BSE
Bse Limited
Historical option data for BSE
29 Apr 2026 10:09 AM IST
| BSE 26-May-2026 (27d) 3450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.73
Vega: 0.03
Theta: -2.5
Gamma: 0.00084
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 3654.20 | 282.9 | 9.599999999999966 | 38.85 | 3 | 0 | 182 | |||||||||
| 28 Apr | 3626.10 | 272.75 | 48.349999999999994 | 39.89 | 172 | -13 | 183 | |||||||||
| 27 Apr | 3534.60 | 226.8 | 45.45000000000002 | 42.72 | 165 | 0 | 196 | |||||||||
| 24 Apr | 3446.00 | 184 | -6.25 | 43.5 | 341 | 162 | 188 | |||||||||
| 23 Apr | 3463.00 | 190.25 | -28.75 | 42.07 | 41 | 20 | 26 | |||||||||
| 22 Apr | 3499.20 | 219 | -2.3000000000000114 | 42.8 | 3 | 1 | 6 | |||||||||
| 21 Apr | 3515.80 | 221.3 | 13.700000000000017 | 40.27 | 3 | 1 | 5 | |||||||||
| 20 Apr | 3470.70 | 203.7 | -22.30000000000001 | 41.79 | 6 | 1 | 4 | |||||||||
| 17 Apr | 3531.50 | 226 | 34.400000000000006 | 40.64 | 47 | 0 | 4 | |||||||||
| 16 Apr | 3446.70 | 188.75 | 3.75 | 39.34 | 13 | 4 | 5 | |||||||||
| 15 Apr | 3390.70 | 185 | 131.9 | 44.22 | 2 | 1 | 1 | |||||||||
| 13 Apr | 3303.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 3281.20 | 0 | 0 | 3.5 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 9 Apr | 3257.40 | 53.1 | 0 | 3.2 | 0 | 0 | 0 | |||||||||
For Bse Limited - strike price 3450 expiring on 26MAY2026
Delta for 3450 CE is 0.73
Historical price for 3450 CE is as follows
On 29 Apr BSE was trading at 3654.20. The strike last trading price was 282.9, which was 9.599999999999966 higher than the previous day. The implied volatity was 38.85, the open interest changed by 0 which decreased total open position to 182
On 28 Apr BSE was trading at 3626.10. The strike last trading price was 272.75, which was 48.349999999999994 higher than the previous day. The implied volatity was 39.89, the open interest changed by -13 which decreased total open position to 183
On 27 Apr BSE was trading at 3534.60. The strike last trading price was 226.8, which was 45.45000000000002 higher than the previous day. The implied volatity was 42.72, the open interest changed by 0 which decreased total open position to 196
On 24 Apr BSE was trading at 3446.00. The strike last trading price was 184, which was -6.25 lower than the previous day. The implied volatity was 43.5, the open interest changed by 162 which increased total open position to 188
On 23 Apr BSE was trading at 3463.00. The strike last trading price was 190.25, which was -28.75 lower than the previous day. The implied volatity was 42.07, the open interest changed by 20 which increased total open position to 26
On 22 Apr BSE was trading at 3499.20. The strike last trading price was 219, which was -2.3000000000000114 lower than the previous day. The implied volatity was 42.8, the open interest changed by 1 which increased total open position to 6
On 21 Apr BSE was trading at 3515.80. The strike last trading price was 221.3, which was 13.700000000000017 higher than the previous day. The implied volatity was 40.27, the open interest changed by 1 which increased total open position to 5
On 20 Apr BSE was trading at 3470.70. The strike last trading price was 203.7, which was -22.30000000000001 lower than the previous day. The implied volatity was 41.79, the open interest changed by 1 which increased total open position to 4
On 17 Apr BSE was trading at 3531.50. The strike last trading price was 226, which was 34.400000000000006 higher than the previous day. The implied volatity was 40.64, the open interest changed by 0 which decreased total open position to 4
On 16 Apr BSE was trading at 3446.70. The strike last trading price was 188.75, which was 3.75 higher than the previous day. The implied volatity was 39.34, the open interest changed by 4 which increased total open position to 5
On 15 Apr BSE was trading at 3390.70. The strike last trading price was 185, which was 131.9 higher than the previous day. The implied volatity was 44.22, the open interest changed by 1 which increased total open position to 1
On 13 Apr BSE was trading at 3303.60. 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 10 Apr BSE was trading at 3281.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.5, the open interest changed by 0 which decreased total open position to 0
