | 13 | -7 | 111 |
| 9 Dec | 2715.80 | 356.5 | 95.15 | 46.16 | 21 | -2 | 118 |
| 8 Dec | 2798.80 | 261.35 | 29.35 | 39.13 | 193 | 15 | 120 |
| 5 Dec | 2815.90 | 232 | 31.05 | - | 0 | 0 | 0 |
| 4 Dec | 2765.00 | 232 | 31.05 | - | 0 | 0 | 0 |
| 3 Dec | 2751.10 | 232 | 31.05 | - | 0 | -3 | 0 |
| 2 Dec | 2843.20 | 232 | 31.05 | 36.56 | 30 | -2 | 106 |
| 1 Dec | 2886.60 | 198.3 | 10.7 | 35.98 | 106 | 39 | 110 |
| 28 Nov | 2902.40 | 189.4 | 16.55 | 33.62 | 69 | 22 | 65 |
| 27 Nov | 2929.10 | 173.7 | -28.85 | 33.98 | 17 | 8 | 42 |
| 26 Nov | 2886.70 | 199.9 | -43.5 | 33.59 | 30 | 20 | 33 |
| 25 Nov | 2840.60 | 243.35 | -15.45 | 35.93 | 19 | 15 | 16 |
| 24 Nov | 2802.20 | 258.8 | -416.35 | 33.56 | 1 | 0 | 0 |
| 21 Nov | 2858.30 | 675.15 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 2895.50 | 675.15 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 2898.30 | 675.15 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 2834.10 | 675.15 | 0 | - | 0 | 0 | 0 |
For Bse Limited - strike price 3050 expiring on 30DEC2025
Delta for 3050 PE is -
Historical price for 3050 PE is as follows
On 15 Dec BSE was trading at 2648.90. The strike last trading price was 378.7, which was 63.8 higher than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 89
On 12 Dec BSE was trading at 2735.00. The strike last trading price was 314.75, which was -36.95 lower than the previous day. The implied volatity was 34.30, the open interest changed by -1 which decreased total open position to 109
On 11 Dec BSE was trading at 2698.80. The strike last trading price was 351.7, which was -104.9 lower than the previous day. The implied volatity was 42.90, the open interest changed by -2 which decreased total open position to 110
On 10 Dec BSE was trading at 2581.70. The strike last trading price was 456.6, which was 100.55 higher than the previous day. The implied volatity was 41.73, the open interest changed by -7 which decreased total open position to 111
On 9 Dec BSE was trading at 2715.80. The strike last trading price was 356.5, which was 95.15 higher than the previous day. The implied volatity was 46.16, the open interest changed by -2 which decreased total open position to 118
On 8 Dec BSE was trading at 2798.80. The strike last trading price was 261.35, which was 29.35 higher than the previous day. The implied volatity was 39.13, the open interest changed by 15 which increased total open position to 120
On 5 Dec BSE was trading at 2815.90. The strike last trading price was 232, which was 31.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec BSE was trading at 2765.00. The strike last trading price was 232, which was 31.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec BSE was trading at 2751.10. The strike last trading price was 232, which was 31.05 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0
On 2 Dec BSE was trading at 2843.20. The strike last trading price was 232, which was 31.05 higher than the previous day. The implied volatity was 36.56, the open interest changed by -2 which decreased total open position to 106
On 1 Dec BSE was trading at 2886.60. The strike last trading price was 198.3, which was 10.7 higher than the previous day. The implied volatity was 35.98, the open interest changed by 39 which increased total open position to 110
On 28 Nov BSE was trading at 2902.40. The strike last trading price was 189.4, which was 16.55 higher than the previous day. The implied volatity was 33.62, the open interest changed by 22 which increased total open position to 65
On 27 Nov BSE was trading at 2929.10. The strike last trading price was 173.7, which was -28.85 lower than the previous day. The implied volatity was 33.98, the open interest changed by 8 which increased total open position to 42
On 26 Nov BSE was trading at 2886.70. The strike last trading price was 199.9, which was -43.5 lower than the previous day. The implied volatity was 33.59, the open interest changed by 20 which increased total open position to 33
On 25 Nov BSE was trading at 2840.60. The strike last trading price was 243.35, which was -15.45 lower than the previous day. The implied volatity was 35.93, the open interest changed by 15 which increased total open position to 16
On 24 Nov BSE was trading at 2802.20. The strike last trading price was 258.8, which was -416.35 lower than the previous day. The implied volatity was 33.56, the open interest changed by 0 which decreased total open position to 0
On 21 Nov BSE was trading at 2858.30. The strike last trading price was 675.15, 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 Nov BSE was trading at 2895.50. The strike last trading price was 675.15, 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 Nov BSE was trading at 2898.30. The strike last trading price was 675.15, 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 Nov BSE was trading at 2834.10. The strike last trading price was 675.15, 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































































































































































































































