BSE
Bse Limited
Historical option data for BSE
14 May 2026 04:10 PM IST
| BSE 26-May-2026 (11d) 3850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 0.02
Theta: -3.58
Gamma: 0.00108
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 May | 4037.60 | 232.5 | 91.5 (64.89%) | 37.54 | 1,228 | -264 | 257 | |||||||||
| 13 May | 3888.80 | 143.45 | 21.44999999999999 (17.58%) | 0 | 2,124 | 19 | 521 | |||||||||
| 12 May | 3851.90 | 123 | -42 (-25.45%) | 0 | 1,276 | 63 | 501 | |||||||||
| 11 May | 3918.00 | 160.7 | -10.300000000000011 (-6.02%) | 0 | 2,134 | -31 | 441 | |||||||||
| 8 May | 3907.40 | 170 | -62.599999999999994 (-26.91%) | 38.54 | 3,321 | 11 | 474 | |||||||||
| 7 May | 3963.60 | 240 | 84.6 (54.44%) | 44.28 | 2,491 | -259 | 467 | |||||||||
| 6 May | 3852.10 | 165 | 58.7 (55.22%) | 40.8 | 2,697 | 423 | 727 | |||||||||
| 5 May | 3726.20 | 111.85 | 12.849999999999994 (12.98%) | 43.13 | 1,060 | 91 | 307 | |||||||||
| 4 May | 3711.30 | 99.05 | 14.399999999999991 (17.01%) | 41.24 | 1,221 | 99 | 220 | |||||||||
| 30 Apr | 3640.50 | 83.9 | 5.25 (6.68%) | 41.08 | 461 | -1 | 120 | |||||||||
| 29 Apr | 3635.70 | 76.45 | -5.3999999999999915 (-6.60%) | 38.9 | 961 | 20 | 122 | |||||||||
| 28 Apr | 3626.10 | 81.55 | 16.099999999999994 (24.60%) | 39.22 | 340 | 50 | 98 | |||||||||
| 27 Apr | 3534.60 | 69.05 | 20.75 (42.96%) | 42.73 | 69 | 45 | 45 | |||||||||
| 24 Apr | 3446.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 3463.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 22 Apr | 3499.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 3515.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bse Limited - strike price 3850 expiring on 26MAY2026
Delta for 3850 CE is 0.77
Historical price for 3850 CE is as follows
On 14 May BSE was trading at 4037.60. The strike last trading price was 232.5, which was 91.5 higher than the previous day. The implied volatity was 37.54, the open interest changed by -264 which decreased total open position to 257
On 13 May BSE was trading at 3888.80. The strike last trading price was 143.45, which was 21.44999999999999 higher than the previous day. The implied volatity was 0, the open interest changed by 19 which increased total open position to 521
On 12 May BSE was trading at 3851.90. The strike last trading price was 123, which was -42 lower than the previous day. The implied volatity was 0, the open interest changed by 63 which increased total open position to 501
On 11 May BSE was trading at 3918.00. The strike last trading price was 160.7, which was -10.300000000000011 lower than the previous day. The implied volatity was 0, the open interest changed by -31 which decreased total open position to 441
On 8 May BSE was trading at 3907.40. The strike last trading price was 170, which was -62.599999999999994 lower than the previous day. The implied volatity was 38.54, the open interest changed by 11 which increased total open position to 474
On 7 May BSE was trading at 3963.60. The strike last trading price was 240, which was 84.6 higher than the previous day. The implied volatity was 44.28, the open interest changed by -259 which decreased total open position to 467
On 6 May BSE was trading at 3852.10. The strike last trading price was 165, which was 58.7 higher than the previous day. The implied volatity was 40.8, the open interest changed by 423 which increased total open position to 727
On 5 May BSE was trading at 3726.20. The strike last trading price was 111.85, which was 12.849999999999994 higher than the previous day. The implied volatity was 43.13, the open interest changed by 91 which increased total open position to 307
On 4 May BSE was trading at 3711.30. The strike last trading price was 99.05, which was 14.399999999999991 higher than the previous day. The implied volatity was 41.24, the open interest changed by 99 which increased total open position to 220
On 30 Apr BSE was trading at 3640.50. The strike last trading price was 83.9, which was 5.25 higher than the previous day. The implied volatity was 41.08, the open interest changed by -1 which decreased total open position to 120
On 29 Apr BSE was trading at 3635.70. The strike last trading price was 76.45, which was -5.3999999999999915 lower than the previous day. The implied volatity was 38.9, the open interest changed by 20 which increased total open position to 122
