BSE
Bse Limited
Historical option data for BSE
04 May 2026 04:10 PM IST
| BSE 26-May-2026 (21d) 3550 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.7
Vega: 0.03
Theta: -3.12
Gamma: 0.00093
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 May | 3711.30 | 248.15 | 28.700000000000017 (13.08%) | 40.85 | 173 | -3 | 227 | |||||||||
| 30 Apr | 3640.50 | 214.35 | 11.5 (5.67%) | 41.11 | 457 | 17 | 247 | |||||||||
| 29 Apr | 3635.70 | 201.85 | -7.300000000000011 (-3.49%) | 38.49 | 314 | 12 | 229 | |||||||||
| 28 Apr | 3626.10 | 208.25 | 36.599999999999994 (21.32%) | 39.53 | 1,208 | 31 | 219 | |||||||||
| 27 Apr | 3534.60 | 175 | 36.650000000000006 (26.49%) | 42.8 | 563 | 109 | 196 | |||||||||
| 24 Apr | 3446.00 | 140.5 | -5.5 (-3.77%) | 43.73 | 43 | 21 | 86 | |||||||||
| 23 Apr | 3463.00 | 145 | -16.099999999999994 (-9.99%) | 42.13 | 34 | 18 | 65 | |||||||||
| 22 Apr | 3499.20 | 160.5 | -15.400000000000006 (-8.75%) | 40.7 | 47 | 19 | 47 | |||||||||
| 21 Apr | 3515.80 | 175.9 | 8.900000000000006 (5.33%) | 42.05 | 14 | 11 | 27 | |||||||||
| 20 Apr | 3470.70 | 167 | 124.9 (296.67%) | 44.71 | 27 | 16 | 16 | |||||||||
| 17 Apr | 3531.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 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 (0.00%) | 5.48 | 0 | 0 | 0 | |||||||||
| 9 Apr | 3257.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Bse Limited - strike price 3550 expiring on 26MAY2026
Delta for 3550 CE is 0.7
Historical price for 3550 CE is as follows
On 4 May BSE was trading at 3711.30. The strike last trading price was 248.15, which was 28.700000000000017 higher than the previous day. The implied volatity was 40.85, the open interest changed by -3 which decreased total open position to 227
On 30 Apr BSE was trading at 3640.50. The strike last trading price was 214.35, which was 11.5 higher than the previous day. The implied volatity was 41.11, the open interest changed by 17 which increased total open position to 247
On 29 Apr BSE was trading at 3635.70. The strike last trading price was 201.85, which was -7.300000000000011 lower than the previous day. The implied volatity was 38.49, the open interest changed by 12 which increased total open position to 229
On 28 Apr BSE was trading at 3626.10. The strike last trading price was 208.25, which was 36.599999999999994 higher than the previous day. The implied volatity was 39.53, the open interest changed by 31 which increased total open position to 219
On 27 Apr BSE was trading at 3534.60. The strike last trading price was 175, which was 36.650000000000006 higher than the previous day. The implied volatity was 42.8, the open interest changed by 109 which increased total open position to 196
On 24 Apr BSE was trading at 3446.00. The strike last trading price was 140.5, which was -5.5 lower than the previous day. The implied volatity was 43.73, the open interest changed by 21 which increased total open position to 86
On 23 Apr BSE was trading at 3463.00. The strike last trading price was 145, which was -16.099999999999994 lower than the previous day. The implied volatity was 42.13, the open interest changed by 18 which increased total open position to 65
On 22 Apr BSE was trading at 3499.20. The strike last trading price was 160.5, which was -15.400000000000006 lower than the previous day. The implied volatity was 40.7, the open interest changed by 19 which increased total open position to 47
On 21 Apr BSE was trading at 3515.80. The strike last trading price was 175.9, which was 8.900000000000006 higher than the previous day. The implied volatity was 42.05, the open interest changed by 11 which increased total open position to 27
On 20 Apr BSE was trading at 3470.70. The strike last trading price was 167, which was 124.9 higher than the previous day. The implied volatity was 44.71, the open interest changed by 16 which increased total open position to 16
On 17 Apr BSE was trading at 3531.50. 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 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 5.48, 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 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 26-May-2026 (21d) 3550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.31
Vega: 0.03
Theta: -2.91
