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[--[65.84.65.76]--]
BSE
Bse Limited

5616.25 64.05 (1.15%)

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Historical option data for BSE

12 Dec 2024 12:04 PM IST
BSE 26DEC2024 4200 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 5625.20 555 0.00 - 0 0 0
11 Dec 5552.20 555 0.00 - 0 0 0
10 Dec 5466.35 555 0.00 - 0 0 0
9 Dec 5467.10 555 0.00 - 0 0 0
6 Dec 5396.45 555 0.00 - 0 0 0
5 Dec 5194.90 555 0.00 - 0 0 0
4 Dec 4572.05 555 0.00 - 0 0 0
3 Dec 4513.80 555 0.00 - 0 0 0
2 Dec 4563.85 555 0.00 - 0 0 0
29 Nov 4670.75 555 - 0 0 0


For Bse Limited - strike price 4200 expiring on 26DEC2024

Delta for 4200 CE is -

Historical price for 4200 CE is as follows

On 12 Dec BSE was trading at 5625.20. The strike last trading price was 555, which was 0.00 lower than the previous day. The implied volatity was -, 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 555, which was 0.00 lower than the previous day. The implied volatity was -, 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 555, which was 0.00 lower than the previous day. The implied volatity was -, 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 555, which was 0.00 lower than the previous day. The implied volatity was -, 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 555, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Dec BSE was trading at 5194.90. The strike last trading price was 555, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec BSE was trading at 4572.05. The strike last trading price was 555, which was 0.00 lower than the previous day. The implied volatity was -, 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 555, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec BSE was trading at 4563.85. The strike last trading price was 555, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Nov BSE was trading at 4670.75. The strike last trading price was 555, 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 4200 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 5625.20 5 -1.10 - 452 -17 437
11 Dec 5552.20 6.1 -1.60 - 1,524 33 455
10 Dec 5466.35 7.7 -0.80 - 153 -29 424
9 Dec 5467.10 8.5 -0.95 - 634 -117 454
6 Dec 5396.45 9.45 -3.05 - 1,036 -208 660
5 Dec 5194.90 12.5 -26.60 56.23 4,342 732 871
4 Dec 4572.05 39.1 -19.30 40.10 194 100 139
3 Dec 4513.80 58.4 -99.85 42.32 58 27 27
2 Dec 4563.85 158.25 0.00 8.30 0 0 0
29 Nov 4670.75 158.25 10.22 0 0 0


For Bse Limited - strike price 4200 expiring on 26DEC2024

Delta for 4200 PE is -

Historical price for 4200 PE is as follows

On 12 Dec BSE was trading at 5625.20. The strike last trading price was 5, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 437


On 11 Dec BSE was trading at 5552.20. The strike last trading price was 6.1, which was -1.60 lower than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 455


On 10 Dec BSE was trading at 5466.35. The strike last trading price was 7.7, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by -29 which decreased total open position to 424


On 9 Dec BSE was trading at 5467.10. The strike last trading price was 8.5, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by -117 which decreased total open position to 454


On 6 Dec BSE was trading at 5396.45. The strike last trading price was 9.45, which was -3.05 lower than the previous day. The implied volatity was -, the open interest changed by -208 which decreased total open position to 660


On 5 Dec BSE was trading at 5194.90. The strike last trading price was 12.5, which was -26.60 lower than the previous day. The implied volatity was 56.23, the open interest changed by 732 which increased total open position to 871


On 4 Dec BSE was trading at 4572.05. The strike last trading price was 39.1, which was -19.30 lower than the previous day. The implied volatity was 40.10, the open interest changed by 100 which increased total open position to 139


On 3 Dec BSE was trading at 4513.80. The strike last trading price was 58.4, which was -99.85 lower than the previous day. The implied volatity was 42.32, the open interest changed by 27 which increased total open position to 27


On 2 Dec BSE was trading at 4563.85. The strike last trading price was 158.25, which was 0.00 lower than the previous day. The implied volatity was 8.30, the open interest changed by 0 which decreased total open position to 0


On 29 Nov BSE was trading at 4670.75. The strike last trading price was 158.25, which was lower than the previous day. The implied volatity was 10.22, the open interest changed by 0 which decreased total open position to 0