Historical option data for BSE
29 Jun 2026 10:49 AM IST
| BSE 28-Jul-2026 (27d) 3900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.52
Vega: 0.04
Theta: -2.87
Gamma: 0.00102
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 3887.90 | 158.4 | -1.6 (-1.00%) | 35.41 | 2,000 | 306 | 1,878 | |||||||||
| 25 Jun | 3872.10 | 163.7 | -31.3 (-16.05%) | 35.61 | 4,172 | 1,230 | 1,571 | |||||||||
| 24 Jun | 3886.60 | 191.7 | -38.3 (-16.65%) | 40.24 | 704 | 207 | 340 | |||||||||
| 23 Jun | 3941.80 | 226 | -60 (-20.98%) | 40.62 | 148 | 76 | 133 | |||||||||
| 22 Jun | 4032.70 | 285.5 | 8.5 (3.07%) | 40.17 | 11 | 1 | 56 | |||||||||
| 19 Jun | 4020.20 | 277.3 | -5.7 (-2.01%) | 38.43 | 13 | 1 | 55 | |||||||||
| 18 Jun | 4014.50 | 282.6 | 16.6 (6.24%) | 39.91 | 60 | -7 | 53 | |||||||||
| 17 Jun | 3999.20 | 266 | -81 (-23.34%) | 37.28 | 30 | 22 | 60 | |||||||||
| 16 Jun | 4162.40 | 347 | -2 (-0.57%) | 35.26 | 4 | 2 | 37 | |||||||||
| 15 Jun | 4126.00 | 348 | 49 (16.39%) | 35.49 | 5 | 0 | 35 | |||||||||
| 12 Jun | 4041.10 | 299 | 77 (34.68%) | 35.97 | 76 | -1 | 35 | |||||||||
| 11 Jun | 3888.30 | 222 | -18 (-7.50%) | 37.35 | 28 | 13 | 35 | |||||||||
| 10 Jun | 3929.50 | 241.15 | -23.85 (-9.00%) | 36.73 | 13 | 0 | 23 | |||||||||
| 9 Jun | 3996.30 | 264.8 | 10.8 (4.25%) | 37.5 | 13 | -2 | 22 | |||||||||
| 8 Jun | 3916.80 | 254 | 17 (7.17%) | 39.21 | 27 | 16 | 24 | |||||||||
| 5 Jun | 3880.00 | 236.85 | -3.15 (-1.31%) | 39.07 | 9 | 6 | 7 | |||||||||
| 4 Jun | 4033.40 | 382.55 | -0.45 (-0.12%) | - | 3 | 0 | 1 | |||||||||
| 3 Jun | 3966.10 | 382.55 | -0.45 (-0.12%) | 37.14 | 3 | 0 | 1 | |||||||||
| 2 Jun | 3931.90 | 240 | -35 (-12.73%) | 37.14 | 3 | 0 | 1 | |||||||||
| 1 Jun | 4066.60 | 275 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 29 May | 4146.10 | 275 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 27 May | 4248.40 | 275 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 26 May | 4403.30 | 275 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 25 May | 4291.20 | 275 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 22 May | 4193.80 | 275 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 21 May | 4186.90 | 275 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 20 May | 4218.60 | 275 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 19 May | 4190.80 | 275 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 18 May | 4120.70 | 275 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 15 May | 4000.60 | 275 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 14 May | 4037.60 | 275 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 13 May | 3888.80 | 275 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 12 May | 3851.90 | 275 | -58 (-17.42%) | 38.5 | 1 | 1 | 1 | |||||||||
For Bse Limited - strike price 3900 expiring on 28JUL2026
Delta for 3900 CE is 0.52
Historical price for 3900 CE is as follows
On 29 Jun BSE was trading at 3887.90. The strike last trading price was 158.4, which was -1.6 lower than the previous day. The implied volatity was 35.41, the open interest changed by 306 which increased total open position to 1878
On 25 Jun BSE was trading at 3872.10. The strike last trading price was 163.7, which was -31.3 lower than the previous day. The implied volatity was 35.61, the open interest changed by 1230 which increased total open position to 1571
On 24 Jun BSE was trading at 3886.60. The strike last trading price was 191.7, which was -38.3 lower than the previous day. The implied volatity was 40.24, the open interest changed by 207 which increased total open position to 340
On 23 Jun BSE was trading at 3941.80. The strike last trading price was 226, which was -60 lower than the previous day. The implied volatity was 40.62, the open interest changed by 76 which increased total open position to 133
On 22 Jun BSE was trading at 4032.70. The strike last trading price was 285.5, which was 8.5 higher than the previous day. The implied volatity was 40.17, the open interest changed by 1 which increased total open position to 56
