[--[65.84.65.76]--]

BSE

Bse Limited
2735 +36.20 (1.34%)
L: 2680 H: 2743.7

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Historical option data for BSE

12 Dec 2025 04:13 PM IST
BSE 30-DEC-2025 3150 CE
Delta: 0.07
Vega: 0.80
Theta: -0.93
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 2735.00 7 -1.25 39.96 475 14 953
11 Dec 2698.80 8.2 1.75 43.40 496 63 938
10 Dec 2581.70 6.45 -4.15 49.46 550 -22 872
9 Dec 2715.80 10.25 -5.5 43.17 1,531 8 893
8 Dec 2798.80 15.75 0.8 37.87 4,076 227 892
5 Dec 2815.90 14.85 2 33.76 968 -137 667
4 Dec 2765.00 12.3 0.35 35.53 417 -28 805
3 Dec 2751.10 12.75 -11.8 35.30 1,235 71 791
2 Dec 2843.20 24.75 -8.05 34.82 735 28 718
1 Dec 2886.60 33.15 -4.25 33.62 768 44 688
28 Nov 2902.40 36.85 -8.45 32.53 713 13 644
27 Nov 2929.10 46 7.65 32.59 1,243 -26 633
26 Nov 2886.70 38.25 5.75 33.07 1,002 8 662
25 Nov 2840.60 32 1.2 34.46 816 84 641
24 Nov 2802.20 31 -14.55 35.90 490 129 555
21 Nov 2858.30 44.7 -11.4 35.42 538 57 426
20 Nov 2895.50 56.75 0 35.22 907 48 369
19 Nov 2898.30 58 13.75 35.02 856 245 310
18 Nov 2834.10 42.3 -19.85 35.42 122 62 62


For Bse Limited - strike price 3150 expiring on 30DEC2025

Delta for 3150 CE is 0.07

Historical price for 3150 CE is as follows

On 12 Dec BSE was trading at 2735.00. The strike last trading price was 7, which was -1.25 lower than the previous day. The implied volatity was 39.96, the open interest changed by 14 which increased total open position to 953


On 11 Dec BSE was trading at 2698.80. The strike last trading price was 8.2, which was 1.75 higher than the previous day. The implied volatity was 43.40, the open interest changed by 63 which increased total open position to 938


On 10 Dec BSE was trading at 2581.70. The strike last trading price was 6.45, which was -4.15 lower than the previous day. The implied volatity was 49.46, the open interest changed by -22 which decreased total open position to 872


On 9 Dec BSE was trading at 2715.80. The strike last trading price was 10.25, which was -5.5 lower than the previous day. The implied volatity was 43.17, the open interest changed by 8 which increased total open position to 893


On 8 Dec BSE was trading at 2798.80. The strike last trading price was 15.75, which was 0.8 higher than the previous day. The implied volatity was 37.87, the open interest changed by 227 which increased total open position to 892


On 5 Dec BSE was trading at 2815.90. The strike last trading price was 14.85, which was 2 higher than the previous day. The implied volatity was 33.76, the open interest changed by -137 which decreased total open position to 667


On 4 Dec BSE was trading at 2765.00. The strike last trading price was 12.3, which was 0.35 higher than the previous day. The implied volatity was 35.53, the open interest changed by -28 which decreased total open position to 805


On 3 Dec BSE was trading at 2751.10. The strike last trading price was 12.75, which was -11.8 lower than the previous day. The implied volatity was 35.30, the open interest changed by 71 which increased total open position to 791


On 2 Dec BSE was trading at 2843.20. The strike last trading price was 24.75, which was -8.05 lower than the previous day. The implied volatity was 34.82, the open interest changed by 28 which increased total open position to 718


On 1 Dec BSE was trading at 2886.60. The strike last trading price was 33.15, which was -4.25 lower than the previous day. The implied volatity was 33.62, the open interest changed by 44 which increased total open position to 688


On 28 Nov BSE was trading at 2902.40. The strike last trading price was 36.85, which was -8.45 lower than the previous day. The implied volatity was 32.53, the open interest changed by 13 which increased total open position to 644


On 27 Nov BSE was trading at 2929.10. The strike last trading price was 46, which was 7.65 higher than the previous day. The implied volatity was 32.59, the open interest changed by -26 which decreased total open position to 633


On 26 Nov BSE was trading at 2886.70. The strike last trading price was 38.25, which was 5.75 higher than the previous day. The implied volatity was 33.07, the open interest changed by 8 which increased total open position to 662


On 25 Nov BSE was trading at 2840.60. The strike last trading price was 32, which was 1.2 higher than the previous day. The implied volatity was 34.46, the open interest changed by 84 which increased total open position to 641


On 24 Nov BSE was trading at 2802.20. The strike last trading price was 31, which was -14.55 lower than the previous day. The implied volatity was 35.90, the open interest changed by 129 which increased total open position to 555


