BSE
Bse Limited
Historical option data for BSE
08 May 2026 04:10 PM IST
| BSE 26-May-2026 (16d) 3750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.71
Vega: 0.03
Theta: -3.45
Gamma: 0.001
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 8 May | 3907.40 | 235.6 | -57.29999999999998 (-19.56%) | 39.45 | 503 | -6 | 382 | |||||||||
| 7 May | 3963.60 | 305 | 93.6 (44.28%) | 45.43 | 627 | -69 | 385 | |||||||||
| 6 May | 3852.10 | 220.4 | 71 (47.52%) | 40.58 | 1,733 | -11 | 472 | |||||||||
| 5 May | 3726.20 | 156.25 | 17.849999999999994 (12.90%) | 43.07 | 2,456 | 65 | 494 | |||||||||
| 4 May | 3711.30 | 138.1 | 18.549999999999997 (15.52%) | 40.95 | 2,894 | 293 | 430 | |||||||||
| 30 Apr | 3640.50 | 117.45 | 6.549999999999997 (5.91%) | 41.21 | 879 | 181 | 318 | |||||||||
| 29 Apr | 3635.70 | 108 | -6.700000000000003 (-5.84%) | 38.61 | 569 | 25 | 136 | |||||||||
| 28 Apr | 3626.10 | 113 | 19.349999999999994 (20.66%) | 38.95 | 385 | 89 | 109 | |||||||||
| 27 Apr | 3534.60 | 95.95 | 24.450000000000003 (34.20%) | 42.64 | 25 | 10 | 20 | |||||||||
| 24 Apr | 3446.00 | 71.5 | 22.049999999999997 (44.59%) | 42.05 | 13 | 11 | 11 | |||||||||
| 23 Apr | 3463.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 3499.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 3515.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 3470.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 3531.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bse Limited - strike price 3750 expiring on 26MAY2026
Delta for 3750 CE is 0.71
Historical price for 3750 CE is as follows
On 8 May BSE was trading at 3907.40. The strike last trading price was 235.6, which was -57.29999999999998 lower than the previous day. The implied volatity was 39.45, the open interest changed by -6 which decreased total open position to 382
On 7 May BSE was trading at 3963.60. The strike last trading price was 305, which was 93.6 higher than the previous day. The implied volatity was 45.43, the open interest changed by -69 which decreased total open position to 385
On 6 May BSE was trading at 3852.10. The strike last trading price was 220.4, which was 71 higher than the previous day. The implied volatity was 40.58, the open interest changed by -11 which decreased total open position to 472
On 5 May BSE was trading at 3726.20. The strike last trading price was 156.25, which was 17.849999999999994 higher than the previous day. The implied volatity was 43.07, the open interest changed by 65 which increased total open position to 494
On 4 May BSE was trading at 3711.30. The strike last trading price was 138.1, which was 18.549999999999997 higher than the previous day. The implied volatity was 40.95, the open interest changed by 293 which increased total open position to 430
On 30 Apr BSE was trading at 3640.50. The strike last trading price was 117.45, which was 6.549999999999997 higher than the previous day. The implied volatity was 41.21, the open interest changed by 181 which increased total open position to 318
On 29 Apr BSE was trading at 3635.70. The strike last trading price was 108, which was -6.700000000000003 lower than the previous day. The implied volatity was 38.61, the open interest changed by 25 which increased total open position to 136
On 28 Apr BSE was trading at 3626.10. The strike last trading price was 113, which was 19.349999999999994 higher than the previous day. The implied volatity was 38.95, the open interest changed by 89 which increased total open position to 109
On 27 Apr BSE was trading at 3534.60. The strike last trading price was 95.95, which was 24.450000000000003 higher than the previous day. The implied volatity was 42.64, the open interest changed by 10 which increased total open position to 20
On 24 Apr BSE was trading at 3446.00. The strike last trading price was 71.5, which was 22.049999999999997 higher than the previous day. The implied volatity was 42.05, the open interest changed by 11 which increased total open position to 11
On 23 Apr BSE was trading at 3463.00. 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 22 Apr BSE was trading at 3499.20. 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 21 Apr BSE was trading at 3515.80. 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 20 Apr BSE was trading at 3470.70. 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 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
| BSE 26-May-2026 (16d) 3750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.29
Vega: 0.03
Theta: -2.73
Gamma: 0.00103
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 May | 3907.40 | 63 | -6.349999999999994 (-9.16%) | 37.82 | 3,708 | 131 | 667 |
| 7 May | 3963.60 | 67.9 | -33.75 (-33.20%) | 45.12 | 1,963 | -21 | 537 |
| 6 May | 3852.10 | 95 | -60.80000000000001 (-39.02%) | 42.48 | 2,055 | 165 | 560 |
| 5 May | 3726.20 | 150.5 | -24 (-13.75%) | 42.25 | 1,402 | 107 | 396 |
| 4 May | 3711.30 | 174.5 | -34 (-16.31%) | 43.96 | 1,132 | 248 | 287 |
| 30 Apr | 3640.50 | 212.5 | -12.949999999999989 (-5.74%) | 39.88 | 95 | 21 | 60 |
| 29 Apr | 3635.70 | 229.55 | 6.700000000000017 (3.01%) | 42.87 | 117 | 11 | 39 |
| 28 Apr | 3626.10 | 225.35 | -665.75 (-74.71%) | 41.13 | 90 | 27 | 27 |
| 27 Apr | 3534.60 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 3446.00 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 3463.00 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 3499.20 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 3515.80 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 3470.70 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 3531.50 | 0 | 0 | - | 0 | 0 | 0 |
For Bse Limited - strike price 3750 expiring on 26MAY2026
Delta for 3750 PE is -0.29
Historical price for 3750 PE is as follows
On 8 May BSE was trading at 3907.40. The strike last trading price was 63, which was -6.349999999999994 lower than the previous day. The implied volatity was 37.82, the open interest changed by 131 which increased total open position to 667
On 7 May BSE was trading at 3963.60. The strike last trading price was 67.9, which was -33.75 lower than the previous day. The implied volatity was 45.12, the open interest changed by -21 which decreased total open position to 537
On 6 May BSE was trading at 3852.10. The strike last trading price was 95, which was -60.80000000000001 lower than the previous day. The implied volatity was 42.48, the open interest changed by 165 which increased total open position to 560
On 5 May BSE was trading at 3726.20. The strike last trading price was 150.5, which was -24 lower than the previous day. The implied volatity was 42.25, the open interest changed by 107 which increased total open position to 396
On 4 May BSE was trading at 3711.30. The strike last trading price was 174.5, which was -34 lower than the previous day. The implied volatity was 43.96, the open interest changed by 248 which increased total open position to 287
On 30 Apr BSE was trading at 3640.50. The strike last trading price was 212.5, which was -12.949999999999989 lower than the previous day. The implied volatity was 39.88, the open interest changed by 21 which increased total open position to 60
On 29 Apr BSE was trading at 3635.70. The strike last trading price was 229.55, which was 6.700000000000017 higher than the previous day. The implied volatity was 42.87, the open interest changed by 11 which increased total open position to 39
On 28 Apr BSE was trading at 3626.10. The strike last trading price was 225.35, which was -665.75 lower than the previous day. The implied volatity was 41.13, the open interest changed by 27 which increased total open position to 27
On 27 Apr BSE was trading at 3534.60. 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 24 Apr BSE was trading at 3446.00. 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 23 Apr BSE was trading at 3463.00. 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 22 Apr BSE was trading at 3499.20. 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 21 Apr BSE was trading at 3515.80. 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 20 Apr BSE was trading at 3470.70. 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 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
