BSE

Bse Limited

2735 +36.20 (1.34%)

L: 2680 H: 2743.7

Back to Option Chain

Historical option data for BSE
12 Dec 2025 04:13 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

BSE 30-DEC-2025 3100 CE
Delta: 0.08 Vega: 0.93 Theta: -1.04 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	2735.00	8.5 ₹ 3,187.5	-2.15 -806.25	38.02	1,387 5,20,125	-72 -27,000	1,620 6,07,500
11 Dec	2698.80	10.85 ₹ 4,068.75	2.95 1106.25	42.62	1,739 6,52,125	-47 -17,625	1,692 6,34,500
10 Dec	2581.70	7.85 ₹ 2,943.75	-5.85 -2193.75	48.17	1,792 6,72,000	122 45,750	1,736 6,51,000
9 Dec	2715.80	13.2 ₹ 4,950	-7.3 -2737.50	42.32	3,621 13,57,875	-43 -16,125	1,613 6,04,875

8 Dec	2798.80	20.5 ₹ 7,687.5	0.25 93.75	37.00	7,785 29,19,375	361 1,35,375	1,657 6,21,375
5 Dec	2815.90	20.2 ₹ 7,575	2.75 1031.25	33.27	2,037 7,63,875	-204 -76,500	1,300 4,87,500
4 Dec	2765.00	16.7 ₹ 6,262.5	0.25 93.75	35.14	2,241 8,40,375	-121 -45,375	1,506 5,64,750
3 Dec	2751.10	17.85 ₹ 6,693.75	-14.7 -5512.50	35.97	2,530 9,48,750	188 70,500	1,627 6,10,125
2 Dec	2843.20	32.3 ₹ 12,112.5	-10.5 -3937.50	34.40	1,661 6,22,875	159 59,625	1,439 5,39,625
1 Dec	2886.60	43.05 ₹ 16,143.75	-5.85 -2193.75	33.29	2,452 9,19,500	84 31,500	1,282 4,80,750
28 Nov	2902.40	48.3 ₹ 18,112.5	-9.8 -3675.00	32.51	1,664 6,24,000	65 24,375	1,198 4,49,250
27 Nov	2929.10	59 ₹ 22,125	9.6 3600.00	32.49	2,783 10,43,625	183 68,625	1,132 4,24,500
26 Nov	2886.70	49.85 ₹ 18,693.75	7.95 2981.25	33.15	1,850 6,93,750	152 57,000	949 3,55,875
25 Nov	2840.60	41.45 ₹ 15,543.75	1.75 656.25	34.02	2,073 7,77,375	176 66,000	797 2,98,875
24 Nov	2802.20	40.1 ₹ 15,037.5	-16.8 -6300.00	36.03	831 3,11,625	191 71,625	622 2,33,250
21 Nov	2858.30	55.5 ₹ 20,812.5	-13.15 -4931.25	35.27	780 2,92,500	97 36,375	422 1,58,250
20 Nov	2895.50	69 ₹ 25,875	-0.45 -168.75	34.91	932 3,49,500	166 62,250	326 1,22,250
19 Nov	2898.30	71 ₹ 26,625	8.75 3281.25	34.88	253 94,875	157 58,875	157 58,875
18 Nov	2834.10	62.25 ₹ 23,343.75	0 0.00	6.06	0 0	0 0	0 0

For Bse Limited - strike price 3100 expiring on 30DEC2025

Delta for 3100 CE is 0.08

Historical price for 3100 CE is as follows

On 12 Dec BSE was trading at 2735.00. The strike last trading price was 8.5, which was -2.15 lower than the previous day. The implied volatity was 38.02, the open interest changed by -72 which decreased total open position to 1620

On 11 Dec BSE was trading at 2698.80. The strike last trading price was 10.85, which was 2.95 higher than the previous day. The implied volatity was 42.62, the open interest changed by -47 which decreased total open position to 1692

On 10 Dec BSE was trading at 2581.70. The strike last trading price was 7.85, which was -5.85 lower than the previous day. The implied volatity was 48.17, the open interest changed by 122 which increased total open position to 1736

On 9 Dec BSE was trading at 2715.80. The strike last trading price was 13.2, which was -7.3 lower than the previous day. The implied volatity was 42.32, the open interest changed by -43 which decreased total open position to 1613

On 8 Dec BSE was trading at 2798.80. The strike last trading price was 20.5, which was 0.25 higher than the previous day. The implied volatity was 37.00, the open interest changed by 361 which increased total open position to 1657

