BSE
Bse Limited
Historical option data for BSE
29 Apr 2026 11:26 AM IST
| BSE 26-May-2026 (27d) 3500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.7
Vega: 0.03
Theta: -2.66
Gamma: 0.00088
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 3669.70 | 262.3 | 19.55000000000001 | 38.99 | 296 | 60 | 1,097 | |||||||||
| 28 Apr | 3626.10 | 241 | 43 | 39.46 | 1,585 | 108 | 1,031 | |||||||||
| 27 Apr | 3534.60 | 200.2 | 40.5 | 42.8 | 1,741 | 253 | 928 | |||||||||
| 24 Apr | 3446.00 | 161.2 | -8.350000000000023 | 43.45 | 473 | 35 | 672 | |||||||||
| 23 Apr | 3463.00 | 166.8 | -20.549999999999983 | 42.39 | 469 | 106 | 637 | |||||||||
| 22 Apr | 3499.20 | 192.15 | -4 | 42.49 | 450 | 130 | 530 | |||||||||
| 21 Apr | 3515.80 | 196.9 | 14.650000000000006 | 41.68 | 372 | 115 | 409 | |||||||||
| 20 Apr | 3470.70 | 180 | -34.349999999999994 | 42.44 | 336 | 102 | 293 | |||||||||
| 17 Apr | 3531.50 | 215.15 | 46.650000000000006 | 40.13 | 450 | 45 | 193 | |||||||||
| 16 Apr | 3446.70 | 163.95 | 12.899999999999977 | 39.74 | 235 | 40 | 148 | |||||||||
| 15 Apr | 3390.70 | 152 | 22.849999999999994 | 41.58 | 141 | 9 | 109 | |||||||||
| 13 Apr | 3303.60 | 130.15 | 6.1000000000000085 | 44.04 | 104 | 35 | 99 | |||||||||
| 10 Apr | 3281.20 | 124.05 | -2.1500000000000057 | 43.4 | 51 | 10 | 65 | |||||||||
|
|
||||||||||||||||
| 9 Apr | 3257.40 | 127.4 | 9.3 | 43.91 | 84 | 54 | 54 | |||||||||
For Bse Limited - strike price 3500 expiring on 26MAY2026
Delta for 3500 CE is 0.7
Historical price for 3500 CE is as follows
On 29 Apr BSE was trading at 3669.70. The strike last trading price was 262.3, which was 19.55000000000001 higher than the previous day. The implied volatity was 38.99, the open interest changed by 60 which increased total open position to 1097
On 28 Apr BSE was trading at 3626.10. The strike last trading price was 241, which was 43 higher than the previous day. The implied volatity was 39.46, the open interest changed by 108 which increased total open position to 1031
On 27 Apr BSE was trading at 3534.60. The strike last trading price was 200.2, which was 40.5 higher than the previous day. The implied volatity was 42.8, the open interest changed by 253 which increased total open position to 928
On 24 Apr BSE was trading at 3446.00. The strike last trading price was 161.2, which was -8.350000000000023 lower than the previous day. The implied volatity was 43.45, the open interest changed by 35 which increased total open position to 672
On 23 Apr BSE was trading at 3463.00. The strike last trading price was 166.8, which was -20.549999999999983 lower than the previous day. The implied volatity was 42.39, the open interest changed by 106 which increased total open position to 637
On 22 Apr BSE was trading at 3499.20. The strike last trading price was 192.15, which was -4 lower than the previous day. The implied volatity was 42.49, the open interest changed by 130 which increased total open position to 530
On 21 Apr BSE was trading at 3515.80. The strike last trading price was 196.9, which was 14.650000000000006 higher than the previous day. The implied volatity was 41.68, the open interest changed by 115 which increased total open position to 409
On 20 Apr BSE was trading at 3470.70. The strike last trading price was 180, which was -34.349999999999994 lower than the previous day. The implied volatity was 42.44, the open interest changed by 102 which increased total open position to 293
On 17 Apr BSE was trading at 3531.50. The strike last trading price was 215.15, which was 46.650000000000006 higher than the previous day. The implied volatity was 40.13, the open interest changed by 45 which increased total open position to 193
On 16 Apr BSE was trading at 3446.70. The strike last trading price was 163.95, which was 12.899999999999977 higher than the previous day. The implied volatity was 39.74, the open interest changed by 40 which increased total open position to 148
On 15 Apr BSE was trading at 3390.70. The strike last trading price was 152, which was 22.849999999999994 higher than the previous day. The implied volatity was 41.58, the open interest changed by 9 which increased total open position to 109
On 13 Apr BSE was trading at 3303.60. The strike last trading price was 130.15, which was 6.1000000000000085 higher than the previous day. The implied volatity was 44.04, the open interest changed by 35 which increased total open position to 99
On 10 Apr BSE was trading at 3281.20. The strike last trading price was 124.05, which was -2.1500000000000057 lower than the previous day. The implied volatity was 43.4, the open interest changed by 10 which increased total open position to 65
