BSE
Bse Limited
Historical option data for BSE
13 May 2026 04:10 PM IST
| BSE 26-May-2026 (12d) 3800 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 | 174.75 | 27.75 (18.88%) | 0 | 2,169 | 369 | 1,446 | |||||||||
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| 12 May | 3851.90 | 150 | -46 (-23.47%) | 38.28 | 1,701 | -28 | 1,076 | |||||||||
| 11 May | 3918.00 | 192.15 | -7.849999999999994 (-3.92%) | 0 | 1,935 | -133 | 1,105 | |||||||||
| 8 May | 3907.40 | 199.9 | -66.20000000000002 (-24.88%) | 39.07 | 3,956 | -118 | 1,242 | |||||||||
| 7 May | 3963.60 | 275.4 | 95.29999999999998 (52.92%) | 44.96 | 3,648 | -259 | 1,359 | |||||||||
| 6 May | 3852.10 | 190.05 | 62.400000000000006 (48.88%) | 40.25 | 6,866 | -261 | 1,620 | |||||||||
| 5 May | 3726.20 | 132.1 | 14.649999999999991 (12.47%) | 42.8 | 4,920 | -44 | 1,887 | |||||||||
| 4 May | 3711.30 | 117.25 | 17 (16.96%) | 41.07 | 6,530 | 744 | 1,932 | |||||||||
| 30 Apr | 3640.50 | 99 | 7.150000000000006 (7.78%) | 41.16 | 1,889 | 69 | 1,257 | |||||||||
| 29 Apr | 3635.70 | 90.5 | -6.049999999999997 (-6.27%) | 38.58 | 2,215 | 46 | 1,186 | |||||||||
| 28 Apr | 3626.10 | 95.25 | 17.799999999999997 (22.98%) | 38.75 | 2,429 | 335 | 1,135 | |||||||||
| 27 Apr | 3534.60 | 80.95 | 19.450000000000003 (31.63%) | 42.5 | 841 | 193 | 799 | |||||||||
| 24 Apr | 3446.00 | 60.4 | -4.550000000000004 (-7.01%) | 42.1 | 442 | 29 | 597 | |||||||||
| 23 Apr | 3463.00 | 65.2 | -7.349999999999994 (-10.13%) | 41.79 | 498 | 53 | 568 | |||||||||
| 22 Apr | 3499.20 | 74.3 | -9.950000000000003 (-11.81%) | 40.51 | 648 | 199 | 512 | |||||||||
| 21 Apr | 3515.80 | 83.4 | 4.550000000000011 (5.77%) | 41.46 | 410 | 104 | 311 | |||||||||
| 20 Apr | 3470.70 | 78.85 | -20.60000000000001 (-20.71%) | 43.14 | 312 | 40 | 207 | |||||||||
| 17 Apr | 3531.50 | 102 | 27.900000000000006 (37.65%) | 41.64 | 291 | 155 | 155 | |||||||||
| 16 Apr | 3446.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bse Limited - strike price 3800 expiring on 26MAY2026
Delta for 3800 CE is 0
Historical price for 3800 CE is as follows
On 13 May BSE was trading at 3888.80. The strike last trading price was 174.75, which was 27.75 higher than the previous day. The implied volatity was 0, the open interest changed by 369 which increased total open position to 1446
On 12 May BSE was trading at 3851.90. The strike last trading price was 150, which was -46 lower than the previous day. The implied volatity was 38.28, the open interest changed by -28 which decreased total open position to 1076
On 11 May BSE was trading at 3918.00. The strike last trading price was 192.15, which was -7.849999999999994 lower than the previous day. The implied volatity was 0, the open interest changed by -133 which decreased total open position to 1105
On 8 May BSE was trading at 3907.40. The strike last trading price was 199.9, which was -66.20000000000002 lower than the previous day. The implied volatity was 39.07, the open interest changed by -118 which decreased total open position to 1242
On 7 May BSE was trading at 3963.60. The strike last trading price was 275.4, which was 95.29999999999998 higher than the previous day. The implied volatity was 44.96, the open interest changed by -259 which decreased total open position to 1359
On 6 May BSE was trading at 3852.10. The strike last trading price was 190.05, which was 62.400000000000006 higher than the previous day. The implied volatity was 40.25, the open interest changed by -261 which decreased total open position to 1620
On 5 May BSE was trading at 3726.20. The strike last trading price was 132.1, which was 14.649999999999991 higher than the previous day. The implied volatity was 42.8, the open interest changed by -44 which decreased total open position to 1887
On 4 May BSE was trading at 3711.30. The strike last trading price was 117.25, which was 17 higher than the previous day. The implied volatity was 41.07, the open interest changed by 744 which increased total open position to 1932
On 30 Apr BSE was trading at 3640.50. The strike last trading price was 99, which was 7.150000000000006 higher than the previous day. The implied volatity was 41.16, the open interest changed by 69 which increased total open position to 1257
