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BSE
Bse Limited
5663.25 111.05 (2.00%)

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Historical option data for BSE

12 Dec 2024 10:25 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BSE 26DEC2024 5700 CE
Delta: 0.51
Vega: 4.46
Theta: -6.94
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 5672.20 173.3 38.30 39.43 11,016 405 2,344
11 Dec 5552.20 135 19.00 41.25 7,636 23 1,943
10 Dec 5466.35 116 -20.45 44.72 7,558 146 1,924
9 Dec 5467.10 136.45 30.65 46.22 12,528 526 1,782
6 Dec 5396.45 105.8 27.80 42.90 11,217 479 1,268
5 Dec 5194.90 78 45.18 4,520 796 796

For Bse Limited - strike price 5700 expiring on 26DEC2024

Delta for 5700 CE is 0.51

Historical price for 5700 CE is as follows

On 12 Dec BSE was trading at 5672.20. The strike last trading price was 173.3, which was 38.30 higher than the previous day. The implied volatity was 39.43, the open interest changed by 405 which increased total open position to 2344


On 11 Dec BSE was trading at 5552.20. The strike last trading price was 135, which was 19.00 higher than the previous day. The implied volatity was 41.25, the open interest changed by 23 which increased total open position to 1943


On 10 Dec BSE was trading at 5466.35. The strike last trading price was 116, which was -20.45 lower than the previous day. The implied volatity was 44.72, the open interest changed by 146 which increased total open position to 1924


On 9 Dec BSE was trading at 5467.10. The strike last trading price was 136.45, which was 30.65 higher than the previous day. The implied volatity was 46.22, the open interest changed by 526 which increased total open position to 1782


On 6 Dec BSE was trading at 5396.45. The strike last trading price was 105.8, which was 27.80 higher than the previous day. The implied volatity was 42.90, the open interest changed by 479 which increased total open position to 1268


On 5 Dec BSE was trading at 5194.90. The strike last trading price was 78, which was lower than the previous day. The implied volatity was 45.18, the open interest changed by 796 which increased total open position to 796


BSE 26DEC2024 5700 PE
Delta: -0.49
Vega: 4.46
Theta: -5.82
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 5672.20 190.5 -63.35 42.22 1,740 467 521
11 Dec 5552.20 253.85 -75.05 41.87 120 -15 54
10 Dec 5466.35 328.9 -20.10 43.20 79 6 69
9 Dec 5467.10 349 -57.00 49.60 242 47 64
6 Dec 5396.45 406 -743.95 45.19 26 9 9
5 Dec 5194.90 1149.95 - 0 0 0

For Bse Limited - strike price 5700 expiring on 26DEC2024

Delta for 5700 PE is -0.49

Historical price for 5700 PE is as follows

On 12 Dec BSE was trading at 5672.20. The strike last trading price was 190.5, which was -63.35 lower than the previous day. The implied volatity was 42.22, the open interest changed by 467 which increased total open position to 521


On 11 Dec BSE was trading at 5552.20. The strike last trading price was 253.85, which was -75.05 lower than the previous day. The implied volatity was 41.87, the open interest changed by -15 which decreased total open position to 54


On 10 Dec BSE was trading at 5466.35. The strike last trading price was 328.9, which was -20.10 lower than the previous day. The implied volatity was 43.20, the open interest changed by 6 which increased total open position to 69


On 9 Dec BSE was trading at 5467.10. The strike last trading price was 349, which was -57.00 lower than the previous day. The implied volatity was 49.60, the open interest changed by 47 which increased total open position to 64


On 6 Dec BSE was trading at 5396.45. The strike last trading price was 406, which was -743.95 lower than the previous day. The implied volatity was 45.19, the open interest changed by 9 which increased total open position to 9


On 5 Dec BSE was trading at 5194.90. The strike last trading price was 1149.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0