BSE
Bse Limited
Historical option data for BSE
13 May 2026 04:10 PM IST
| BSE 26-May-2026 (13d) 3700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0
Vega: 0
Theta: 0
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 May | 3888.80 | 245.15 | 37.150000000000006 (17.86%) | 0 | 317 | -59 | 501 | |||||||||
| 12 May | 3851.90 | 214.55 | -53.44999999999999 (-19.94%) | 38.62 | 466 | -23 | 561 | |||||||||
| 11 May | 3918.00 | 267.75 | -1.25 (-0.46%) | 0 | 502 | -86 | 583 | |||||||||
| 8 May | 3907.40 | 266 | -63.10000000000002 (-19.17%) | 38.69 | 859 | 28 | 671 | |||||||||
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| 7 May | 3963.60 | 345.45 | 104.29999999999998 (43.25%) | 44.91 | 1,709 | -550 | 646 | |||||||||
| 6 May | 3852.10 | 253.05 | 79.5 (45.81%) | 40.45 | 2,565 | 18 | 1,195 | |||||||||
| 5 May | 3726.20 | 181.5 | 19.400000000000006 (11.97%) | 42.67 | 3,140 | -1 | 1,183 | |||||||||
| 4 May | 3711.30 | 163 | 23.69999999999999 (17.01%) | 41.23 | 4,761 | 219 | 1,250 | |||||||||
| 30 Apr | 3640.50 | 138.4 | 10.099999999999994 (7.87%) | 41.51 | 2,595 | 139 | 1,170 | |||||||||
| 29 Apr | 3635.70 | 126.9 | -7.699999999999989 (-5.72%) | 38.39 | 2,451 | 185 | 1,030 | |||||||||
| 28 Apr | 3626.10 | 134 | 25.349999999999994 (23.33%) | 39.01 | 2,515 | 385 | 844 | |||||||||
| 27 Apr | 3534.60 | 111.25 | 25.700000000000003 (30.04%) | 42.36 | 778 | 101 | 459 | |||||||||
| 24 Apr | 3446.00 | 89.7 | -0.5 (-0.55%) | 43.47 | 264 | 11 | 356 | |||||||||
| 23 Apr | 3463.00 | 90.4 | -10.849999999999994 (-10.72%) | 41.73 | 254 | 94 | 340 | |||||||||
| 22 Apr | 3499.20 | 103 | -9.650000000000006 (-8.57%) | 40.53 | 212 | 0 | 246 | |||||||||
| 21 Apr | 3515.80 | 109.45 | 3 (2.82%) | 40.58 | 197 | -29 | 246 | |||||||||
| 20 Apr | 3470.70 | 105.4 | -24.299999999999983 (-18.74%) | 42.97 | 320 | -3 | 275 | |||||||||
| 17 Apr | 3531.50 | 133 | 36.05 (37.18%) | 41.32 | 333 | 59 | 280 | |||||||||
| 16 Apr | 3446.70 | 96 | 7.599999999999994 (8.60%) | 40.62 | 150 | 49 | 217 | |||||||||
| 15 Apr | 3390.70 | 88 | 12.75 (16.94%) | 42.24 | 159 | 44 | 168 | |||||||||
| 13 Apr | 3303.60 | 73.5 | 3.5 (5.00%) | 43.75 | 195 | 119 | 122 | |||||||||
| 10 Apr | 3281.20 | 70 | -16.700000000000003 (-19.26%) | 42.81 | 3 | 2 | 2 | |||||||||
For Bse Limited - strike price 3700 expiring on 26MAY2026
Delta for 3700 CE is 0
Historical price for 3700 CE is as follows
On 13 May BSE was trading at 3888.80. The strike last trading price was 245.15, which was 37.150000000000006 higher than the previous day. The implied volatity was 0, the open interest changed by -59 which decreased total open position to 501
On 12 May BSE was trading at 3851.90. The strike last trading price was 214.55, which was -53.44999999999999 lower than the previous day. The implied volatity was 38.62, the open interest changed by -23 which decreased total open position to 561
On 11 May BSE was trading at 3918.00. The strike last trading price was 267.75, which was -1.25 lower than the previous day. The implied volatity was 0, the open interest changed by -86 which decreased total open position to 583
On 8 May BSE was trading at 3907.40. The strike last trading price was 266, which was -63.10000000000002 lower than the previous day. The implied volatity was 38.69, the open interest changed by 28 which increased total open position to 671
On 7 May BSE was trading at 3963.60. The strike last trading price was 345.45, which was 104.29999999999998 higher than the previous day. The implied volatity was 44.91, the open interest changed by -550 which decreased total open position to 646
On 6 May BSE was trading at 3852.10. The strike last trading price was 253.05, which was 79.5 higher than the previous day. The implied volatity was 40.45, the open interest changed by 18 which increased total open position to 1195
On 5 May BSE was trading at 3726.20. The strike last trading price was 181.5, which was 19.400000000000006 higher than the previous day. The implied volatity was 42.67, the open interest changed by -1 which decreased total open position to 1183
On 4 May BSE was trading at 3711.30. The strike last trading price was 163, which was 23.69999999999999 higher than the previous day. The implied volatity was 41.23, the open interest changed by 219 which increased total open position to 1250
On 30 Apr BSE was trading at 3640.50. The strike last trading price was 138.4, which was 10.099999999999994 higher than the previous day. The implied volatity was 41.51, the open interest changed by 139 which increased total open position to 1170
On 29 Apr BSE was trading at 3635.70. The strike last trading price was 126.9, which was -7.699999999999989 lower than the previous day. The implied volatity was 38.39, the open interest changed by 185 which increased total open position to 1030
