BSE
Bse Limited
Historical option data for BSE
05 May 2026 04:10 PM IST
| BSE 26-May-2026 (20d) 3600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 0.03
Theta: -3.49
Gamma: 0.00093
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 May | 3726.20 | 238.7 | 20.899999999999977 (9.60%) | 42.95 | 740 | -31 | 2,350 | |||||||||
| 4 May | 3711.30 | 218.95 | 30.899999999999977 (16.43%) | 41.32 | 2,918 | 569 | 2,404 | |||||||||
| 30 Apr | 3640.50 | 186.45 | 12.049999999999983 (6.91%) | 41.69 | 3,329 | 276 | 2,111 | |||||||||
| 29 Apr | 3635.70 | 174 | -8.650000000000006 (-4.74%) | 38.39 | 2,301 | 128 | 1,836 | |||||||||
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| 28 Apr | 3626.10 | 182 | 32.80000000000001 (21.98%) | 39.14 | 5,714 | 827 | 1,678 | |||||||||
| 27 Apr | 3534.60 | 152 | 32.95 (27.68%) | 42.77 | 1,652 | 281 | 847 | |||||||||
| 24 Apr | 3446.00 | 119.5 | -5.950000000000003 (-4.74%) | 42.96 | 481 | 52 | 551 | |||||||||
| 23 Apr | 3463.00 | 126.05 | -13.649999999999991 (-9.77%) | 42.46 | 316 | 55 | 497 | |||||||||
| 22 Apr | 3499.20 | 144.95 | -6 (-3.97%) | 41.9 | 532 | 170 | 442 | |||||||||
| 21 Apr | 3515.80 | 151.25 | 11.599999999999994 (8.31%) | 41.66 | 270 | 75 | 271 | |||||||||
| 20 Apr | 3470.70 | 137.25 | -30.30000000000001 (-18.08%) | 42.26 | 213 | 29 | 198 | |||||||||
| 17 Apr | 3531.50 | 171 | 41.849999999999994 (32.40%) | 40.94 | 251 | 58 | 157 | |||||||||
| 16 Apr | 3446.70 | 127 | 10.900000000000006 (9.39%) | 40.36 | 76 | 12 | 99 | |||||||||
| 15 Apr | 3390.70 | 113.3 | 15.149999999999991 (15.44%) | 41 | 95 | 9 | 85 | |||||||||
| 13 Apr | 3303.60 | 96 | 1.8499999999999943 (1.96%) | 43.41 | 136 | 6 | 76 | |||||||||
| 10 Apr | 3281.20 | 92.65 | -4.8999999999999915 (-5.02%) | 42.71 | 89 | 25 | 69 | |||||||||
| 9 Apr | 3257.40 | 97.75 | -3.5 (-3.46%) | 43.8 | 54 | 42 | 42 | |||||||||
For Bse Limited - strike price 3600 expiring on 26MAY2026
Delta for 3600 CE is 0.67
Historical price for 3600 CE is as follows
On 5 May BSE was trading at 3726.20. The strike last trading price was 238.7, which was 20.899999999999977 higher than the previous day. The implied volatity was 42.95, the open interest changed by -31 which decreased total open position to 2350
On 4 May BSE was trading at 3711.30. The strike last trading price was 218.95, which was 30.899999999999977 higher than the previous day. The implied volatity was 41.32, the open interest changed by 569 which increased total open position to 2404
On 30 Apr BSE was trading at 3640.50. The strike last trading price was 186.45, which was 12.049999999999983 higher than the previous day. The implied volatity was 41.69, the open interest changed by 276 which increased total open position to 2111
On 29 Apr BSE was trading at 3635.70. The strike last trading price was 174, which was -8.650000000000006 lower than the previous day. The implied volatity was 38.39, the open interest changed by 128 which increased total open position to 1836
On 28 Apr BSE was trading at 3626.10. The strike last trading price was 182, which was 32.80000000000001 higher than the previous day. The implied volatity was 39.14, the open interest changed by 827 which increased total open position to 1678
On 27 Apr BSE was trading at 3534.60. The strike last trading price was 152, which was 32.95 higher than the previous day. The implied volatity was 42.77, the open interest changed by 281 which increased total open position to 847
On 24 Apr BSE was trading at 3446.00. The strike last trading price was 119.5, which was -5.950000000000003 lower than the previous day. The implied volatity was 42.96, the open interest changed by 52 which increased total open position to 551
On 23 Apr BSE was trading at 3463.00. The strike last trading price was 126.05, which was -13.649999999999991 lower than the previous day. The implied volatity was 42.46, the open interest changed by 55 which increased total open position to 497
On 22 Apr BSE was trading at 3499.20. The strike last trading price was 144.95, which was -6 lower than the previous day. The implied volatity was 41.9, the open interest changed by 170 which increased total open position to 442
On 21 Apr BSE was trading at 3515.80. The strike last trading price was 151.25, which was 11.599999999999994 higher than the previous day. The implied volatity was 41.66, the open interest changed by 75 which increased total open position to 271
On 20 Apr BSE was trading at 3470.70. The strike last trading price was 137.25, which was -30.30000000000001 lower than the previous day. The implied volatity was 42.26, the open interest changed by 29 which increased total open position to 198
On 17 Apr BSE was trading at 3531.50. The strike last trading price was 171, which was 41.849999999999994 higher than the previous day. The implied volatity was 40.94, the open interest changed by 58 which increased total open position to 157
On 16 Apr BSE was trading at 3446.70. The strike last trading price was 127, which was 10.900000000000006 higher than the previous day. The implied volatity was 40.36, the open interest changed by 12 which increased total open position to 99
On 15 Apr BSE was trading at 3390.70. The strike last trading price was 113.3, which was 15.149999999999991 higher than the previous day. The implied volatity was 41, the open interest changed by 9 which increased total open position to 85
