BSE
Bse Limited
Historical option data for BSE
12 Dec 2024 12:04 PM IST
| BSE 26DEC2024 4000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 5625.20 | 1040 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 5552.20 | 1040 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 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 5625.20. 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 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: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 5625.20 | 3.45 | -0.90 | - | 157 | -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 5625.20. The strike last trading price was 3.45, which was -0.90 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