On 29 Apr BSE was trading at 3635.70. The strike last trading price was 90.5, which was -6.049999999999997 lower than the previous day. The implied volatity was 38.58, the open interest changed by 46 which increased total open position to 1186
On 28 Apr BSE was trading at 3626.10. The strike last trading price was 95.25, which was 17.799999999999997 higher than the previous day. The implied volatity was 38.75, the open interest changed by 335 which increased total open position to 1135
On 27 Apr BSE was trading at 3534.60. The strike last trading price was 80.95, which was 19.450000000000003 higher than the previous day. The implied volatity was 42.5, the open interest changed by 193 which increased total open position to 799
On 24 Apr BSE was trading at 3446.00. The strike last trading price was 60.4, which was -4.550000000000004 lower than the previous day. The implied volatity was 42.1, the open interest changed by 29 which increased total open position to 597
On 23 Apr BSE was trading at 3463.00. The strike last trading price was 65.2, which was -7.349999999999994 lower than the previous day. The implied volatity was 41.79, the open interest changed by 53 which increased total open position to 568
On 22 Apr BSE was trading at 3499.20. The strike last trading price was 74.3, which was -9.950000000000003 lower than the previous day. The implied volatity was 40.51, the open interest changed by 199 which increased total open position to 512
On 21 Apr BSE was trading at 3515.80. The strike last trading price was 83.4, which was 4.550000000000011 higher than the previous day. The implied volatity was 41.46, the open interest changed by 104 which increased total open position to 311
On 20 Apr BSE was trading at 3470.70. The strike last trading price was 78.85, which was -20.60000000000001 lower than the previous day. The implied volatity was 43.14, the open interest changed by 40 which increased total open position to 207
On 17 Apr BSE was trading at 3531.50. The strike last trading price was 102, which was 27.900000000000006 higher than the previous day. The implied volatity was 41.64, the open interest changed by 155 which increased total open position to 155
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
| BSE 26-May-2026 (12d) 3800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 65.15 | -25.049999999999997 (-27.77%) | 0 | 3,577 | 214 | 2,174 |
| 12 May | 3851.90 | 86.1 | 14.299999999999997 (19.92%) | 0 | 5,372 | 153 | 1,960 |
| 11 May | 3918.00 | 70.5 | -9.150000000000006 (-11.49%) | 39.27 | 5,587 | 95 | 1,865 |
| 8 May | 3907.40 | 79.55 | -4.25 (-5.07%) | 37.56 | 11,950 | 93 | 1,772 |
| 7 May | 3963.60 | 82.9 | -39.099999999999994 (-32.05%) | 44.9 | 5,215 | 506 | 1,681 |
| 6 May | 3852.10 | 116.65 | -65.69999999999999 (-36.03%) | 42.74 | 3,645 | 871 | 1,172 |
| 5 May | 3726.20 | 179.25 | -23.94999999999999 (-11.79%) | 42.34 | 999 | 93 | 298 |
| 4 May | 3711.30 | 201.6 | -37.650000000000006 (-15.74%) | 43.28 | 673 | 153 | 207 |
| 30 Apr | 3640.50 | 240.8 | -19.05000000000001 (-7.33%) | 39.21 | 120 | 26 | 80 |
| 29 Apr | 3635.70 | 259.7 | 5 (1.96%) | 42.26 | 171 | 21 | 54 |
| 28 Apr | 3626.10 | 252.95 | -73.44999999999999 (-22.50%) | 39.81 | 77 | 3 | 33 |
| 27 Apr | 3534.60 | 320 | -43 (-11.85%) | 41.74 | 17 | 2 | 29 |
| 24 Apr | 3446.00 | 363 | 363 (-0.27%) | 40.17 | 0 | 0 | 27 |
| 23 Apr | 3463.00 | 363 | -1 (-0.27%) | 40.17 | 6 | 1 | 28 |
| 22 Apr | 3499.20 | 364 | 13 (3.70%) | 43.16 | 9 | 0 | 19 |
| 21 Apr | 3515.80 | 351 | -30 (-7.87%) | 42.7 | 5 | 1 | 19 |
| 20 Apr | 3470.70 | 381 | -68 (-15.14%) | 45.32 | 6 | 0 | 12 |
| 17 Apr | 3531.50 | 449 | -26.44999999999999 (-5.56%) | 51.35 | 0 | 0 | 12 |
| 16 Apr | 3446.70 | 449 | -611.45 (-57.66%) | 51.35 | 12 | 10 | 10 |
For Bse Limited - strike price 3800 expiring on 26MAY2026
Delta for 3800 PE is 0
Historical price for 3800 PE is as follows
On 13 May BSE was trading at 3888.80. The strike last trading price was 65.15, which was -25.049999999999997 lower than the previous day. The implied volatity was 0, the open interest changed by 214 which increased total open position to 2174
