BSE
Bse Limited
Historical option data for BSE
12 Dec 2024 12:04 PM IST
| BSE 26DEC2024 6200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 2.53
Theta: -4.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 5625.20 | 34.4 | 43.17 | 5,055 | 1,049 | 1,049 | ||||
For Bse Limited - strike price 6200 expiring on 26DEC2024
Delta for 6200 CE is 0.15
Historical price for 6200 CE is as follows
On 12 Dec BSE was trading at 5625.20. The strike last trading price was 34.4, which was lower than the previous day. The implied volatity was 43.17, the open interest changed by 1049 which increased total open position to 1049
| BSE 26DEC2024 6200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.91
Vega: 1.87
Theta: -0.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 5625.20 | 570 | 35.40 | 6 | 4 | 4 | |
For Bse Limited - strike price 6200 expiring on 26DEC2024
Delta for 6200 PE is -0.91
Historical price for 6200 PE is as follows
On 12 Dec BSE was trading at 5625.20. The strike last trading price was 570, which was lower than the previous day. The implied volatity was 35.40, the open interest changed by 4 which increased total open position to 4
