Historical option data for BSE
04 Jun 2026 04:10 PM IST
| BSE 30-Jun-2026 (25d) 4050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.52
Vega: 0.04
Theta: -3.22
Gamma: 0.00101
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Jun | 4033.40 | 159 | 17 (11.97%) | 36.27 | 4,044 | 62 | 554 | |||||||||
| 3 Jun | 3966.10 | 135.65 | 20.65 (17.96%) | 38.93 | 2,290 | 126 | 491 | |||||||||
| 2 Jun | 3931.90 | 114.6 | -72.4 (-38.72%) | 36.17 | 1,399 | 165 | 368 | |||||||||
| 1 Jun | 4066.60 | 184.5 | -57.5 (-23.76%) | 36.13 | 843 | 148 | 203 | |||||||||
| 29 May | 4146.10 | 242.3 | -61.7 (-20.30%) | 37.33 | 9 | 2 | 54 | |||||||||
| 27 May | 4248.40 | 303.2 | -114.8 (-27.46%) | 33.7 | 29 | 12 | 51 | |||||||||
| 26 May | 4403.30 | 418 | 71 (20.46%) | 29.28 | 26 | 13 | 38 | |||||||||
| 25 May | 4291.20 | 341.25 | 70.25 (25.92%) | 32.68 | 9 | 4 | 26 | |||||||||
| 22 May | 4193.80 | 270.8 | -18.2 (-6.30%) | 34.91 | 4 | -3 | 22 | |||||||||
| 21 May | 4186.90 | 289.25 | 2.25 (0.78%) | 36.15 | 10 | 0 | 24 | |||||||||
| 20 May | 4218.60 | 287 | 23 (8.71%) | 34.3 | 3 | 1 | 24 | |||||||||
| 19 May | 4190.80 | 264.4 | 26.4 (11.09%) | 30.63 | 107 | -57 | 23 | |||||||||
| 18 May | 4120.70 | 235.4 | 44.4 (23.25%) | 32.86 | 99 | 5 | 82 | |||||||||
| 15 May | 4000.60 | 186 | -26 (-12.26%) | 34.48 | 67 | 49 | 77 | |||||||||
| 14 May | 4037.60 | 220.1 | 69.1 (45.76%) | 36.62 | 34 | 16 | 27 | |||||||||
| 13 May | 3888.80 | 151 | 6 (4.14%) | 0 | 6 | 1 | 11 | |||||||||
| 12 May | 3851.90 | 145 | -28 (-16.18%) | 0 | 5 | 2 | 9 | |||||||||
| 11 May | 3918.00 | 173.1 | 2.1 (1.23%) | 0 | 5 | 2 | 5 | |||||||||
| 8 May | 3907.40 | 171 | -14 (-7.57%) | 36.91 | 7 | 3 | 4 | |||||||||
| 7 May | 3963.60 | 185 | -23.35 (-11.21%) | 32.92 | 1 | 0 | 0 | |||||||||
For Bse Limited - strike price 4050 expiring on 30JUN2026
Delta for 4050 CE is 0.52
Historical price for 4050 CE is as follows
On 4 Jun BSE was trading at 4033.40. The strike last trading price was 159, which was 17 higher than the previous day. The implied volatity was 36.27, the open interest changed by 62 which increased total open position to 554
On 3 Jun BSE was trading at 3966.10. The strike last trading price was 135.65, which was 20.65 higher than the previous day. The implied volatity was 38.93, the open interest changed by 126 which increased total open position to 491
On 2 Jun BSE was trading at 3931.90. The strike last trading price was 114.6, which was -72.4 lower than the previous day. The implied volatity was 36.17, the open interest changed by 165 which increased total open position to 368
On 1 Jun BSE was trading at 4066.60. The strike last trading price was 184.5, which was -57.5 lower than the previous day. The implied volatity was 36.13, the open interest changed by 148 which increased total open position to 203
On 29 May BSE was trading at 4146.10. The strike last trading price was 242.3, which was -61.7 lower than the previous day. The implied volatity was 37.33, the open interest changed by 2 which increased total open position to 54
On 27 May BSE was trading at 4248.40. The strike last trading price was 303.2, which was -114.8 lower than the previous day. The implied volatity was 33.7, the open interest changed by 12 which increased total open position to 51
On 26 May BSE was trading at 4403.30. The strike last trading price was 418, which was 71 higher than the previous day. The implied volatity was 29.28, the open interest changed by 13 which increased total open position to 38
On 25 May BSE was trading at 4291.20. The strike last trading price was 341.25, which was 70.25 higher than the previous day. The implied volatity was 32.68, the open interest changed by 4 which increased total open position to 26
On 22 May BSE was trading at 4193.80. The strike last trading price was 270.8, which was -18.2 lower than the previous day. The implied volatity was 34.91, the open interest changed by -3 which decreased total open position to 22
