BSE
Bse Limited
Historical option data for BSE
12 Dec 2024 10:14 AM IST
| BSE 26DEC2024 4700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.98
Vega: 0.52
Theta: -2.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 5660.00 | 985 | 85.00 | 47.68 | 5 | -1 | 681 | |||
| 11 Dec | 5552.20 | 900 | 86.30 | 58.85 | 6 | -2 | 684 | |||
| 10 Dec | 5466.35 | 813.7 | -0.05 | 61.49 | 25 | -20 | 686 | |||
| 9 Dec | 5467.10 | 813.75 | 75.75 | 48.22 | 72 | -30 | 707 | |||
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| 6 Dec | 5396.45 | 738 | 137.15 | 50.18 | 85 | -27 | 738 | |||
| 5 Dec | 5194.90 | 600.85 | 473.85 | 46.76 | 9,462 | -623 | 829 | |||
| 4 Dec | 4572.05 | 127 | 16.35 | 36.71 | 2,494 | 50 | 1,455 | |||
| 3 Dec | 4513.80 | 110.65 | -19.30 | 37.34 | 2,713 | 273 | 1,404 | |||
| 2 Dec | 4563.85 | 129.95 | -60.50 | 38.91 | 2,258 | 248 | 1,143 | |||
| 29 Nov | 4670.75 | 190.45 | 35.27 | 3,624 | 904 | 904 | ||||
For Bse Limited - strike price 4700 expiring on 26DEC2024
Delta for 4700 CE is 0.98
Historical price for 4700 CE is as follows
On 12 Dec BSE was trading at 5660.00. The strike last trading price was 985, which was 85.00 higher than the previous day. The implied volatity was 47.68, the open interest changed by -1 which decreased total open position to 681
On 11 Dec BSE was trading at 5552.20. The strike last trading price was 900, which was 86.30 higher than the previous day. The implied volatity was 58.85, the open interest changed by -2 which decreased total open position to 684
On 10 Dec BSE was trading at 5466.35. The strike last trading price was 813.7, which was -0.05 lower than the previous day. The implied volatity was 61.49, the open interest changed by -20 which decreased total open position to 686
On 9 Dec BSE was trading at 5467.10. The strike last trading price was 813.75, which was 75.75 higher than the previous day. The implied volatity was 48.22, the open interest changed by -30 which decreased total open position to 707
On 6 Dec BSE was trading at 5396.45. The strike last trading price was 738, which was 137.15 higher than the previous day. The implied volatity was 50.18, the open interest changed by -27 which decreased total open position to 738
On 5 Dec BSE was trading at 5194.90. The strike last trading price was 600.85, which was 473.85 higher than the previous day. The implied volatity was 46.76, the open interest changed by -623 which decreased total open position to 829
On 4 Dec BSE was trading at 4572.05. The strike last trading price was 127, which was 16.35 higher than the previous day. The implied volatity was 36.71, the open interest changed by 50 which increased total open position to 1455
On 3 Dec BSE was trading at 4513.80. The strike last trading price was 110.65, which was -19.30 lower than the previous day. The implied volatity was 37.34, the open interest changed by 273 which increased total open position to 1404
On 2 Dec BSE was trading at 4563.85. The strike last trading price was 129.95, which was -60.50 lower than the previous day. The implied volatity was 38.91, the open interest changed by 248 which increased total open position to 1143
On 29 Nov BSE was trading at 4670.75. The strike last trading price was 190.45, which was lower than the previous day. The implied volatity was 35.27, the open interest changed by 904 which increased total open position to 904
| BSE 26DEC2024 4700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.95
Theta: -1.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 5660.00 | 10.35 | -2.70 | 56.52 | 432 | -91 | 1,275 |
| 11 Dec | 5552.20 | 13.05 | -6.25 | 53.36 | 1,574 | -139 | 1,376 |
| 10 Dec | 5466.35 | 19.3 | -8.75 | 51.75 | 1,750 | -81 | 1,517 |
| 9 Dec | 5467.10 | 28.05 | -2.00 | 56.27 | 2,700 | 125 | 1,598 |
| 6 Dec | 5396.45 | 30.05 | -18.95 | 48.72 | 4,155 | 55 | 1,462 |
| 5 Dec | 5194.90 | 49 | -171.45 | 47.75 | 10,908 | 1,294 | 1,388 |
| 4 Dec | 4572.05 | 220.45 | -38.05 | 38.44 | 51 | 9 | 92 |
| 3 Dec | 4513.80 | 258.5 | 25.40 | 38.97 | 18 | -5 | 82 |
| 2 Dec | 4563.85 | 233.1 | 62.45 | 35.38 | 112 | 29 | 86 |
| 29 Nov | 4670.75 | 170.65 | 35.83 | 79 | 53 | 53 | |
For Bse Limited - strike price 4700 expiring on 26DEC2024
Delta for 4700 PE is -0.04
Historical price for 4700 PE is as follows
On 12 Dec BSE was trading at 5660.00. The strike last trading price was 10.35, which was -2.70 lower than the previous day. The implied volatity was 56.52, the open interest changed by -91 which decreased total open position to 1275
On 11 Dec BSE was trading at 5552.20. The strike last trading price was 13.05, which was -6.25 lower than the previous day. The implied volatity was 53.36, the open interest changed by -139 which decreased total open position to 1376
On 10 Dec BSE was trading at 5466.35. The strike last trading price was 19.3, which was -8.75 lower than the previous day. The implied volatity was 51.75, the open interest changed by -81 which decreased total open position to 1517
On 9 Dec BSE was trading at 5467.10. The strike last trading price was 28.05, which was -2.00 lower than the previous day. The implied volatity was 56.27, the open interest changed by 125 which increased total open position to 1598
On 6 Dec BSE was trading at 5396.45. The strike last trading price was 30.05, which was -18.95 lower than the previous day. The implied volatity was 48.72, the open interest changed by 55 which increased total open position to 1462
On 5 Dec BSE was trading at 5194.90. The strike last trading price was 49, which was -171.45 lower than the previous day. The implied volatity was 47.75, the open interest changed by 1294 which increased total open position to 1388
On 4 Dec BSE was trading at 4572.05. The strike last trading price was 220.45, which was -38.05 lower than the previous day. The implied volatity was 38.44, the open interest changed by 9 which increased total open position to 92
On 3 Dec BSE was trading at 4513.80. The strike last trading price was 258.5, which was 25.40 higher than the previous day. The implied volatity was 38.97, the open interest changed by -5 which decreased total open position to 82
On 2 Dec BSE was trading at 4563.85. The strike last trading price was 233.1, which was 62.45 higher than the previous day. The implied volatity was 35.38, the open interest changed by 29 which increased total open position to 86
On 29 Nov BSE was trading at 4670.75. The strike last trading price was 170.65, which was lower than the previous day. The implied volatity was 35.83, the open interest changed by 53 which increased total open position to 53
