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

5621 68.80 (1.24%)

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Historical option data for BSE

12 Dec 2024 12:04 PM IST
BSE 26DEC2024 5400 CE
Delta: 0.74
Vega: 3.57
Theta: -5.72
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 5625.20 311.85 18.85 36.93 1,675 -309 925
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
Delta: -0.28
Vega: 3.71
Theta: -4.97
Gamma: 0.00
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