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

5672 119.80 (2.16%)

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Historical option data for BSE

12 Dec 2024 10:05 AM IST
BSE 26DEC2024 5200 CE
Delta: 0.91
Vega: 1.81
Theta: -3.53
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 5672.30 514.6 74.60 35.45 97 -31 729
11 Dec 5552.20 440 77.35 44.13 234 -78 760
10 Dec 5466.35 362.65 -25.90 43.22 451 -10 839
9 Dec 5467.10 388.55 66.10 44.40 912 -82 848
6 Dec 5396.45 322.45 75.45 41.03 7,530 -683 924
5 Dec 5194.90 247 227.25 43.64 42,809 1,556 1,638
4 Dec 4572.05 19.75 1.00 37.17 390 18 76
3 Dec 4513.80 18.75 38.58 143 56 57


For Bse Limited - strike price 5200 expiring on 26DEC2024

Delta for 5200 CE is 0.91

Historical price for 5200 CE is as follows

On 12 Dec BSE was trading at 5672.30. The strike last trading price was 514.6, which was 74.60 higher than the previous day. The implied volatity was 35.45, the open interest changed by -31 which decreased total open position to 729


On 11 Dec BSE was trading at 5552.20. The strike last trading price was 440, which was 77.35 higher than the previous day. The implied volatity was 44.13, the open interest changed by -78 which decreased total open position to 760


On 10 Dec BSE was trading at 5466.35. The strike last trading price was 362.65, which was -25.90 lower than the previous day. The implied volatity was 43.22, the open interest changed by -10 which decreased total open position to 839


On 9 Dec BSE was trading at 5467.10. The strike last trading price was 388.55, which was 66.10 higher than the previous day. The implied volatity was 44.40, the open interest changed by -82 which decreased total open position to 848


On 6 Dec BSE was trading at 5396.45. The strike last trading price was 322.45, which was 75.45 higher than the previous day. The implied volatity was 41.03, the open interest changed by -683 which decreased total open position to 924


On 5 Dec BSE was trading at 5194.90. The strike last trading price was 247, which was 227.25 higher than the previous day. The implied volatity was 43.64, the open interest changed by 1556 which increased total open position to 1638


On 4 Dec BSE was trading at 4572.05. The strike last trading price was 19.75, which was 1.00 higher than the previous day. The implied volatity was 37.17, the open interest changed by 18 which increased total open position to 76


On 3 Dec BSE was trading at 4513.80. The strike last trading price was 18.75, which was lower than the previous day. The implied volatity was 38.58, the open interest changed by 56 which increased total open position to 57


BSE 26DEC2024 5200 PE
Delta: -0.14
Vega: 2.53
Theta: -3.81
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 5672.30 38.9 -19.55 45.49 1,852 203 1,746
11 Dec 5552.20 58.45 -23.55 44.22 3,318 228 1,540
10 Dec 5466.35 82 -26.50 42.75 4,566 -63 1,314
9 Dec 5467.10 108.5 -13.70 49.79 6,776 337 1,372
6 Dec 5396.45 122.2 -68.80 42.61 7,615 584 1,039
5 Dec 5194.90 191 -539.60 43.74 1,674 449 449
4 Dec 4572.05 730.6 0.00 - 0 0 0
3 Dec 4513.80 730.6 - 0 0 0


For Bse Limited - strike price 5200 expiring on 26DEC2024

Delta for 5200 PE is -0.14

Historical price for 5200 PE is as follows

On 12 Dec BSE was trading at 5672.30. The strike last trading price was 38.9, which was -19.55 lower than the previous day. The implied volatity was 45.49, the open interest changed by 203 which increased total open position to 1746


On 11 Dec BSE was trading at 5552.20. The strike last trading price was 58.45, which was -23.55 lower than the previous day. The implied volatity was 44.22, the open interest changed by 228 which increased total open position to 1540


On 10 Dec BSE was trading at 5466.35. The strike last trading price was 82, which was -26.50 lower than the previous day. The implied volatity was 42.75, the open interest changed by -63 which decreased total open position to 1314


On 9 Dec BSE was trading at 5467.10. The strike last trading price was 108.5, which was -13.70 lower than the previous day. The implied volatity was 49.79, the open interest changed by 337 which increased total open position to 1372


On 6 Dec BSE was trading at 5396.45. The strike last trading price was 122.2, which was -68.80 lower than the previous day. The implied volatity was 42.61, the open interest changed by 584 which increased total open position to 1039


On 5 Dec BSE was trading at 5194.90. The strike last trading price was 191, which was -539.60 lower than the previous day. The implied volatity was 43.74, the open interest changed by 449 which increased total open position to 449


On 4 Dec BSE was trading at 4572.05. The strike last trading price was 730.6, 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 730.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0