BSE
Bse Limited
Historical option data for BSE
12 Dec 2024 10:25 AM IST
| BSE 26DEC2024 5800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 4.38
Theta: -6.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 5672.20 | 131.2 | 28.60 | 39.71 | 7,974 | -74 | 2,541 | |||
| 11 Dec | 5552.20 | 102.6 | 13.50 | 41.78 | 12,594 | 671 | 2,645 | |||
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| 10 Dec | 5466.35 | 89.1 | -17.90 | 45.07 | 7,732 | -261 | 1,990 | |||
| 9 Dec | 5467.10 | 107 | 25.25 | 46.57 | 15,257 | 778 | 2,264 | |||
| 6 Dec | 5396.45 | 81.75 | 43.22 | 18,552 | 1,519 | 1,519 | ||||
For Bse Limited - strike price 5800 expiring on 26DEC2024
Delta for 5800 CE is 0.42
Historical price for 5800 CE is as follows
On 12 Dec BSE was trading at 5672.20. The strike last trading price was 131.2, which was 28.60 higher than the previous day. The implied volatity was 39.71, the open interest changed by -74 which decreased total open position to 2541
On 11 Dec BSE was trading at 5552.20. The strike last trading price was 102.6, which was 13.50 higher than the previous day. The implied volatity was 41.78, the open interest changed by 671 which increased total open position to 2645
On 10 Dec BSE was trading at 5466.35. The strike last trading price was 89.1, which was -17.90 lower than the previous day. The implied volatity was 45.07, the open interest changed by -261 which decreased total open position to 1990
On 9 Dec BSE was trading at 5467.10. The strike last trading price was 107, which was 25.25 higher than the previous day. The implied volatity was 46.57, the open interest changed by 778 which increased total open position to 2264
On 6 Dec BSE was trading at 5396.45. The strike last trading price was 81.75, which was lower than the previous day. The implied volatity was 43.22, the open interest changed by 1519 which increased total open position to 1519
| BSE 26DEC2024 5800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.57
Vega: 4.40
Theta: -5.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 5672.20 | 245 | -79.00 | 41.89 | 204 | 53 | 106 |
| 11 Dec | 5552.20 | 324 | -74.50 | 43.15 | 54 | 4 | 55 |
| 10 Dec | 5466.35 | 398.5 | -24.50 | 42.72 | 40 | 16 | 51 |
| 9 Dec | 5467.10 | 423 | -35.95 | 51.10 | 125 | 13 | 35 |
| 6 Dec | 5396.45 | 458.95 | 40.21 | 33 | 22 | 22 | |
For Bse Limited - strike price 5800 expiring on 26DEC2024
Delta for 5800 PE is -0.57
Historical price for 5800 PE is as follows
On 12 Dec BSE was trading at 5672.20. The strike last trading price was 245, which was -79.00 lower than the previous day. The implied volatity was 41.89, the open interest changed by 53 which increased total open position to 106
On 11 Dec BSE was trading at 5552.20. The strike last trading price was 324, which was -74.50 lower than the previous day. The implied volatity was 43.15, the open interest changed by 4 which increased total open position to 55
On 10 Dec BSE was trading at 5466.35. The strike last trading price was 398.5, which was -24.50 lower than the previous day. The implied volatity was 42.72, the open interest changed by 16 which increased total open position to 51
On 9 Dec BSE was trading at 5467.10. The strike last trading price was 423, which was -35.95 lower than the previous day. The implied volatity was 51.10, the open interest changed by 13 which increased total open position to 35
On 6 Dec BSE was trading at 5396.45. The strike last trading price was 458.95, which was lower than the previous day. The implied volatity was 40.21, the open interest changed by 22 which increased total open position to 22