On 28 Apr BSE was trading at 3626.10. The strike last trading price was 81.55, which was 16.099999999999994 higher than the previous day. The implied volatity was 39.22, the open interest changed by 50 which increased total open position to 98
On 27 Apr BSE was trading at 3534.60. The strike last trading price was 69.05, which was 20.75 higher than the previous day. The implied volatity was 42.73, the open interest changed by 45 which increased total open position to 45
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
| BSE 26-May-2026 (11d) 3850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.22
Vega: 0.02
Theta: -2.81
Gamma: 0.0011
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 May | 4037.60 | 34.65 | -52.949999999999996 (-60.45%) | 36.14 | 2,201 | -103 | 706 |
| 13 May | 3888.80 | 84.65 | -30.099999999999994 (-26.23%) | 36.53 | 2,621 | 168 | 812 |
| 12 May | 3851.90 | 109.55 | 18.5 (20.32%) | 38.17 | 2,520 | -19 | 647 |
| 11 May | 3918.00 | 90.1 | -9.5 (-9.54%) | 39.36 | 3,517 | -78 | 668 |
| 8 May | 3907.40 | 97.45 | -3.5 (-3.47%) | 37.1 | 5,832 | 271 | 748 |
| 7 May | 3963.60 | 99.7 | -45.8 (-31.48%) | 44.54 | 2,074 | 177 | 477 |
| 6 May | 3852.10 | 138.8 | -77.14999999999998 (-35.73%) | 42.38 | 766 | 208 | 298 |
| 5 May | 3726.20 | 208.05 | -26.899999999999977 (-11.45%) | 42.5 | 194 | 58 | 89 |
| 4 May | 3711.30 | 235.9 | -646.25 (-73.26%) | 44.57 | 118 | 32 | 32 |
| 30 Apr | 3640.50 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 3635.70 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 3626.10 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
For Bse Limited - strike price 3850 expiring on 26MAY2026
Delta for 3850 PE is -0.22
Historical price for 3850 PE is as follows
On 14 May BSE was trading at 4037.60. The strike last trading price was 34.65, which was -52.949999999999996 lower than the previous day. The implied volatity was 36.14, the open interest changed by -103 which decreased total open position to 706
On 13 May BSE was trading at 3888.80. The strike last trading price was 84.65, which was -30.099999999999994 lower than the previous day. The implied volatity was 36.53, the open interest changed by 168 which increased total open position to 812
On 12 May BSE was trading at 3851.90. The strike last trading price was 109.55, which was 18.5 higher than the previous day. The implied volatity was 38.17, the open interest changed by -19 which decreased total open position to 647
On 11 May BSE was trading at 3918.00. The strike last trading price was 90.1, which was -9.5 lower than the previous day. The implied volatity was 39.36, the open interest changed by -78 which decreased total open position to 668
On 8 May BSE was trading at 3907.40. The strike last trading price was 97.45, which was -3.5 lower than the previous day. The implied volatity was 37.1, the open interest changed by 271 which increased total open position to 748
On 7 May BSE was trading at 3963.60. The strike last trading price was 99.7, which was -45.8 lower than the previous day. The implied volatity was 44.54, the open interest changed by 177 which increased total open position to 477
On 6 May BSE was trading at 3852.10. The strike last trading price was 138.8, which was -77.14999999999998 lower than the previous day. The implied volatity was 42.38, the open interest changed by 208 which increased total open position to 298
On 5 May BSE was trading at 3726.20. The strike last trading price was 208.05, which was -26.899999999999977 lower than the previous day. The implied volatity was 42.5, the open interest changed by 58 which increased total open position to 89
On 4 May BSE was trading at 3711.30. The strike last trading price was 235.9, which was -646.25 lower than the previous day. The implied volatity was 44.57, the open interest changed by 32 which increased total open position to 32
On 30 Apr BSE was trading at 3640.50. 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 29 Apr BSE was trading at 3635.70. 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 28 Apr BSE was trading at 3626.10. 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 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