On 19 Jun BSE was trading at 4020.20. The strike last trading price was 277.3, which was -5.7 lower than the previous day. The implied volatity was 38.43, the open interest changed by 1 which increased total open position to 55
On 18 Jun BSE was trading at 4014.50. The strike last trading price was 282.6, which was 16.6 higher than the previous day. The implied volatity was 39.91, the open interest changed by -7 which decreased total open position to 53
On 17 Jun BSE was trading at 3999.20. The strike last trading price was 266, which was -81 lower than the previous day. The implied volatity was 37.28, the open interest changed by 22 which increased total open position to 60
On 16 Jun BSE was trading at 4162.40. The strike last trading price was 347, which was -2 lower than the previous day. The implied volatity was 35.26, the open interest changed by 2 which increased total open position to 37
On 15 Jun BSE was trading at 4126.00. The strike last trading price was 348, which was 49 higher than the previous day. The implied volatity was 35.49, the open interest changed by 0 which decreased total open position to 35
On 12 Jun BSE was trading at 4041.10. The strike last trading price was 299, which was 77 higher than the previous day. The implied volatity was 35.97, the open interest changed by -1 which decreased total open position to 35
On 11 Jun BSE was trading at 3888.30. The strike last trading price was 222, which was -18 lower than the previous day. The implied volatity was 37.35, the open interest changed by 13 which increased total open position to 35
On 10 Jun BSE was trading at 3929.50. The strike last trading price was 241.15, which was -23.85 lower than the previous day. The implied volatity was 36.73, the open interest changed by 0 which decreased total open position to 23
On 9 Jun BSE was trading at 3996.30. The strike last trading price was 264.8, which was 10.8 higher than the previous day. The implied volatity was 37.5, the open interest changed by -2 which decreased total open position to 22
On 8 Jun BSE was trading at 3916.80. The strike last trading price was 254, which was 17 higher than the previous day. The implied volatity was 39.21, the open interest changed by 16 which increased total open position to 24
On 5 Jun BSE was trading at 3880.00. The strike last trading price was 236.85, which was -3.15 lower than the previous day. The implied volatity was 39.07, the open interest changed by 6 which increased total open position to 7
On 4 Jun BSE was trading at 4033.40. The strike last trading price was 382.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Jun BSE was trading at 3966.10. The strike last trading price was 382.55, which was -0.45 lower than the previous day. The implied volatity was 37.14, the open interest changed by 0 which decreased total open position to 1
On 2 Jun BSE was trading at 3931.90. The strike last trading price was 240, which was -35 lower than the previous day. The implied volatity was 37.14, the open interest changed by 0 which decreased total open position to 1
On 1 Jun BSE was trading at 4066.60. The strike last trading price was 275, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 May BSE was trading at 4146.10. The strike last trading price was 275, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 May BSE was trading at 4248.40. The strike last trading price was 275, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 May BSE was trading at 4403.30. The strike last trading price was 275, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 May BSE was trading at 4291.20. The strike last trading price was 275, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 May BSE was trading at 4193.80. The strike last trading price was 275, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 May BSE was trading at 4186.90. The strike last trading price was 275, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 May BSE was trading at 4218.60. The strike last trading price was 275, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 May BSE was trading at 4190.80. The strike last trading price was 275, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 