[--[65.84.65.76]--]

BSE

Bse Limited
2648.9 -86.10 (-3.15%)
L: 2630.4 H: 2733

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Historical option data for BSE

15 Dec 2025 04:13 PM IST
BSE 30-DEC-2025 3050 CE
Delta: 0.06
Vega: 0.67
Theta: -1.03
Gamma: 0.00
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
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: -
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