BSE
Bse Limited
Historical option data for BSE
12 Dec 2024 10:14 AM IST
| BSE 26DEC2024 5000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 1.47
Theta: -3.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 5660.00 | 698 | 89.00 | 45.06 | 133 | -29 | 1,604 | |||
| 11 Dec | 5552.20 | 609 | 78.60 | 45.78 | 328 | -35 | 1,632 | |||
| 10 Dec | 5466.35 | 530.4 | -18.70 | 48.35 | 908 | -182 | 1,663 | |||
| 9 Dec | 5467.10 | 549.1 | 82.70 | 47.54 | 640 | -7 | 1,845 | |||
| 6 Dec | 5396.45 | 466.4 | 99.60 | 41.68 | 2,274 | -304 | 1,855 | |||
| 5 Dec | 5194.90 | 366.8 | 324.50 | 43.82 | 42,771 | 548 | 2,167 | |||
| 4 Dec | 4572.05 | 42.3 | 5.10 | 36.23 | 2,363 | -86 | 1,613 | |||
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| 3 Dec | 4513.80 | 37.2 | -10.70 | 37.06 | 1,601 | 30 | 1,697 | |||
| 2 Dec | 4563.85 | 47.9 | -26.55 | 38.44 | 3,410 | 449 | 1,667 | |||
| 29 Nov | 4670.75 | 74.45 | 34.30 | 3,200 | 1,215 | 1,215 | ||||
For Bse Limited - strike price 5000 expiring on 26DEC2024
Delta for 5000 CE is 0.93
Historical price for 5000 CE is as follows
On 12 Dec BSE was trading at 5660.00. The strike last trading price was 698, which was 89.00 higher than the previous day. The implied volatity was 45.06, the open interest changed by -29 which decreased total open position to 1604
On 11 Dec BSE was trading at 5552.20. The strike last trading price was 609, which was 78.60 higher than the previous day. The implied volatity was 45.78, the open interest changed by -35 which decreased total open position to 1632
On 10 Dec BSE was trading at 5466.35. The strike last trading price was 530.4, which was -18.70 lower than the previous day. The implied volatity was 48.35, the open interest changed by -182 which decreased total open position to 1663
On 9 Dec BSE was trading at 5467.10. The strike last trading price was 549.1, which was 82.70 higher than the previous day. The implied volatity was 47.54, the open interest changed by -7 which decreased total open position to 1845
On 6 Dec BSE was trading at 5396.45. The strike last trading price was 466.4, which was 99.60 higher than the previous day. The implied volatity was 41.68, the open interest changed by -304 which decreased total open position to 1855
On 5 Dec BSE was trading at 5194.90. The strike last trading price was 366.8, which was 324.50 higher than the previous day. The implied volatity was 43.82, the open interest changed by 548 which increased total open position to 2167
On 4 Dec BSE was trading at 4572.05. The strike last trading price was 42.3, which was 5.10 higher than the previous day. The implied volatity was 36.23, the open interest changed by -86 which decreased total open position to 1613
On 3 Dec BSE was trading at 4513.80. The strike last trading price was 37.2, which was -10.70 lower than the previous day. The implied volatity was 37.06, the open interest changed by 30 which increased total open position to 1697
On 2 Dec BSE was trading at 4563.85. The strike last trading price was 47.9, which was -26.55 lower than the previous day. The implied volatity was 38.44, the open interest changed by 449 which increased total open position to 1667
On 29 Nov BSE was trading at 4670.75. The strike last trading price was 74.45, which was lower than the previous day. The implied volatity was 34.30, the open interest changed by 1215 which increased total open position to 1215
| BSE 26DEC2024 5000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 1.76
Theta: -2.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 5660.00 | 22.8 | -10.25 | 49.44 | 1,924 | 46 | 2,564 |
| 11 Dec | 5552.20 | 33.05 | -13.95 | 48.11 | 4,082 | 20 | 2,509 |
| 10 Dec | 5466.35 | 47 | -17.10 | 46.45 | 7,853 | -225 | 2,497 |
| 9 Dec | 5467.10 | 64.1 | -6.60 | 52.04 | 11,480 | 674 | 2,722 |
| 6 Dec | 5396.45 | 70.7 | -44.20 | 44.66 | 10,802 | 577 | 2,060 |
| 5 Dec | 5194.90 | 114.9 | -339.55 | 45.06 | 12,057 | 1,446 | 1,451 |
| 4 Dec | 4572.05 | 454.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 4513.80 | 454.45 | 0.00 | 0.00 | 0 | 2 | 0 |
| 2 Dec | 4563.85 | 454.45 | 57.35 | 35.05 | 8 | 3 | 6 |
| 29 Nov | 4670.75 | 397.1 | 44.78 | 3 | 0 | 0 | |
For Bse Limited - strike price 5000 expiring on 26DEC2024
Delta for 5000 PE is -0.09
Historical price for 5000 PE is as follows
On 12 Dec BSE was trading at 5660.00. The strike last trading price was 22.8, which was -10.25 lower than the previous day. The implied volatity was 49.44, the open interest changed by 46 which increased total open position to 2564
On 11 Dec BSE was trading at 5552.20. The strike last trading price was 33.05, which was -13.95 lower than the previous day. The implied volatity was 48.11, the open interest changed by 20 which increased total open position to 2509
On 10 Dec BSE was trading at 5466.35. The strike last trading price was 47, which was -17.10 lower than the previous day. The implied volatity was 46.45, the open interest changed by -225 which decreased total open position to 2497
On 9 Dec BSE was trading at 5467.10. The strike last trading price was 64.1, which was -6.60 lower than the previous day. The implied volatity was 52.04, the open interest changed by 674 which increased total open position to 2722
On 6 Dec BSE was trading at 5396.45. The strike last trading price was 70.7, which was -44.20 lower than the previous day. The implied volatity was 44.66, the open interest changed by 577 which increased total open position to 2060
On 5 Dec BSE was trading at 5194.90. The strike last trading price was 114.9, which was -339.55 lower than the previous day. The implied volatity was 45.06, the open interest changed by 1446 which increased total open position to 1451
On 4 Dec BSE was trading at 4572.05. The strike last trading price was 454.45, 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 454.45, 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 2 Dec BSE was trading at 4563.85. The strike last trading price was 454.45, which was 57.35 higher than the previous day. The implied volatity was 35.05, the open interest changed by 3 which increased total open position to 6
On 29 Nov BSE was trading at 4670.75. The strike last trading price was 397.1, which was lower than the previous day. The implied volatity was 44.78, the open interest changed by 0 which decreased total open position to 0