May BSE was trading at 4120.70. The strike last trading price was 275, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May BSE was trading at 4000.60. The strike last trading price was 275, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 May BSE was trading at 4037.60. The strike last trading price was 275, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 13 May BSE was trading at 3888.80. The strike last trading price was 275, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May BSE was trading at 3851.90. The strike last trading price was 275, which was -58 lower than the previous day. The implied volatity was 38.5, the open interest changed by 1 which increased total open position to 1
| BSE 28-Jul-2026 (27d) 3900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.04
Theta: -2.98
Gamma: 0.0008
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 3887.90 | 194.85 | 3.15 (1.64%) | 44.77 | 1,492 | 221 | 1,819 |
| 25 Jun | 3872.10 | 186.15 | 0.75 (0.40%) | 39.26 | 3,270 | 964 | 1,598 |
| 24 Jun | 3886.60 | 188.1 | 17.15 (10.03%) | 39.8 | 1,128 | 285 | 632 |
| 23 Jun | 3941.80 | 171 | 30.55 (21.75%) | 40.78 | 355 | 62 | 347 |
| 22 Jun | 4032.70 | 140.45 | -3.8 (-2.63%) | 40.64 | 91 | -41 | 285 |
| 19 Jun | 4020.20 | 144.5 | 2.7 (1.90%) | 40.31 | 67 | 6 | 326 |
| 18 Jun | 4014.50 | 143 | -21.35 (-12.99%) | 39.04 | 223 | 13 | 320 |
| 17 Jun | 3999.20 | 164.75 | 84.95 (106.45%) | 42.28 | 739 | 86 | 296 |
| 16 Jun | 4162.40 | 78 | -16.65 (-17.59%) | 34.55 | 289 | -103 | 214 |
| 15 Jun | 4126.00 | 98 | -25 (-20.33%) | 35.88 | 337 | 225 | 317 |
| 12 Jun | 4041.10 | 121.3 | -76.25 (-38.60%) | 35.08 | 39 | 5 | 88 |
| 11 Jun | 3888.30 | 197.45 | 10.75 (5.76%) | 36.75 | 93 | 8 | 83 |
| 10 Jun | 3929.50 | 186 | 34.3 (22.61%) | 37.95 | 31 | 15 | 70 |
| 9 Jun | 3996.30 | 151 | -41.45 (-21.54%) | 36.13 | 16 | 6 | 54 |
| 8 Jun | 3916.80 | 195.75 | -19.25 (-8.95%) | 36.9 | 46 | 33 | 47 |
| 5 Jun | 3880.00 | 215 | -336.1 (-60.99%) | 37.44 | 19 | 10 | 10 |
| 4 Jun | 4033.40 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 3966.10 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 3931.90 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jun | 4066.60 | 0 | 0 | - | 0 | 0 | 0 |
| 29 May | 4146.10 | 0 | 0 | - | 0 | 0 | 0 |
| 27 May | 4248.40 | 0 | 0 | - | 0 | 0 | 0 |
| 26 May | 4403.30 | 0 | 0 | - | 0 | 0 | 0 |
| 25 May | 4291.20 | 0 | 0 | - | 0 | 0 | 0 |
| 22 May | 4193.80 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 4186.90 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 4218.60 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 4190.80 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 4120.70 | 0 | 0 | - | 0 | 0 | 0 |
| 15 May | 4000.60 | 0 | 0 | - | 0 | 0 | 0 |
| 14 May | 4037.60 | 0 | 0 | - | 0 | 0 | 0 |
| 13 May | 3888.80 | 0 | 0 | - | 0 | 0 | 0 |
| 12 May | 3851.90 | 0 | 0 | - | 0 | 0 | 0 |
For Bse Limited - strike price 3900 expiring on 28JUL2026
Delta for 3900 PE is -0.47
Historical price for 3900 PE is as follows
On 29 Jun BSE was trading at 3887.90. The strike last trading price was 194.85, which was 3.15 higher than the previous day. The implied volatity was 44.77, the open interest changed by 221 which increased total open position to 1819
On 25 Jun BSE was trading at 3872.10. The strike last trading price was 186.15, which was 0.75 higher than the previous day. The implied volatity was 39.26, the open interest changed by 964 which increased total open position to 1598
On 24 Jun BSE was trading at 3886.60. The strike last trading price was 188.1, which was 17.15 higher than the previous day. The implied volatity was 39.8, the open interest changed by 285 which increased total open position to 632
On 23 Jun BSE was trading at 3941.80. The strike last trading price was 171, which was 30.55 higher than the previous day. The implied volatity was 40.78, the open interest changed by 62 which increased total open position to 347
On 22 Jun BSE was trading at 4032.70. The strike last trading price was 140.45, which was -3.8 lower than the previous day. The implied volatity was 40.64, the open interest changed by -41 which decreased total open position to 285
