Historical option data for BSE
03 Jun 2026 04:10 PM IST
| BSE 30-Jun-2026 (27d) 4000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.51
Vega: 0.04
Theta: -3.26
Gamma: 0.00096
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 3 Jun | 3966.10 | 158 | 21 (15.33%) | 38.07 | 10,112 | 657 | 2,387 | |||||||||
| 2 Jun | 3931.90 | 136 | -79 (-36.74%) | 36.11 | 7,242 | 805 | 1,719 | |||||||||
| 1 Jun | 4066.60 | 214.5 | -64.5 (-23.12%) | 36.84 | 1,628 | 253 | 912 | |||||||||
| 29 May | 4146.10 | 274.15 | -66.85 (-19.60%) | 38.28 | 618 | -25 | 659 | |||||||||
| 27 May | 4248.40 | 341.65 | -111.35 (-24.58%) | 34.56 | 304 | -34 | 684 | |||||||||
| 26 May | 4403.30 | 460 | 78 (20.42%) | 27.42 | 644 | -16 | 721 | |||||||||
| 25 May | 4291.20 | 388 | 71 (22.40%) | 34.98 | 378 | 18 | 734 | |||||||||
| 22 May | 4193.80 | 322.2 | 4.2 (1.32%) | 36.17 | 309 | 112 | 715 | |||||||||
| 21 May | 4186.90 | 325.1 | -22.9 (-6.58%) | 36.97 | 588 | 55 | 603 | |||||||||
| 20 May | 4218.60 | 355 | 51 (16.78%) | 36.97 | 563 | 133 | 551 | |||||||||
| 19 May | 4190.80 | 315.85 | 47.85 (17.85%) | 32.83 | 924 | -121 | 418 | |||||||||
| 18 May | 4120.70 | 267.2 | 54.2 (25.45%) | 33.42 | 560 | 38 | 542 | |||||||||
| 15 May | 4000.60 | 206.9 | -34.1 (-14.15%) | 33.97 | 333 | 47 | 504 | |||||||||
| 14 May | 4037.60 | 245.4 | 75.4 (44.35%) | 36.66 | 585 | 115 | 457 | |||||||||
| 13 May | 3888.80 | 169.6 | 15.6 (10.13%) | 0 | 183 | 20 | 343 | |||||||||
| 12 May | 3851.90 | 154.5 | -30.5 (-16.49%) | 0 | 119 | 18 | 322 | |||||||||
| 11 May | 3918.00 | 187.55 | -3.45 (-1.81%) | 0 | 224 | -46 | 304 | |||||||||
| 8 May | 3907.40 | 191.7 | -43.25 (-18.41%) | 36.97 | 616 | 108 | 350 | |||||||||
| 7 May | 3963.60 | 240.35 | 74.05 (44.53%) | 38.2 | 438 | 139 | 240 | |||||||||
| 6 May | 3852.10 | 172 | 47.7 (38.37%) | 35.67 | 112 | 45 | 99 | |||||||||
| 5 May | 3726.20 | 131 | 59.6 (83.47%) | 37.65 | 78 | 53 | 53 | |||||||||
| 4 May | 3711.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bse Limited - strike price 4000 expiring on 30JUN2026
Delta for 4000 CE is 0.51
Historical price for 4000 CE is as follows
On 3 Jun BSE was trading at 3966.10. The strike last trading price was 158, which was 21 higher than the previous day. The implied volatity was 38.07, the open interest changed by 657 which increased total open position to 2387
On 2 Jun BSE was trading at 3931.90. The strike last trading price was 136, which was -79 lower than the previous day. The implied volatity was 36.11, the open interest changed by 805 which increased total open position to 1719
On 1 Jun BSE was trading at 4066.60. The strike last trading price was 214.5, which was -64.5 lower than the previous day. The implied volatity was 36.84, the open interest changed by 253 which increased total open position to 912
On 29 May BSE was trading at 4146.10. The strike last trading price was 274.15, which was -66.85 lower than the previous day. The implied volatity was 38.28, the open interest changed by -25 which decreased total open position to 659
On 27 May BSE was trading at 4248.40. The strike last trading price was 341.65, which was -111.35 lower than the previous day. The implied volatity was 34.56, the open interest changed by -34 which decreased total open position to 684
On 26 May BSE was trading at 4403.30. The strike last trading price was 460, which was 78 higher than the previous day. The implied volatity was 27.42, the open interest changed by -16 which decreased total open position to 721
On 25 May BSE was trading at 4291.20. The strike last trading price was 388, which was 71 higher than the previous day. The implied volatity was 34.98, the open interest changed by 18 which increased total open position to 734
On 22 May BSE was trading at 4193.80. The strike last trading price was 322.2, which was 4.2 higher than the previous day. The implied volatity was 36.17, the open interest changed by 112 which increased total open position to 715
On 21 May BSE was trading at 4186.90. The strike last trading price was 325.1, which was -22.9 lower than the previous day. The implied volatity was 36.97, the open interest changed by 55 which increased total open position to 603
On 20 May BSE was trading at 4218.60. The strike last trading price was 355, which was 51 higher than the previous day. The implied volatity was 36.97, the open interest changed by 133 which increased total open position to 551
On 19 May BSE was trading at 4190.80. The strike last trading price was 315.85, which was 47.85 higher than the previous day. The implied volatity was 32.83, the open interest changed by -121 which decreased total open position to 418
