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[--[65.84.65.76]--]
BSOFT
Birlasoft Limited

577 -12.65 (-2.15%)

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Historical option data for BSOFT

20 Dec 2024 04:12 PM IST
BSOFT 26DEC2024 540 CE
Delta: 0.78
Vega: 0.22
Theta: -1.33
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 577.00 40.5 -12.30 66.57 6 -1 8
19 Dec 589.65 52.8 -19.20 41.71 7 3 10
18 Dec 601.35 72 12.00 97.42 2 0 5
17 Dec 608.00 60 0.00 0.00 0 0 0
16 Dec 604.60 60 0.00 0.00 0 4 0
13 Dec 603.35 60 -24.00 - 4 0 1
12 Dec 609.60 84 15.00 82.47 1 0 2
11 Dec 613.35 69 6.75 - 1 0 1
10 Dec 608.10 62.25 0.00 0.00 0 0 0
9 Dec 608.65 62.25 0.00 0.00 0 0 0
6 Dec 608.10 62.25 0.00 0.00 0 0 0
5 Dec 606.55 62.25 0.00 0.00 0 0 0
4 Dec 603.75 62.25 0.00 0.00 0 0 0
3 Dec 601.45 62.25 0.00 0.00 0 1 0
2 Dec 597.50 62.25 -41.15 32.96 1 0 0
29 Nov 590.65 103.4 0.00 - 0 0 0
28 Nov 591.20 103.4 0.00 - 0 0 0
27 Nov 600.65 103.4 0.00 - 0 0 0
26 Nov 592.40 103.4 0.00 - 0 0 0
25 Nov 569.10 103.4 0.00 - 0 0 0
22 Nov 561.70 103.4 0.00 - 0 0 0
21 Nov 545.40 103.4 0.00 - 0 0 0
20 Nov 552.15 103.4 0.00 - 0 0 0
19 Nov 552.15 103.4 0.00 - 0 0 0
18 Nov 546.45 103.4 0.00 - 0 0 0
14 Nov 559.25 103.4 0.00 - 0 0 0
13 Nov 549.90 103.4 0.00 - 0 0 0
8 Nov 567.30 103.4 0.00 - 0 0 0
7 Nov 573.00 103.4 0.00 - 0 0 0
6 Nov 582.70 103.4 0.00 - 0 0 0
5 Nov 557.45 103.4 0.00 - 0 0 0
4 Nov 549.80 103.4 103.40 - 0 0 0
1 Nov 557.00 0 0.00 - 0 0 0
31 Oct 550.10 0 0.00 - 0 0 0
1 Oct 595.20 0 - 0 0 0


For Birlasoft Limited - strike price 540 expiring on 26DEC2024

Delta for 540 CE is 0.78

Historical price for 540 CE is as follows

On 20 Dec BSOFT was trading at 577.00. The strike last trading price was 40.5, which was -12.30 lower than the previous day. The implied volatity was 66.57, the open interest changed by -1 which decreased total open position to 8


On 19 Dec BSOFT was trading at 589.65. The strike last trading price was 52.8, which was -19.20 lower than the previous day. The implied volatity was 41.71, the open interest changed by 3 which increased total open position to 10


On 18 Dec BSOFT was trading at 601.35. The strike last trading price was 72, which was 12.00 higher than the previous day. The implied volatity was 97.42, the open interest changed by 0 which decreased total open position to 5


On 17 Dec BSOFT was trading at 608.00. The strike last trading price was 60, 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 16 Dec BSOFT was trading at 604.60. The strike last trading price was 60, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 13 Dec BSOFT was trading at 603.35. The strike last trading price was 60, which was -24.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 12 Dec BSOFT was trading at 609.60. The strike last trading price was 84, which was 15.00 higher than the previous day. The implied volatity was 82.47, the open interest changed by 0 which decreased total open position to 2


On 11 Dec BSOFT was trading at 613.35. The strike last trading price was 69, which was 6.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 10 Dec BSOFT was trading at 608.10. The strike last trading price was 62.25, 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 9 Dec BSOFT was trading at 608.65. The strike last trading price was 62.25, 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 6 Dec BSOFT was trading at 608.10. The strike last trading price was 62.25, 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 5 Dec BSOFT was trading at 606.55. The strike last trading price was 62.25, 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 4 Dec BSOFT was trading at 603.75. The strike last trading price was 62.25, 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 3 Dec BSOFT was trading at 601.45. The strike last trading price was 62.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 2 Dec BSOFT was trading at 597.50. The strike last trading price was 62.25, which was -41.15 lower than the previous day. The implied volatity was 32.96, the open interest changed by 0 which decreased total open position to 0


