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

5634.35 82.15 (1.48%)

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Historical option data for BSE

12 Dec 2024 11:54 AM IST
BSE 26DEC2024 5500 CE
Delta: 0.66
Vega: 4.07
Theta: -6.36
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 5629.65 250.5 19.50 37.60 4,709 -590 1,869
11 Dec 5552.20 231 41.00 41.81 15,160 -403 2,487
10 Dec 5466.35 190 -25.00 43.76 15,163 850 2,891
9 Dec 5467.10 215 45.95 45.57 22,055 288 2,061
6 Dec 5396.45 169.05 43.75 41.75 24,198 1,313 1,798
5 Dec 5194.90 125.3 44.09 5,349 480 480


For Bse Limited - strike price 5500 expiring on 26DEC2024

Delta for 5500 CE is 0.66

Historical price for 5500 CE is as follows

On 12 Dec BSE was trading at 5629.65. The strike last trading price was 250.5, which was 19.50 higher than the previous day. The implied volatity was 37.60, the open interest changed by -590 which decreased total open position to 1869


On 11 Dec BSE was trading at 5552.20. The strike last trading price was 231, which was 41.00 higher than the previous day. The implied volatity was 41.81, the open interest changed by -403 which decreased total open position to 2487


On 10 Dec BSE was trading at 5466.35. The strike last trading price was 190, which was -25.00 lower than the previous day. The implied volatity was 43.76, the open interest changed by 850 which increased total open position to 2891


On 9 Dec BSE was trading at 5467.10. The strike last trading price was 215, which was 45.95 higher than the previous day. The implied volatity was 45.57, the open interest changed by 288 which increased total open position to 2061


On 6 Dec BSE was trading at 5396.45. The strike last trading price was 169.05, which was 43.75 higher than the previous day. The implied volatity was 41.75, the open interest changed by 1313 which increased total open position to 1798


On 5 Dec BSE was trading at 5194.90. The strike last trading price was 125.3, which was lower than the previous day. The implied volatity was 44.09, the open interest changed by 480 which increased total open position to 480


BSE 26DEC2024 5500 PE
Delta: -0.35
Vega: 4.12
Theta: -5.39
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 5629.65 113.2 -33.75 40.97 4,047 452 1,597
11 Dec 5552.20 146.95 -57.05 41.58 5,150 399 1,137
10 Dec 5466.35 204 -31.15 42.49 5,659 -809 735
9 Dec 5467.10 235.15 -29.85 50.17 9,132 1,289 1,543
6 Dec 5396.45 265 -105.00 42.76 1,206 210 259
5 Dec 5194.90 370 44.95 70 46 46


For Bse Limited - strike price 5500 expiring on 26DEC2024

Delta for 5500 PE is -0.35

Historical price for 5500 PE is as follows

On 12 Dec BSE was trading at 5629.65. The strike last trading price was 113.2, which was -33.75 lower than the previous day. The implied volatity was 40.97, the open interest changed by 452 which increased total open position to 1597


On 11 Dec BSE was trading at 5552.20. The strike last trading price was 146.95, which was -57.05 lower than the previous day. The implied volatity was 41.58, the open interest changed by 399 which increased total open position to 1137


On 10 Dec BSE was trading at 5466.35. The strike last trading price was 204, which was -31.15 lower than the previous day. The implied volatity was 42.49, the open interest changed by -809 which decreased total open position to 735


On 9 Dec BSE was trading at 5467.10. The strike last trading price was 235.15, which was -29.85 lower than the previous day. The implied volatity was 50.17, the open interest changed by 1289 which increased total open position to 1543


On 6 Dec BSE was trading at 5396.45. The strike last trading price was 265, which was -105.00 lower than the previous day. The implied volatity was 42.76, the open interest changed by 210 which increased total open position to 259


On 5 Dec BSE was trading at 5194.90. The strike last trading price was 370, which was lower than the previous day. The implied volatity was 44.95, the open interest changed by 46 which increased total open position to 46