On 21 May BSE was trading at 4186.90. The strike last trading price was 289.25, which was 2.25 higher than the previous day. The implied volatity was 36.15, the open interest changed by 0 which decreased total open position to 24
On 20 May BSE was trading at 4218.60. The strike last trading price was 287, which was 23 higher than the previous day. The implied volatity was 34.3, the open interest changed by 1 which increased total open position to 24
On 19 May BSE was trading at 4190.80. The strike last trading price was 264.4, which was 26.4 higher than the previous day. The implied volatity was 30.63, the open interest changed by -57 which decreased total open position to 23
On 18 May BSE was trading at 4120.70. The strike last trading price was 235.4, which was 44.4 higher than the previous day. The implied volatity was 32.86, the open interest changed by 5 which increased total open position to 82
On 15 May BSE was trading at 4000.60. The strike last trading price was 186, which was -26 lower than the previous day. The implied volatity was 34.48, the open interest changed by 49 which increased total open position to 77
On 14 May BSE was trading at 4037.60. The strike last trading price was 220.1, which was 69.1 higher than the previous day. The implied volatity was 36.62, the open interest changed by 16 which increased total open position to 27
On 13 May BSE was trading at 3888.80. The strike last trading price was 151, which was 6 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 11
On 12 May BSE was trading at 3851.90. The strike last trading price was 145, which was -28 lower than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 9
On 11 May BSE was trading at 3918.00. The strike last trading price was 173.1, which was 2.1 higher than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 5
On 8 May BSE was trading at 3907.40. The strike last trading price was 171, which was -14 lower than the previous day. The implied volatity was 36.91, the open interest changed by 3 which increased total open position to 4
On 7 May BSE was trading at 3963.60. The strike last trading price was 185, which was -23.35 lower than the previous day. The implied volatity was 32.92, the open interest changed by 0 which decreased total open position to 0
| BSE 30-Jun-2026 (25d) 4050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.04
Theta: -2.5
Gamma: 0.00105
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Jun | 4033.40 | 147.15 | -38.05 (-20.55%) | 34.94 | 1,892 | 8 | 354 |
| 3 Jun | 3966.10 | 186.45 | -6.35 (-3.29%) | 33.75 | 431 | 26 | 348 |
| 2 Jun | 3931.90 | 191.65 | 57 (42.33%) | 30.19 | 939 | 58 | 327 |
| 1 Jun | 4066.60 | 130.55 | 27.15 (26.26%) | 32.38 | 2,031 | 42 | 270 |
| 29 May | 4146.10 | 100.3 | 20.5 (25.69%) | 31.12 | 709 | 57 | 230 |
| 27 May | 4248.40 | 80.25 | 29.55 (58.28%) | 33.21 | 578 | 45 | 175 |
| 26 May | 4403.30 | 49.85 | -21.2 (-29.84%) | 34.87 | 309 | 43 | 129 |
| 25 May | 4291.20 | 69.45 | -37.2 (-34.88%) | 32.75 | 109 | 24 | 85 |
| 22 May | 4193.80 | 106.65 | -23.35 (-17.96%) | 34.84 | 63 | 5 | 60 |
| 21 May | 4186.90 | 130 | 12.7 (10.83%) | 36.75 | 9 | -1 | 55 |
| 20 May | 4218.60 | 115.2 | -24.95 (-17.80%) | 36.5 | 19 | 9 | 56 |
| 19 May | 4190.80 | 141 | -23.9 (-14.49%) | 38.07 | 34 | 8 | 47 |
| 18 May | 4120.70 | 166.2 | -90.55 (-35.27%) | 37.63 | 44 | 37 | 38 |
| 15 May | 4000.60 | 256.75 | 0 (0.00%) | - | 0 | 0 | 1 |
| 14 May | 4037.60 | 256.75 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 13 May | 3888.80 | 256.75 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 12 May | 3851.90 | 256.75 | -335.15 (-56.62%) | 27.89 | 1 | 0 | 0 |
| 11 May | 3918.00 | 0 | -591.9 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 3907.40 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 3963.60 | 0 | 0 | - | 0 | 0 | 0 |
