BSE
Bse Limited
Historical option data for BSE
12 Dec 2024 11:54 AM IST
| BSE 26DEC2024 4500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 5629.65 | 1141 | 77.00 | - | 25 | -5 | 783 | |||
| 11 Dec | 5552.20 | 1064 | 59.00 | - | 22 | 10 | 798 | |||
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| 10 Dec | 5466.35 | 1005 | 11.80 | 69.54 | 13 | -4 | 789 | |||
| 9 Dec | 5467.10 | 993.2 | 73.20 | - | 38 | -6 | 793 | |||
| 6 Dec | 5396.45 | 920 | 146.00 | 51.56 | 138 | -29 | 787 | |||
| 5 Dec | 5194.90 | 774 | 545.75 | 46.78 | 2,619 | 575 | 817 | |||
| 4 Dec | 4572.05 | 228.25 | 28.25 | 37.35 | 1,068 | 23 | 243 | |||
| 3 Dec | 4513.80 | 200 | -30.00 | 37.60 | 678 | 143 | 216 | |||
| 2 Dec | 4563.85 | 230 | -150.65 | 40.67 | 142 | 65 | 65 | |||
| 29 Nov | 4670.75 | 380.65 | - | 0 | 0 | 0 | ||||
For Bse Limited - strike price 4500 expiring on 26DEC2024
Delta for 4500 CE is -
Historical price for 4500 CE is as follows
On 12 Dec BSE was trading at 5629.65. The strike last trading price was 1141, which was 77.00 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 783
On 11 Dec BSE was trading at 5552.20. The strike last trading price was 1064, which was 59.00 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 798
On 10 Dec BSE was trading at 5466.35. The strike last trading price was 1005, which was 11.80 higher than the previous day. The implied volatity was 69.54, the open interest changed by -4 which decreased total open position to 789
On 9 Dec BSE was trading at 5467.10. The strike last trading price was 993.2, which was 73.20 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 793
On 6 Dec BSE was trading at 5396.45. The strike last trading price was 920, which was 146.00 higher than the previous day. The implied volatity was 51.56, the open interest changed by -29 which decreased total open position to 787
On 5 Dec BSE was trading at 5194.90. The strike last trading price was 774, which was 545.75 higher than the previous day. The implied volatity was 46.78, the open interest changed by 575 which increased total open position to 817
On 4 Dec BSE was trading at 4572.05. The strike last trading price was 228.25, which was 28.25 higher than the previous day. The implied volatity was 37.35, the open interest changed by 23 which increased total open position to 243
On 3 Dec BSE was trading at 4513.80. The strike last trading price was 200, which was -30.00 lower than the previous day. The implied volatity was 37.60, the open interest changed by 143 which increased total open position to 216
On 2 Dec BSE was trading at 4563.85. The strike last trading price was 230, which was -150.65 lower than the previous day. The implied volatity was 40.67, the open interest changed by 65 which increased total open position to 65
On 29 Nov BSE was trading at 4670.75. The strike last trading price was 380.65, 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 4500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 5629.65 | 7 | -1.35 | - | 461 | 65 | 2,047 |
| 11 Dec | 5552.20 | 8.35 | -3.20 | 58.89 | 1,133 | -262 | 1,983 |
| 10 Dec | 5466.35 | 11.55 | -5.05 | 56.45 | 1,191 | 92 | 2,255 |
| 9 Dec | 5467.10 | 16.6 | -2.15 | 60.00 | 2,938 | -164 | 2,165 |
| 6 Dec | 5396.45 | 18.75 | -10.25 | 53.13 | 4,399 | 151 | 2,308 |
| 5 Dec | 5194.90 | 29 | -89.65 | 51.23 | 17,686 | 1,674 | 2,158 |
| 4 Dec | 4572.05 | 118.65 | -32.20 | 38.15 | 748 | 34 | 483 |
| 3 Dec | 4513.80 | 150.85 | 5.00 | 39.59 | 969 | 132 | 449 |
| 2 Dec | 4563.85 | 145.85 | 40.95 | 39.65 | 759 | 307 | 317 |
| 29 Nov | 4670.75 | 104.9 | 39.48 | 11 | 10 | 10 | |
For Bse Limited - strike price 4500 expiring on 26DEC2024
Delta for 4500 PE is -
Historical price for 4500 PE is as follows
On 12 Dec BSE was trading at 5629.65. The strike last trading price was 7, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 65 which increased total open position to 2047
On 11 Dec BSE was trading at 5552.20. The strike last trading price was 8.35, which was -3.20 lower than the previous day. The implied volatity was 58.89, the open interest changed by -262 which decreased total open position to 1983
On 10 Dec BSE was trading at 5466.35. The strike last trading price was 11.55, which was -5.05 lower than the previous day. The implied volatity was 56.45, the open interest changed by 92 which increased total open position to 2255
On 9 Dec BSE was trading at 5467.10. The strike last trading price was 16.6, which was -2.15 lower than the previous day. The implied volatity was 60.00, the open interest changed by -164 which decreased total open position to 2165
On 6 Dec BSE was trading at 5396.45. The strike last trading price was 18.75, which was -10.25 lower than the previous day. The implied volatity was 53.13, the open interest changed by 151 which increased total open position to 2308
On 5 Dec BSE was trading at 5194.90. The strike last trading price was 29, which was -89.65 lower than the previous day. The implied volatity was 51.23, the open interest changed by 1674 which increased total open position to 2158
On 4 Dec BSE was trading at 4572.05. The strike last trading price was 118.65, which was -32.20 lower than the previous day. The implied volatity was 38.15, the open interest changed by 34 which increased total open position to 483
On 3 Dec BSE was trading at 4513.80. The strike last trading price was 150.85, which was 5.00 higher than the previous day. The implied volatity was 39.59, the open interest changed by 132 which increased total open position to 449
On 2 Dec BSE was trading at 4563.85. The strike last trading price was 145.85, which was 40.95 higher than the previous day. The implied volatity was 39.65, the open interest changed by 307 which increased total open position to 317
On 29 Nov BSE was trading at 4670.75. The strike last trading price was 104.9, which was lower than the previous day. The implied volatity was 39.48, the open interest changed by 10 which increased total open position to 10
