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

5618 65.80 (1.19%)

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Historical option data for BSE

12 Dec 2024 12:04 PM IST
BSE 26DEC2024 6000 CE
Delta: 0.24
Vega: 3.42
Theta: -5.27
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 5625.20 60.35 2.30 40.75 12,154 182 3,446
11 Dec 5552.20 58.05 2.55 42.81 11,710 141 3,266
10 Dec 5466.35 55.5 -11.65 47.47 13,006 839 3,140
9 Dec 5467.10 67.15 48.22 22,728 2,318 2,318


For Bse Limited - strike price 6000 expiring on 26DEC2024

Delta for 6000 CE is 0.24

Historical price for 6000 CE is as follows

On 12 Dec BSE was trading at 5625.20. The strike last trading price was 60.35, which was 2.30 higher than the previous day. The implied volatity was 40.75, the open interest changed by 182 which increased total open position to 3446


On 11 Dec BSE was trading at 5552.20. The strike last trading price was 58.05, which was 2.55 higher than the previous day. The implied volatity was 42.81, the open interest changed by 141 which increased total open position to 3266


On 10 Dec BSE was trading at 5466.35. The strike last trading price was 55.5, which was -11.65 lower than the previous day. The implied volatity was 47.47, the open interest changed by 839 which increased total open position to 3140


On 9 Dec BSE was trading at 5467.10. The strike last trading price was 67.15, which was lower than the previous day. The implied volatity was 48.22, the open interest changed by 2318 which increased total open position to 2318


BSE 26DEC2024 6000 PE
Delta: -0.75
Vega: 3.49
Theta: -3.98
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 5625.20 420 -70.45 42.58 40 -1 42
11 Dec 5552.20 490.45 -76.15 48.20 14 5 43
10 Dec 5466.35 566.6 -23.40 45.29 34 21 37
9 Dec 5467.10 590 55.71 33 16 16


For Bse Limited - strike price 6000 expiring on 26DEC2024

Delta for 6000 PE is -0.75

Historical price for 6000 PE is as follows

On 12 Dec BSE was trading at 5625.20. The strike last trading price was 420, which was -70.45 lower than the previous day. The implied volatity was 42.58, the open interest changed by -1 which decreased total open position to 42


On 11 Dec BSE was trading at 5552.20. The strike last trading price was 490.45, which was -76.15 lower than the previous day. The implied volatity was 48.20, the open interest changed by 5 which increased total open position to 43


On 10 Dec BSE was trading at 5466.35. The strike last trading price was 566.6, which was -23.40 lower than the previous day. The implied volatity was 45.29, the open interest changed by 21 which increased total open position to 37


On 9 Dec BSE was trading at 5467.10. The strike last trading price was 590, which was lower than the previous day. The implied volatity was 55.71, the open interest changed by 16 which increased total open position to 16