On 18 May BSE was trading at 4120.70. The strike last trading price was 267.2, which was 54.2 higher than the previous day. The implied volatity was 33.42, the open interest changed by 38 which increased total open position to 542
On 15 May BSE was trading at 4000.60. The strike last trading price was 206.9, which was -34.1 lower than the previous day. The implied volatity was 33.97, the open interest changed by 47 which increased total open position to 504
On 14 May BSE was trading at 4037.60. The strike last trading price was 245.4, which was 75.4 higher than the previous day. The implied volatity was 36.66, the open interest changed by 115 which increased total open position to 457
On 13 May BSE was trading at 3888.80. The strike last trading price was 169.6, which was 15.6 higher than the previous day. The implied volatity was 0, the open interest changed by 20 which increased total open position to 343
On 12 May BSE was trading at 3851.90. The strike last trading price was 154.5, which was -30.5 lower than the previous day. The implied volatity was 0, the open interest changed by 18 which increased total open position to 322
On 11 May BSE was trading at 3918.00. The strike last trading price was 187.55, which was -3.45 lower than the previous day. The implied volatity was 0, the open interest changed by -46 which decreased total open position to 304
On 8 May BSE was trading at 3907.40. The strike last trading price was 191.7, which was -43.25 lower than the previous day. The implied volatity was 36.97, the open interest changed by 108 which increased total open position to 350
On 7 May BSE was trading at 3963.60. The strike last trading price was 240.35, which was 74.05 higher than the previous day. The implied volatity was 38.2, the open interest changed by 139 which increased total open position to 240
On 6 May BSE was trading at 3852.10. The strike last trading price was 172, which was 47.7 higher than the previous day. The implied volatity was 35.67, the open interest changed by 45 which increased total open position to 99
On 5 May BSE was trading at 3726.20. The strike last trading price was 131, which was 59.6 higher than the previous day. The implied volatity was 37.65, the open interest changed by 53 which increased total open position to 53
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
| BSE 30-Jun-2026 (27d) 4000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0.04
Theta: -2.33
Gamma: 0.00108
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 3 Jun | 3966.10 | 159.5 | -4.15 (-2.54%) | 34.02 | 3,769 | 205 | 2,936 |
| 2 Jun | 3931.90 | 161.45 | 49.05 (43.64%) | 30.95 | 6,416 | 168 | 2,736 |
| 1 Jun | 4066.60 | 109.55 | 24.45 (28.73%) | 32.22 | 8,111 | 197 | 2,567 |
| 29 May | 4146.10 | 83.45 | 17.5 (26.54%) | 32.32 | 4,679 | 88 | 2,370 |
| 27 May | 4248.40 | 66.5 | 25.35 (61.60%) | 33.46 | 4,106 | 173 | 2,283 |
| 26 May | 4403.30 | 40 | -18.1 (-31.15%) | 34.83 | 2,877 | 377 | 2,103 |
| 25 May | 4291.20 | 54.7 | -42.55 (-43.75%) | 32.6 | 2,258 | 849 | 1,693 |
| 22 May | 4193.80 | 97.35 | -11.25 (-10.36%) | 34.86 | 688 | 173 | 845 |
| 21 May | 4186.90 | 108.05 | 5.85 (5.72%) | 36.4 | 708 | 35 | 671 |
| 20 May | 4218.60 | 101 | -18.3 (-15.34%) | 37.11 | 543 | 113 | 635 |
| 19 May | 4190.80 | 118 | -25.85 (-17.97%) | 37.89 | 1,080 | 34 | 521 |
| 18 May | 4120.70 | 146 | -44.95 (-23.54%) | 37.9 | 515 | 163 | 482 |
| 15 May | 4000.60 | 187.4 | 17.55 (10.33%) | 35.55 | 152 | 29 | 322 |
| 14 May | 4037.60 | 166 | -72 (-30.25%) | 34.31 | 326 | 139 | 293 |
| 13 May | 3888.80 | 238 | -33.1 (-12.21%) | 0 | 25 | 9 | 154 |
| 12 May | 3851.90 | 271.1 | 30.1 (12.49%) | 0 | 26 | -1 | 145 |
| 11 May | 3918.00 | 241 | -4.2 (-1.71%) | 0 | 84 | -4 | 147 |
| 8 May | 3907.40 | 243 | 3 (1.25%) | 35.36 | 209 | 77 | 136 |
| 7 May | 3963.60 | 241.05 | -49.2 (-16.95%) | 39.57 | 82 | 41 | 55 |
| 6 May | 3852.10 | 290.1 | -65.8 (-18.49%) | 38.98 | 40 | -14 | 18 |
| 5 May | 3726.20 | 355.9 | -34.3 (-8.79%) | 38.8 | 10 | 8 | 31 |
| 4 May | 3711.30 | 390 | -742.95 (-65.58%) | 39.99 | 23 | 20 | 20 |
For Bse Limited - strike price 4000 expiring on 30JUN2026
Delta for 4000 PE is -0.51
Historical price for 4000 PE is as follows
On 3 Jun BSE was trading at 3966.10. The strike last trading price was 159.5, which was -4.15 lower than the previous day. The implied volatity was 34.02, the open interest changed by 205 which increased total open position to 2936
On 2 Jun BSE was trading at 3931.90. The strike last trading price was 161.45, which was 49.05 higher than the previous day. The implied volatity was 30.95, the open interest changed by 168 which increased total open position to 2736
