BSE
Bse Limited
Historical option data for BSE
12 Dec 2024 11:54 AM IST
| BSE 26DEC2024 5100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 1.30
Theta: -2.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 5629.65 | 558.25 | 38.25 | 33.97 | 66 | -29 | 730 | |||
| 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 | |||
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| 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 5629.65. The strike last trading price was 558.25, which was 38.25 higher than the previous day. The implied volatity was 33.97, the open interest changed by -29 which decreased total open position to 730
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: -0.12
Vega: 2.18
Theta: -3.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 5629.65 | 30 | -13.05 | 45.47 | 1,670 | -32 | 1,135 |
| 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 -0.12
Historical price for 5100 PE is as follows
On 12 Dec BSE was trading at 5629.65. The strike last trading price was 30, which was -13.05 lower than the previous day. The implied volatity was 45.47, the open interest changed by -32 which decreased total open position to 1135
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