On 5 Dec BSE was trading at 2815.90. The strike last trading price was 20.2, which was 2.75 higher than the previous day. The implied volatity was 33.27, the open interest changed by -204 which decreased total open position to 1300

On 4 Dec BSE was trading at 2765.00. The strike last trading price was 16.7, which was 0.25 higher than the previous day. The implied volatity was 35.14, the open interest changed by -121 which decreased total open position to 1506

On 3 Dec BSE was trading at 2751.10. The strike last trading price was 17.85, which was -14.7 lower than the previous day. The implied volatity was 35.97, the open interest changed by 188 which increased total open position to 1627

On 2 Dec BSE was trading at 2843.20. The strike last trading price was 32.3, which was -10.5 lower than the previous day. The implied volatity was 34.40, the open interest changed by 159 which increased total open position to 1439

On 1 Dec BSE was trading at 2886.60. The strike last trading price was 43.05, which was -5.85 lower than the previous day. The implied volatity was 33.29, the open interest changed by 84 which increased total open position to 1282

On 28 Nov BSE was trading at 2902.40. The strike last trading price was 48.3, which was -9.8 lower than the previous day. The implied volatity was 32.51, the open interest changed by 65 which increased total open position to 1198

On 27 Nov BSE was trading at 2929.10. The strike last trading price was 59, which was 9.6 higher than the previous day. The implied volatity was 32.49, the open interest changed by 183 which increased total open position to 1132

On 26 Nov BSE was trading at 2886.70. The strike last trading price was 49.85, which was 7.95 higher than the previous day. The implied volatity was 33.15, the open interest changed by 152 which increased total open position to 949

On 25 Nov BSE was trading at 2840.60. The strike last trading price was 41.45, which was 1.75 higher than the previous day. The implied volatity was 34.02, the open interest changed by 176 which increased total open position to 797

On 24 Nov BSE was trading at 2802.20. The strike last trading price was 40.1, which was -16.8 lower than the previous day. The implied volatity was 36.03, the open interest changed by 191 which increased total open position to 622

On 21 Nov BSE was trading at 2858.30. The strike last trading price was 55.5, which was -13.15 lower than the previous day. The implied volatity was 35.27, the open interest changed by 97 which increased total open position to 422

On 20 Nov BSE was trading at 2895.50. The strike last trading price was 69, which was -0.45 lower than the previous day. The implied volatity was 34.91, the open interest changed by 166 which increased total open position to 326

On 19 Nov BSE was trading at 2898.30. The strike last trading price was 71, which was 8.75 higher than the previous day. The implied volatity was 34.88, the open interest changed by 157 which increased total open position to 157

On 18 Nov BSE was trading at 2834.10. The strike last trading price was 62.25, which was 0 lower than the previous day. The implied volatity was 6.06, the open interest changed by 0 which decreased total open position to 0

BSE 30DEC2025 3100 PE
Delta: -0.91 Vega: 0.96 Theta: -0.28 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	2735.00	365.8 ₹ 1,37,175	-81.65 -30618.75	39.52	3 1,125	0 0	85 31,875
11 Dec	2698.80	447.45 ₹ 1,67,793.75	57.45 21543.75	75.15	19 7,125	-9 -3,375	85 31,875
10 Dec	2581.70	390 ₹ 1,46,250	36 13500.00	-	1 375	0 0	94 35,250
9 Dec	2715.80	354 ₹ 1,32,750	48.55 18206.25	-	10 3,750	-2 -750	92 34,500
8 Dec	2798.80	304.15 ₹ 1,14,056.25	18.3 6862.50	40.04	121 45,375	19 7,125	94 35,250
5 Dec	2815.90	287.7 ₹ 1,07,887.5	-43.3 -16237.50	35.24	20 7,500	-7 -2,625	74 27,750
4 Dec	2765.00	331 ₹ 1,24,125	-17.85 -6693.75	33.52	20 7,500	-3 -1,125	82 30,750
3 Dec	2751.10	347.35 ₹ 1,30,256.25	79.85 29943.75	41.57	13 4,875	3 1,125	85 31,875
2 Dec	2843.20	267.5 ₹ 1,00,312.5	36.7 13762.50	35.37	9 3,375	-6 -2,250	82 30,750
1 Dec	2886.60	230.8 ₹ 86,550	6.5 2437.50	34.86	61 22,875	5 1,875	85 31,875
28 Nov	2902.40	225.6 ₹ 84,600	19.45 7293.75	33.98	55 20,625	5 1,875	79 29,625
27 Nov	2929.10	208.7 ₹ 78,262.5	-34 -12750.00	34.55	69 25,875	28 10,500	74 27,750
26 Nov	2886.70	242.7 ₹ 91,012.5	-38.75 -14531.25	35.97	2 750	1 375	45 16,875
25 Nov	2840.60	286.95 ₹ 1,07,606.25	-18.95 -7106.25	38.06	13 4,875	3 1,125	44 16,500
24 Nov	2802.20	304.95 ₹ 1,14,356.25	71.8 26925.00	36.10	22 8,250	13 4,875	41 15,375
21 Nov	2858.30	233.15 ₹ 87,431.25	-14.15 -5306.25	-	0 0	6 2,250	0 0
20 Nov	2895.50	233.15 ₹ 87,431.25	-14.15 -5306.25	33.45	21 7,875	5 1,875	27 10,125
19 Nov	2898.30	247 ₹ 92,625	-653.6 -245100.00	37.30	22 8,250	20 7,500	20 7,500
18 Nov	2834.10	900.6 ₹ 3,37,725	0 0.00	-	0 0	0 0	0 0