On 1 Jun BSE was trading at 4066.60. The strike last trading price was 109.55, which was 24.45 higher than the previous day. The implied volatity was 32.22, the open interest changed by 197 which increased total open position to 2567
On 29 May BSE was trading at 4146.10. The strike last trading price was 83.45, which was 17.5 higher than the previous day. The implied volatity was 32.32, the open interest changed by 88 which increased total open position to 2370
On 27 May BSE was trading at 4248.40. The strike last trading price was 66.5, which was 25.35 higher than the previous day. The implied volatity was 33.46, the open interest changed by 173 which increased total open position to 2283
On 26 May BSE was trading at 4403.30. The strike last trading price was 40, which was -18.1 lower than the previous day. The implied volatity was 34.83, the open interest changed by 377 which increased total open position to 2103
On 25 May BSE was trading at 4291.20. The strike last trading price was 54.7, which was -42.55 lower than the previous day. The implied volatity was 32.6, the open interest changed by 849 which increased total open position to 1693
On 22 May BSE was trading at 4193.80. The strike last trading price was 97.35, which was -11.25 lower than the previous day. The implied volatity was 34.86, the open interest changed by 173 which increased total open position to 845
On 21 May BSE was trading at 4186.90. The strike last trading price was 108.05, which was 5.85 higher than the previous day. The implied volatity was 36.4, the open interest changed by 35 which increased total open position to 671
On 20 May BSE was trading at 4218.60. The strike last trading price was 101, which was -18.3 lower than the previous day. The implied volatity was 37.11, the open interest changed by 113 which increased total open position to 635
On 19 May BSE was trading at 4190.80. The strike last trading price was 118, which was -25.85 lower than the previous day. The implied volatity was 37.89, the open interest changed by 34 which increased total open position to 521
On 18 May BSE was trading at 4120.70. The strike last trading price was 146, which was -44.95 lower than the previous day. The implied volatity was 37.9, the open interest changed by 163 which increased total open position to 482
On 15 May BSE was trading at 4000.60. The strike last trading price was 187.4, which was 17.55 higher than the previous day. The implied volatity was 35.55, the open interest changed by 29 which increased total open position to 322
On 14 May BSE was trading at 4037.60. The strike last trading price was 166, which was -72 lower than the previous day. The implied volatity was 34.31, the open interest changed by 139 which increased total open position to 293
On 13 May BSE was trading at 3888.80. The strike last trading price was 238, which was -33.1 lower than the previous day. The implied volatity was 0, the open interest changed by 9 which increased total open position to 154
On 12 May BSE was trading at 3851.90. The strike last trading price was 271.1, which was 30.1 higher than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 145
On 11 May BSE was trading at 3918.00. The strike last trading price was 241, which was -4.2 lower than the previous day. The implied volatity was 0, the open interest changed by -4 which decreased total open position to 147
On 8 May BSE was trading at 3907.40. The strike last trading price was 243, which was 3 higher than the previous day. The implied volatity was 35.36, the open interest changed by 77 which increased total open position to 136
On 7 May BSE was trading at 3963.60. The strike last trading price was 241.05, which was -49.2 lower than the previous day. The implied volatity was 39.57, the open interest changed by 41 which increased total open position to 55
On 6 May BSE was trading at 3852.10. The strike last trading price was 290.1, which was -65.8 lower than the previous day. The implied volatity was 38.98, the open interest changed by -14 which decreased total open position to 18
On 5 May BSE was trading at 3726.20. The strike last trading price was 355.9, which was -34.3 lower than the previous day. The implied volatity was 38.8, the open interest changed by 8 which increased total open position to 31
On 4 May BSE was trading at 3711.30. The strike last trading price was 390, which was -742.95 lower than the previous day. The implied volatity was 39.99, the open interest changed by 20 which increased total open position to 20
