Historical option data for BSE
20 May 2026 04:10 PM IST
| BSE 26-May-2026 (5d) 4000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.88
Vega: 0.01
Theta: -3.36
Gamma: 0.00094
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 4218.60 | 248 | 44 (21.57%) | 37.36 | 2,252 | -402 | 1,686 | |||||||||
| 19 May | 4190.80 | 211.95 | 60.95 (40.36%) | 29.12 | 4,780 | -1,147 | 2,093 | |||||||||
| 18 May | 4120.70 | 149.4 | 55.4 (58.94%) | 28.94 | 15,676 | -270 | 3,247 | |||||||||
| 15 May | 4000.60 | 90.95 | -35.05 (-27.82%) | 31.04 | 8,529 | 40 | 3,526 | |||||||||
| 14 May | 4037.60 | 129.25 | 57.25 (79.51%) | 35.74 | 20,979 | -200 | 3,495 | |||||||||
| 13 May | 3888.80 | 72.55 | 8.55 (13.36%) | 0 | 6,754 | -314 | 3,694 | |||||||||
| 12 May | 3851.90 | 65.5 | -27.5 (-29.57%) | 0 | 6,961 | 5 | 4,009 | |||||||||
| 11 May | 3918.00 | 91.25 | -8.75 (-8.75%) | 0 | 10,402 | -124 | 4,014 | |||||||||
| 8 May | 3907.40 | 97.5 | -53.35 (-35.37%) | 38.13 | 30,119 | 1,299 | 4,141 | |||||||||
| 7 May | 3963.60 | 158 | 64.1 (68.26%) | 44.2 | 14,746 | 560 | 2,848 | |||||||||
| 6 May | 3852.10 | 100 | 38.1 (61.55%) | 41.02 | 6,686 | 479 | 2,288 | |||||||||
| 5 May | 3726.20 | 64.2 | 8.15 (14.54%) | 42.6 | 4,306 | 162 | 1,810 | |||||||||
| 4 May | 3711.30 | 56.5 | 8.7 (18.20%) | 41.38 | 5,499 | 1,020 | 1,651 | |||||||||
| 30 Apr | 3640.50 | 47.05 | 3.8 (8.79%) | 40.85 | 1,558 | 114 | 745 | |||||||||
| 29 Apr | 3635.70 | 43 | -10.9 (-20.22%) | 39.09 | 1,528 | 626 | 626 | |||||||||
For Bse Limited - strike price 4000 expiring on 26MAY2026
Delta for 4000 CE is 0.88
Historical price for 4000 CE is as follows
On 20 May BSE was trading at 4218.60. The strike last trading price was 248, which was 44 higher than the previous day. The implied volatity was 37.36, the open interest changed by -402 which decreased total open position to 1686
On 19 May BSE was trading at 4190.80. The strike last trading price was 211.95, which was 60.95 higher than the previous day. The implied volatity was 29.12, the open interest changed by -1147 which decreased total open position to 2093
On 18 May BSE was trading at 4120.70. The strike last trading price was 149.4, which was 55.4 higher than the previous day. The implied volatity was 28.94, the open interest changed by -270 which decreased total open position to 3247
On 15 May BSE was trading at 4000.60. The strike last trading price was 90.95, which was -35.05 lower than the previous day. The implied volatity was 31.04, the open interest changed by 40 which increased total open position to 3526
On 14 May BSE was trading at 4037.60. The strike last trading price was 129.25, which was 57.25 higher than the previous day. The implied volatity was 35.74, the open interest changed by -200 which decreased total open position to 3495
On 13 May BSE was trading at 3888.80. The strike last trading price was 72.55, which was 8.55 higher than the previous day. The implied volatity was 0, the open interest changed by -314 which decreased total open position to 3694
On 12 May BSE was trading at 3851.90. The strike last trading price was 65.5, which was -27.5 lower than the previous day. The implied volatity was 0, the open interest changed by 5 which increased total open position to 4009
On 11 May BSE was trading at 3918.00. The strike last trading price was 91.25, which was -8.75 lower than the previous day. The implied volatity was 0, the open interest changed by -124 which decreased total open position to 4014
On 8 May BSE was trading at 3907.40. The strike last trading price was 97.5, which was -53.35 lower than the previous day. The implied volatity was 38.13, the open interest changed by 1299 which increased total open position to 4141
On 7 May BSE was trading at 3963.60. The strike last trading price was 158, which was 64.1 higher than the previous day. The implied volatity was 44.2, the open interest changed by 560 which increased total open position to 2848
On 6 May BSE was trading at 3852.10. The strike last trading price was 100, which was 38.1 higher than the previous day. The implied volatity was 41.02, the open interest changed by 479 which increased total open position to 2288
On 5 May BSE was trading at 3726.20. The strike last trading price was 64.2, which was 8.15 higher than the previous day. The implied volatity was 42.6, the open interest changed by 162 which increased total open position to 1810
On 4 May BSE was trading at 3711.30. The strike last trading price was 56.5, which was 8.7 higher than the previous day. The implied volatity was 41.38, the open interest changed by 1020 which increased total open position to 1651
On 30 Apr BSE was trading at 3640.50. The strike last trading price was 47.05, which was 3.8 higher than the previous day. The implied volatity was 40.85, the open interest changed by 114 which increased total open position to 745