On 29 Nov BSOFT was trading at 590.65. The strike last trading price was 103.4, 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 28 Nov BSOFT was trading at 591.20. The strike last trading price was 103.4, 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 27 Nov BSOFT was trading at 600.65. The strike last trading price was 103.4, 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 26 Nov BSOFT was trading at 592.40. The strike last trading price was 103.4, 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 25 Nov BSOFT was trading at 569.10. The strike last trading price was 103.4, 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 22 Nov BSOFT was trading at 561.70. The strike last trading price was 103.4, 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 21 Nov BSOFT was trading at 545.40. The strike last trading price was 103.4, 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 Nov BSOFT was trading at 552.15. The strike last trading price was 103.4, 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 19 Nov BSOFT was trading at 552.15. The strike last trading price was 103.4, 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 Nov BSOFT was trading at 546.45. The strike last trading price was 103.4, 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 14 Nov BSOFT was trading at 559.25. The strike last trading price was 103.4, 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 13 Nov BSOFT was trading at 549.90. The strike last trading price was 103.4, 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 8 Nov BSOFT was trading at 567.30. The strike last trading price was 103.4, 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 7 Nov BSOFT was trading at 573.00. The strike last trading price was 103.4, 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 6 Nov BSOFT was trading at 582.70. The strike last trading price was 103.4, 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 Nov BSOFT was trading at 557.45. The strike last trading price was 103.4, 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 4 Nov BSOFT was trading at 549.80. The strike last trading price was 103.4, which was 103.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Nov BSOFT was trading at 557.00. The strike last trading price was 0, 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 31 Oct BSOFT was trading at 550.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct BSOFT was trading at 595.20. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BSOFT 26DEC2024 540 PE
Delta: -0.08
Vega: 0.11
Theta: -0.32
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 577.00 1 0.20 34.99 126 2 115
19 Dec 589.65 0.8 0.35 42.10 134 -20 125
18 Dec 601.35 0.45 -0.05 39.83 14 1 146
17 Dec 608.00 0.5 0.00 42.17 18 0 147
16 Dec 604.60 0.5 0.00 38.62 16 5 148
13 Dec 603.35 0.5 0.00 33.50 67 9 144
12 Dec 609.60 0.5 -0.15 35.02 52 -18 136
11 Dec 613.35 0.65 -0.10 36.60 27 -5 155
10 Dec 608.10 0.75 -0.20 34.72 37 -9 165
9 Dec 608.65 0.95 -0.20 35.48 123 13 176
6 Dec 608.10 1.15 -0.10 34.06 167 55 165
5 Dec 606.55 1.25 -0.55 32.84 264 -48 111
4 Dec 603.75 1.8 -0.20 34.71 149 -49 160
3 Dec 601.45 2 -1.00 33.88 223 24 210
2 Dec 597.50 3 -0.85 35.09 344 36 186
29 Nov 590.65 3.85 -1.30 34.15 323 30 148
28 Nov 591.20 5.15 0.50 37.33 226 56 117
27 Nov 600.65 4.65 -0.55 38.46 54 -2 62
26 Nov 592.40 5.2 -2.30 36.40 125 15 64
25 Nov 569.10 7.5 -5.60 32.26 84 42 47
22 Nov 561.70 13.1 -4.90 37.02 12 4 9
21 Nov 545.40 18 5.50 34.32 5 1 4
20 Nov 552.15 12.5 0.00 28.50 1 1 2
19 Nov 552.15 12.5 -3.00 28.50 1 0 2
18 Nov 546.45 15.5 0.00 0.00 0 2 0
14 Nov 559.25 15.5 -2.25 36.15 3 2 2
13 Nov 549.90 17.75 0.00 3.05 0 0 0
8 Nov 567.30 17.75 0.00 4.55 0 0 0
7 Nov 573.00 17.75 0.00 5.53 0 0 0
6 Nov 582.70 17.75 0.00 6.47 0 0 0
5 Nov 557.45 17.75 0.00 3.51 0 0 0
4 Nov 549.80 17.75 0.00 2.70 0 0 0
1 Nov 557.00 17.75 0.00 3.64 0 0 0
31 Oct 550.10 17.75 17.75 - 0 0 0
1 Oct 595.20 0 - 0 0 0


For Birlasoft Limited - strike price 540 expiring on 26DEC2024

Delta for 540 PE is -0.08

Historical price for 540 PE is as follows

On 20 Dec BSOFT was trading at 577.00. The strike last trading price was 1, which was 0.20 higher than the previous day. The implied volatity was 34.99, the open interest changed by 2 which increased total open position to 115


On 19 Dec BSOFT was trading at 589.65. The strike last trading price was 0.8, which was 0.35 higher than the previous day. The implied volatity was 42.10, the open interest changed by -20 which decreased total open position to 125


On 18 Dec BSOFT was trading at 601.35. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 39.83, the open interest changed by 1 which increased total open position to 146


On 17 Dec BSOFT was trading at 608.00. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 42.17, the open interest changed by 0 which decreased total open position to 147


On 16 Dec BSOFT was trading at 604.60. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 38.62, the open interest changed by 5 which increased total open position to 148


On 13 Dec BSOFT was trading at 603.35. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 33.50, the open interest changed by 9 which increased total open position to 144


On 12 Dec BSOFT was trading at 609.60. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 35.02, the open interest changed by -18 which decreased total open position to 136


On 11 Dec BSOFT was trading at 613.35. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 36.60, the open interest changed by -5 which decreased total open position to 155


