BSE
Bse Limited
Historical option data for BSE
12 Dec 2024 10:14 AM IST
| BSE 26DEC2024 4800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 1.67
Theta: -4.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 5660.00 | 909 | 109.00 | 64.02 | 1 | 0 | 1,029 | |||
| 11 Dec | 5552.20 | 800 | 100.00 | 52.90 | 45 | -16 | 1,031 | |||
| 10 Dec | 5466.35 | 700 | -18.00 | 48.23 | 99 | -15 | 1,048 | |||
| 9 Dec | 5467.10 | 718 | 78.95 | 45.46 | 52 | 2 | 1,063 | |||
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| 6 Dec | 5396.45 | 639.05 | 121.95 | 44.82 | 139 | -30 | 1,060 | |||
| 5 Dec | 5194.90 | 517.1 | 427.00 | 45.28 | 15,356 | 260 | 1,090 | |||
| 4 Dec | 4572.05 | 90.1 | 11.30 | 36.37 | 2,128 | -106 | 838 | |||
| 3 Dec | 4513.80 | 78.8 | -15.90 | 37.16 | 1,292 | 102 | 943 | |||
| 2 Dec | 4563.85 | 94.7 | -48.30 | 38.55 | 1,657 | 227 | 820 | |||
| 29 Nov | 4670.75 | 143 | 34.86 | 2,509 | 584 | 584 | ||||
For Bse Limited - strike price 4800 expiring on 26DEC2024
Delta for 4800 CE is 0.92
Historical price for 4800 CE is as follows
On 12 Dec BSE was trading at 5660.00. The strike last trading price was 909, which was 109.00 higher than the previous day. The implied volatity was 64.02, the open interest changed by 0 which decreased total open position to 1029
On 11 Dec BSE was trading at 5552.20. The strike last trading price was 800, which was 100.00 higher than the previous day. The implied volatity was 52.90, the open interest changed by -16 which decreased total open position to 1031
On 10 Dec BSE was trading at 5466.35. The strike last trading price was 700, which was -18.00 lower than the previous day. The implied volatity was 48.23, the open interest changed by -15 which decreased total open position to 1048
On 9 Dec BSE was trading at 5467.10. The strike last trading price was 718, which was 78.95 higher than the previous day. The implied volatity was 45.46, the open interest changed by 2 which increased total open position to 1063
On 6 Dec BSE was trading at 5396.45. The strike last trading price was 639.05, which was 121.95 higher than the previous day. The implied volatity was 44.82, the open interest changed by -30 which decreased total open position to 1060
On 5 Dec BSE was trading at 5194.90. The strike last trading price was 517.1, which was 427.00 higher than the previous day. The implied volatity was 45.28, the open interest changed by 260 which increased total open position to 1090
On 4 Dec BSE was trading at 4572.05. The strike last trading price was 90.1, which was 11.30 higher than the previous day. The implied volatity was 36.37, the open interest changed by -106 which decreased total open position to 838
On 3 Dec BSE was trading at 4513.80. The strike last trading price was 78.8, which was -15.90 lower than the previous day. The implied volatity was 37.16, the open interest changed by 102 which increased total open position to 943
On 2 Dec BSE was trading at 4563.85. The strike last trading price was 94.7, which was -48.30 lower than the previous day. The implied volatity was 38.55, the open interest changed by 227 which increased total open position to 820
On 29 Nov BSE was trading at 4670.75. The strike last trading price was 143, which was lower than the previous day. The implied volatity was 34.86, the open interest changed by 584 which increased total open position to 584
| BSE 26DEC2024 4800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 1.16
Theta: -2.13
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 5660.00 | 13.3 | -4.45 | 54.04 | 645 | -52 | 1,829 |
| 11 Dec | 5552.20 | 17.75 | -9.30 | 51.52 | 1,771 | 88 | 1,878 |
| 10 Dec | 5466.35 | 27.05 | -11.10 | 50.47 | 2,007 | 41 | 1,759 |
| 9 Dec | 5467.10 | 38.15 | -3.55 | 55.24 | 2,978 | 37 | 1,716 |
| 6 Dec | 5396.45 | 41.7 | -18.55 | 47.88 | 5,768 | 159 | 1,675 |
| 5 Dec | 5194.90 | 60.25 | -223.45 | 45.12 | 12,075 | 1,457 | 1,513 |
| 4 Dec | 4572.05 | 283.7 | -72.30 | 38.39 | 16 | 5 | 52 |
| 3 Dec | 4513.80 | 356 | 50.00 | 46.20 | 50 | 35 | 47 |
| 2 Dec | 4563.85 | 306 | 68.95 | 36.84 | 2 | 0 | 10 |
| 29 Nov | 4670.75 | 237.05 | 38.31 | 26 | 11 | 11 | |
For Bse Limited - strike price 4800 expiring on 26DEC2024
Delta for 4800 PE is -0.05
Historical price for 4800 PE is as follows
On 12 Dec BSE was trading at 5660.00. The strike last trading price was 13.3, which was -4.45 lower than the previous day. The implied volatity was 54.04, the open interest changed by -52 which decreased total open position to 1829
On 11 Dec BSE was trading at 5552.20. The strike last trading price was 17.75, which was -9.30 lower than the previous day. The implied volatity was 51.52, the open interest changed by 88 which increased total open position to 1878
On 10 Dec BSE was trading at 5466.35. The strike last trading price was 27.05, which was -11.10 lower than the previous day. The implied volatity was 50.47, the open interest changed by 41 which increased total open position to 1759
On 9 Dec BSE was trading at 5467.10. The strike last trading price was 38.15, which was -3.55 lower than the previous day. The implied volatity was 55.24, the open interest changed by 37 which increased total open position to 1716
On 6 Dec BSE was trading at 5396.45. The strike last trading price was 41.7, which was -18.55 lower than the previous day. The implied volatity was 47.88, the open interest changed by 159 which increased total open position to 1675
On 5 Dec BSE was trading at 5194.90. The strike last trading price was 60.25, which was -223.45 lower than the previous day. The implied volatity was 45.12, the open interest changed by 1457 which increased total open position to 1513
On 4 Dec BSE was trading at 4572.05. The strike last trading price was 283.7, which was -72.30 lower than the previous day. The implied volatity was 38.39, the open interest changed by 5 which increased total open position to 52
On 3 Dec BSE was trading at 4513.80. The strike last trading price was 356, which was 50.00 higher than the previous day. The implied volatity was 46.20, the open interest changed by 35 which increased total open position to 47
On 2 Dec BSE was trading at 4563.85. The strike last trading price was 306, which was 68.95 higher than the previous day. The implied volatity was 36.84, the open interest changed by 0 which decreased total open position to 10
On 29 Nov BSE was trading at 4670.75. The strike last trading price was 237.05, which was lower than the previous day. The implied volatity was 38.31, the open interest changed by 11 which increased total open position to 11
