BSE
Bse Limited
Historical option data for BSE
09 Apr 2026 04:18 PM IST
| BSE 28-Apr-2026 (18d) 3050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.75
Vega: 2.36
Theta: -3.77
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Apr | 3257.40 | 286 | 82.75 | 51.08 | 158 | -39 | 225 | |||||||||
|
|
||||||||||||||||
| 8 Apr | 3163.60 | 209.25 | 114.9 | 45.03 | 1,493 | -85 | 265 | |||||||||
| 7 Apr | 2950.80 | 91.65 | -24 | 45.81 | 949 | 73 | 352 | |||||||||
| 6 Apr | 2982.30 | 103.2 | 41 | 45.47 | 1,436 | 104 | 285 | |||||||||
| 2 Apr | 2851.40 | 63.85 | -3.9 | 42.35 | 686 | -14 | 179 | |||||||||
| 1 Apr | 2867.60 | 65.85 | 33.7 | 41.04 | 1,426 | 104 | 194 | |||||||||
| 30 Mar | 2683.50 | 32.35 | -20.75 | 44.46 | 169 | -7 | 89 | |||||||||
| 27 Mar | 2779.80 | 51.55 | -31.65 | 41.7 | 91 | 17 | 100 | |||||||||
| 25 Mar | 2890.20 | 83.1 | 18.1 | 38.81 | 62 | 16 | 82 | |||||||||
| 24 Mar | 2805.90 | 65.5 | 9.5 | 40.82 | 32 | 2 | 67 | |||||||||
| 23 Mar | 2714.40 | 56 | -23.4 | 46.04 | 64 | 16 | 64 | |||||||||
| 20 Mar | 2806.10 | 77.6 | -32.4 | 43.11 | 47 | 33 | 47 | |||||||||
| 19 Mar | 2895.00 | 110 | -40 | 41.45 | 13 | 7 | 13 | |||||||||
| 18 Mar | 2995.60 | 150 | 9 | 39.54 | 5 | 3 | 5 | |||||||||
| 17 Mar | 2973.60 | 141 | -29.35 | 39.69 | 6 | 2 | 2 | |||||||||
| 16 Mar | 2862.60 | 170.35 | 0 | 3.98 | 0 | 0 | 0 | |||||||||
| 13 Mar | 2797.00 | 170.35 | 0 | 5.14 | 0 | 0 | 0 | |||||||||
| 12 Mar | 2850.60 | 170.35 | 0 | 4.06 | 0 | 0 | 0 | |||||||||
| 11 Mar | 2837.40 | 170.35 | 0 | 4.29 | 0 | 0 | 0 | |||||||||
For Bse Limited - strike price 3050 expiring on 28APR2026
Delta for 3050 CE is 0.75
Historical price for 3050 CE is as follows
On 9 Apr BSE was trading at 3257.40. The strike last trading price was 286, which was 82.75 higher than the previous day. The implied volatity was 51.08, the open interest changed by -39 which decreased total open position to 225
On 8 Apr BSE was trading at 3163.60. The strike last trading price was 209.25, which was 114.9 higher than the previous day. The implied volatity was 45.03, the open interest changed by -85 which decreased total open position to 265
On 7 Apr BSE was trading at 2950.80. The strike last trading price was 91.65, which was -24 lower than the previous day. The implied volatity was 45.81, the open interest changed by 73 which increased total open position to 352
On 6 Apr BSE was trading at 2982.30. The strike last trading price was 103.2, which was 41 higher than the previous day. The implied volatity was 45.47, the open interest changed by 104 which increased total open position to 285
On 2 Apr BSE was trading at 2851.40. The strike last trading price was 63.85, which was -3.9 lower than the previous day. The implied volatity was 42.35, the open interest changed by -14 which decreased total open position to 179
On 1 Apr BSE was trading at 2867.60. The strike last trading price was 65.85, which was 33.7 higher than the previous day. The implied volatity was 41.04, the open interest changed by 104 which increased total open position to 194
On 30 Mar BSE was trading at 2683.50. The strike last trading price was 32.35, which was -20.75 lower than the previous day. The implied volatity was 44.46, the open interest changed by -7 which decreased total open position to 89
On 27 Mar BSE was trading at 2779.80. The strike last trading price was 51.55, which was -31.65 lower than the previous day. The implied volatity was 41.7, the open interest changed by 17 which increased total open position to 100
On 25 Mar BSE was trading at 2890.20. The strike last trading price was 83.1, which was 18.1 higher than the previous day. The implied volatity was 38.81, the open interest changed by 16 which increased total open position to 82
On 24 Mar BSE was trading at 2805.90. The strike last trading price was 65.5, which was 9.5 higher than the previous day. The implied volatity was 40.82, the open interest changed by 2 which increased total open position to 67
On 23 Mar BSE was trading at 2714.40. The strike last trading price was 56, which was -23.4 lower than the previous day. The implied volatity was 46.04, the open interest changed by 16 which increased total open position to 64
On 20 Mar BSE was trading at 2806.10. The strike last trading price was 77.6, which was -32.4 lower than the previous day. The implied volatity was 43.11, the open interest changed by 33 which increased total open position to 47
On 19 Mar BSE was trading at 2895.00. The strike last trading price was 110, which was -40 lower than the previous day. The implied volatity was 41.45, the open interest changed by 7 which increased total open position to 13
On 18 Mar BSE was trading at 2995.60. The strike last trading price was 150, which was 9 higher than the previous day. The implied volatity was 39.54, the open interest changed by 3 which increased total open position to 5
On 17 Mar BSE was trading at 2973.60. The strike last trading price was 141, which was -29.35 lower than the previous day. The implied volatity was 39.69, the open interest changed by 2 which increased total open position to 2
On 16 Mar BSE was trading at 2862.60. The strike last trading price was 170.35, which was 0 lower than the previous day. The implied volatity was 3.98, the open interest changed by 0 which decreased total open position to 0
