BSE
Bse Limited
Historical option data for BSE
02 Apr 2026 04:13 PM IST
| BSE 28-Apr-2026 (24d) 3400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 1.08
Theta: -0.92
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 2851.40 | 10.25 | -2.3 | 41.87 | 946 | -105 | 527 | |||||||||
| 1 Apr | 2867.60 | 12.45 | 6.65 | 42.25 | 1,818 | 331 | 631 | |||||||||
| 30 Mar | 2683.50 | 5.35 | -5.9 | 44.84 | 496 | -35 | 273 | |||||||||
| 27 Mar | 2779.80 | 10.85 | -6.9 | 43.11 | 550 | 42 | 308 | |||||||||
| 25 Mar | 2890.20 | 18.25 | 3.15 | 39.6 | 201 | 20 | 264 | |||||||||
| 24 Mar | 2805.90 | 14.75 | 0.65 | 41.76 | 103 | 25 | 245 | |||||||||
| 23 Mar | 2714.40 | 14 | -6.8 | 46.59 | 177 | 5 | 220 | |||||||||
| 20 Mar | 2806.10 | 20.15 | -10.35 | 43.34 | 368 | 90 | 215 | |||||||||
| 19 Mar | 2895.00 | 31.1 | -12.6 | 41.69 | 156 | 36 | 123 | |||||||||
| 18 Mar | 2995.60 | 43.65 | -90.35 | 39.08 | 176 | 86 | 86 | |||||||||
| 17 Mar | 2973.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 2862.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 2797.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 2850.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 2837.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 2860.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 2768.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 2751.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 2761.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 2626.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 2643.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 2707.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 2800.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 2772.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 2751.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 2725.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 2739.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 2741.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 2824.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 2742.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 2804.60 | 134 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 3025.30 | 134 | 0 | 5.45 | 0 | 0 | 0 | |||||||||
| 12 Feb | 3143.20 | 134 | 0 | 3.18 | 0 | 0 | 0 | |||||||||
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| 11 Feb | 3177.10 | 134 | 0 | 2.67 | 0 | 0 | 0 | |||||||||
| 10 Feb | 3174.20 | 134 | 0 | 2.87 | 0 | 0 | 0 | |||||||||
| 9 Feb | 2985.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bse Limited - strike price 3400 expiring on 28APR2026
Delta for 3400 CE is 0.07
Historical price for 3400 CE is as follows
On 2 Apr BSE was trading at 2851.40. The strike last trading price was 10.25, which was -2.3 lower than the previous day. The implied volatity was 41.87, the open interest changed by -105 which decreased total open position to 527
On 1 Apr BSE was trading at 2867.60. The strike last trading price was 12.45, which was 6.65 higher than the previous day. The implied volatity was 42.25, the open interest changed by 331 which increased total open position to 631
On 30 Mar BSE was trading at 2683.50. The strike last trading price was 5.35, which was -5.9 lower than the previous day. The implied volatity was 44.84, the open interest changed by -35 which decreased total open position to 273
On 27 Mar BSE was trading at 2779.80. The strike last trading price was 10.85, which was -6.9 lower than the previous day. The implied volatity was 43.11, the open interest changed by 42 which increased total open position to 308
On 25 Mar BSE was trading at 2890.20. The strike last trading price was 18.25, which was 3.15 higher than the previous day. The implied volatity was 39.6, the open interest changed by 20 which increased total open position to 264
On 24 Mar BSE was trading at 2805.90. The strike last trading price was 14.75, which was 0.65 higher than the previous day. The implied volatity was 41.76, the open interest changed by 25 which increased total open position to 245
On 23 Mar BSE was trading at 2714.40. The strike last trading price was 14, which was -6.8 lower than the previous day. The implied volatity was 46.59, the open interest changed by 5 which increased total open position to 220
On 20 Mar BSE was trading at 2806.10. The strike last trading price was 20.15, which was -10.35 lower than the previous day. The implied volatity was 43.34, the open interest changed by 90 which increased total open position to 215
On 19 Mar BSE was trading at 2895.00. The strike last trading price was 31.1, which was -12.6 lower than the previous day. The implied volatity was 41.69, the open interest changed by 36 which increased total open position to 123
On 18 Mar BSE was trading at 2995.60. The strike last trading price was 43.65, which was -90.35 lower than the previous day. The implied volatity was 39.08, the open interest changed by 86 which increased total open position to 86
On 17 Mar BSE was trading at 2973.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Mar BSE was trading at 2862.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar BSE was trading at 2797.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar BSE was trading at 2850.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar BSE was trading at 2837.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar BSE was trading at 2860.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Mar BSE was trading at 2768.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar BSE was trading at 2751.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar BSE was trading at 2761.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar BSE was trading at 2626.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Mar BSE was trading at 2643.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb BSE was trading at 2707.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Feb BSE was trading at 2800.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Feb BSE was trading at 2772.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Feb BSE was trading at 2751.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Feb BSE was trading at 2725.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Feb BSE was trading at 2739.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Feb BSE was trading at 2741.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb BSE was trading at 2824.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb BSE was trading at 2742.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Feb BSE was trading at 2804.60. The strike last trading price was 134, 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 13 Feb BSE was trading at 3025.30. The strike last trading price was 134, which was 0 lower than the previous day. The implied volatity was 5.45, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BSE was trading at 3143.20. The strike last trading price was 134, which was 0 lower than the previous day. The implied volatity was 3.18, the open interest changed by 0 which decreased total open position to 0
