BSOFT
Birlasoft Limited
Historical option data for BSOFT
27 Dec 2024 04:12 PM IST
| BSOFT 30JAN2025 530 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 0.37
Theta: -0.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 576.05 | 53.2 | -29.10 | 27.41 | 1 | 0 | 0 | |||
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| 26 Dec | 570.25 | 82.3 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 579.70 | 82.3 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 573.70 | 82.3 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 577.00 | 82.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 601.35 | 82.3 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 608.00 | 82.3 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 609.60 | 82.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 606.55 | 82.3 | - | 0 | 0 | 0 | ||||
For Birlasoft Limited - strike price 530 expiring on 30JAN2025
Delta for 530 CE is 0.87
Historical price for 530 CE is as follows
On 27 Dec BSOFT was trading at 576.05. The strike last trading price was 53.2, which was -29.10 lower than the previous day. The implied volatity was 27.41, the open interest changed by 0 which decreased total open position to 0
On 26 Dec BSOFT was trading at 570.25. The strike last trading price was 82.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Dec BSOFT was trading at 579.70. The strike last trading price was 82.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Dec BSOFT was trading at 573.70. The strike last trading price was 82.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Dec BSOFT was trading at 577.00. The strike last trading price was 82.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Dec BSOFT was trading at 601.35. The strike last trading price was 82.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Dec BSOFT was trading at 608.00. The strike last trading price was 82.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec BSOFT was trading at 609.60. The strike last trading price was 82.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec BSOFT was trading at 606.55. The strike last trading price was 82.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BSOFT 30JAN2025 530 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.16
Vega: 0.43
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 576.05 | 4.8 | -1.10 | 31.33 | 701 | 186 | 227 |
| 26 Dec | 570.25 | 5.9 | 0.55 | 31.21 | 82 | -6 | 42 |
| 24 Dec | 579.70 | 5.35 | -3.25 | 33.21 | 64 | 30 | 49 |
| 23 Dec | 573.70 | 8.6 | 1.55 | 36.84 | 17 | 4 | 18 |
| 20 Dec | 577.00 | 7.05 | 4.55 | 32.73 | 30 | 11 | 14 |
| 18 Dec | 601.35 | 2.5 | 0.30 | 29.94 | 2 | 1 | 4 |
| 17 Dec | 608.00 | 2.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 609.60 | 2.2 | -1.70 | 29.42 | 4 | -1 | 2 |
| 5 Dec | 606.55 | 3.9 | 31.55 | 3 | 2 | 2 | |
For Birlasoft Limited - strike price 530 expiring on 30JAN2025
Delta for 530 PE is -0.16
Historical price for 530 PE is as follows
On 27 Dec BSOFT was trading at 576.05. The strike last trading price was 4.8, which was -1.10 lower than the previous day. The implied volatity was 31.33, the open interest changed by 186 which increased total open position to 227
On 26 Dec BSOFT was trading at 570.25. The strike last trading price was 5.9, which was 0.55 higher than the previous day. The implied volatity was 31.21, the open interest changed by -6 which decreased total open position to 42
On 24 Dec BSOFT was trading at 579.70. The strike last trading price was 5.35, which was -3.25 lower than the previous day. The implied volatity was 33.21, the open interest changed by 30 which increased total open position to 49
On 23 Dec BSOFT was trading at 573.70. The strike last trading price was 8.6, which was 1.55 higher than the previous day. The implied volatity was 36.84, the open interest changed by 4 which increased total open position to 18
On 20 Dec BSOFT was trading at 577.00. The strike last trading price was 7.05, which was 4.55 higher than the previous day. The implied volatity was 32.73, the open interest changed by 11 which increased total open position to 14
On 18 Dec BSOFT was trading at 601.35. The strike last trading price was 2.5, which was 0.30 higher than the previous day. The implied volatity was 29.94, the open interest changed by 1 which increased total open position to 4
On 17 Dec BSOFT was trading at 608.00. The strike last trading price was 2.2, 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 12 Dec BSOFT was trading at 609.60. The strike last trading price was 2.2, which was -1.70 lower than the previous day. The implied volatity was 29.42, the open interest changed by -1 which decreased total open position to 2
On 5 Dec BSOFT was trading at 606.55. The strike last trading price was 3.9, which was lower than the previous day. The implied volatity was 31.55, the open interest changed by 2 which increased total open position to 2
