[--[65.84.65.76]--]

BSE

Bse Limited
2605.9 -43.00 (-1.62%)
L: 2571 H: 2648.9

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Historical option data for BSE

16 Dec 2025 04:13 PM IST
BSE 30-DEC-2025 3200 CE
Delta: 0.03
Vega: 0.32
Theta: -0.61
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 2605.90 2.65 -0.95 52.21 839 -50 3,075
15 Dec 2648.90 3.55 -2.05 49.57 901 -7 3,129
12 Dec 2735.00 5.35 -1.3 41.12 946 2 3,145
11 Dec 2698.80 6.5 0.95 44.59 1,565 64 3,138
10 Dec 2581.70 5.55 -2.8 51.10 2,030 -90 3,064
9 Dec 2715.80 8.15 -3.9 44.21 3,489 153 3,159
8 Dec 2798.80 12.3 1.2 38.88 8,075 349 3,005
5 Dec 2815.90 11 1.2 34.35 1,638 -97 2,648
4 Dec 2765.00 9.25 0.1 35.86 2,134 -65 2,746
3 Dec 2751.10 9.75 -8.8 36.00 3,327 360 2,814
2 Dec 2843.20 18.4 -6.45 34.97 1,938 165 2,450
1 Dec 2886.60 25.05 -3.2 33.82 3,593 1 2,285
28 Nov 2902.40 27.8 -6.95 32.58 3,353 50 2,285
27 Nov 2929.10 35.55 6.2 32.72 4,520 326 2,233
26 Nov 2886.70 29.5 4.55 33.23 4,005 318 1,907
25 Nov 2840.60 24.5 0.5 34.49 2,010 308 1,603
24 Nov 2802.20 24.1 -12.5 35.99 1,408 442 1,297
21 Nov 2858.30 35.5 -10.15 35.47 1,358 130 851
20 Nov 2895.50 45.95 13.65 35.36 2,019 721 721


For Bse Limited - strike price 3200 expiring on 30DEC2025

Delta for 3200 CE is 0.03

Historical price for 3200 CE is as follows

On 16 Dec BSE was trading at 2605.90. The strike last trading price was 2.65, which was -0.95 lower than the previous day. The implied volatity was 52.21, the open interest changed by -50 which decreased total open position to 3075


On 15 Dec BSE was trading at 2648.90. The strike last trading price was 3.55, which was -2.05 lower than the previous day. The implied volatity was 49.57, the open interest changed by -7 which decreased total open position to 3129


On 12 Dec BSE was trading at 2735.00. The strike last trading price was 5.35, which was -1.3 lower than the previous day. The implied volatity was 41.12, the open interest changed by 2 which increased total open position to 3145


On 11 Dec BSE was trading at 2698.80. The strike last trading price was 6.5, which was 0.95 higher than the previous day. The implied volatity was 44.59, the open interest changed by 64 which increased total open position to 3138


On 10 Dec BSE was trading at 2581.70. The strike last trading price was 5.55, which was -2.8 lower than the previous day. The implied volatity was 51.10, the open interest changed by -90 which decreased total open position to 3064


On 9 Dec BSE was trading at 2715.80. The strike last trading price was 8.15, which was -3.9 lower than the previous day. The implied volatity was 44.21, the open interest changed by 153 which increased total open position to 3159


On 8 Dec BSE was trading at 2798.80. The strike last trading price was 12.3, which was 1.2 higher than the previous day. The implied volatity was 38.88, the open interest changed by 349 which increased total open position to 3005


On 5 Dec BSE was trading at 2815.90. The strike last trading price was 11, which was 1.2 higher than the previous day. The implied volatity was 34.35, the open interest changed by -97 which decreased total open position to 2648


On 4 Dec BSE was trading at 2765.00. The strike last trading price was 9.25, which was 0.1 higher than the previous day. The implied volatity was 35.86, the open interest changed by -65 which decreased total open position to 2746


On 3 Dec BSE was trading at 2751.10. The strike last trading price was 9.75, which was -8.8 lower than the previous day. The implied volatity was 36.00, the open interest changed by 360 which increased total open position to 2814


On 2 Dec BSE was trading at 2843.20. The strike last trading price was 18.4, which was -6.45 lower than the previous day. The implied volatity was 34.97, the open interest changed by 165 which increased total open position to 2450


On 1 Dec BSE was trading at 2886.60. The strike last trading price was 25.05, which was -3.2 lower than the previous day. The implied volatity was 33.82, the open interest changed by 1 which increased total open position to 2285


On 28 Nov BSE was trading at 2902.40. The strike last trading price was 27.8, which was -6.95 lower than the previous day. The implied volatity was 32.58, the open interest changed by 50 which increased total open position to 2285


On 27 Nov BSE was trading at 2929.10. The strike last trading price was 35.55, which was 6.2 higher than the previous day. The implied volatity was 32.72, the open interest changed by 326 which increased total open position to 2233