On 9 Apr BSE was trading at 3257.40. The strike last trading price was 53.1, which was 0 lower than the previous day. The implied volatity was 3.2, the open interest changed by 0 which decreased total open position to 0
| BSE 26-May-2026 (27d) 3450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.28
Vega: 0.03
Theta: -2.19
Gamma: 0.0008
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 3654.20 | 75.15 | -10.649999999999991 | 41.55 | 99 | 24 | 177 |
| 28 Apr | 3626.10 | 85.6 | -37.5 | 42.27 | 432 | 37 | 157 |
| 27 Apr | 3534.60 | 121.3 | -45.7 | 42.9 | 145 | -3 | 119 |
| 24 Apr | 3446.00 | 166.35 | 6.150000000000006 | 42.28 | 190 | 84 | 116 |
| 23 Apr | 3463.00 | 160.5 | 13.650000000000006 | 42.48 | 48 | 25 | 30 |
| 22 Apr | 3499.20 | 144.7 | 144.7 | 42.84 | 0 | 0 | 5 |
| 21 Apr | 3515.80 | 144.7 | -27.30000000000001 | 42.84 | 6 | 2 | 6 |
| 20 Apr | 3470.70 | 172 | 16.150000000000006 | 44.29 | 6 | 1 | 4 |
| 17 Apr | 3531.50 | 155.85 | -625.6 | 45.1 | 3 | 2 | 2 |
| 16 Apr | 3446.70 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 3390.70 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 3303.60 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 3281.20 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 3257.40 | 781.45 | 0 | - | 0 | 0 | 0 |
For Bse Limited - strike price 3450 expiring on 26MAY2026
Delta for 3450 PE is -0.28
Historical price for 3450 PE is as follows
On 29 Apr BSE was trading at 3654.20. The strike last trading price was 75.15, which was -10.649999999999991 lower than the previous day. The implied volatity was 41.55, the open interest changed by 24 which increased total open position to 177
On 28 Apr BSE was trading at 3626.10. The strike last trading price was 85.6, which was -37.5 lower than the previous day. The implied volatity was 42.27, the open interest changed by 37 which increased total open position to 157
On 27 Apr BSE was trading at 3534.60. The strike last trading price was 121.3, which was -45.7 lower than the previous day. The implied volatity was 42.9, the open interest changed by -3 which decreased total open position to 119
On 24 Apr BSE was trading at 3446.00. The strike last trading price was 166.35, which was 6.150000000000006 higher than the previous day. The implied volatity was 42.28, the open interest changed by 84 which increased total open position to 116
On 23 Apr BSE was trading at 3463.00. The strike last trading price was 160.5, which was 13.650000000000006 higher than the previous day. The implied volatity was 42.48, the open interest changed by 25 which increased total open position to 30
On 22 Apr BSE was trading at 3499.20. The strike last trading price was 144.7, which was 144.7 higher than the previous day. The implied volatity was 42.84, the open interest changed by 0 which decreased total open position to 5
On 21 Apr BSE was trading at 3515.80. The strike last trading price was 144.7, which was -27.30000000000001 lower than the previous day. The implied volatity was 42.84, the open interest changed by 2 which increased total open position to 6
On 20 Apr BSE was trading at 3470.70. The strike last trading price was 172, which was 16.150000000000006 higher than the previous day. The implied volatity was 44.29, the open interest changed by 1 which increased total open position to 4
On 17 Apr BSE was trading at 3531.50. The strike last trading price was 155.85, which was -625.6 lower than the previous day. The implied volatity was 45.1, the open interest changed by 2 which increased total open position to 2
On 16 Apr BSE was trading at 3446.70. 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 15 Apr BSE was trading at 3390.70. 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 Apr BSE was trading at 3303.60. 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 10 Apr BSE was trading at 3281.20. 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 Apr BSE was trading at 3257.40. The strike last trading price was 781.45, 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
