BSE
Bse Limited
Historical option data for BSE
12 Dec 2024 12:04 PM IST
| BSE 26DEC2024 6100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 2.96
Theta: -4.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 5625.20 | 45.25 | 41.87 | 1,244 | 209 | 209 | ||||
For Bse Limited - strike price 6100 expiring on 26DEC2024
Delta for 6100 CE is 0.19
Historical price for 6100 CE is as follows
On 12 Dec BSE was trading at 5625.20. The strike last trading price was 45.25, which was lower than the previous day. The implied volatity was 41.87, the open interest changed by 209 which increased total open position to 209
| BSE 26DEC2024 6100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 5625.20 | 1518.25 | - | 0 | 0 | 0 | |
For Bse Limited - strike price 6100 expiring on 26DEC2024
Delta for 6100 PE is -
Historical price for 6100 PE is as follows
On 12 Dec BSE was trading at 5625.20. The strike last trading price was 1518.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
