Historical option data for BSE
26 May 2026 04:10 PM IST
| BSE 26-May-2026 3950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0
Theta: -58.08
Gamma: 0.00038
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 4403.30 | 468 | 125 (36.44%) | 239.96 | 96 | -15 | 387 | |||||||||
| 25 May | 4291.20 | 350 | 90 (34.62%) | 62.1 | 18 | -10 | 403 | |||||||||
| 22 May | 4193.80 | 258.95 | 10.95 (4.42%) | 45.11 | 91 | -28 | 416 | |||||||||
| 21 May | 4186.90 | 247.35 | -34.65 (-12.29%) | 41.07 | 60 | -9 | 443 | |||||||||
| 20 May | 4218.60 | 293.35 | 46.35 (18.77%) | 41.14 | 287 | -98 | 453 | |||||||||
| 19 May | 4190.80 | 254 | 64 (33.68%) | 20.73 | 361 | -44 | 553 | |||||||||
| 18 May | 4120.70 | 189.25 | 69.25 (57.71%) | 29.1 | 2,200 | -168 | 601 | |||||||||
| 15 May | 4000.60 | 116.8 | -41.2 (-26.08%) | 30.48 | 1,941 | -79 | 770 | |||||||||
| 14 May | 4037.60 | 160.15 | 68.15 (74.08%) | 36.23 | 6,041 | -987 | 851 | |||||||||
| 13 May | 3888.80 | 92.5 | 12.5 (15.63%) | 0 | 3,294 | -97 | 1,845 | |||||||||
| 12 May | 3851.90 | 81.5 | -32.5 (-28.51%) | 0 | 3,878 | 287 | 1,939 | |||||||||
| 11 May | 3918.00 | 111 | -9 (-7.50%) | 38 | 4,934 | -81 | 1,650 | |||||||||
| 8 May | 3907.40 | 116.3 | -59 (-33.66%) | 37.84 | 11,746 | 923 | 1,741 | |||||||||
| 7 May | 3963.60 | 181.85 | 70.15 (62.80%) | 44.41 | 5,440 | 615 | 819 | |||||||||
| 6 May | 3852.10 | 118.5 | 43.5 (58.00%) | 40.72 | 936 | 120 | 205 | |||||||||
| 5 May | 3726.20 | 78 | 9.55 (13.95%) | 42.53 | 611 | -2 | 99 | |||||||||
| 4 May | 3711.30 | 69.3 | 4.25 (6.53%) | 41.55 | 691 | 103 | 103 | |||||||||
| 30 Apr | 3640.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 3635.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bse Limited - strike price 3950 expiring on 26MAY2026
Delta for 3950 CE is 0.94
Historical price for 3950 CE is as follows
On 26 May BSE was trading at 4403.30. The strike last trading price was 468, which was 125 higher than the previous day. The implied volatity was 239.96, the open interest changed by -15 which decreased total open position to 387
On 25 May BSE was trading at 4291.20. The strike last trading price was 350, which was 90 higher than the previous day. The implied volatity was 62.1, the open interest changed by -10 which decreased total open position to 403
On 22 May BSE was trading at 4193.80. The strike last trading price was 258.95, which was 10.95 higher than the previous day. The implied volatity was 45.11, the open interest changed by -28 which decreased total open position to 416
On 21 May BSE was trading at 4186.90. The strike last trading price was 247.35, which was -34.65 lower than the previous day. The implied volatity was 41.07, the open interest changed by -9 which decreased total open position to 443
On 20 May BSE was trading at 4218.60. The strike last trading price was 293.35, which was 46.35 higher than the previous day. The implied volatity was 41.14, the open interest changed by -98 which decreased total open position to 453
On 19 May BSE was trading at 4190.80. The strike last trading price was 254, which was 64 higher than the previous day. The implied volatity was 20.73, the open interest changed by -44 which decreased total open position to 553
On 18 May BSE was trading at 4120.70. The strike last trading price was 189.25, which was 69.25 higher than the previous day. The implied volatity was 29.1, the open interest changed by -168 which decreased total open position to 601
On 15 May BSE was trading at 4000.60. The strike last trading price was 116.8, which was -41.2 lower than the previous day. The implied volatity was 30.48, the open interest changed by -79 which decreased total open position to 770
On 14 May BSE was trading at 4037.60. The strike last trading price was 160.15, which was 68.15 higher than the previous day. The implied volatity was 36.23, the open interest changed by -987 which decreased total open position to 851
On 13 May BSE was trading at 3888.80. The strike last trading price was 92.5, which was 12.5 higher than the previous day. The implied volatity was 0, the open interest changed by -97 which decreased total open position to 1845
On 12 May BSE was trading at 3851.90. The strike last trading price was 81.5, which was -32.5 lower than the previous day. The implied volatity was 0, the open interest changed by 287 which increased total open position to 1939
On 11 May BSE was trading at 3918.00. The strike last trading price was 111, which was -9 lower than the previous day. The implied volatity was 38, the open interest changed by -81 which decreased total open position to 1650
On 8 May BSE was trading at 3907.40. The strike last trading price was 116.3, which was -59 lower than the previous day. The implied volatity was 37.84, the open interest changed by 923 which increased total open position to 1741
On 7 May BSE was trading at 3963.60. The strike last trading price was 181.85, which was 70.15 higher than the previous day. The implied volatity was 44.41, the open interest changed by 615 which increased total open position to 819
On 6 May BSE was trading at 3852.10. The strike last trading price was 118.5, which was 43.5 higher than the previous day. The implied volatity was 40.72, the open interest changed by 120 which increased total open position to 205
On 5 May BSE was trading at 3726.20. The strike last trading price was 78, which was 9.55 higher than the previous day. The implied volatity was 42.53, the open interest changed by -2 which decreased total open position to 99
