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BSE
Bse Limited
5632.5 80.30 (1.45%)

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Historical option data for BSE

12 Dec 2024 11:54 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BSE 26DEC2024 4000 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 5629.65 1040 0.00 0.00 0 0 0
11 Dec 5552.20 1040 0.00 0.00 0 0 0
10 Dec 5466.35 1040 0.00 0.00 0 0 0
9 Dec 5467.10 1040 0.00 0.00 0 0 0
6 Dec 5396.45 1040 0.00 0.00 0 1 0
5 Dec 5194.90 1040 467.50 - 2 1 4
4 Dec 4572.05 572.5 0.00 0.00 0 0 0
3 Dec 4513.80 572.5 -52.40 39.05 1 0 3
2 Dec 4563.85 624.9 -70.35 53.10 5 1 1
29 Nov 4670.75 695.25 - 0 0 0

For Bse Limited - strike price 4000 expiring on 26DEC2024

Delta for 4000 CE is 0.00

Historical price for 4000 CE is as follows

On 12 Dec BSE was trading at 5629.65. The strike last trading price was 1040, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Dec BSE was trading at 5552.20. The strike last trading price was 1040, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 10 Dec BSE was trading at 5466.35. The strike last trading price was 1040, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 9 Dec BSE was trading at 5467.10. The strike last trading price was 1040, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 6 Dec BSE was trading at 5396.45. The strike last trading price was 1040, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 5 Dec BSE was trading at 5194.90. The strike last trading price was 1040, which was 467.50 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4


On 4 Dec BSE was trading at 4572.05. The strike last trading price was 572.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 3 Dec BSE was trading at 4513.80. The strike last trading price was 572.5, which was -52.40 lower than the previous day. The implied volatity was 39.05, the open interest changed by 0 which decreased total open position to 3


On 2 Dec BSE was trading at 4563.85. The strike last trading price was 624.9, which was -70.35 lower than the previous day. The implied volatity was 53.10, the open interest changed by 1 which increased total open position to 1


On 29 Nov BSE was trading at 4670.75. The strike last trading price was 695.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


BSE 26DEC2024 4000 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 5629.65 3.8 -0.55 - 154 -32 645
11 Dec 5552.20 4.35 -0.75 - 169 -56 676
10 Dec 5466.35 5.1 -1.70 - 332 -114 742
9 Dec 5467.10 6.8 -0.45 - 482 -222 857
6 Dec 5396.45 7.25 -1.50 - 541 -24 1,081
5 Dec 5194.90 8.75 -9.20 - 3,861 499 1,104
4 Dec 4572.05 17.95 -9.05 42.77 678 166 607
3 Dec 4513.80 27 -1.15 43.91 1,205 161 439
2 Dec 4563.85 28.15 7.15 44.60 985 185 278
29 Nov 4670.75 21 44.87 165 93 93

For Bse Limited - strike price 4000 expiring on 26DEC2024

Delta for 4000 PE is -

Historical price for 4000 PE is as follows

On 12 Dec BSE was trading at 5629.65. The strike last trading price was 3.8, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -32 which decreased total open position to 645


On 11 Dec BSE was trading at 5552.20. The strike last trading price was 4.35, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -56 which decreased total open position to 676


On 10 Dec BSE was trading at 5466.35. The strike last trading price was 5.1, which was -1.70 lower than the previous day. The implied volatity was -, the open interest changed by -114 which decreased total open position to 742


On 9 Dec BSE was trading at 5467.10. The strike last trading price was 6.8, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by -222 which decreased total open position to 857


On 6 Dec BSE was trading at 5396.45. The strike last trading price was 7.25, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 1081


On 5 Dec BSE was trading at 5194.90. The strike last trading price was 8.75, which was -9.20 lower than the previous day. The implied volatity was -, the open interest changed by 499 which increased total open position to 1104


On 4 Dec BSE was trading at 4572.05. The strike last trading price was 17.95, which was -9.05 lower than the previous day. The implied volatity was 42.77, the open interest changed by 166 which increased total open position to 607


On 3 Dec BSE was trading at 4513.80. The strike last trading price was 27, which was -1.15 lower than the previous day. The implied volatity was 43.91, the open interest changed by 161 which increased total open position to 439


On 2 Dec BSE was trading at 4563.85. The strike last trading price was 28.15, which was 7.15 higher than the previous day. The implied volatity was 44.60, the open interest changed by 185 which increased total open position to 278


On 29 Nov BSE was trading at 4670.75. The strike last trading price was 21, which was lower than the previous day. The implied volatity was 44.87, the open interest changed by 93 which increased total open position to 93