BSE
Bse Limited
Historical option data for BSE
12 Dec 2024 11:54 AM IST
| BSE 26DEC2024 5200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 2.12
Theta: -3.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 5629.65 | 472.25 | 32.25 | 35.88 | 171 | -49 | 711 | |||
| 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 | |||
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| 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 0.89
Historical price for 5200 CE is as follows
On 12 Dec BSE was trading at 5629.65. The strike last trading price was 472.25, which was 32.25 higher than the previous day. The implied volatity was 35.88, the open interest changed by -49 which decreased total open position to 711
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: -0.16
Vega: 2.64
Theta: -3.82
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 5629.65 | 40.7 | -17.75 | 43.54 | 2,763 | -45 | 1,498 |
| 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 -0.16
Historical price for 5200 PE is as follows
On 12 Dec BSE was trading at 5629.65. The strike last trading price was 40.7, which was -17.75 lower than the previous day. The implied volatity was 43.54, the open interest changed by -45 which decreased total open position to 1498
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