On 26 Nov BSE was trading at 2886.70. The strike last trading price was 29.5, which was 4.55 higher than the previous day. The implied volatity was 33.23, the open interest changed by 318 which increased total open position to 1907


On 25 Nov BSE was trading at 2840.60. The strike last trading price was 24.5, which was 0.5 higher than the previous day. The implied volatity was 34.49, the open interest changed by 308 which increased total open position to 1603


On 24 Nov BSE was trading at 2802.20. The strike last trading price was 24.1, which was -12.5 lower than the previous day. The implied volatity was 35.99, the open interest changed by 442 which increased total open position to 1297


On 21 Nov BSE was trading at 2858.30. The strike last trading price was 35.5, which was -10.15 lower than the previous day. The implied volatity was 35.47, the open interest changed by 130 which increased total open position to 851


On 20 Nov BSE was trading at 2895.50. The strike last trading price was 45.95, which was 13.65 higher than the previous day. The implied volatity was 35.36, the open interest changed by 721 which increased total open position to 721


BSE 30DEC2025 3200 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 2605.90 395.35 -26.6 - 0 0 70
15 Dec 2648.90 395.35 -26.6 - 0 0 0
12 Dec 2735.00 395.35 -26.6 - 0 0 70
11 Dec 2698.80 395.35 -26.6 - 0 0 70
10 Dec 2581.70 395.35 -26.6 - 0 0 70
9 Dec 2715.80 395.35 -26.6 - 0 17 0
8 Dec 2798.80 395.35 -26.6 42.88 39 17 70
5 Dec 2815.90 421.95 105.95 - 0 0 0
4 Dec 2765.00 421.95 105.95 - 0 -1 0
3 Dec 2751.10 421.95 105.95 30.66 4 -1 53
2 Dec 2843.20 316 15 - 0 4 0
1 Dec 2886.60 316 15 37.56 19 4 54
28 Nov 2902.40 301 -61.85 33.06 30 16 49
27 Nov 2929.10 362.85 24.85 - 0 0 0
26 Nov 2886.70 362.85 24.85 - 0 0 0
25 Nov 2840.60 362.85 24.85 36.30 1 0 33
24 Nov 2802.20 338 14.7 - 0 2 0
21 Nov 2858.30 338 14.7 32.10 2 1 32
20 Nov 2895.50 323.3 -820.35 38.37 77 31 31


For Bse Limited - strike price 3200 expiring on 30DEC2025

Delta for 3200 PE is -

Historical price for 3200 PE is as follows

On 16 Dec BSE was trading at 2605.90. The strike last trading price was 395.35, which was -26.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 70


On 15 Dec BSE was trading at 2648.90. The strike last trading price was 395.35, which was -26.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec BSE was trading at 2735.00. The strike last trading price was 395.35, which was -26.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 70


On 11 Dec BSE was trading at 2698.80. The strike last trading price was 395.35, which was -26.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 70


On 10 Dec BSE was trading at 2581.70. The strike last trading price was 395.35, which was -26.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 70


On 9 Dec BSE was trading at 2715.80. The strike last trading price was 395.35, which was -26.6 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 0


On 8 Dec BSE was trading at 2798.80. The strike last trading price was 395.35, which was -26.6 lower than the previous day. The implied volatity was 42.88, the open interest changed by 17 which increased total open position to 70


On 5 Dec BSE was trading at 2815.90. The strike last trading price was 421.95, which was 105.95 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 421.95, which was 105.95 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 421.95, which was 105.95 higher than the previous day. The implied volatity was 30.66, the open interest changed by -1 which decreased total open position to 53


On 2 Dec BSE was trading at 2843.20. The strike last trading price was 316, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 1 Dec BSE was trading at 2886.60. The strike last trading price was 316, which was 15 higher than the previous day. The implied volatity was 37.56, the open interest changed by 4 which increased total open position to 54


On 28 Nov BSE was trading at 2902.40. The strike last trading price was 301, which was -61.85 lower than the previous day. The implied volatity was 33.06, the open interest changed by 16 which increased total open position to 49


On 27 Nov BSE was trading at 2929.10. The strike last trading price was 362.85, which was 24.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Nov BSE was trading at 2886.70. The strike last trading price was 362.85, which was 24.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov BSE was trading at 2840.60. The strike last trading price was 362.85, which was 24.85 higher than the previous day. The implied volatity was 36.30, the open interest changed by 0 which decreased total open position to 33


On 24 Nov BSE was trading at 2802.20. The strike last trading price was 338, which was 14.7 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 21 Nov BSE was trading at 2858.30. The strike last trading price was 338, which was 14.7 higher than the previous day. The implied volatity was 32.10, the open interest changed by 1 which increased total open position to 32


On 20 Nov BSE was trading at 2895.50. The strike last trading price was 323.3, which was -820.35 lower than the previous day. The implied volatity was 38.37, the open interest changed by 31 which increased total open position to 31