On 28 Apr BSE was trading at 3626.10. The strike last trading price was 134, which was 25.349999999999994 higher than the previous day. The implied volatity was 39.01, the open interest changed by 385 which increased total open position to 844
On 27 Apr BSE was trading at 3534.60. The strike last trading price was 111.25, which was 25.700000000000003 higher than the previous day. The implied volatity was 42.36, the open interest changed by 101 which increased total open position to 459
On 24 Apr BSE was trading at 3446.00. The strike last trading price was 89.7, which was -0.5 lower than the previous day. The implied volatity was 43.47, the open interest changed by 11 which increased total open position to 356
On 23 Apr BSE was trading at 3463.00. The strike last trading price was 90.4, which was -10.849999999999994 lower than the previous day. The implied volatity was 41.73, the open interest changed by 94 which increased total open position to 340
On 22 Apr BSE was trading at 3499.20. The strike last trading price was 103, which was -9.650000000000006 lower than the previous day. The implied volatity was 40.53, the open interest changed by 0 which decreased total open position to 246
On 21 Apr BSE was trading at 3515.80. The strike last trading price was 109.45, which was 3 higher than the previous day. The implied volatity was 40.58, the open interest changed by -29 which decreased total open position to 246
On 20 Apr BSE was trading at 3470.70. The strike last trading price was 105.4, which was -24.299999999999983 lower than the previous day. The implied volatity was 42.97, the open interest changed by -3 which decreased total open position to 275
On 17 Apr BSE was trading at 3531.50. The strike last trading price was 133, which was 36.05 higher than the previous day. The implied volatity was 41.32, the open interest changed by 59 which increased total open position to 280
On 16 Apr BSE was trading at 3446.70. The strike last trading price was 96, which was 7.599999999999994 higher than the previous day. The implied volatity was 40.62, the open interest changed by 49 which increased total open position to 217
On 15 Apr BSE was trading at 3390.70. The strike last trading price was 88, which was 12.75 higher than the previous day. The implied volatity was 42.24, the open interest changed by 44 which increased total open position to 168
On 13 Apr BSE was trading at 3303.60. The strike last trading price was 73.5, which was 3.5 higher than the previous day. The implied volatity was 43.75, the open interest changed by 119 which increased total open position to 122
On 10 Apr BSE was trading at 3281.20. The strike last trading price was 70, which was -16.700000000000003 lower than the previous day. The implied volatity was 42.81, the open interest changed by 2 which increased total open position to 2
| BSE 26-May-2026 (13d) 3700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.23
Vega: 0.02
Theta: -2.89
Gamma: 0.00105
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 May | 3888.80 | 39.55 | -14.350000000000001 (-26.62%) | 38.82 | 2,901 | -157 | 1,178 |
| 12 May | 3851.90 | 51.35 | 8.200000000000003 (19.00%) | 38.54 | 2,506 | -14 | 1,336 |
| 11 May | 3918.00 | 42.35 | -7.799999999999997 (-15.55%) | 39.92 | 3,170 | -71 | 1,356 |
| 8 May | 3907.40 | 49.8 | -6.550000000000004 (-11.62%) | 38.49 | 7,904 | 342 | 1,431 |
| 7 May | 3963.60 | 55.65 | -27.4 (-32.99%) | 45.6 | 3,163 | 151 | 1,091 |
| 6 May | 3852.10 | 78.6 | -53.849999999999994 (-40.66%) | 42.95 | 2,206 | 171 | 936 |
| 5 May | 3726.20 | 128.5 | -20.150000000000006 (-13.56%) | 42.62 | 2,661 | 170 | 769 |
| 4 May | 3711.30 | 148.9 | -30.299999999999983 (-16.91%) | 44.07 | 3,749 | 404 | 595 |
| 30 Apr | 3640.50 | 181.7 | -14.900000000000006 (-7.58%) | 39.49 | 489 | 40 | 231 |
| 29 Apr | 3635.70 | 197.6 | 3.549999999999983 (1.83%) | 42.16 | 389 | 87 | 191 |
| 28 Apr | 3626.10 | 193 | -60.849999999999994 (-23.97%) | 40.48 | 295 | 66 | 108 |
| 27 Apr | 3534.60 | 252.55 | -57.44999999999999 (-18.53%) | 41.94 | 28 | 19 | 43 |
| 24 Apr | 3446.00 | 310 | 11.699999999999989 (3.92%) | 39.39 | 8 | 3 | 24 |
| 23 Apr | 3463.00 | 298.3 | 17.80000000000001 (6.35%) | 38.85 | 13 | 8 | 21 |
| 22 Apr | 3499.20 | 280.5 | -169.75 (-37.70%) | 40.79 | 5 | 1 | 10 |
| 21 Apr | 3515.80 | 450.25 | 450.25 | - | 0 | 0 | 9 |
| 20 Apr | 3470.70 | 450.25 | 450.25 | - | 0 | 0 | 9 |
| 17 Apr | 3531.50 | 450.25 | 450.25 | - | 0 | 0 | 9 |
| 16 Apr | 3446.70 | 450.25 | 450.25 | - | 0 | 0 | 9 |
| 15 Apr | 3390.70 | 450.25 | 450.25 | - | 0 | 0 | 9 |
| 13 Apr | 3303.60 | 450.25 | -35 (-7.21%) | 47.72 | 12 | -3 | 9 |
| 10 Apr | 3281.20 | 485.25 | -489.4 (-50.21%) | 48.22 | 12 | 10 | 10 |
For Bse Limited - strike price 3700 expiring on 26MAY2026
Delta for 3700 PE is -0.23
Historical price for 3700 PE is as follows
