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BSE
Bse Limited
5635 82.80 (1.49%)

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Historical option data for BSE

12 Dec 2024 11:44 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BSE 26DEC2024 4900 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 5622.00 736.6 45.00 - 13 -4 1,157
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 -

Historical price for 4900 CE is as follows

On 12 Dec BSE was trading at 5622.00. The strike last trading price was 736.6, which was 45.00 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 1157


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: 1.45
Theta: -2.42
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 5622.00 16.95 -7.60 49.59 1,109 140 1,902
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 5622.00. The strike last trading price was 16.95, which was -7.60 lower than the previous day. The implied volatity was 49.59, the open interest changed by 140 which increased total open position to 1902


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