BSE
Bse Limited
Historical option data for BSE
12 Dec 2024 10:35 AM IST
| BSE 26DEC2024 5900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 4.00
Theta: -6.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 5653.60 | 88.6 | 11.60 | 39.33 | 4,208 | 243 | 935 | |||
| 11 Dec | 5552.20 | 77 | 6.00 | 42.31 | 3,452 | -29 | 694 | |||
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| 10 Dec | 5466.35 | 71 | -14.15 | 46.44 | 3,576 | 156 | 722 | |||
| 9 Dec | 5467.10 | 85.15 | 47.33 | 5,578 | 567 | 567 | ||||
For Bse Limited - strike price 5900 expiring on 26DEC2024
Delta for 5900 CE is 0.32
Historical price for 5900 CE is as follows
On 12 Dec BSE was trading at 5653.60. The strike last trading price was 88.6, which was 11.60 higher than the previous day. The implied volatity was 39.33, the open interest changed by 243 which increased total open position to 935
On 11 Dec BSE was trading at 5552.20. The strike last trading price was 77, which was 6.00 higher than the previous day. The implied volatity was 42.31, the open interest changed by -29 which decreased total open position to 694
On 10 Dec BSE was trading at 5466.35. The strike last trading price was 71, which was -14.15 lower than the previous day. The implied volatity was 46.44, the open interest changed by 156 which increased total open position to 722
On 9 Dec BSE was trading at 5467.10. The strike last trading price was 85.15, which was lower than the previous day. The implied volatity was 47.33, the open interest changed by 567 which increased total open position to 567
| BSE 26DEC2024 5900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 5653.60 | 478 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 5552.20 | 478 | 0.00 | 0.00 | 0 | -24 | 0 |
| 10 Dec | 5466.35 | 478 | -23.30 | 43.25 | 47 | -23 | 114 |
| 9 Dec | 5467.10 | 501.3 | 52.53 | 166 | 137 | 137 | |
For Bse Limited - strike price 5900 expiring on 26DEC2024
Delta for 5900 PE is 0.00
Historical price for 5900 PE is as follows
On 12 Dec BSE was trading at 5653.60. The strike last trading price was 478, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec BSE was trading at 5552.20. The strike last trading price was 478, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -24 which decreased total open position to 0
On 10 Dec BSE was trading at 5466.35. The strike last trading price was 478, which was -23.30 lower than the previous day. The implied volatity was 43.25, the open interest changed by -23 which decreased total open position to 114
On 9 Dec BSE was trading at 5467.10. The strike last trading price was 501.3, which was lower than the previous day. The implied volatity was 52.53, the open interest changed by 137 which increased total open position to 137
