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BSE
Bse Limited
5635 82.80 (1.49%)

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Historical option data for BSE

12 Dec 2024 11:44 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BSE 26DEC2024 5300 CE
Delta: 0.83
Vega: 2.84
Theta: -4.70
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 5622.00 379.1 16.55 35.19 240 -55 487
11 Dec 5552.20 362.55 63.45 43.11 490 -53 543
10 Dec 5466.35 299.1 -21.50 43.87 1,576 -42 600
9 Dec 5467.10 320.6 57.60 44.12 3,198 -50 641
6 Dec 5396.45 263 62.05 41.14 13,872 -82 699
5 Dec 5194.90 200.95 43.95 7,899 776 776

For Bse Limited - strike price 5300 expiring on 26DEC2024

Delta for 5300 CE is 0.83

Historical price for 5300 CE is as follows

On 12 Dec BSE was trading at 5622.00. The strike last trading price was 379.1, which was 16.55 higher than the previous day. The implied volatity was 35.19, the open interest changed by -55 which decreased total open position to 487


On 11 Dec BSE was trading at 5552.20. The strike last trading price was 362.55, which was 63.45 higher than the previous day. The implied volatity was 43.11, the open interest changed by -53 which decreased total open position to 543


On 10 Dec BSE was trading at 5466.35. The strike last trading price was 299.1, which was -21.50 lower than the previous day. The implied volatity was 43.87, the open interest changed by -42 which decreased total open position to 600


On 9 Dec BSE was trading at 5467.10. The strike last trading price was 320.6, which was 57.60 higher than the previous day. The implied volatity was 44.12, the open interest changed by -50 which decreased total open position to 641


On 6 Dec BSE was trading at 5396.45. The strike last trading price was 263, which was 62.05 higher than the previous day. The implied volatity was 41.14, the open interest changed by -82 which decreased total open position to 699


On 5 Dec BSE was trading at 5194.90. The strike last trading price was 200.95, which was lower than the previous day. The implied volatity was 43.95, the open interest changed by 776 which increased total open position to 776


BSE 26DEC2024 5300 PE
Delta: -0.21
Vega: 3.19
Theta: -4.36
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 5622.00 57.1 -22.85 41.63 2,315 78 1,563
11 Dec 5552.20 79.95 -37.60 43.01 2,267 97 1,483
10 Dec 5466.35 117.55 -24.35 43.34 5,482 -198 1,396
9 Dec 5467.10 141.9 -21.05 49.28 7,516 753 1,596
6 Dec 5396.45 162.95 -82.05 42.77 8,371 834 887
5 Dec 5194.90 245 44.51 105 51 51

For Bse Limited - strike price 5300 expiring on 26DEC2024

Delta for 5300 PE is -0.21

Historical price for 5300 PE is as follows

On 12 Dec BSE was trading at 5622.00. The strike last trading price was 57.1, which was -22.85 lower than the previous day. The implied volatity was 41.63, the open interest changed by 78 which increased total open position to 1563


On 11 Dec BSE was trading at 5552.20. The strike last trading price was 79.95, which was -37.60 lower than the previous day. The implied volatity was 43.01, the open interest changed by 97 which increased total open position to 1483


On 10 Dec BSE was trading at 5466.35. The strike last trading price was 117.55, which was -24.35 lower than the previous day. The implied volatity was 43.34, the open interest changed by -198 which decreased total open position to 1396


On 9 Dec BSE was trading at 5467.10. The strike last trading price was 141.9, which was -21.05 lower than the previous day. The implied volatity was 49.28, the open interest changed by 753 which increased total open position to 1596


On 6 Dec BSE was trading at 5396.45. The strike last trading price was 162.95, which was -82.05 lower than the previous day. The implied volatity was 42.77, the open interest changed by 834 which increased total open position to 887


On 5 Dec BSE was trading at 5194.90. The strike last trading price was 245, which was lower than the previous day. The implied volatity was 44.51, the open interest changed by 51 which increased total open position to 51