Historical option data for BSE
02 Jun 2026 12:30 PM IST
| BSE 30-Jun-2026 (28d) 4100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.34
Vega: 0.04
Theta: -2.76
Gamma: 0.00092
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Jun | 3893.40 | 84 | -76 (-47.50%) | 36.45 | 2,681 | 369 | 1,189 | |||||||||
| 1 Jun | 4066.60 | 159.9 | -56.1 (-25.97%) | 36.26 | 3,484 | 361 | 792 | |||||||||
| 29 May | 4146.10 | 217 | -53 (-19.63%) | 35.74 | 605 | 84 | 431 | |||||||||
| 27 May | 4248.40 | 267.85 | -108.15 (-28.76%) | 33.1 | 241 | -7 | 347 | |||||||||
| 26 May | 4403.30 | 375.3 | 65.3 (21.06%) | 29.44 | 436 | 62 | 354 | |||||||||
| 25 May | 4291.20 | 314 | 59 (23.14%) | 34.16 | 327 | 28 | 287 | |||||||||
| 22 May | 4193.80 | 257 | 3 (1.18%) | 35.49 | 311 | 4 | 257 | |||||||||
| 21 May | 4186.90 | 256.7 | -27.3 (-9.61%) | 35.53 | 178 | 3 | 254 | |||||||||
| 20 May | 4218.60 | 289 | 45 (18.44%) | 36.35 | 299 | 7 | 248 | |||||||||
| 19 May | 4190.80 | 242.45 | 30.45 (14.36%) | 32.2 | 482 | 12 | 242 | |||||||||
| 18 May | 4120.70 | 213 | 47 (28.31%) | 33.64 | 447 | 47 | 230 | |||||||||
| 15 May | 4000.60 | 162.15 | -26.85 (-14.21%) | 34.11 | 170 | 22 | 183 | |||||||||
| 14 May | 4037.60 | 190 | 60 (46.15%) | 35.43 | 286 | 105 | 161 | |||||||||
| 13 May | 3888.80 | 130 | 9 (7.44%) | 0 | 36 | 9 | 56 | |||||||||
| 12 May | 3851.90 | 123.9 | -30.1 (-19.55%) | 0 | 6 | 1 | 47 | |||||||||
| 11 May | 3918.00 | 154 | 3 (1.99%) | 0 | 22 | -9 | 46 | |||||||||
| 8 May | 3907.40 | 151 | -44.8 (-22.88%) | 36.53 | 67 | 20 | 56 | |||||||||
| 7 May | 3963.60 | 200.1 | 90.6 (82.74%) | 38.86 | 44 | 35 | 35 | |||||||||
For Bse Limited - strike price 4100 expiring on 30JUN2026
Delta for 4100 CE is 0.34
Historical price for 4100 CE is as follows
On 2 Jun BSE was trading at 3893.40. The strike last trading price was 84, which was -76 lower than the previous day. The implied volatity was 36.45, the open interest changed by 369 which increased total open position to 1189
On 1 Jun BSE was trading at 4066.60. The strike last trading price was 159.9, which was -56.1 lower than the previous day. The implied volatity was 36.26, the open interest changed by 361 which increased total open position to 792
On 29 May BSE was trading at 4146.10. The strike last trading price was 217, which was -53 lower than the previous day. The implied volatity was 35.74, the open interest changed by 84 which increased total open position to 431
On 27 May BSE was trading at 4248.40. The strike last trading price was 267.85, which was -108.15 lower than the previous day. The implied volatity was 33.1, the open interest changed by -7 which decreased total open position to 347
On 26 May BSE was trading at 4403.30. The strike last trading price was 375.3, which was 65.3 higher than the previous day. The implied volatity was 29.44, the open interest changed by 62 which increased total open position to 354
On 25 May BSE was trading at 4291.20. The strike last trading price was 314, which was 59 higher than the previous day. The implied volatity was 34.16, the open interest changed by 28 which increased total open position to 287
On 22 May BSE was trading at 4193.80. The strike last trading price was 257, which was 3 higher than the previous day. The implied volatity was 35.49, the open interest changed by 4 which increased total open position to 257
On 21 May BSE was trading at 4186.90. The strike last trading price was 256.7, which was -27.3 lower than the previous day. The implied volatity was 35.53, the open interest changed by 3 which increased total open position to 254
On 20 May BSE was trading at 4218.60. The strike last trading price was 289, which was 45 higher than the previous day. The implied volatity was 36.35, the open interest changed by 7 which increased total open position to 248
On 19 May BSE was trading at 4190.80. The strike last trading price was 242.45, which was 30.45 higher than the previous day. The implied volatity was 32.2, the open interest changed by 12 which increased total open position to 242
On 18 May BSE was trading at 4120.70. The strike last trading price was 213, which was 47 higher than the previous day. The implied volatity was 33.64, the open interest changed by 47 which increased total open position to 230
On 15 May BSE was trading at 4000.60. The strike last trading price was 162.15, which was -26.85 lower than the previous day. The implied volatity was 34.11, the open interest changed by 22 which increased total open position to 183
On 14 May BSE was trading at 4037.60. The strike last trading price was 190, which was 60 higher than the previous day. The implied volatity was 35.43, the open interest changed by 105 which increased total open position to 161
On 13 May BSE was trading at 3888.80. The strike last trading price was 130, which was 9 higher than the previous day. The implied volatity was 0, the open interest changed by 9 which increased total open position to 56
On 12 May BSE was trading at 3851.90. The strike last trading price was 123.9, which was -30.1 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 47
On 11 May BSE was trading at 3918.00. The strike last trading price was 154, which was 3 higher than the previous day. The implied volatity was 0, the open interest changed by -9 which decreased total open position to 46
On 8 May BSE was trading at 3907.40. The strike last trading price was 151, which was -44.8 lower than the previous day. The implied volatity was 36.53, the open interest changed by 20 which increased total open position to 56
