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BSE
Bse Limited
5616.2 64.00 (1.15%)

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Historical option data for BSE

12 Dec 2024 12:14 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BSE 26DEC2024 4300 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 5615.60 750 0.00 0.00 0 0 0
11 Dec 5552.20 750 0.00 0.00 0 0 0
10 Dec 5466.35 750 0.00 0.00 0 0 0
9 Dec 5467.10 750 0.00 0.00 0 0 0
6 Dec 5396.45 750 0.00 0.00 0 0 0
5 Dec 5194.90 750 330.00 - 1 0 1
4 Dec 4572.05 420 0.00 0.00 0 0 0
3 Dec 4513.80 420 0.00 0.00 0 0 0
2 Dec 4563.85 420 0.00 0.00 0 1 0
29 Nov 4670.75 420 13.66 1 0 0

For Bse Limited - strike price 4300 expiring on 26DEC2024

Delta for 4300 CE is 0.00

Historical price for 4300 CE is as follows

On 12 Dec BSE was trading at 5615.60. The strike last trading price was 750, 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 750, 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 750, 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 750, 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 750, 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 5 Dec BSE was trading at 5194.90. The strike last trading price was 750, which was 330.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 4 Dec BSE was trading at 4572.05. The strike last trading price was 420, 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 420, 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 2 Dec BSE was trading at 4563.85. The strike last trading price was 420, 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 29 Nov BSE was trading at 4670.75. The strike last trading price was 420, which was lower than the previous day. The implied volatity was 13.66, the open interest changed by 0 which decreased total open position to 0


BSE 26DEC2024 4300 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 5615.60 5.3 -2.05 - 26 -11 342
11 Dec 5552.20 7.35 -0.65 - 155 -48 355
10 Dec 5466.35 8 -2.30 - 101 -37 407
9 Dec 5467.10 10.3 -0.80 - 726 -116 444
6 Dec 5396.45 11.1 -5.80 56.95 1,135 -136 560
5 Dec 5194.90 16.9 -42.25 54.75 3,599 611 693
4 Dec 4572.05 59.15 -25.40 39.66 160 39 82
3 Dec 4513.80 84.55 -110.15 42.08 78 42 42
2 Dec 4563.85 194.7 0.00 6.23 0 0 0
29 Nov 4670.75 194.7 8.41 0 0 0

For Bse Limited - strike price 4300 expiring on 26DEC2024

Delta for 4300 PE is -

Historical price for 4300 PE is as follows

On 12 Dec BSE was trading at 5615.60. The strike last trading price was 5.3, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 342


On 11 Dec BSE was trading at 5552.20. The strike last trading price was 7.35, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by -48 which decreased total open position to 355


On 10 Dec BSE was trading at 5466.35. The strike last trading price was 8, which was -2.30 lower than the previous day. The implied volatity was -, the open interest changed by -37 which decreased total open position to 407


On 9 Dec BSE was trading at 5467.10. The strike last trading price was 10.3, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by -116 which decreased total open position to 444


On 6 Dec BSE was trading at 5396.45. The strike last trading price was 11.1, which was -5.80 lower than the previous day. The implied volatity was 56.95, the open interest changed by -136 which decreased total open position to 560


On 5 Dec BSE was trading at 5194.90. The strike last trading price was 16.9, which was -42.25 lower than the previous day. The implied volatity was 54.75, the open interest changed by 611 which increased total open position to 693


On 4 Dec BSE was trading at 4572.05. The strike last trading price was 59.15, which was -25.40 lower than the previous day. The implied volatity was 39.66, the open interest changed by 39 which increased total open position to 82


On 3 Dec BSE was trading at 4513.80. The strike last trading price was 84.55, which was -110.15 lower than the previous day. The implied volatity was 42.08, the open interest changed by 42 which increased total open position to 42


On 2 Dec BSE was trading at 4563.85. The strike last trading price was 194.7, which was 0.00 lower than the previous day. The implied volatity was 6.23, 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 194.7, which was lower than the previous day. The implied volatity was 8.41, the open interest changed by 0 which decreased total open position to 0