Historical option data for BSE
22 Jun 2026 01:17 PM IST
| BSE 28-Jul-2026 (36d) 4000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.56
Vega: 0.05
Theta: -3.1
Gamma: 0.00075
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 4019.00 | 230.8 | 5.8 (2.58%) | 41.61 | 473 | 161 | 886 | |||||||||
| 19 Jun | 4020.20 | 229 | 1 (0.44%) | 38.94 | 437 | 10 | 725 | |||||||||
| 18 Jun | 4014.50 | 228.5 | 10.5 (4.82%) | 39.13 | 682 | 81 | 702 | |||||||||
| 17 Jun | 3999.20 | 221 | -86 (-28.01%) | 38.54 | 1,099 | 351 | 622 | |||||||||
| 16 Jun | 4162.40 | 309.5 | 27.5 (9.75%) | 36.21 | 49 | 4 | 271 | |||||||||
| 15 Jun | 4126.00 | 277 | 38 (15.90%) | 34.06 | 190 | 32 | 267 | |||||||||
| 12 Jun | 4041.10 | 245 | 73 (42.44%) | 35.76 | 285 | 31 | 235 | |||||||||
| 11 Jun | 3888.30 | 175.8 | -21.2 (-10.76%) | 37.52 | 154 | 43 | 203 | |||||||||
| 10 Jun | 3929.50 | 193 | -44 (-18.57%) | 37.16 | 132 | 53 | 160 | |||||||||
| 9 Jun | 3996.30 | 237.5 | 42.5 (21.79%) | 38.5 | 132 | 12 | 107 | |||||||||
| 8 Jun | 3916.80 | 192.55 | -1.45 (-0.75%) | 38.23 | 117 | 0 | 94 | |||||||||
| 5 Jun | 3880.00 | 188 | -74 (-28.24%) | 38.71 | 133 | 35 | 94 | |||||||||
| 4 Jun | 4033.40 | 262.8 | 22.8 (9.50%) | 36.29 | 183 | -26 | 60 | |||||||||
| 3 Jun | 3966.10 | 233 | 22 (10.43%) | 37.66 | 118 | 46 | 86 | |||||||||
| 2 Jun | 3931.90 | 216.55 | -78.45 (-26.59%) | 37.43 | 51 | 28 | 40 | |||||||||
| 1 Jun | 4066.60 | 295 | -39 (-11.68%) | 37.34 | 14 | 10 | 14 | |||||||||
| 29 May | 4146.10 | 334.5 | 35.5 (11.87%) | 34.02 | 4 | 3 | 3 | |||||||||
| 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 | |||||||||
| 15 May | 4000.60 | 0 | -299 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 4037.60 | 0 | -299 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 3888.80 | 0 | -298.8 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 3851.90 | 0 | -299 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 3918.00 | 0 | 0 | - | 0 | 18.75 | 18.75 | |||||||||
| 7 May | 3963.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 | |||||||||
For Bse Limited - strike price 4000 expiring on 28JUL2026
Delta for 4000 CE is 0.56
Historical price for 4000 CE is as follows
On 22 Jun BSE was trading at 4019.00. The strike last trading price was 230.8, which was 5.8 higher than the previous day. The implied volatity was 41.61, the open interest changed by 161 which increased total open position to 886
On 19 Jun BSE was trading at 4020.20. The strike last trading price was 229, which was 1 higher than the previous day. The implied volatity was 38.94, the open interest changed by 10 which increased total open position to 725
On 18 Jun BSE was trading at 4014.50. The strike last trading price was 228.5, which was 10.5 higher than the previous day. The implied volatity was 39.13, the open interest changed by 81 which increased total open position to 702
On 17 Jun BSE was trading at 3999.20. The strike last trading price was 221, which was -86 lower than the previous day. The implied volatity was 38.54, the open interest changed by 351 which increased total open position to 622
On 16 Jun BSE was trading at 4162.40. The strike last trading price was 309.5, which was 27.5 higher than the previous day. The implied volatity was 36.21, the open interest changed by 4 which increased total open position to 271
On 15 Jun BSE was trading at 4126.00. The strike last trading price was 277, which was 38 higher than the previous day. The implied volatity was 34.06, the open interest changed by 32 which increased total open position to 267
On 12 Jun BSE was trading at 4041.10. The strike last trading price was 245, which was 73 higher than the previous day. The implied volatity was 35.76, the open interest changed by 31 which increased total open position to 235
On 11 Jun BSE was trading at 3888.30. The strike last trading price was 175.8, which was -21.2 lower than the previous day. The implied volatity was 37.52, the open interest changed by 43 which increased total open position to 203
On 10 Jun BSE was trading at 3929.50. The strike last trading price was 193, which was -44 lower than the previous day. The implied volatity was 37.16, the open interest changed by 53 which increased total open position to 160
On 9 Jun BSE was trading at 3996.30. The strike last trading price was 237.5, which was 42.5 higher than the previous day. The implied volatity was 38.5, the open interest changed by 12 which increased total open position to 107
