BSE
Bse Limited
Historical option data for BSE
16 Dec 2025 04:13 PM IST
| BSE 30-DEC-2025 3200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.32
Theta: -0.61
Gamma: 0.00
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| 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 | |||||||||
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| 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: -
|
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| 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































































































































































































































