BSE
Bse Limited
Historical option data for BSE
12 Dec 2025 04:13 PM IST
| BSE 30-DEC-2025 3150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.80
Theta: -0.93
Gamma: 0.00
|
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| 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 | |||||||||
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| 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: -
|
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| 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































































































































































































