On 10 Dec BSOFT was trading at 608.10. The strike last trading price was 0.75, which was -0.20 lower than the previous day. The implied volatity was 34.72, the open interest changed by -9 which decreased total open position to 165


On 9 Dec BSOFT was trading at 608.65. The strike last trading price was 0.95, which was -0.20 lower than the previous day. The implied volatity was 35.48, the open interest changed by 13 which increased total open position to 176


On 6 Dec BSOFT was trading at 608.10. The strike last trading price was 1.15, which was -0.10 lower than the previous day. The implied volatity was 34.06, the open interest changed by 55 which increased total open position to 165


On 5 Dec BSOFT was trading at 606.55. The strike last trading price was 1.25, which was -0.55 lower than the previous day. The implied volatity was 32.84, the open interest changed by -48 which decreased total open position to 111


On 4 Dec BSOFT was trading at 603.75. The strike last trading price was 1.8, which was -0.20 lower than the previous day. The implied volatity was 34.71, the open interest changed by -49 which decreased total open position to 160


On 3 Dec BSOFT was trading at 601.45. The strike last trading price was 2, which was -1.00 lower than the previous day. The implied volatity was 33.88, the open interest changed by 24 which increased total open position to 210


On 2 Dec BSOFT was trading at 597.50. The strike last trading price was 3, which was -0.85 lower than the previous day. The implied volatity was 35.09, the open interest changed by 36 which increased total open position to 186


On 29 Nov BSOFT was trading at 590.65. The strike last trading price was 3.85, which was -1.30 lower than the previous day. The implied volatity was 34.15, the open interest changed by 30 which increased total open position to 148


On 28 Nov BSOFT was trading at 591.20. The strike last trading price was 5.15, which was 0.50 higher than the previous day. The implied volatity was 37.33, the open interest changed by 56 which increased total open position to 117


On 27 Nov BSOFT was trading at 600.65. The strike last trading price was 4.65, which was -0.55 lower than the previous day. The implied volatity was 38.46, the open interest changed by -2 which decreased total open position to 62


On 26 Nov BSOFT was trading at 592.40. The strike last trading price was 5.2, which was -2.30 lower than the previous day. The implied volatity was 36.40, the open interest changed by 15 which increased total open position to 64


On 25 Nov BSOFT was trading at 569.10. The strike last trading price was 7.5, which was -5.60 lower than the previous day. The implied volatity was 32.26, the open interest changed by 42 which increased total open position to 47


On 22 Nov BSOFT was trading at 561.70. The strike last trading price was 13.1, which was -4.90 lower than the previous day. The implied volatity was 37.02, the open interest changed by 4 which increased total open position to 9


On 21 Nov BSOFT was trading at 545.40. The strike last trading price was 18, which was 5.50 higher than the previous day. The implied volatity was 34.32, the open interest changed by 1 which increased total open position to 4


On 20 Nov BSOFT was trading at 552.15. The strike last trading price was 12.5, which was 0.00 lower than the previous day. The implied volatity was 28.50, the open interest changed by 1 which increased total open position to 2


On 19 Nov BSOFT was trading at 552.15. The strike last trading price was 12.5, which was -3.00 lower than the previous day. The implied volatity was 28.50, the open interest changed by 0 which decreased total open position to 2


On 18 Nov BSOFT was trading at 546.45. The strike last trading price was 15.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 14 Nov BSOFT was trading at 559.25. The strike last trading price was 15.5, which was -2.25 lower than the previous day. The implied volatity was 36.15, the open interest changed by 2 which increased total open position to 2


On 13 Nov BSOFT was trading at 549.90. The strike last trading price was 17.75, which was 0.00 lower than the previous day. The implied volatity was 3.05, the open interest changed by 0 which decreased total open position to 0


On 8 Nov BSOFT was trading at 567.30. The strike last trading price was 17.75, which was 0.00 lower than the previous day. The implied volatity was 4.55, the open interest changed by 0 which decreased total open position to 0


On 7 Nov BSOFT was trading at 573.00. The strike last trading price was 17.75, which was 0.00 lower than the previous day. The implied volatity was 5.53, the open interest changed by 0 which decreased total open position to 0


On 6 Nov BSOFT was trading at 582.70. The strike last trading price was 17.75, which was 0.00 lower than the previous day. The implied volatity was 6.47, the open interest changed by 0 which decreased total open position to 0


On 5 Nov BSOFT was trading at 557.45. The strike last trading price was 17.75, which was 0.00 lower than the previous day. The implied volatity was 3.51, the open interest changed by 0 which decreased total open position to 0


On 4 Nov BSOFT was trading at 549.80. The strike last trading price was 17.75, which was 0.00 lower than the previous day. The implied volatity was 2.70, the open interest changed by 0 which decreased total open position to 0


On 1 Nov BSOFT was trading at 557.00. The strike last trading price was 17.75, which was 0.00 lower than the previous day. The implied volatity was 3.64, the open interest changed by 0 which decreased total open position to 0


On 31 Oct BSOFT was trading at 550.10. The strike last trading price was 17.75, which was 17.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct BSOFT was trading at 595.20. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to