On 13 May BSE was trading at 3888.80. The strike last trading price was 39.55, which was -14.350000000000001 lower than the previous day. The implied volatity was 38.82, the open interest changed by -157 which decreased total open position to 1178
On 12 May BSE was trading at 3851.90. The strike last trading price was 51.35, which was 8.200000000000003 higher than the previous day. The implied volatity was 38.54, the open interest changed by -14 which decreased total open position to 1336
On 11 May BSE was trading at 3918.00. The strike last trading price was 42.35, which was -7.799999999999997 lower than the previous day. The implied volatity was 39.92, the open interest changed by -71 which decreased total open position to 1356
On 8 May BSE was trading at 3907.40. The strike last trading price was 49.8, which was -6.550000000000004 lower than the previous day. The implied volatity was 38.49, the open interest changed by 342 which increased total open position to 1431
On 7 May BSE was trading at 3963.60. The strike last trading price was 55.65, which was -27.4 lower than the previous day. The implied volatity was 45.6, the open interest changed by 151 which increased total open position to 1091
On 6 May BSE was trading at 3852.10. The strike last trading price was 78.6, which was -53.849999999999994 lower than the previous day. The implied volatity was 42.95, the open interest changed by 171 which increased total open position to 936
On 5 May BSE was trading at 3726.20. The strike last trading price was 128.5, which was -20.150000000000006 lower than the previous day. The implied volatity was 42.62, the open interest changed by 170 which increased total open position to 769
On 4 May BSE was trading at 3711.30. The strike last trading price was 148.9, which was -30.299999999999983 lower than the previous day. The implied volatity was 44.07, the open interest changed by 404 which increased total open position to 595
On 30 Apr BSE was trading at 3640.50. The strike last trading price was 181.7, which was -14.900000000000006 lower than the previous day. The implied volatity was 39.49, the open interest changed by 40 which increased total open position to 231
On 29 Apr BSE was trading at 3635.70. The strike last trading price was 197.6, which was 3.549999999999983 higher than the previous day. The implied volatity was 42.16, the open interest changed by 87 which increased total open position to 191
On 28 Apr BSE was trading at 3626.10. The strike last trading price was 193, which was -60.849999999999994 lower than the previous day. The implied volatity was 40.48, the open interest changed by 66 which increased total open position to 108
On 27 Apr BSE was trading at 3534.60. The strike last trading price was 252.55, which was -57.44999999999999 lower than the previous day. The implied volatity was 41.94, the open interest changed by 19 which increased total open position to 43
On 24 Apr BSE was trading at 3446.00. The strike last trading price was 310, which was 11.699999999999989 higher than the previous day. The implied volatity was 39.39, the open interest changed by 3 which increased total open position to 24
On 23 Apr BSE was trading at 3463.00. The strike last trading price was 298.3, which was 17.80000000000001 higher than the previous day. The implied volatity was 38.85, the open interest changed by 8 which increased total open position to 21
On 22 Apr BSE was trading at 3499.20. The strike last trading price was 280.5, which was -169.75 lower than the previous day. The implied volatity was 40.79, the open interest changed by 1 which increased total open position to 10
On 21 Apr BSE was trading at 3515.80. The strike last trading price was 450.25, which was 450.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 20 Apr BSE was trading at 3470.70. The strike last trading price was 450.25, which was 450.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 17 Apr BSE was trading at 3531.50. The strike last trading price was 450.25, which was 450.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 16 Apr BSE was trading at 3446.70. The strike last trading price was 450.25, which was 450.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 15 Apr BSE was trading at 3390.70. The strike last trading price was 450.25, which was 450.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 13 Apr BSE was trading at 3303.60. The strike last trading price was 450.25, which was -35 lower than the previous day. The implied volatity was 47.72, the open interest changed by -3 which decreased total open position to 9
On 10 Apr BSE was trading at 3281.20. The strike last trading price was 485.25, which was -489.4 lower than the previous day. The implied volatity was 48.22, the open interest changed by 10 which increased total open position to 10
