[--[65.84.65.76]--]

BSE

Bse Limited
2867.6 +184.10 (6.86%)
L: 2797.3 H: 2899.9

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Historical option data for BSE

01 Apr 2026 04:13 PM IST
BSE 28-Apr-2026 (27d) 2800 CE
Delta: 0.63
Vega: 2.95
Theta: -2.78
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
1 Apr 2867.60 178.7 83.45 42.77 2,651 -141 699
30 Mar 2683.50 95.55 -48.7 44.71 1,740 283 836
27 Mar 2779.80 140.05 -65.7 42.83 1,048 152 552
25 Mar 2890.20 204.9 36.9 40.63 816 -32 400
24 Mar 2805.90 172 37.3 44.05 630 114 434
23 Mar 2714.40 135 -43.75 46.93 502 115 314
20 Mar 2806.10 174.6 -56.5 43.63 227 83 195
19 Mar 2895.00 231.1 -69.9 42.1 62 -25 112
18 Mar 2995.60 301 15.8 41.86 56 28 137
17 Mar 2973.60 286.35 61.25 42.02 54 -11 109
16 Mar 2862.60 216.1 35.75 43.02 65 -8 121
13 Mar 2797.00 182 -28.3 40.9 45 4 128
12 Mar 2850.60 210.3 3.6 41.27 70 12 126
11 Mar 2837.40 205.4 -16.6 41.34 28 8 113
10 Mar 2860.60 222 61.45 40.89 162 27 104
9 Mar 2768.90 163 18.65 39.37 91 -3 76
6 Mar 2751.60 145 -4.7 35.79 56 7 80
5 Mar 2761.40 149.3 44.35 33.77 74 2 74
4 Mar 2626.90 105 -5.2 38.03 55 8 72
2 Mar 2643.60 113 -17.8 37.75 44 6 64
27 Feb 2707.10 126.75 -45.1 33.5 35 12 56
26 Feb 2800.90 166 -6 34.55 70 30 44
25 Feb 2772.70 172.5 5.5 36.56 26 7 15
24 Feb 2751.10 168 -153.05 35.74 11 7 7
23 Feb 2725.30 321.05 0 0.6 0 0 0
20 Feb 2739.50 321.05 0 0.16 0 0 0
19 Feb 2741.40 321.05 0 - 0 0 0
18 Feb 2824.00 321.05 0 0.14 0 0 0
17 Feb 2742.30 321.05 0 0.35 0 0 0
16 Feb 2804.60 321.05 0 - 0 0 0
13 Feb 3025.30 321.05 0 - 0 0 0
12 Feb 3143.20 321.05 0 - 0 0 0
11 Feb 3177.10 321.05 0 - 0 0 0
10 Feb 3174.20 321.05 0 - 0 0 0
9 Feb 2985.10 321.05 0 - 0 0 0
6 Feb 2897.00 - - - 0 0 0
5 Feb 2892.20 - - - 0 0 0
4 Feb 2896.30 - - - 0 0 0
3 Feb 2860.80 - - - 0 0 0
2 Feb 2701.60 321.05 0 - 0 0 0
1 Feb 2578.10 321.05 0 3 0 0 0
30 Jan 2797.00 321.05 0 - 0 0 0
29 Jan 2861.60 321.05 0 - 0 0 0


For Bse Limited - strike price 2800 expiring on 28APR2026

Delta for 2800 CE is 0.63

Historical price for 2800 CE is as follows

On 1 Apr BSE was trading at 2867.60. The strike last trading price was 178.7, which was 83.45 higher than the previous day. The implied volatity was 42.77, the open interest changed by -141 which decreased total open position to 699


On 30 Mar BSE was trading at 2683.50. The strike last trading price was 95.55, which was -48.7 lower than the previous day. The implied volatity was 44.71, the open interest changed by 283 which increased total open position to 836


On 27 Mar BSE was trading at 2779.80. The strike last trading price was 140.05, which was -65.7 lower than the previous day. The implied volatity was 42.83, the open interest changed by 152 which increased total open position to 552