On 29 Apr BSE was trading at 3635.70. The strike last trading price was 43, which was -10.9 lower than the previous day. The implied volatity was 39.09, the open interest changed by 626 which increased total open position to 626
| BSE 26-May-2026 (5d) 4000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0.01
Theta: -2.87
Gamma: 0.00095
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 4218.60 | 12.8 | -13.05 (-50.48%) | 37.91 | 7,088 | -325 | 2,341 |
| 19 May | 4190.80 | 24 | -18.6 (-43.66%) | 39.75 | 14,180 | 114 | 2,686 |
| 18 May | 4120.70 | 42 | -58.75 (-58.31%) | 36.89 | 10,026 | 739 | 2,572 |
| 15 May | 4000.60 | 101.3 | 18.05 (21.68%) | 37.36 | 8,011 | -93 | 1,835 |
| 14 May | 4037.60 | 79.2 | -88.7 (-52.83%) | 34.01 | 10,501 | 1,390 | 1,926 |
| 13 May | 3888.80 | 164 | -42.25 (-20.48%) | 35.49 | 1,098 | -157 | 554 |
| 12 May | 3851.90 | 202.35 | 35.7 (21.42%) | 39.43 | 1,600 | -80 | 712 |
| 11 May | 3918.00 | 168 | -11 (-6.15%) | 0 | 1,808 | -114 | 798 |
| 8 May | 3907.40 | 176.55 | 7.3 (4.31%) | 36.93 | 6,256 | 267 | 921 |
| 7 May | 3963.60 | 165.5 | -68.65 (-29.32%) | 43.84 | 1,926 | 517 | 652 |
| 6 May | 3852.10 | 222.05 | -111.45 (-33.42%) | 42.39 | 246 | 91 | 135 |
| 5 May | 3726.20 | 333.5 | -8.2 (-2.40%) | 42.64 | 59 | 15 | 44 |
| 4 May | 3711.30 | 341.7 | -31.1 (-8.34%) | 44.28 | 59 | 25 | 39 |
| 30 Apr | 3640.50 | 372.8 | -864.15 (-69.86%) | 31.87 | 16 | 4 | 4 |
| 29 Apr | 3635.70 | 0 | 0 | - | 0 | 0 | 0 |
For Bse Limited - strike price 4000 expiring on 26MAY2026
Delta for 4000 PE is -0.12
Historical price for 4000 PE is as follows
On 20 May BSE was trading at 4218.60. The strike last trading price was 12.8, which was -13.05 lower than the previous day. The implied volatity was 37.91, the open interest changed by -325 which decreased total open position to 2341
On 19 May BSE was trading at 4190.80. The strike last trading price was 24, which was -18.6 lower than the previous day. The implied volatity was 39.75, the open interest changed by 114 which increased total open position to 2686
On 18 May BSE was trading at 4120.70. The strike last trading price was 42, which was -58.75 lower than the previous day. The implied volatity was 36.89, the open interest changed by 739 which increased total open position to 2572
On 15 May BSE was trading at 4000.60. The strike last trading price was 101.3, which was 18.05 higher than the previous day. The implied volatity was 37.36, the open interest changed by -93 which decreased total open position to 1835
On 14 May BSE was trading at 4037.60. The strike last trading price was 79.2, which was -88.7 lower than the previous day. The implied volatity was 34.01, the open interest changed by 1390 which increased total open position to 1926
On 13 May BSE was trading at 3888.80. The strike last trading price was 164, which was -42.25 lower than the previous day. The implied volatity was 35.49, the open interest changed by -157 which decreased total open position to 554
On 12 May BSE was trading at 3851.90. The strike last trading price was 202.35, which was 35.7 higher than the previous day. The implied volatity was 39.43, the open interest changed by -80 which decreased total open position to 712
On 11 May BSE was trading at 3918.00. The strike last trading price was 168, which was -11 lower than the previous day. The implied volatity was 0, the open interest changed by -114 which decreased total open position to 798
On 8 May BSE was trading at 3907.40. The strike last trading price was 176.55, which was 7.3 higher than the previous day. The implied volatity was 36.93, the open interest changed by 267 which increased total open position to 921
On 7 May BSE was trading at 3963.60. The strike last trading price was 165.5, which was -68.65 lower than the previous day. The implied volatity was 43.84, the open interest changed by 517 which increased total open position to 652
On 6 May BSE was trading at 3852.10. The strike last trading price was 222.05, which was -111.45 lower than the previous day. The implied volatity was 42.39, the open interest changed by 91 which increased total open position to 135
On 5 May BSE was trading at 3726.20. The strike last trading price was 333.5, which was -8.2 lower than the previous day. The implied volatity was 42.64, the open interest changed by 15 which increased total open position to 44
On 4 May BSE was trading at 3711.30. The strike last trading price was 341.7, which was -31.1 lower than the previous day. The implied volatity was 44.28, the open interest changed by 25 which increased total open position to 39
On 30 Apr BSE was trading at 3640.50. The strike last trading price was 372.8, which was -864.15 lower than the previous day. The implied volatity was 31.87, the open interest changed by 4 which increased total open position to 4
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