On 21 Nov BSE was trading at 2858.30. The strike last trading price was 44.7, which was -11.4 lower than the previous day. The implied volatity was 35.42, the open interest changed by 57 which increased total open position to 426


On 20 Nov BSE was trading at 2895.50. The strike last trading price was 56.75, which was 0 lower than the previous day. The implied volatity was 35.22, the open interest changed by 48 which increased total open position to 369


On 19 Nov BSE was trading at 2898.30. The strike last trading price was 58, which was 13.75 higher than the previous day. The implied volatity was 35.02, the open interest changed by 245 which increased total open position to 310


On 18 Nov BSE was trading at 2834.10. The strike last trading price was 42.3, which was -19.85 lower than the previous day. The implied volatity was 35.42, the open interest changed by 62 which increased total open position to 62


BSE 30DEC2025 3150 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 2735.00 391.7 148.8 - 0 0 41
11 Dec 2698.80 391.7 148.8 - 0 0 41
10 Dec 2581.70 391.7 148.8 - 0 0 41
9 Dec 2715.80 391.7 148.8 - 0 0 0
8 Dec 2798.80 391.7 148.8 - 0 0 41
5 Dec 2815.90 391.7 148.8 - 0 0 0
4 Dec 2765.00 391.7 148.8 - 0 -1 0
3 Dec 2751.10 391.7 148.8 42.45 11 -1 41
2 Dec 2843.20 240.95 -36.5 - 0 0 0
1 Dec 2886.60 240.95 -36.5 - 0 0 0
28 Nov 2902.40 240.95 -36.5 - 0 23 0
27 Nov 2929.10 240.95 -36.5 33.37 35 20 39
26 Nov 2886.70 277.45 -46.55 35.03 9 3 18
25 Nov 2840.60 324 -5.75 37.29 1 0 15
24 Nov 2802.20 329.75 31.2 28.71 14 11 15
21 Nov 2858.30 298.55 13.55 32.72 4 0 4
20 Nov 2895.50 285 -474.4 38.12 4 3 3
19 Nov 2898.30 759.4 0 - 0 0 0
18 Nov 2834.10 759.4 0 - 0 0 0


For Bse Limited - strike price 3150 expiring on 30DEC2025

Delta for 3150 PE is -

Historical price for 3150 PE is as follows

On 12 Dec BSE was trading at 2735.00. The strike last trading price was 391.7, which was 148.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41


On 11 Dec BSE was trading at 2698.80. The strike last trading price was 391.7, which was 148.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41


On 10 Dec BSE was trading at 2581.70. The strike last trading price was 391.7, which was 148.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41


On 9 Dec BSE was trading at 2715.80. The strike last trading price was 391.7, which was 148.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec BSE was trading at 2798.80. The strike last trading price was 391.7, which was 148.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41


On 5 Dec BSE was trading at 2815.90. The strike last trading price was 391.7, which was 148.8 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 391.7, which was 148.8 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 3 Dec BSE was trading at 2751.10. The strike last trading price was 391.7, which was 148.8 higher than the previous day. The implied volatity was 42.45, the open interest changed by -1 which decreased total open position to 41


On 2 Dec BSE was trading at 2843.20. The strike last trading price was 240.95, which was -36.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec BSE was trading at 2886.60. The strike last trading price was 240.95, which was -36.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov BSE was trading at 2902.40. The strike last trading price was 240.95, which was -36.5 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 0


On 27 Nov BSE was trading at 2929.10. The strike last trading price was 240.95, which was -36.5 lower than the previous day. The implied volatity was 33.37, the open interest changed by 20 which increased total open position to 39


On 26 Nov BSE was trading at 2886.70. The strike last trading price was 277.45, which was -46.55 lower than the previous day. The implied volatity was 35.03, the open interest changed by 3 which increased total open position to 18


On 25 Nov BSE was trading at 2840.60. The strike last trading price was 324, which was -5.75 lower than the previous day. The implied volatity was 37.29, the open interest changed by 0 which decreased total open position to 15


On 24 Nov BSE was trading at 2802.20. The strike last trading price was 329.75, which was 31.2 higher than the previous day. The implied volatity was 28.71, the open interest changed by 11 which increased total open position to 15


On 21 Nov BSE was trading at 2858.30. The strike last trading price was 298.55, which was 13.55 higher than the previous day. The implied volatity was 32.72, the open interest changed by 0 which decreased total open position to 4


On 20 Nov BSE was trading at 2895.50. The strike last trading price was 285, which was -474.4 lower than the previous day. The implied volatity was 38.12, the open interest changed by 3 which increased total open position to 3


On 19 Nov BSE was trading at 2898.30. The strike last trading price was 759.4, 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 Nov BSE was trading at 2834.10. The strike last trading price was 759.4, 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