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BSE
Bse Limited
5651.1 98.90 (1.78%)

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Historical option data for BSE

12 Dec 2024 10:35 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BSE 26DEC2024 5600 CE
Delta: 0.59
Vega: 4.35
Theta: -6.72
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 5653.60 210 32.00 38.34 6,890 -357 1,654
11 Dec 5552.20 178 28.90 41.34 11,015 70 2,024
10 Dec 5466.35 149.1 -23.90 44.24 9,799 263 1,959
9 Dec 5467.10 173 40.10 46.05 17,888 1,006 1,722
6 Dec 5396.45 132.9 34.90 42.04 7,786 481 733
5 Dec 5194.90 98 44.37 1,578 248 248

For Bse Limited - strike price 5600 expiring on 26DEC2024

Delta for 5600 CE is 0.59

Historical price for 5600 CE is as follows

On 12 Dec BSE was trading at 5653.60. The strike last trading price was 210, which was 32.00 higher than the previous day. The implied volatity was 38.34, the open interest changed by -357 which decreased total open position to 1654


On 11 Dec BSE was trading at 5552.20. The strike last trading price was 178, which was 28.90 higher than the previous day. The implied volatity was 41.34, the open interest changed by 70 which increased total open position to 2024


On 10 Dec BSE was trading at 5466.35. The strike last trading price was 149.1, which was -23.90 lower than the previous day. The implied volatity was 44.24, the open interest changed by 263 which increased total open position to 1959


On 9 Dec BSE was trading at 5467.10. The strike last trading price was 173, which was 40.10 higher than the previous day. The implied volatity was 46.05, the open interest changed by 1006 which increased total open position to 1722


On 6 Dec BSE was trading at 5396.45. The strike last trading price was 132.9, which was 34.90 higher than the previous day. The implied volatity was 42.04, the open interest changed by 481 which increased total open position to 733


On 5 Dec BSE was trading at 5194.90. The strike last trading price was 98, which was lower than the previous day. The implied volatity was 44.37, the open interest changed by 248 which increased total open position to 248


BSE 26DEC2024 5600 PE
Delta: -0.42
Vega: 4.36
Theta: -5.75
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 5653.60 150 -40.55 41.96 3,278 870 1,218
11 Dec 5552.20 190.55 -72.95 40.46 852 131 342
10 Dec 5466.35 263.5 -26.50 43.02 631 62 216
9 Dec 5467.10 290 -771.60 50.13 1,965 154 154
6 Dec 5396.45 1061.6 0.00 - 0 0 0
5 Dec 5194.90 1061.6 - 0 0 0

For Bse Limited - strike price 5600 expiring on 26DEC2024

Delta for 5600 PE is -0.42

Historical price for 5600 PE is as follows

On 12 Dec BSE was trading at 5653.60. The strike last trading price was 150, which was -40.55 lower than the previous day. The implied volatity was 41.96, the open interest changed by 870 which increased total open position to 1218


On 11 Dec BSE was trading at 5552.20. The strike last trading price was 190.55, which was -72.95 lower than the previous day. The implied volatity was 40.46, the open interest changed by 131 which increased total open position to 342


On 10 Dec BSE was trading at 5466.35. The strike last trading price was 263.5, which was -26.50 lower than the previous day. The implied volatity was 43.02, the open interest changed by 62 which increased total open position to 216


On 9 Dec BSE was trading at 5467.10. The strike last trading price was 290, which was -771.60 lower than the previous day. The implied volatity was 50.13, the open interest changed by 154 which increased total open position to 154


On 6 Dec BSE was trading at 5396.45. The strike last trading price was 1061.6, 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 5 Dec BSE was trading at 5194.90. The strike last trading price was 1061.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0