Gamma: 0.00086
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 May | 3711.30 | 87.35 | -20.950000000000003 (-19.34%) | 44.61 | 878 | 77 | 367 |
| 30 Apr | 3640.50 | 110.65 | -10.799999999999997 (-8.89%) | 40.33 | 1,431 | 89 | 379 |
| 29 Apr | 3635.70 | 121 | -0.9000000000000057 (-0.74%) | 41.84 | 553 | 31 | 291 |
| 28 Apr | 3626.10 | 120.7 | -48.64999999999999 (-28.73%) | 41.18 | 931 | 228 | 259 |
| 27 Apr | 3534.60 | 166.8 | -65.75 (-28.27%) | 42.55 | 74 | 20 | 30 |
| 24 Apr | 3446.00 | 232.55 | 21.55000000000001 (10.21%) | 42.45 | 2 | 0 | 9 |
| 23 Apr | 3463.00 | 211 | -10.849999999999994 (-4.89%) | 41.02 | 7 | 6 | 10 |
| 22 Apr | 3499.20 | 221.85 | 221.85 | - | 0 | 0 | 4 |
| 21 Apr | 3515.80 | 221.85 | 221.85 (6.71%) | 44.54 | 0 | 0 | 4 |
| 20 Apr | 3470.70 | 221.85 | 13.949999999999989 (6.71%) | 44.54 | 8 | 3 | 5 |
| 17 Apr | 3531.50 | 200.5 | -43.150000000000006 (-17.71%) | 43.5 | 3 | 2 | 3 |
| 16 Apr | 3446.70 | 243.65 | -625.7 (-71.97%) | 42.63 | 2 | 1 | 1 |
| 15 Apr | 3390.70 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 3303.60 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 3281.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 3257.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Bse Limited - strike price 3550 expiring on 26MAY2026
Delta for 3550 PE is -0.31
Historical price for 3550 PE is as follows
On 4 May BSE was trading at 3711.30. The strike last trading price was 87.35, which was -20.950000000000003 lower than the previous day. The implied volatity was 44.61, the open interest changed by 77 which increased total open position to 367
On 30 Apr BSE was trading at 3640.50. The strike last trading price was 110.65, which was -10.799999999999997 lower than the previous day. The implied volatity was 40.33, the open interest changed by 89 which increased total open position to 379
On 29 Apr BSE was trading at 3635.70. The strike last trading price was 121, which was -0.9000000000000057 lower than the previous day. The implied volatity was 41.84, the open interest changed by 31 which increased total open position to 291
On 28 Apr BSE was trading at 3626.10. The strike last trading price was 120.7, which was -48.64999999999999 lower than the previous day. The implied volatity was 41.18, the open interest changed by 228 which increased total open position to 259
On 27 Apr BSE was trading at 3534.60. The strike last trading price was 166.8, which was -65.75 lower than the previous day. The implied volatity was 42.55, the open interest changed by 20 which increased total open position to 30
On 24 Apr BSE was trading at 3446.00. The strike last trading price was 232.55, which was 21.55000000000001 higher than the previous day. The implied volatity was 42.45, the open interest changed by 0 which decreased total open position to 9
On 23 Apr BSE was trading at 3463.00. The strike last trading price was 211, which was -10.849999999999994 lower than the previous day. The implied volatity was 41.02, the open interest changed by 6 which increased total open position to 10
On 22 Apr BSE was trading at 3499.20. The strike last trading price was 221.85, which was 221.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 21 Apr BSE was trading at 3515.80. The strike last trading price was 221.85, which was 221.85 higher than the previous day. The implied volatity was 44.54, the open interest changed by 0 which decreased total open position to 4
On 20 Apr BSE was trading at 3470.70. The strike last trading price was 221.85, which was 13.949999999999989 higher than the previous day. The implied volatity was 44.54, the open interest changed by 3 which increased total open position to 5
On 17 Apr BSE was trading at 3531.50. The strike last trading price was 200.5, which was -43.150000000000006 lower than the previous day. The implied volatity was 43.5, the open interest changed by 2 which increased total open position to 3
On 16 Apr BSE was trading at 3446.70. The strike last trading price was 243.65, which was -625.7 lower than the previous day. The implied volatity was 42.63, the open interest changed by 1 which increased total open position to 1
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 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
