BSE
Bse Limited
Historical option data for BSE
12 Dec 2024 12:04 PM IST
BSE 26DEC2024 5400 CE | ||||||||||
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Delta: 0.74
Vega: 3.57
Theta: -5.72
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 5625.20 | 311.85 | 18.85 | 36.93 | 1,675 | -309 | 925 | |||
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11 Dec | 5552.20 | 293 | 53.30 | 42.46 | 4,426 | -290 | 1,242 | |||
10 Dec | 5466.35 | 239.7 | -26.35 | 42.28 | 7,666 | 340 | 1,535 | |||
9 Dec | 5467.10 | 266.05 | 53.05 | 45.20 | 8,258 | -190 | 1,211 | |||
6 Dec | 5396.45 | 213 | 51.35 | 41.60 | 20,457 | 553 | 1,401 | |||
5 Dec | 5194.90 | 161.65 | 44.35 | 10,858 | 851 | 851 |
For Bse Limited - strike price 5400 expiring on 26DEC2024
Delta for 5400 CE is 0.74
Historical price for 5400 CE is as follows
On 12 Dec BSE was trading at 5625.20. The strike last trading price was 311.85, which was 18.85 higher than the previous day. The implied volatity was 36.93, the open interest changed by -309 which decreased total open position to 925
On 11 Dec BSE was trading at 5552.20. The strike last trading price was 293, which was 53.30 higher than the previous day. The implied volatity was 42.46, the open interest changed by -290 which decreased total open position to 1242
On 10 Dec BSE was trading at 5466.35. The strike last trading price was 239.7, which was -26.35 lower than the previous day. The implied volatity was 42.28, the open interest changed by 340 which increased total open position to 1535
On 9 Dec BSE was trading at 5467.10. The strike last trading price was 266.05, which was 53.05 higher than the previous day. The implied volatity was 45.20, the open interest changed by -190 which decreased total open position to 1211
On 6 Dec BSE was trading at 5396.45. The strike last trading price was 213, which was 51.35 higher than the previous day. The implied volatity was 41.60, the open interest changed by 553 which increased total open position to 1401
On 5 Dec BSE was trading at 5194.90. The strike last trading price was 161.65, which was lower than the previous day. The implied volatity was 44.35, the open interest changed by 851 which increased total open position to 851
BSE 26DEC2024 5400 PE | |||||||
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Delta: -0.28
Vega: 3.71
Theta: -4.97
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 5625.20 | 81.8 | -26.20 | 41.33 | 3,254 | 362 | 1,703 |
11 Dec | 5552.20 | 108 | -49.65 | 41.88 | 3,915 | 213 | 1,348 |
10 Dec | 5466.35 | 157.65 | -26.80 | 43.00 | 7,063 | 228 | 1,134 |
9 Dec | 5467.10 | 184.45 | -26.55 | 49.67 | 9,259 | 383 | 898 |
6 Dec | 5396.45 | 211 | -103.15 | 42.90 | 4,226 | 517 | 528 |
5 Dec | 5194.90 | 314.15 | 46.74 | 20 | 10 | 10 |
For Bse Limited - strike price 5400 expiring on 26DEC2024
Delta for 5400 PE is -0.28
Historical price for 5400 PE is as follows
On 12 Dec BSE was trading at 5625.20. The strike last trading price was 81.8, which was -26.20 lower than the previous day. The implied volatity was 41.33, the open interest changed by 362 which increased total open position to 1703
On 11 Dec BSE was trading at 5552.20. The strike last trading price was 108, which was -49.65 lower than the previous day. The implied volatity was 41.88, the open interest changed by 213 which increased total open position to 1348
On 10 Dec BSE was trading at 5466.35. The strike last trading price was 157.65, which was -26.80 lower than the previous day. The implied volatity was 43.00, the open interest changed by 228 which increased total open position to 1134
On 9 Dec BSE was trading at 5467.10. The strike last trading price was 184.45, which was -26.55 lower than the previous day. The implied volatity was 49.67, the open interest changed by 383 which increased total open position to 898
On 6 Dec BSE was trading at 5396.45. The strike last trading price was 211, which was -103.15 lower than the previous day. The implied volatity was 42.90, the open interest changed by 517 which increased total open position to 528
On 5 Dec BSE was trading at 5194.90. The strike last trading price was 314.15, which was lower than the previous day. The implied volatity was 46.74, the open interest changed by 10 which increased total open position to 10