On 13 Mar BSE was trading at 2797.00. The strike last trading price was 170.35, which was 0 lower than the previous day. The implied volatity was 5.14, the open interest changed by 0 which decreased total open position to 0
On 12 Mar BSE was trading at 2850.60. The strike last trading price was 170.35, which was 0 lower than the previous day. The implied volatity was 4.06, the open interest changed by 0 which decreased total open position to 0
On 11 Mar BSE was trading at 2837.40. The strike last trading price was 170.35, which was 0 lower than the previous day. The implied volatity was 4.29, the open interest changed by 0 which decreased total open position to 0
| BSE 28-Apr-2026 (18d) 3050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.25
Vega: 2.37
Theta: -2.98
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Apr | 3257.40 | 61.3 | -19.85 | 51.56 | 1,254 | -11 | 356 |
| 8 Apr | 3163.60 | 77.55 | -105.85 | 46.42 | 1,870 | 270 | 368 |
| 7 Apr | 2950.80 | 185.45 | 19.55 | 47.95 | 253 | 59 | 98 |
| 6 Apr | 2982.30 | 174 | -180.95 | 47.06 | 137 | 21 | 39 |
| 2 Apr | 2851.40 | 354.95 | 60.2 | - | 0 | 0 | 18 |
| 1 Apr | 2867.60 | 354.95 | 60.2 | - | 0 | 0 | 18 |
| 30 Mar | 2683.50 | 354.95 | 60.2 | 33.52 | 1 | 0 | 17 |
| 27 Mar | 2779.80 | 294.75 | 28.25 | 39.75 | 15 | 13 | 16 |
| 25 Mar | 2890.20 | 266.5 | -167.9 | 53.68 | 3 | 2 | 2 |
| 24 Mar | 2805.90 | 434.4 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 2714.40 | 434.4 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 2806.10 | 434.4 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 2895.00 | 434.4 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 2995.60 | 434.4 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 2973.60 | 434.4 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 2862.60 | 434.4 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 2797.00 | 434.4 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 2850.60 | 434.4 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 2837.40 | 434.4 | 0 | - | 0 | 0 | 0 |
For Bse Limited - strike price 3050 expiring on 28APR2026
Delta for 3050 PE is -0.25
Historical price for 3050 PE is as follows
On 9 Apr BSE was trading at 3257.40. The strike last trading price was 61.3, which was -19.85 lower than the previous day. The implied volatity was 51.56, the open interest changed by -11 which decreased total open position to 356
On 8 Apr BSE was trading at 3163.60. The strike last trading price was 77.55, which was -105.85 lower than the previous day. The implied volatity was 46.42, the open interest changed by 270 which increased total open position to 368
On 7 Apr BSE was trading at 2950.80. The strike last trading price was 185.45, which was 19.55 higher than the previous day. The implied volatity was 47.95, the open interest changed by 59 which increased total open position to 98
On 6 Apr BSE was trading at 2982.30. The strike last trading price was 174, which was -180.95 lower than the previous day. The implied volatity was 47.06, the open interest changed by 21 which increased total open position to 39
On 2 Apr BSE was trading at 2851.40. The strike last trading price was 354.95, which was 60.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 1 Apr BSE was trading at 2867.60. The strike last trading price was 354.95, which was 60.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 30 Mar BSE was trading at 2683.50. The strike last trading price was 354.95, which was 60.2 higher than the previous day. The implied volatity was 33.52, the open interest changed by 0 which decreased total open position to 17
On 27 Mar BSE was trading at 2779.80. The strike last trading price was 294.75, which was 28.25 higher than the previous day. The implied volatity was 39.75, the open interest changed by 13 which increased total open position to 16
On 25 Mar BSE was trading at 2890.20. The strike last trading price was 266.5, which was -167.9 lower than the previous day. The implied volatity was 53.68, the open interest changed by 2 which increased total open position to 2
On 24 Mar BSE was trading at 2805.90. The strike last trading price was 434.4, 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 Mar BSE was trading at 2714.40. The strike last trading price was 434.4, 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 Mar BSE was trading at 2806.10. The strike last trading price was 434.4, 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 Mar BSE was trading at 2895.00. The strike last trading price was 434.4, 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 Mar BSE was trading at 2995.60. The strike last trading price was 434.4, 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 Mar BSE was trading at 2973.60. The strike last trading price was 434.4, 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 Mar BSE was trading at 2862.60. The strike last trading price was 434.4, 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 Mar BSE was trading at 2797.00. The strike last trading price was 434.4, 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 Mar BSE was trading at 2850.60. The strike last trading price was 434.4, 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 Mar BSE was trading at 2837.40. The strike last trading price was 434.4, 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
