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[--[65.84.65.76]--]
BSE
Bse Limited

5663.25 111.05 (2.00%)

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Historical option data for BSE

12 Dec 2024 10:25 AM IST
BSE 26DEC2024 5100 CE
Delta: 0.94
Vega: 1.34
Theta: -3.03
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 5672.20 604.85 84.85 36.94 46 -16 743
11 Dec 5552.20 520 75.90 44.10 78 7 759
10 Dec 5466.35 444.1 -17.90 45.63 173 -36 753
9 Dec 5467.10 462 65.35 44.83 270 -45 790
6 Dec 5396.45 396.65 96.70 42.70 2,082 -216 834
5 Dec 5194.90 299.95 271.95 42.93 24,657 752 1,037
4 Dec 4572.05 28 1.35 36.27 1,010 -4 284
3 Dec 4513.80 26.65 -5.35 37.91 477 46 286
2 Dec 4563.85 32 -15.55 38.06 604 97 244
29 Nov 4670.75 47.55 33.01 379 127 127


For Bse Limited - strike price 5100 expiring on 26DEC2024

Delta for 5100 CE is 0.94

Historical price for 5100 CE is as follows

On 12 Dec BSE was trading at 5672.20. The strike last trading price was 604.85, which was 84.85 higher than the previous day. The implied volatity was 36.94, the open interest changed by -16 which decreased total open position to 743


On 11 Dec BSE was trading at 5552.20. The strike last trading price was 520, which was 75.90 higher than the previous day. The implied volatity was 44.10, the open interest changed by 7 which increased total open position to 759


On 10 Dec BSE was trading at 5466.35. The strike last trading price was 444.1, which was -17.90 lower than the previous day. The implied volatity was 45.63, the open interest changed by -36 which decreased total open position to 753


On 9 Dec BSE was trading at 5467.10. The strike last trading price was 462, which was 65.35 higher than the previous day. The implied volatity was 44.83, the open interest changed by -45 which decreased total open position to 790


On 6 Dec BSE was trading at 5396.45. The strike last trading price was 396.65, which was 96.70 higher than the previous day. The implied volatity was 42.70, the open interest changed by -216 which decreased total open position to 834


On 5 Dec BSE was trading at 5194.90. The strike last trading price was 299.95, which was 271.95 higher than the previous day. The implied volatity was 42.93, the open interest changed by 752 which increased total open position to 1037


On 4 Dec BSE was trading at 4572.05. The strike last trading price was 28, which was 1.35 higher than the previous day. The implied volatity was 36.27, the open interest changed by -4 which decreased total open position to 284


On 3 Dec BSE was trading at 4513.80. The strike last trading price was 26.65, which was -5.35 lower than the previous day. The implied volatity was 37.91, the open interest changed by 46 which increased total open position to 286


On 2 Dec BSE was trading at 4563.85. The strike last trading price was 32, which was -15.55 lower than the previous day. The implied volatity was 38.06, the open interest changed by 97 which increased total open position to 244


On 29 Nov BSE was trading at 4670.75. The strike last trading price was 47.55, which was lower than the previous day. The implied volatity was 33.01, the open interest changed by 127 which increased total open position to 127


BSE 26DEC2024 5100 PE
Delta: -0.11
Vega: 2.06
Theta: -3.23
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 5672.20 28.05 -15.00 46.84 1,332 -2 1,165
11 Dec 5552.20 43.05 -20.50 45.80 2,359 -18 1,167
10 Dec 5466.35 63.55 -16.60 45.00 2,686 -30 1,184
9 Dec 5467.10 80.15 -11.85 49.85 4,539 -157 1,205
6 Dec 5396.45 92 -58.85 43.24 6,234 572 1,363
5 Dec 5194.90 150.85 -503.75 44.78 5,081 782 782
4 Dec 4572.05 654.6 0.00 - 0 0 0
3 Dec 4513.80 654.6 0.00 - 0 0 0
2 Dec 4563.85 654.6 0.00 - 0 0 0
29 Nov 4670.75 654.6 - 0 0 0


For Bse Limited - strike price 5100 expiring on 26DEC2024

Delta for 5100 PE is -0.11

Historical price for 5100 PE is as follows

On 12 Dec BSE was trading at 5672.20. The strike last trading price was 28.05, which was -15.00 lower than the previous day. The implied volatity was 46.84, the open interest changed by -2 which decreased total open position to 1165


On 11 Dec BSE was trading at 5552.20. The strike last trading price was 43.05, which was -20.50 lower than the previous day. The implied volatity was 45.80, the open interest changed by -18 which decreased total open position to 1167


On 10 Dec BSE was trading at 5466.35. The strike last trading price was 63.55, which was -16.60 lower than the previous day. The implied volatity was 45.00, the open interest changed by -30 which decreased total open position to 1184


On 9 Dec BSE was trading at 5467.10. The strike last trading price was 80.15, which was -11.85 lower than the previous day. The implied volatity was 49.85, the open interest changed by -157 which decreased total open position to 1205


On 6 Dec BSE was trading at 5396.45. The strike last trading price was 92, which was -58.85 lower than the previous day. The implied volatity was 43.24, the open interest changed by 572 which increased total open position to 1363


On 5 Dec BSE was trading at 5194.90. The strike last trading price was 150.85, which was -503.75 lower than the previous day. The implied volatity was 44.78, the open interest changed by 782 which increased total open position to 782


On 4 Dec BSE was trading at 4572.05. The strike last trading price was 654.6, which was 0.00 lower than the previous day. The implied volatity was -, 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 654.6, which was 0.00 lower than the previous day. The implied volatity was -, 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 654.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Nov BSE was trading at 4670.75. The strike last trading price was 654.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0