On 4 May BSE was trading at 3711.30. The strike last trading price was 69.3, which was 4.25 higher than the previous day. The implied volatity was 41.55, the open interest changed by 103 which increased total open position to 103
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
| BSE 26-May-2026 3950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0
Vega: 0
Theta: -1.64
Gamma: 0.00005
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 4403.30 | 0.15 | -0.65 (-81.25%) | 131.1 | 485 | -130 | 478 |
| 25 May | 4291.20 | 0.6 | -3.35 (-84.81%) | 62.08 | 1,964 | -73 | 608 |
| 22 May | 4193.80 | 3 | -5.65 (-65.32%) | 33.73 | 2,044 | -71 | 681 |
| 21 May | 4186.90 | 8.8 | -1 (-10.20%) | 38.05 | 1,105 | -99 | 755 |
| 20 May | 4218.60 | 9.95 | -8.9 (-47.21%) | 40.47 | 2,326 | -75 | 857 |
| 19 May | 4190.80 | 17.25 | -13.65 (-44.17%) | 41.04 | 3,843 | -86 | 930 |
| 18 May | 4120.70 | 29.85 | -47.15 (-61.23%) | 37.77 | 4,720 | 349 | 1,020 |
| 15 May | 4000.60 | 76 | 12.45 (19.59%) | 36.58 | 3,104 | -132 | 680 |
| 14 May | 4037.60 | 60.95 | -76.15 (-55.54%) | 34.67 | 3,931 | 243 | 811 |
| 13 May | 3888.80 | 133.45 | -39.35 (-22.77%) | 0 | 1,269 | -116 | 569 |
| 12 May | 3851.90 | 165.1 | 26.5 (19.12%) | 0 | 1,477 | -53 | 686 |
| 11 May | 3918.00 | 139.2 | -10.45 (-6.98%) | 0 | 1,976 | -68 | 745 |
| 8 May | 3907.40 | 146.45 | 3.05 (2.13%) | 37.01 | 5,978 | 396 | 812 |
| 7 May | 3963.60 | 140 | -678.7 (-82.90%) | 43.76 | 1,748 | 415 | 415 |
| 6 May | 3852.10 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 3726.20 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 3711.30 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 3640.50 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 3635.70 | 0 | 0 | - | 0 | 0 | 0 |
For Bse Limited - strike price 3950 expiring on 26MAY2026
Delta for 3950 PE is 0
Historical price for 3950 PE is as follows
On 26 May BSE was trading at 4403.30. The strike last trading price was 0.15, which was -0.65 lower than the previous day. The implied volatity was 131.1, the open interest changed by -130 which decreased total open position to 478
On 25 May BSE was trading at 4291.20. The strike last trading price was 0.6, which was -3.35 lower than the previous day. The implied volatity was 62.08, the open interest changed by -73 which decreased total open position to 608
On 22 May BSE was trading at 4193.80. The strike last trading price was 3, which was -5.65 lower than the previous day. The implied volatity was 33.73, the open interest changed by -71 which decreased total open position to 681
On 21 May BSE was trading at 4186.90. The strike last trading price was 8.8, which was -1 lower than the previous day. The implied volatity was 38.05, the open interest changed by -99 which decreased total open position to 755
On 20 May BSE was trading at 4218.60. The strike last trading price was 9.95, which was -8.9 lower than the previous day. The implied volatity was 40.47, the open interest changed by -75 which decreased total open position to 857
On 19 May BSE was trading at 4190.80. The strike last trading price was 17.25, which was -13.65 lower than the previous day. The implied volatity was 41.04, the open interest changed by -86 which decreased total open position to 930
On 18 May BSE was trading at 4120.70. The strike last trading price was 29.85, which was -47.15 lower than the previous day. The implied volatity was 37.77, the open interest changed by 349 which increased total open position to 1020
On 15 May BSE was trading at 4000.60. The strike last trading price was 76, which was 12.45 higher than the previous day. The implied volatity was 36.58, the open interest changed by -132 which decreased total open position to 680
On 14 May BSE was trading at 4037.60. The strike last trading price was 60.95, which was -76.15 lower than the previous day. The implied volatity was 34.67, the open interest changed by 243 which increased total open position to 811
On 13 May BSE was trading at 3888.80. The strike last trading price was 133.45, which was -39.35 lower than the previous day. The implied volatity was 0, the open interest changed by -116 which decreased total open position to 569
On 12 May BSE was trading at 3851.90. The strike last trading price was 165.1, which was 26.5 higher than the previous day. The implied volatity was 0, the open interest changed by -53 which decreased total open position to 686
On 11 May BSE was trading at 3918.00. The strike last trading price was 139.2, which was -10.45 lower than the previous day. The implied volatity was 0, the open interest changed by -68 which decreased total open position to 745
On 8 May BSE was trading at 3907.40. The strike last trading price was 146.45, which was 3.05 higher than the previous day. The implied volatity was 37.01, the open interest changed by 396 which increased total open position to 812
On 7 May BSE was trading at 3963.60. The strike last trading price was 140, which was -678.7 lower than the previous day. The implied volatity was 43.76, the open interest changed by 415 which increased total open position to 415
On 6 May BSE was trading at 3852.10. 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 5 May BSE was trading at 3726.20. 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 4 May BSE was trading at 3711.30. 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 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