On 11 Feb BSE was trading at 3177.10. The strike last trading price was 134, which was 0 lower than the previous day. The implied volatity was 2.67, the open interest changed by 0 which decreased total open position to 0
On 10 Feb BSE was trading at 3174.20. The strike last trading price was 134, which was 0 lower than the previous day. The implied volatity was 2.87, the open interest changed by 0 which decreased total open position to 0
On 9 Feb BSE was trading at 2985.10. The strike last trading price was 0, 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
| BSE 28-Apr-2026 (24d) 3400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.74
Vega: 2.49
Theta: -3.31
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 2851.40 | 612.45 | 90.65 | 84.42 | 3 | 0 | 27 |
| 1 Apr | 2867.60 | 521.8 | -165.5 | 42.5 | 12 | 0 | 28 |
| 30 Mar | 2683.50 | 682 | 92 | - | 2 | 0 | 26 |
| 27 Mar | 2779.80 | 590 | 87.95 | 30.28 | 25 | 23 | 24 |
| 25 Mar | 2890.20 | 502.05 | -218.65 | 42.04 | 1 | 0 | 0 |
| 24 Mar | 2805.90 | 720.7 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 2714.40 | 720.7 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 2806.10 | 720.7 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 2895.00 | 720.7 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 2995.60 | 720.7 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 2973.60 | - | - | - | 0 | 0 | 0 |
| 16 Mar | 2862.60 | - | - | - | 0 | 0 | 0 |
| 13 Mar | 2797.00 | - | - | - | 0 | 0 | 0 |
| 12 Mar | 2850.60 | - | - | - | 0 | 0 | 0 |
| 11 Mar | 2837.40 | - | - | - | 0 | 0 | 0 |
| 10 Mar | 2860.60 | - | - | - | 0 | 0 | 0 |
| 9 Mar | 2768.90 | - | - | - | 0 | 0 | 0 |
| 6 Mar | 2751.60 | - | - | - | 0 | 0 | 0 |
| 5 Mar | 2761.40 | - | - | - | 0 | 0 | 0 |
| 4 Mar | 2626.90 | - | - | - | 0 | 0 | 0 |
| 2 Mar | 2643.60 | - | - | - | 0 | 0 | 0 |
| 27 Feb | 2707.10 | - | - | - | 0 | 0 | 0 |
| 26 Feb | 2800.90 | - | - | - | 0 | 0 | 0 |
| 25 Feb | 2772.70 | - | - | - | 0 | 0 | 0 |
| 24 Feb | 2751.10 | - | - | - | 0 | 0 | 0 |
| 23 Feb | 2725.30 | - | - | - | 0 | 0 | 0 |
| 20 Feb | 2739.50 | - | - | - | 0 | 0 | 0 |
| 19 Feb | 2741.40 | - | - | - | 0 | 0 | 0 |
| 18 Feb | 2824.00 | - | - | - | 0 | 0 | 0 |
| 17 Feb | 2742.30 | - | - | - | 0 | 0 | 0 |
| 16 Feb | 2804.60 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 3025.30 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 3143.20 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 3177.10 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 3174.20 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 2985.10 | 0 | 0 | - | 0 | 0 | 0 |
For Bse Limited - strike price 3400 expiring on 28APR2026
Delta for 3400 PE is -0.74
Historical price for 3400 PE is as follows
On 2 Apr BSE was trading at 2851.40. The strike last trading price was 612.45, which was 90.65 higher than the previous day. The implied volatity was 84.42, the open interest changed by 0 which decreased total open position to 27
On 1 Apr BSE was trading at 2867.60. The strike last trading price was 521.8, which was -165.5 lower than the previous day. The implied volatity was 42.5, the open interest changed by 0 which decreased total open position to 28
On 30 Mar BSE was trading at 2683.50. The strike last trading price was 682, which was 92 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 27 Mar BSE was trading at 2779.80. The strike last trading price was 590, which was 87.95 higher than the previous day. The implied volatity was 30.28, the open interest changed by 23 which increased total open position to 24
On 25 Mar BSE was trading at 2890.20. The strike last trading price was 502.05, which was -218.65 lower than the previous day. The implied volatity was 42.04, the open interest changed by 0 which decreased total open position to 0
On 24 Mar BSE was trading at 2805.90. The strike last trading price was 720.7, 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 23 Mar BSE was trading at 2714.40. The strike last trading price was 720.7, 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 20 Mar BSE was trading at 2806.10. The strike last trading price was 720.7, 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 19 Mar BSE was trading at 2895.00. The strike last trading price was 720.7, 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 Mar BSE was trading at 2995.60. The strike last trading price was 720.7, 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 17 Mar BSE was trading at 2973.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Mar BSE was trading at 2862.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar BSE was trading at 2797.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar BSE was trading at 2850.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar BSE was trading at 2837.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar BSE was trading at 2860.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Mar BSE was trading at 2768.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar BSE was trading at 2751.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar BSE was trading at 2761.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar BSE was trading at 2626.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Mar BSE was trading at 2643.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb BSE was trading at 2707.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Feb BSE was trading at 2800.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Feb BSE was trading at 2772.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Feb BSE was trading at 2751.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Feb BSE was trading at 2725.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Feb BSE was trading at 2739.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Feb BSE was trading at 2741.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb BSE was trading at 2824.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb BSE was trading at 2742.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Feb BSE was trading at 2804.60. The strike last trading price was 0, 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 13 Feb BSE was trading at 3025.30. The strike last trading price was 0, 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 12 Feb BSE was trading at 3143.20. The strike last trading price was 0, 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 11 Feb BSE was trading at 3177.10. The strike last trading price was 0, 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 10 Feb BSE was trading at 3174.20. The strike last trading price was 0, 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 9 Feb BSE was trading at 2985.10. The strike last trading price was 0, 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