On 12 May BSE was trading at 3851.90. The strike last trading price was 86.1, which was 14.299999999999997 higher than the previous day. The implied volatity was 0, the open interest changed by 153 which increased total open position to 1960
On 11 May BSE was trading at 3918.00. The strike last trading price was 70.5, which was -9.150000000000006 lower than the previous day. The implied volatity was 39.27, the open interest changed by 95 which increased total open position to 1865
On 8 May BSE was trading at 3907.40. The strike last trading price was 79.55, which was -4.25 lower than the previous day. The implied volatity was 37.56, the open interest changed by 93 which increased total open position to 1772
On 7 May BSE was trading at 3963.60. The strike last trading price was 82.9, which was -39.099999999999994 lower than the previous day. The implied volatity was 44.9, the open interest changed by 506 which increased total open position to 1681
On 6 May BSE was trading at 3852.10. The strike last trading price was 116.65, which was -65.69999999999999 lower than the previous day. The implied volatity was 42.74, the open interest changed by 871 which increased total open position to 1172
On 5 May BSE was trading at 3726.20. The strike last trading price was 179.25, which was -23.94999999999999 lower than the previous day. The implied volatity was 42.34, the open interest changed by 93 which increased total open position to 298
On 4 May BSE was trading at 3711.30. The strike last trading price was 201.6, which was -37.650000000000006 lower than the previous day. The implied volatity was 43.28, the open interest changed by 153 which increased total open position to 207
On 30 Apr BSE was trading at 3640.50. The strike last trading price was 240.8, which was -19.05000000000001 lower than the previous day. The implied volatity was 39.21, the open interest changed by 26 which increased total open position to 80
On 29 Apr BSE was trading at 3635.70. The strike last trading price was 259.7, which was 5 higher than the previous day. The implied volatity was 42.26, the open interest changed by 21 which increased total open position to 54
On 28 Apr BSE was trading at 3626.10. The strike last trading price was 252.95, which was -73.44999999999999 lower than the previous day. The implied volatity was 39.81, the open interest changed by 3 which increased total open position to 33
On 27 Apr BSE was trading at 3534.60. The strike last trading price was 320, which was -43 lower than the previous day. The implied volatity was 41.74, the open interest changed by 2 which increased total open position to 29
On 24 Apr BSE was trading at 3446.00. The strike last trading price was 363, which was 363 higher than the previous day. The implied volatity was 40.17, the open interest changed by 0 which decreased total open position to 27
On 23 Apr BSE was trading at 3463.00. The strike last trading price was 363, which was -1 lower than the previous day. The implied volatity was 40.17, the open interest changed by 1 which increased total open position to 28
On 22 Apr BSE was trading at 3499.20. The strike last trading price was 364, which was 13 higher than the previous day. The implied volatity was 43.16, the open interest changed by 0 which decreased total open position to 19
On 21 Apr BSE was trading at 3515.80. The strike last trading price was 351, which was -30 lower than the previous day. The implied volatity was 42.7, the open interest changed by 1 which increased total open position to 19
On 20 Apr BSE was trading at 3470.70. The strike last trading price was 381, which was -68 lower than the previous day. The implied volatity was 45.32, the open interest changed by 0 which decreased total open position to 12
On 17 Apr BSE was trading at 3531.50. The strike last trading price was 449, which was -26.44999999999999 lower than the previous day. The implied volatity was 51.35, the open interest changed by 0 which decreased total open position to 12
On 16 Apr BSE was trading at 3446.70. The strike last trading price was 449, which was -611.45 lower than the previous day. The implied volatity was 51.35, the open interest changed by 10 which increased total open position to 10