On 25 Mar BSE was trading at 2890.20. The strike last trading price was 204.9, which was 36.9 higher than the previous day. The implied volatity was 40.63, the open interest changed by -32 which decreased total open position to 400


On 24 Mar BSE was trading at 2805.90. The strike last trading price was 172, which was 37.3 higher than the previous day. The implied volatity was 44.05, the open interest changed by 114 which increased total open position to 434


On 23 Mar BSE was trading at 2714.40. The strike last trading price was 135, which was -43.75 lower than the previous day. The implied volatity was 46.93, the open interest changed by 115 which increased total open position to 314


On 20 Mar BSE was trading at 2806.10. The strike last trading price was 174.6, which was -56.5 lower than the previous day. The implied volatity was 43.63, the open interest changed by 83 which increased total open position to 195


On 19 Mar BSE was trading at 2895.00. The strike last trading price was 231.1, which was -69.9 lower than the previous day. The implied volatity was 42.1, the open interest changed by -25 which decreased total open position to 112


On 18 Mar BSE was trading at 2995.60. The strike last trading price was 301, which was 15.8 higher than the previous day. The implied volatity was 41.86, the open interest changed by 28 which increased total open position to 137


On 17 Mar BSE was trading at 2973.60. The strike last trading price was 286.35, which was 61.25 higher than the previous day. The implied volatity was 42.02, the open interest changed by -11 which decreased total open position to 109


On 16 Mar BSE was trading at 2862.60. The strike last trading price was 216.1, which was 35.75 higher than the previous day. The implied volatity was 43.02, the open interest changed by -8 which decreased total open position to 121


On 13 Mar BSE was trading at 2797.00. The strike last trading price was 182, which was -28.3 lower than the previous day. The implied volatity was 40.9, the open interest changed by 4 which increased total open position to 128


On 12 Mar BSE was trading at 2850.60. The strike last trading price was 210.3, which was 3.6 higher than the previous day. The implied volatity was 41.27, the open interest changed by 12 which increased total open position to 126


On 11 Mar BSE was trading at 2837.40. The strike last trading price was 205.4, which was -16.6 lower than the previous day. The implied volatity was 41.34, the open interest changed by 8 which increased total open position to 113


On 10 Mar BSE was trading at 2860.60. The strike last trading price was 222, which was 61.45 higher than the previous day. The implied volatity was 40.89, the open interest changed by 27 which increased total open position to 104


On 9 Mar BSE was trading at 2768.90. The strike last trading price was 163, which was 18.65 higher than the previous day. The implied volatity was 39.37, the open interest changed by -3 which decreased total open position to 76


On 6 Mar BSE was trading at 2751.60. The strike last trading price was 145, which was -4.7 lower than the previous day. The implied volatity was 35.79, the open interest changed by 7 which increased total open position to 80


On 5 Mar BSE was trading at 2761.40. The strike last trading price was 149.3, which was 44.35 higher than the previous day. The implied volatity was 33.77, the open interest changed by 2 which increased total open position to 74


On 4 Mar BSE was trading at 2626.90. The strike last trading price was 105, which was -5.2 lower than the previous day. The implied volatity was 38.03, the open interest changed by 8 which increased total open position to 72


On 2 Mar BSE was trading at 2643.60. The strike last trading price was 113, which was -17.8 lower than the previous day. The implied volatity was 37.75, the open interest changed by 6 which increased total open position to 64


On 27 Feb BSE was trading at 2707.10. The strike last trading price was 126.75, which was -45.1 lower than the previous day. The implied volatity was 33.5, the open interest changed by 12 which increased total open position to 56


On 26 Feb BSE was trading at 2800.90. The strike last trading price was 166, which was -6 lower than the previous day. The implied volatity was 34.55, the open interest changed by 30 which increased total open position to 44


On 25 Feb BSE was trading at 2772.70. The strike last trading price was 172.5, which was 5.5 higher than the previous day. The implied volatity was 36.56, the open interest changed by 7 which increased total open position to 15