On 19 Jun BSE was trading at 4020.20. The strike last trading price was 144.5, which was 2.7 higher than the previous day. The implied volatity was 40.31, the open interest changed by 6 which increased total open position to 326
On 18 Jun BSE was trading at 4014.50. The strike last trading price was 143, which was -21.35 lower than the previous day. The implied volatity was 39.04, the open interest changed by 13 which increased total open position to 320
On 17 Jun BSE was trading at 3999.20. The strike last trading price was 164.75, which was 84.95 higher than the previous day. The implied volatity was 42.28, the open interest changed by 86 which increased total open position to 296
On 16 Jun BSE was trading at 4162.40. The strike last trading price was 78, which was -16.65 lower than the previous day. The implied volatity was 34.55, the open interest changed by -103 which decreased total open position to 214
On 15 Jun BSE was trading at 4126.00. The strike last trading price was 98, which was -25 lower than the previous day. The implied volatity was 35.88, the open interest changed by 225 which increased total open position to 317
On 12 Jun BSE was trading at 4041.10. The strike last trading price was 121.3, which was -76.25 lower than the previous day. The implied volatity was 35.08, the open interest changed by 5 which increased total open position to 88
On 11 Jun BSE was trading at 3888.30. The strike last trading price was 197.45, which was 10.75 higher than the previous day. The implied volatity was 36.75, the open interest changed by 8 which increased total open position to 83
On 10 Jun BSE was trading at 3929.50. The strike last trading price was 186, which was 34.3 higher than the previous day. The implied volatity was 37.95, the open interest changed by 15 which increased total open position to 70
On 9 Jun BSE was trading at 3996.30. The strike last trading price was 151, which was -41.45 lower than the previous day. The implied volatity was 36.13, the open interest changed by 6 which increased total open position to 54
On 8 Jun BSE was trading at 3916.80. The strike last trading price was 195.75, which was -19.25 lower than the previous day. The implied volatity was 36.9, the open interest changed by 33 which increased total open position to 47
On 5 Jun BSE was trading at 3880.00. The strike last trading price was 215, which was -336.1 lower than the previous day. The implied volatity was 37.44, the open interest changed by 10 which increased total open position to 10
On 4 Jun BSE was trading at 4033.40. 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 3 Jun BSE was trading at 3966.10. 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 2 Jun BSE was trading at 3931.90. 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 1 Jun BSE was trading at 4066.60. 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 29 May BSE was trading at 4146.10. 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 May BSE was trading at 4248.40. 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 26 May BSE was trading at 4403.30. 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 25 May BSE was trading at 4291.20. 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 22 May BSE was trading at 4193.80. 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 21 May BSE was trading at 4186.90. 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 May BSE was trading at 4218.60. 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 19 May BSE was trading at 4190.80. 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 18 May BSE was trading at 4120.70. 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 15 May BSE was trading at 4000.60. 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 14 May BSE was trading at 4037.60. 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 13 May BSE was trading at 3888.80. 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 12 May BSE was trading at 3851.90. 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