For Bse Limited - strike price 4050 expiring on 30JUN2026
Delta for 4050 PE is -0.47
Historical price for 4050 PE is as follows
On 4 Jun BSE was trading at 4033.40. The strike last trading price was 147.15, which was -38.05 lower than the previous day. The implied volatity was 34.94, the open interest changed by 8 which increased total open position to 354
On 3 Jun BSE was trading at 3966.10. The strike last trading price was 186.45, which was -6.35 lower than the previous day. The implied volatity was 33.75, the open interest changed by 26 which increased total open position to 348
On 2 Jun BSE was trading at 3931.90. The strike last trading price was 191.65, which was 57 higher than the previous day. The implied volatity was 30.19, the open interest changed by 58 which increased total open position to 327
On 1 Jun BSE was trading at 4066.60. The strike last trading price was 130.55, which was 27.15 higher than the previous day. The implied volatity was 32.38, the open interest changed by 42 which increased total open position to 270
On 29 May BSE was trading at 4146.10. The strike last trading price was 100.3, which was 20.5 higher than the previous day. The implied volatity was 31.12, the open interest changed by 57 which increased total open position to 230
On 27 May BSE was trading at 4248.40. The strike last trading price was 80.25, which was 29.55 higher than the previous day. The implied volatity was 33.21, the open interest changed by 45 which increased total open position to 175
On 26 May BSE was trading at 4403.30. The strike last trading price was 49.85, which was -21.2 lower than the previous day. The implied volatity was 34.87, the open interest changed by 43 which increased total open position to 129
On 25 May BSE was trading at 4291.20. The strike last trading price was 69.45, which was -37.2 lower than the previous day. The implied volatity was 32.75, the open interest changed by 24 which increased total open position to 85
On 22 May BSE was trading at 4193.80. The strike last trading price was 106.65, which was -23.35 lower than the previous day. The implied volatity was 34.84, the open interest changed by 5 which increased total open position to 60
On 21 May BSE was trading at 4186.90. The strike last trading price was 130, which was 12.7 higher than the previous day. The implied volatity was 36.75, the open interest changed by -1 which decreased total open position to 55
On 20 May BSE was trading at 4218.60. The strike last trading price was 115.2, which was -24.95 lower than the previous day. The implied volatity was 36.5, the open interest changed by 9 which increased total open position to 56
On 19 May BSE was trading at 4190.80. The strike last trading price was 141, which was -23.9 lower than the previous day. The implied volatity was 38.07, the open interest changed by 8 which increased total open position to 47
On 18 May BSE was trading at 4120.70. The strike last trading price was 166.2, which was -90.55 lower than the previous day. The implied volatity was 37.63, the open interest changed by 37 which increased total open position to 38
On 15 May BSE was trading at 4000.60. The strike last trading price was 256.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 May BSE was trading at 4037.60. The strike last trading price was 256.75, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 13 May BSE was trading at 3888.80. The strike last trading price was 256.75, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May BSE was trading at 3851.90. The strike last trading price was 256.75, which was -335.15 lower than the previous day. The implied volatity was 27.89, 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 -591.9 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May BSE was trading at 3907.40. 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 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
