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BSE
Bse Limited
5632.5 80.30 (1.45%)

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Historical option data for BSE

12 Dec 2024 11:54 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BSE 26DEC2024 4400 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 5629.65 1014.95 0.00 0.00 0 0 0
11 Dec 5552.20 1014.95 0.00 0.00 0 0 0
10 Dec 5466.35 1014.95 0.00 0.00 0 0 0
9 Dec 5467.10 1014.95 0.00 0.00 0 -1 0
6 Dec 5396.45 1014.95 273.65 52.91 2 0 11
5 Dec 5194.90 741.3 498.35 - 13 4 10
4 Dec 4572.05 242.95 -190.95 23.71 13 6 6
3 Dec 4513.80 433.9 0.00 - 0 0 0
2 Dec 4563.85 433.9 0.00 - 0 0 0
29 Nov 4670.75 433.9 - 0 0 0

For Bse Limited - strike price 4400 expiring on 26DEC2024

Delta for 4400 CE is 0.00

Historical price for 4400 CE is as follows

On 12 Dec BSE was trading at 5629.65. The strike last trading price was 1014.95, 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 1014.95, 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 1014.95, 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 1014.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 6 Dec BSE was trading at 5396.45. The strike last trading price was 1014.95, which was 273.65 higher than the previous day. The implied volatity was 52.91, the open interest changed by 0 which decreased total open position to 11


On 5 Dec BSE was trading at 5194.90. The strike last trading price was 741.3, which was 498.35 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 10


On 4 Dec BSE was trading at 4572.05. The strike last trading price was 242.95, which was -190.95 lower than the previous day. The implied volatity was 23.71, the open interest changed by 6 which increased total open position to 6


On 3 Dec BSE was trading at 4513.80. The strike last trading price was 433.9, 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 433.9, 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 433.9, 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 4400 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 5629.65 6.25 -0.85 - 86 -18 360
11 Dec 5552.20 7.1 -2.10 - 404 -134 377
10 Dec 5466.35 9.2 -4.80 59.10 367 -110 513
9 Dec 5467.10 14 -0.50 63.10 920 78 624
6 Dec 5396.45 14.5 -6.55 55.08 1,269 -43 538
5 Dec 5194.90 21.05 -63.95 52.32 6,823 451 587
4 Dec 4572.05 85 -28.80 38.90 317 7 135
3 Dec 4513.80 113.8 -122.25 40.80 390 128 128
2 Dec 4563.85 236.05 0.00 4.06 0 0 0
29 Nov 4670.75 236.05 6.56 0 0 0

For Bse Limited - strike price 4400 expiring on 26DEC2024

Delta for 4400 PE is -

Historical price for 4400 PE is as follows

On 12 Dec BSE was trading at 5629.65. The strike last trading price was 6.25, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 360


On 11 Dec BSE was trading at 5552.20. The strike last trading price was 7.1, which was -2.10 lower than the previous day. The implied volatity was -, the open interest changed by -134 which decreased total open position to 377


On 10 Dec BSE was trading at 5466.35. The strike last trading price was 9.2, which was -4.80 lower than the previous day. The implied volatity was 59.10, the open interest changed by -110 which decreased total open position to 513


On 9 Dec BSE was trading at 5467.10. The strike last trading price was 14, which was -0.50 lower than the previous day. The implied volatity was 63.10, the open interest changed by 78 which increased total open position to 624


On 6 Dec BSE was trading at 5396.45. The strike last trading price was 14.5, which was -6.55 lower than the previous day. The implied volatity was 55.08, the open interest changed by -43 which decreased total open position to 538


On 5 Dec BSE was trading at 5194.90. The strike last trading price was 21.05, which was -63.95 lower than the previous day. The implied volatity was 52.32, the open interest changed by 451 which increased total open position to 587


On 4 Dec BSE was trading at 4572.05. The strike last trading price was 85, which was -28.80 lower than the previous day. The implied volatity was 38.90, the open interest changed by 7 which increased total open position to 135


On 3 Dec BSE was trading at 4513.80. The strike last trading price was 113.8, which was -122.25 lower than the previous day. The implied volatity was 40.80, the open interest changed by 128 which increased total open position to 128


On 2 Dec BSE was trading at 4563.85. The strike last trading price was 236.05, which was 0.00 lower than the previous day. The implied volatity was 4.06, 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 236.05, which was lower than the previous day. The implied volatity was 6.56, the open interest changed by 0 which decreased total open position to 0