On 8 Jun BSE was trading at 3916.80. The strike last trading price was 192.55, which was -1.45 lower than the previous day. The implied volatity was 38.23, the open interest changed by 0 which decreased total open position to 94
On 5 Jun BSE was trading at 3880.00. The strike last trading price was 188, which was -74 lower than the previous day. The implied volatity was 38.71, the open interest changed by 35 which increased total open position to 94
On 4 Jun BSE was trading at 4033.40. The strike last trading price was 262.8, which was 22.8 higher than the previous day. The implied volatity was 36.29, the open interest changed by -26 which decreased total open position to 60
On 3 Jun BSE was trading at 3966.10. The strike last trading price was 233, which was 22 higher than the previous day. The implied volatity was 37.66, the open interest changed by 46 which increased total open position to 86
On 2 Jun BSE was trading at 3931.90. The strike last trading price was 216.55, which was -78.45 lower than the previous day. The implied volatity was 37.43, the open interest changed by 28 which increased total open position to 40
On 1 Jun BSE was trading at 4066.60. The strike last trading price was 295, which was -39 lower than the previous day. The implied volatity was 37.34, the open interest changed by 10 which increased total open position to 14
On 29 May BSE was trading at 4146.10. The strike last trading price was 334.5, which was 35.5 higher than the previous day. The implied volatity was 34.02, the open interest changed by 3 which increased total open position to 3
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 15 May BSE was trading at 4000.60. The strike last trading price was 0, which was -299 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 -299 lower than the previous day. The implied volatity was 0, 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 -298.8 lower than the previous day. The implied volatity was 0, 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 -299 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May BSE was trading at 3918.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 19
On 7 May BSE was trading at 3963.60. 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 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
| BSE 28-Jul-2026 (36d) 4000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 0.05
Theta: -2.43
Gamma: 0.00077
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 4019.00 | 184 | -3.35 (-1.79%) | 40.49 | 450 | 73 | 908 |
| 19 Jun | 4020.20 | 186.65 | 3.9 (2.13%) | 39.96 | 331 | 7 | 834 |
| 18 Jun | 4014.50 | 180 | -28.9 (-13.83%) | 37.75 | 559 | 62 | 826 |
| 17 Jun | 3999.20 | 207 | 97.1 (88.35%) | 41.36 | 1,218 | 408 | 766 |
| 16 Jun | 4162.40 | 108.1 | -23.2 (-17.67%) | 34.06 | 74 | 14 | 356 |
| 15 Jun | 4126.00 | 129.6 | -33.45 (-20.52%) | 35.49 | 192 | 37 | 343 |
| 12 Jun | 4041.10 | 160.9 | -89 (-35.61%) | 34.64 | 72 | 17 | 306 |
| 11 Jun | 3888.30 | 245 | 8.15 (3.44%) | 36.21 | 50 | 14 | 290 |
| 10 Jun | 3929.50 | 237.85 | 42.05 (21.48%) | 38 | 85 | 27 | 276 |
| 9 Jun | 3996.30 | 195 | -50 (-20.41%) | 35.51 | 155 | 15 | 249 |
| 8 Jun | 3916.80 | 243 | -21.3 (-8.06%) | 35.98 | 109 | -32 | 234 |
| 5 Jun | 3880.00 | 262 | 75.9 (40.78%) | 36.69 | 187 | 64 | 266 |
| 4 Jun | 4033.40 | 180 | -28.7 (-13.75%) | 35.16 | 97 | 34 | 203 |
| 3 Jun | 3966.10 | 212.35 | -6.65 (-3.04%) | 34.4 | 148 | -68 | 168 |
| 2 Jun | 3931.90 | 221.2 | 58.55 (36.00%) | 32.9 | 211 | 98 | 237 |
| 1 Jun | 4066.60 | 162 | 18.95 (13.25%) | 33.03 | 93 | 56 | 137 |
| 29 May | 4146.10 | 142.7 | 27.7 (24.09%) | 33.5 | 47 | 7 | 81 |
| 27 May | 4248.40 | 115 | 25.55 (28.56%) | 33.55 | 83 | 63 | 74 |
| 26 May | 4403.30 | 86.25 | -62.1 (-41.86%) | 35.73 | 11 | 7 | 10 |
| 25 May | 4291.20 | 148.35 | -466.95 (-75.89%) | 41.52 | 4 | 3 | 3 |
| 15 May | 4000.60 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 4037.60 | 0 | -615.3 (-100.00%) | - | 0 | 0 | 0 |
| 13 May | 3888.80 | 0 | 0 | - | 0 | 0 | 0 |
| 12 May | 3851.90 | 0 | 0 | - | 0 | 0 | 0 |
| 11 May | 3918.00 | 0 | 0 | - | 0 | 18.75 | 18.75 |
| 7 May | 3963.60 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
For Bse Limited - strike price 4000 expiring on 28JUL2026
Delta for 4000 PE is -0.44
Historical price for 4000 PE is as follows
On 22 Jun BSE was trading at 4019.00. The strike last trading price was 184, which was -3.35 lower than the previous day. The implied volatity was 40.49, the open interest changed by 73 which increased total open position to 908
On 19 Jun BSE was trading at 4020.20. The strike last trading price was 186.65, which was 3.9 higher than the previous day. The implied volatity was 39.96, the open interest changed by 7 which increased total open position to 834
