BSE
Bse Limited
Historical option data for BSE
12 Dec 2024 10:14 AM IST
| BSE 26DEC2024 4900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 1.46
Theta: -3.91
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 5660.00 | 800 | 108.40 | 52.22 | 8 | -2 | 1,159 | |||
| 11 Dec | 5552.20 | 691.6 | 71.85 | 41.19 | 39 | -23 | 1,161 | |||
| 10 Dec | 5466.35 | 619.75 | -9.80 | 51.14 | 53 | 5 | 1,185 | |||
| 9 Dec | 5467.10 | 629.55 | 72.90 | 45.60 | 1,053 | -379 | 1,180 | |||
| 6 Dec | 5396.45 | 556.65 | 122.35 | 45.12 | 345 | 72 | 1,558 | |||
| 5 Dec | 5194.90 | 434.3 | 373.25 | 43.53 | 12,967 | 552 | 1,483 | |||
| 4 Dec | 4572.05 | 61.05 | 6.60 | 35.86 | 705 | -9 | 932 | |||
| 3 Dec | 4513.80 | 54.45 | -11.55 | 37.00 | 480 | 2 | 946 | |||
| 2 Dec | 4563.85 | 66 | -36.30 | 37.93 | 734 | 109 | 942 | |||
| 29 Nov | 4670.75 | 102.3 | 34.07 | 1,481 | 830 | 830 | ||||
For Bse Limited - strike price 4900 expiring on 26DEC2024
Delta for 4900 CE is 0.93
Historical price for 4900 CE is as follows
On 12 Dec BSE was trading at 5660.00. The strike last trading price was 800, which was 108.40 higher than the previous day. The implied volatity was 52.22, the open interest changed by -2 which decreased total open position to 1159
On 11 Dec BSE was trading at 5552.20. The strike last trading price was 691.6, which was 71.85 higher than the previous day. The implied volatity was 41.19, the open interest changed by -23 which decreased total open position to 1161
On 10 Dec BSE was trading at 5466.35. The strike last trading price was 619.75, which was -9.80 lower than the previous day. The implied volatity was 51.14, the open interest changed by 5 which increased total open position to 1185
On 9 Dec BSE was trading at 5467.10. The strike last trading price was 629.55, which was 72.90 higher than the previous day. The implied volatity was 45.60, the open interest changed by -379 which decreased total open position to 1180
On 6 Dec BSE was trading at 5396.45. The strike last trading price was 556.65, which was 122.35 higher than the previous day. The implied volatity was 45.12, the open interest changed by 72 which increased total open position to 1558
On 5 Dec BSE was trading at 5194.90. The strike last trading price was 434.3, which was 373.25 higher than the previous day. The implied volatity was 43.53, the open interest changed by 552 which increased total open position to 1483
On 4 Dec BSE was trading at 4572.05. The strike last trading price was 61.05, which was 6.60 higher than the previous day. The implied volatity was 35.86, the open interest changed by -9 which decreased total open position to 932
On 3 Dec BSE was trading at 4513.80. The strike last trading price was 54.45, which was -11.55 lower than the previous day. The implied volatity was 37.00, the open interest changed by 2 which increased total open position to 946
On 2 Dec BSE was trading at 4563.85. The strike last trading price was 66, which was -36.30 lower than the previous day. The implied volatity was 37.93, the open interest changed by 109 which increased total open position to 942
On 29 Nov BSE was trading at 4670.75. The strike last trading price was 102.3, which was lower than the previous day. The implied volatity was 34.07, the open interest changed by 830 which increased total open position to 830
| BSE 26DEC2024 4900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 1.42
Theta: -2.46
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 5660.00 | 17 | -7.55 | 51.46 | 793 | 158 | 1,920 |
| 11 Dec | 5552.20 | 24.55 | -11.00 | 49.96 | 1,534 | 48 | 1,757 |
| 10 Dec | 5466.35 | 35.55 | -14.75 | 48.40 | 2,380 | 70 | 1,710 |
| 9 Dec | 5467.10 | 50.3 | -2.30 | 53.89 | 3,800 | 275 | 1,649 |
| 6 Dec | 5396.45 | 52.6 | -31.50 | 45.70 | 5,266 | 251 | 1,385 |
| 5 Dec | 5194.90 | 84.1 | -227.60 | 44.99 | 8,977 | 1,142 | 1,144 |
| 4 Dec | 4572.05 | 311.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 4513.80 | 311.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 4563.85 | 311.7 | 0.00 | 0.00 | 0 | 2 | 0 |
| 29 Nov | 4670.75 | 311.7 | 40.99 | 5 | 3 | 3 | |
For Bse Limited - strike price 4900 expiring on 26DEC2024
Delta for 4900 PE is -0.07
Historical price for 4900 PE is as follows
On 12 Dec BSE was trading at 5660.00. The strike last trading price was 17, which was -7.55 lower than the previous day. The implied volatity was 51.46, the open interest changed by 158 which increased total open position to 1920
On 11 Dec BSE was trading at 5552.20. The strike last trading price was 24.55, which was -11.00 lower than the previous day. The implied volatity was 49.96, the open interest changed by 48 which increased total open position to 1757
On 10 Dec BSE was trading at 5466.35. The strike last trading price was 35.55, which was -14.75 lower than the previous day. The implied volatity was 48.40, the open interest changed by 70 which increased total open position to 1710
On 9 Dec BSE was trading at 5467.10. The strike last trading price was 50.3, which was -2.30 lower than the previous day. The implied volatity was 53.89, the open interest changed by 275 which increased total open position to 1649
On 6 Dec BSE was trading at 5396.45. The strike last trading price was 52.6, which was -31.50 lower than the previous day. The implied volatity was 45.70, the open interest changed by 251 which increased total open position to 1385
On 5 Dec BSE was trading at 5194.90. The strike last trading price was 84.1, which was -227.60 lower than the previous day. The implied volatity was 44.99, the open interest changed by 1142 which increased total open position to 1144
On 4 Dec BSE was trading at 4572.05. The strike last trading price was 311.7, 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 3 Dec BSE was trading at 4513.80. The strike last trading price was 311.7, 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 2 Dec BSE was trading at 4563.85. The strike last trading price was 311.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 29 Nov BSE was trading at 4670.75. The strike last trading price was 311.7, which was lower than the previous day. The implied volatity was 40.99, the open interest changed by 3 which increased total open position to 3
