BSE
Bse Limited
Historical option data for BSE
12 Dec 2024 10:14 AM IST
| BSE 26DEC2024 6000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 3.65
Theta: -5.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 5660.00 | 70.15 | 12.10 | 40.92 | 8,516 | 328 | 3,592 | |||
| 11 Dec | 5552.20 | 58.05 | 2.55 | 42.81 | 11,710 | 141 | 3,266 | |||
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| 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 0.26
Historical price for 6000 CE is as follows
On 12 Dec BSE was trading at 5660.00. The strike last trading price was 70.15, which was 12.10 higher than the previous day. The implied volatity was 40.92, the open interest changed by 328 which increased total open position to 3592
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.71
Vega: 3.81
Theta: -4.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 5660.00 | 400 | -90.45 | 45.03 | 24 | 0 | 43 |
| 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 -0.71
Historical price for 6000 PE is as follows
On 12 Dec BSE was trading at 5660.00. The strike last trading price was 400, which was -90.45 lower than the previous day. The implied volatity was 45.03, the open interest changed by 0 which decreased total open position to 43
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