For Bse Limited - strike price 3100 expiring on 30DEC2025

Delta for 3100 PE is -0.91

Historical price for 3100 PE is as follows

On 12 Dec BSE was trading at 2735.00. The strike last trading price was 365.8, which was -81.65 lower than the previous day. The implied volatity was 39.52, the open interest changed by 0 which decreased total open position to 85

On 11 Dec BSE was trading at 2698.80. The strike last trading price was 447.45, which was 57.45 higher than the previous day. The implied volatity was 75.15, the open interest changed by -9 which decreased total open position to 85

On 10 Dec BSE was trading at 2581.70. The strike last trading price was 390, which was 36 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 94

On 9 Dec BSE was trading at 2715.80. The strike last trading price was 354, which was 48.55 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 92

On 8 Dec BSE was trading at 2798.80. The strike last trading price was 304.15, which was 18.3 higher than the previous day. The implied volatity was 40.04, the open interest changed by 19 which increased total open position to 94

On 5 Dec BSE was trading at 2815.90. The strike last trading price was 287.7, which was -43.3 lower than the previous day. The implied volatity was 35.24, the open interest changed by -7 which decreased total open position to 74

On 4 Dec BSE was trading at 2765.00. The strike last trading price was 331, which was -17.85 lower than the previous day. The implied volatity was 33.52, the open interest changed by -3 which decreased total open position to 82

On 3 Dec BSE was trading at 2751.10. The strike last trading price was 347.35, which was 79.85 higher than the previous day. The implied volatity was 41.57, the open interest changed by 3 which increased total open position to 85

On 2 Dec BSE was trading at 2843.20. The strike last trading price was 267.5, which was 36.7 higher than the previous day. The implied volatity was 35.37, the open interest changed by -6 which decreased total open position to 82

On 1 Dec BSE was trading at 2886.60. The strike last trading price was 230.8, which was 6.5 higher than the previous day. The implied volatity was 34.86, the open interest changed by 5 which increased total open position to 85

On 28 Nov BSE was trading at 2902.40. The strike last trading price was 225.6, which was 19.45 higher than the previous day. The implied volatity was 33.98, the open interest changed by 5 which increased total open position to 79

On 27 Nov BSE was trading at 2929.10. The strike last trading price was 208.7, which was -34 lower than the previous day. The implied volatity was 34.55, the open interest changed by 28 which increased total open position to 74

On 26 Nov BSE was trading at 2886.70. The strike last trading price was 242.7, which was -38.75 lower than the previous day. The implied volatity was 35.97, the open interest changed by 1 which increased total open position to 45

On 25 Nov BSE was trading at 2840.60. The strike last trading price was 286.95, which was -18.95 lower than the previous day. The implied volatity was 38.06, the open interest changed by 3 which increased total open position to 44

On 24 Nov BSE was trading at 2802.20. The strike last trading price was 304.95, which was 71.8 higher than the previous day. The implied volatity was 36.10, the open interest changed by 13 which increased total open position to 41

On 21 Nov BSE was trading at 2858.30. The strike last trading price was 233.15, which was -14.15 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0

On 20 Nov BSE was trading at 2895.50. The strike last trading price was 233.15, which was -14.15 lower than the previous day. The implied volatity was 33.45, the open interest changed by 5 which increased total open position to 27

On 19 Nov BSE was trading at 2898.30. The strike last trading price was 247, which was -653.6 lower than the previous day. The implied volatity was 37.30, the open interest changed by 20 which increased total open position to 20

On 18 Nov BSE was trading at 2834.10. The strike last trading price was 900.6, 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

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