BSE
Bse Limited
Historical option data for BSE
12 Dec 2024 11:44 AM IST
| BSE 26DEC2024 4600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 5622.00 | 1082 | 106.00 | - | 5 | 0 | 293 | |||
| 11 Dec | 5552.20 | 976 | 76.00 | - | 18 | -12 | 298 | |||
| 10 Dec | 5466.35 | 900 | 8.00 | 60.26 | 23 | -15 | 310 | |||
| 9 Dec | 5467.10 | 892 | 54.30 | - | 15 | -10 | 326 | |||
| 6 Dec | 5396.45 | 837.7 | 152.70 | 55.86 | 54 | -21 | 336 | |||
| 5 Dec | 5194.90 | 685 | 511.00 | 46.59 | 3,029 | -491 | 357 | |||
| 4 Dec | 4572.05 | 174 | 24.10 | 37.27 | 2,286 | -61 | 850 | |||
| 3 Dec | 4513.80 | 149.9 | -23.10 | 37.26 | 2,299 | 345 | 914 | |||
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| 2 Dec | 4563.85 | 173 | -77.00 | 39.19 | 1,330 | 341 | 572 | |||
| 29 Nov | 4670.75 | 250 | 36.39 | 937 | 225 | 225 | ||||
For Bse Limited - strike price 4600 expiring on 26DEC2024
Delta for 4600 CE is -
Historical price for 4600 CE is as follows
On 12 Dec BSE was trading at 5622.00. The strike last trading price was 1082, which was 106.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 293
On 11 Dec BSE was trading at 5552.20. The strike last trading price was 976, which was 76.00 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 298
On 10 Dec BSE was trading at 5466.35. The strike last trading price was 900, which was 8.00 higher than the previous day. The implied volatity was 60.26, the open interest changed by -15 which decreased total open position to 310
On 9 Dec BSE was trading at 5467.10. The strike last trading price was 892, which was 54.30 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 326
On 6 Dec BSE was trading at 5396.45. The strike last trading price was 837.7, which was 152.70 higher than the previous day. The implied volatity was 55.86, the open interest changed by -21 which decreased total open position to 336
On 5 Dec BSE was trading at 5194.90. The strike last trading price was 685, which was 511.00 higher than the previous day. The implied volatity was 46.59, the open interest changed by -491 which decreased total open position to 357
On 4 Dec BSE was trading at 4572.05. The strike last trading price was 174, which was 24.10 higher than the previous day. The implied volatity was 37.27, the open interest changed by -61 which decreased total open position to 850
On 3 Dec BSE was trading at 4513.80. The strike last trading price was 149.9, which was -23.10 lower than the previous day. The implied volatity was 37.26, the open interest changed by 345 which increased total open position to 914
On 2 Dec BSE was trading at 4563.85. The strike last trading price was 173, which was -77.00 lower than the previous day. The implied volatity was 39.19, the open interest changed by 341 which increased total open position to 572
On 29 Nov BSE was trading at 4670.75. The strike last trading price was 250, which was lower than the previous day. The implied volatity was 36.39, the open interest changed by 225 which increased total open position to 225
| BSE 26DEC2024 4600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 5622.00 | 8.05 | -2.70 | - | 367 | -90 | 864 |
| 11 Dec | 5552.20 | 10.75 | -4.20 | 56.47 | 1,024 | -237 | 946 |
| 10 Dec | 5466.35 | 14.95 | -6.25 | 54.12 | 1,468 | -37 | 1,184 |
| 9 Dec | 5467.10 | 21.2 | -2.05 | 57.86 | 1,954 | -8 | 1,233 |
| 6 Dec | 5396.45 | 23.25 | -13.75 | 50.67 | 3,281 | 196 | 1,231 |
| 5 Dec | 5194.90 | 37 | -123.95 | 49.18 | 7,838 | 724 | 1,035 |
| 4 Dec | 4572.05 | 160.95 | -39.70 | 37.40 | 292 | 11 | 314 |
| 3 Dec | 4513.80 | 200.65 | 8.80 | 39.34 | 404 | 73 | 301 |
| 2 Dec | 4563.85 | 191.85 | 59.30 | 38.98 | 743 | 82 | 228 |
| 29 Nov | 4670.75 | 132.55 | 37.21 | 716 | 129 | 129 | |
For Bse Limited - strike price 4600 expiring on 26DEC2024
Delta for 4600 PE is -
Historical price for 4600 PE is as follows
On 12 Dec BSE was trading at 5622.00. The strike last trading price was 8.05, which was -2.70 lower than the previous day. The implied volatity was -, the open interest changed by -90 which decreased total open position to 864
On 11 Dec BSE was trading at 5552.20. The strike last trading price was 10.75, which was -4.20 lower than the previous day. The implied volatity was 56.47, the open interest changed by -237 which decreased total open position to 946
On 10 Dec BSE was trading at 5466.35. The strike last trading price was 14.95, which was -6.25 lower than the previous day. The implied volatity was 54.12, the open interest changed by -37 which decreased total open position to 1184
On 9 Dec BSE was trading at 5467.10. The strike last trading price was 21.2, which was -2.05 lower than the previous day. The implied volatity was 57.86, the open interest changed by -8 which decreased total open position to 1233
On 6 Dec BSE was trading at 5396.45. The strike last trading price was 23.25, which was -13.75 lower than the previous day. The implied volatity was 50.67, the open interest changed by 196 which increased total open position to 1231
On 5 Dec BSE was trading at 5194.90. The strike last trading price was 37, which was -123.95 lower than the previous day. The implied volatity was 49.18, the open interest changed by 724 which increased total open position to 1035
On 4 Dec BSE was trading at 4572.05. The strike last trading price was 160.95, which was -39.70 lower than the previous day. The implied volatity was 37.40, the open interest changed by 11 which increased total open position to 314
On 3 Dec BSE was trading at 4513.80. The strike last trading price was 200.65, which was 8.80 higher than the previous day. The implied volatity was 39.34, the open interest changed by 73 which increased total open position to 301
On 2 Dec BSE was trading at 4563.85. The strike last trading price was 191.85, which was 59.30 higher than the previous day. The implied volatity was 38.98, the open interest changed by 82 which increased total open position to 228
On 29 Nov BSE was trading at 4670.75. The strike last trading price was 132.55, which was lower than the previous day. The implied volatity was 37.21, the open interest changed by 129 which increased total open position to 129