On 13 Apr BSE was trading at 3303.60. The strike last trading price was 96, which was 1.8499999999999943 higher than the previous day. The implied volatity was 43.41, the open interest changed by 6 which increased total open position to 76
On 10 Apr BSE was trading at 3281.20. The strike last trading price was 92.65, which was -4.8999999999999915 lower than the previous day. The implied volatity was 42.71, the open interest changed by 25 which increased total open position to 69
On 9 Apr BSE was trading at 3257.40. The strike last trading price was 97.75, which was -3.5 lower than the previous day. The implied volatity was 43.8, the open interest changed by 42 which increased total open position to 42
| BSE 26-May-2026 (20d) 3600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 0.03
Theta: -2.95
Gamma: 0.00093
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 May | 3726.20 | 88.4 | -16.049999999999997 (-15.37%) | 43.04 | 1,858 | 149 | 1,287 |
| 4 May | 3711.30 | 104.05 | -25.950000000000003 (-19.96%) | 44.01 | 2,857 | 65 | 1,145 |
| 30 Apr | 3640.50 | 131.55 | -12.699999999999989 (-8.80%) | 39.98 | 3,455 | 3 | 1,083 |
| 29 Apr | 3635.70 | 144 | 1.4499999999999886 (1.02%) | 41.92 | 2,189 | 321 | 1,071 |
| 28 Apr | 3626.10 | 141.7 | -50.80000000000001 (-26.39%) | 41.04 | 2,002 | 473 | 752 |
| 27 Apr | 3534.60 | 191 | -58.599999999999994 (-23.48%) | 41.97 | 160 | 24 | 276 |
| 24 Apr | 3446.00 | 248.25 | 9.599999999999994 (4.02%) | 41.26 | 45 | 7 | 251 |
| 23 Apr | 3463.00 | 240.15 | 22.349999999999994 (10.26%) | 41.1 | 12 | -2 | 244 |
| 22 Apr | 3499.20 | 217.15 | -6.900000000000006 (-3.08%) | 40.34 | 382 | 180 | 252 |
| 21 Apr | 3515.80 | 224 | -32.44999999999999 (-12.65%) | 42.74 | 26 | 6 | 71 |
| 20 Apr | 3470.70 | 255 | 33.69999999999999 (15.23%) | 44.16 | 63 | 29 | 64 |
| 17 Apr | 3531.50 | 217.05 | -88.5 (-28.96%) | 42.11 | 13 | 1 | 36 |
| 16 Apr | 3446.70 | 305.55 | -585.3 (-65.70%) | 49.59 | 35 | 32 | 32 |
| 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 | 890.85 | 0 (0.00%) | - | 0 | 0 | 0 |
For Bse Limited - strike price 3600 expiring on 26MAY2026
Delta for 3600 PE is -0.33
Historical price for 3600 PE is as follows
On 5 May BSE was trading at 3726.20. The strike last trading price was 88.4, which was -16.049999999999997 lower than the previous day. The implied volatity was 43.04, the open interest changed by 149 which increased total open position to 1287
On 4 May BSE was trading at 3711.30. The strike last trading price was 104.05, which was -25.950000000000003 lower than the previous day. The implied volatity was 44.01, the open interest changed by 65 which increased total open position to 1145
On 30 Apr BSE was trading at 3640.50. The strike last trading price was 131.55, which was -12.699999999999989 lower than the previous day. The implied volatity was 39.98, the open interest changed by 3 which increased total open position to 1083
On 29 Apr BSE was trading at 3635.70. The strike last trading price was 144, which was 1.4499999999999886 higher than the previous day. The implied volatity was 41.92, the open interest changed by 321 which increased total open position to 1071
On 28 Apr BSE was trading at 3626.10. The strike last trading price was 141.7, which was -50.80000000000001 lower than the previous day. The implied volatity was 41.04, the open interest changed by 473 which increased total open position to 752
On 27 Apr BSE was trading at 3534.60. The strike last trading price was 191, which was -58.599999999999994 lower than the previous day. The implied volatity was 41.97, the open interest changed by 24 which increased total open position to 276
On 24 Apr BSE was trading at 3446.00. The strike last trading price was 248.25, which was 9.599999999999994 higher than the previous day. The implied volatity was 41.26, the open interest changed by 7 which increased total open position to 251
On 23 Apr BSE was trading at 3463.00. The strike last trading price was 240.15, which was 22.349999999999994 higher than the previous day. The implied volatity was 41.1, the open interest changed by -2 which decreased total open position to 244
On 22 Apr BSE was trading at 3499.20. The strike last trading price was 217.15, which was -6.900000000000006 lower than the previous day. The implied volatity was 40.34, the open interest changed by 180 which increased total open position to 252
On 21 Apr BSE was trading at 3515.80. The strike last trading price was 224, which was -32.44999999999999 lower than the previous day. The implied volatity was 42.74, the open interest changed by 6 which increased total open position to 71
On 20 Apr BSE was trading at 3470.70. The strike last trading price was 255, which was 33.69999999999999 higher than the previous day. The implied volatity was 44.16, the open interest changed by 29 which increased total open position to 64
On 17 Apr BSE was trading at 3531.50. The strike last trading price was 217.05, which was -88.5 lower than the previous day. The implied volatity was 42.11, the open interest changed by 1 which increased total open position to 36
On 16 Apr BSE was trading at 3446.70. The strike last trading price was 305.55, which was -585.3 lower than the previous day. The implied volatity was 49.59, the open interest changed by 32 which increased total open position to 32
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 890.85, 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