On 7 May BSE was trading at 3963.60. The strike last trading price was 200.1, which was 90.6 higher than the previous day. The implied volatity was 38.86, the open interest changed by 35 which increased total open position to 35
| BSE 30-Jun-2026 (28d) 4100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.69
Vega: 0.04
Theta: -1.75
Gamma: 0.00102
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Jun | 3893.40 | 256 | 98.65 (62.69%) | 31.92 | 1,094 | -142 | 767 |
| 1 Jun | 4066.60 | 156.2 | 34.25 (28.09%) | 32.46 | 3,888 | 115 | 916 |
| 29 May | 4146.10 | 117 | 21.55 (22.58%) | 31.34 | 2,592 | -11 | 803 |
| 27 May | 4248.40 | 96.55 | 36 (59.45%) | 33.08 | 1,903 | 172 | 814 |
| 26 May | 4403.30 | 58.7 | -26.6 (-31.18%) | 34.29 | 1,309 | 218 | 639 |
| 25 May | 4291.20 | 80.9 | -52.25 (-39.24%) | 32.27 | 437 | 97 | 421 |
| 22 May | 4193.80 | 133 | -15.85 (-10.65%) | 34.41 | 308 | 18 | 323 |
| 21 May | 4186.90 | 146.7 | 9.3 (6.77%) | 36.23 | 333 | 43 | 303 |
| 20 May | 4218.60 | 135.2 | -25.15 (-15.68%) | 36.46 | 111 | 9 | 259 |
| 19 May | 4190.80 | 157.05 | -31.2 (-16.57%) | 38.07 | 543 | 61 | 250 |
| 18 May | 4120.70 | 190 | -56.75 (-23.00%) | 37.53 | 137 | 68 | 190 |
| 15 May | 4000.60 | 245.45 | 26.65 (12.18%) | 36.24 | 52 | 19 | 121 |
| 14 May | 4037.60 | 213.25 | -84.75 (-28.44%) | 33.7 | 169 | 100 | 102 |
| 13 May | 3888.80 | 298 | -20 (-6.29%) | 0 | 1 | 0 | 1 |
| 12 May | 3851.90 | 318 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 11 May | 3918.00 | 318 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 8 May | 3907.40 | 318 | -669.3 (-67.79%) | 37.51 | 1 | 0 | 0 |
| 7 May | 3963.60 | 0 | 0 | - | 0 | 0 | 0 |
For Bse Limited - strike price 4100 expiring on 30JUN2026
Delta for 4100 PE is -0.69
Historical price for 4100 PE is as follows
On 2 Jun BSE was trading at 3893.40. The strike last trading price was 256, which was 98.65 higher than the previous day. The implied volatity was 31.92, the open interest changed by -142 which decreased total open position to 767
On 1 Jun BSE was trading at 4066.60. The strike last trading price was 156.2, which was 34.25 higher than the previous day. The implied volatity was 32.46, the open interest changed by 115 which increased total open position to 916
On 29 May BSE was trading at 4146.10. The strike last trading price was 117, which was 21.55 higher than the previous day. The implied volatity was 31.34, the open interest changed by -11 which decreased total open position to 803
On 27 May BSE was trading at 4248.40. The strike last trading price was 96.55, which was 36 higher than the previous day. The implied volatity was 33.08, the open interest changed by 172 which increased total open position to 814
On 26 May BSE was trading at 4403.30. The strike last trading price was 58.7, which was -26.6 lower than the previous day. The implied volatity was 34.29, the open interest changed by 218 which increased total open position to 639
On 25 May BSE was trading at 4291.20. The strike last trading price was 80.9, which was -52.25 lower than the previous day. The implied volatity was 32.27, the open interest changed by 97 which increased total open position to 421
On 22 May BSE was trading at 4193.80. The strike last trading price was 133, which was -15.85 lower than the previous day. The implied volatity was 34.41, the open interest changed by 18 which increased total open position to 323
On 21 May BSE was trading at 4186.90. The strike last trading price was 146.7, which was 9.3 higher than the previous day. The implied volatity was 36.23, the open interest changed by 43 which increased total open position to 303
On 20 May BSE was trading at 4218.60. The strike last trading price was 135.2, which was -25.15 lower than the previous day. The implied volatity was 36.46, the open interest changed by 9 which increased total open position to 259
On 19 May BSE was trading at 4190.80. The strike last trading price was 157.05, which was -31.2 lower than the previous day. The implied volatity was 38.07, the open interest changed by 61 which increased total open position to 250
On 18 May BSE was trading at 4120.70. The strike last trading price was 190, which was -56.75 lower than the previous day. The implied volatity was 37.53, the open interest changed by 68 which increased total open position to 190
On 15 May BSE was trading at 4000.60. The strike last trading price was 245.45, which was 26.65 higher than the previous day. The implied volatity was 36.24, the open interest changed by 19 which increased total open position to 121
On 14 May BSE was trading at 4037.60. The strike last trading price was 213.25, which was -84.75 lower than the previous day. The implied volatity was 33.7, the open interest changed by 100 which increased total open position to 102
On 13 May BSE was trading at 3888.80. The strike last trading price was 298, which was -20 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 318, 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 11 May BSE was trading at 3918.00. The strike last trading price was 318, 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 8 May BSE was trading at 3907.40. The strike last trading price was 318, which was -669.3 lower than the previous day. The implied volatity was 37.51, 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