On 18 Jun BSE was trading at 4014.50. The strike last trading price was 180, which was -28.9 lower than the previous day. The implied volatity was 37.75, the open interest changed by 62 which increased total open position to 826
On 17 Jun BSE was trading at 3999.20. The strike last trading price was 207, which was 97.1 higher than the previous day. The implied volatity was 41.36, the open interest changed by 408 which increased total open position to 766
On 16 Jun BSE was trading at 4162.40. The strike last trading price was 108.1, which was -23.2 lower than the previous day. The implied volatity was 34.06, the open interest changed by 14 which increased total open position to 356
On 15 Jun BSE was trading at 4126.00. The strike last trading price was 129.6, which was -33.45 lower than the previous day. The implied volatity was 35.49, the open interest changed by 37 which increased total open position to 343
On 12 Jun BSE was trading at 4041.10. The strike last trading price was 160.9, which was -89 lower than the previous day. The implied volatity was 34.64, the open interest changed by 17 which increased total open position to 306
On 11 Jun BSE was trading at 3888.30. The strike last trading price was 245, which was 8.15 higher than the previous day. The implied volatity was 36.21, the open interest changed by 14 which increased total open position to 290
On 10 Jun BSE was trading at 3929.50. The strike last trading price was 237.85, which was 42.05 higher than the previous day. The implied volatity was 38, the open interest changed by 27 which increased total open position to 276
On 9 Jun BSE was trading at 3996.30. The strike last trading price was 195, which was -50 lower than the previous day. The implied volatity was 35.51, the open interest changed by 15 which increased total open position to 249
On 8 Jun BSE was trading at 3916.80. The strike last trading price was 243, which was -21.3 lower than the previous day. The implied volatity was 35.98, the open interest changed by -32 which decreased total open position to 234
On 5 Jun BSE was trading at 3880.00. The strike last trading price was 262, which was 75.9 higher than the previous day. The implied volatity was 36.69, the open interest changed by 64 which increased total open position to 266
On 4 Jun BSE was trading at 4033.40. The strike last trading price was 180, which was -28.7 lower than the previous day. The implied volatity was 35.16, the open interest changed by 34 which increased total open position to 203
On 3 Jun BSE was trading at 3966.10. The strike last trading price was 212.35, which was -6.65 lower than the previous day. The implied volatity was 34.4, the open interest changed by -68 which decreased total open position to 168
On 2 Jun BSE was trading at 3931.90. The strike last trading price was 221.2, which was 58.55 higher than the previous day. The implied volatity was 32.9, the open interest changed by 98 which increased total open position to 237
On 1 Jun BSE was trading at 4066.60. The strike last trading price was 162, which was 18.95 higher than the previous day. The implied volatity was 33.03, the open interest changed by 56 which increased total open position to 137
On 29 May BSE was trading at 4146.10. The strike last trading price was 142.7, which was 27.7 higher than the previous day. The implied volatity was 33.5, the open interest changed by 7 which increased total open position to 81
On 27 May BSE was trading at 4248.40. The strike last trading price was 115, which was 25.55 higher than the previous day. The implied volatity was 33.55, the open interest changed by 63 which increased total open position to 74
On 26 May BSE was trading at 4403.30. The strike last trading price was 86.25, which was -62.1 lower than the previous day. The implied volatity was 35.73, the open interest changed by 7 which increased total open position to 10
On 25 May BSE was trading at 4291.20. The strike last trading price was 148.35, which was -466.95 lower than the previous day. The implied volatity was 41.52, the open interest changed by 3 which increased total open position to 3
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 -615.3 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
On 11 May BSE was trading at 3918.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 19
On 7 May BSE was trading at 3963.60. 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 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