On 9 Apr BSE was trading at 3257.40. The strike last trading price was 127.4, which was 9.3 higher than the previous day. The implied volatity was 43.91, the open interest changed by 54 which increased total open position to 54
| BSE 26-May-2026 (27d) 3500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.3
Vega: 0.04
Theta: -2.29
Gamma: 0.00085
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 3669.70 | 84.9 | -17.69999999999999 | 40.98 | 851 | 154 | 976 |
| 28 Apr | 3626.10 | 103.8 | -40.8 | 42.09 | 1,931 | 378 | 818 |
| 27 Apr | 3534.60 | 141.2 | -49.60000000000002 | 42.4 | 842 | 211 | 439 |
| 24 Apr | 3446.00 | 188.5 | 3.6999999999999886 | 41.55 | 337 | -13 | 228 |
| 23 Apr | 3463.00 | 185 | 15.849999999999994 | 41.62 | 227 | -21 | 241 |
| 22 Apr | 3499.20 | 167.1 | -3.6500000000000057 | 41.55 | 229 | 41 | 265 |
| 21 Apr | 3515.80 | 173.4 | -25.799999999999983 | 43.5 | 251 | 67 | 221 |
| 20 Apr | 3470.70 | 199.5 | 23.75 | 44.36 | 238 | 11 | 154 |
| 17 Apr | 3531.50 | 173.2 | -54.30000000000001 | 43.83 | 238 | 66 | 143 |
| 16 Apr | 3446.70 | 228 | -23.5 | 46.04 | 59 | 13 | 76 |
| 15 Apr | 3390.70 | 251.5 | -63.60000000000002 | 44.19 | 48 | 11 | 63 |
| 13 Apr | 3303.60 | 315.1 | -27.899999999999977 | 47.76 | 8 | 1 | 56 |
| 10 Apr | 3281.20 | 343 | -23 | 48.27 | 4 | 2 | 54 |
| 9 Apr | 3257.40 | 366 | -443.35 | 53.49 | 61 | 48 | 48 |
For Bse Limited - strike price 3500 expiring on 26MAY2026
Delta for 3500 PE is -0.3
Historical price for 3500 PE is as follows
On 29 Apr BSE was trading at 3669.70. The strike last trading price was 84.9, which was -17.69999999999999 lower than the previous day. The implied volatity was 40.98, the open interest changed by 154 which increased total open position to 976
On 28 Apr BSE was trading at 3626.10. The strike last trading price was 103.8, which was -40.8 lower than the previous day. The implied volatity was 42.09, the open interest changed by 378 which increased total open position to 818
On 27 Apr BSE was trading at 3534.60. The strike last trading price was 141.2, which was -49.60000000000002 lower than the previous day. The implied volatity was 42.4, the open interest changed by 211 which increased total open position to 439
On 24 Apr BSE was trading at 3446.00. The strike last trading price was 188.5, which was 3.6999999999999886 higher than the previous day. The implied volatity was 41.55, the open interest changed by -13 which decreased total open position to 228
On 23 Apr BSE was trading at 3463.00. The strike last trading price was 185, which was 15.849999999999994 higher than the previous day. The implied volatity was 41.62, the open interest changed by -21 which decreased total open position to 241
On 22 Apr BSE was trading at 3499.20. The strike last trading price was 167.1, which was -3.6500000000000057 lower than the previous day. The implied volatity was 41.55, the open interest changed by 41 which increased total open position to 265
On 21 Apr BSE was trading at 3515.80. The strike last trading price was 173.4, which was -25.799999999999983 lower than the previous day. The implied volatity was 43.5, the open interest changed by 67 which increased total open position to 221
On 20 Apr BSE was trading at 3470.70. The strike last trading price was 199.5, which was 23.75 higher than the previous day. The implied volatity was 44.36, the open interest changed by 11 which increased total open position to 154
On 17 Apr BSE was trading at 3531.50. The strike last trading price was 173.2, which was -54.30000000000001 lower than the previous day. The implied volatity was 43.83, the open interest changed by 66 which increased total open position to 143
On 16 Apr BSE was trading at 3446.70. The strike last trading price was 228, which was -23.5 lower than the previous day. The implied volatity was 46.04, the open interest changed by 13 which increased total open position to 76
On 15 Apr BSE was trading at 3390.70. The strike last trading price was 251.5, which was -63.60000000000002 lower than the previous day. The implied volatity was 44.19, the open interest changed by 11 which increased total open position to 63
On 13 Apr BSE was trading at 3303.60. The strike last trading price was 315.1, which was -27.899999999999977 lower than the previous day. The implied volatity was 47.76, the open interest changed by 1 which increased total open position to 56
On 10 Apr BSE was trading at 3281.20. The strike last trading price was 343, which was -23 lower than the previous day. The implied volatity was 48.27, the open interest changed by 2 which increased total open position to 54
On 9 Apr BSE was trading at 3257.40. The strike last trading price was 366, which was -443.35 lower than the previous day. The implied volatity was 53.49, the open interest changed by 48 which increased total open position to 48