On 24 Feb BSE was trading at 2751.10. The strike last trading price was 168, which was -153.05 lower than the previous day. The implied volatity was 35.74, the open interest changed by 7 which increased total open position to 7


On 23 Feb BSE was trading at 2725.30. The strike last trading price was 321.05, which was 0 lower than the previous day. The implied volatity was 0.6, the open interest changed by 0 which decreased total open position to 0


On 20 Feb BSE was trading at 2739.50. The strike last trading price was 321.05, which was 0 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0


On 19 Feb BSE was trading at 2741.40. The strike last trading price was 321.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Feb BSE was trading at 2824.00. The strike last trading price was 321.05, which was 0 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0


On 17 Feb BSE was trading at 2742.30. The strike last trading price was 321.05, which was 0 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0


On 16 Feb BSE was trading at 2804.60. The strike last trading price was 321.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Feb BSE was trading at 3025.30. The strike last trading price was 321.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Feb BSE was trading at 3143.20. The strike last trading price was 321.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Feb BSE was trading at 3177.10. The strike last trading price was 321.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Feb BSE was trading at 3174.20. The strike last trading price was 321.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Feb BSE was trading at 2985.10. The strike last trading price was 321.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Feb BSE was trading at 2897.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Feb BSE was trading at 2892.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Feb BSE was trading at 2896.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Feb BSE was trading at 2860.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Feb BSE was trading at 2701.60. The strike last trading price was 321.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Feb BSE was trading at 2578.10. The strike last trading price was 321.05, which was 0 lower than the previous day. The implied volatity was 3, the open interest changed by 0 which decreased total open position to 0


On 30 Jan BSE was trading at 2797.00. The strike last trading price was 321.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Jan BSE was trading at 2861.60. The strike last trading price was 321.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


BSE 28-Apr-2026 (27d) 2800 PE
Delta: -0.38
Vega: 2.96
Theta: -2.13
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
1 Apr 2867.60 97.8 -98.5 44.68 4,416 481 1,438
30 Mar 2683.50 195 46.5 46.87 1,261 -137 963
27 Mar 2779.80 151 50 46.01 2,035 442 1,104
25 Mar 2890.20 102.3 -39.9 44.41 560 194 662
24 Mar 2805.90 141 -55.65 46.31 484 109 467
23 Mar 2714.40 198.95 48.4 49.41 420 -44 359
20 Mar 2806.10 149.9 31.75 45.5 360 25 405
19 Mar 2895.00 114 27 45.82 276 -90 380
18 Mar 2995.60 85.5 -14.6 45.98 270 81 469
17 Mar 2973.60 99.45 -40.35 47.55 234 127 389
16 Mar 2862.60 140 -30.05 47.47 84 25 264
13 Mar 2797.00 170.8 22.5 48.27 118 -69 235
12 Mar 2850.60 149 -2.35 46.74 121 36 302
11 Mar 2837.40 154 14.5 46.38 46 5 267
10 Mar 2860.60 136.05 -35.65 44.14 195 92 262
9 Mar 2768.90 171.5 -9.1 42.66 149 102 169
6 Mar 2751.60 180 8.2 41.97 37 -2 67
5 Mar 2761.40 170 -130.95 41.53 33 -4 69
4 Mar 2626.90 300.95 65.95 56.34 5 2 74
2 Mar 2643.60 235 29 41.49 4 2 71
27 Feb 2707.10 206 48.15 41.44 32 5 69
26 Feb 2800.90 173.95 4.95 40.86 79 25 64
25 Feb 2772.70 167.55 -10.7 38.42 22 2 39
24 Feb 2751.10 175 -141.95 39.37 52 36 36
23 Feb 2725.30 316.95 0 - 0 0 0
20 Feb 2739.50 316.95 0 0.07 0 0 0
19 Feb 2741.40 316.95 0 0.11 0 0 0
18 Feb 2824.00 316.95 0 1.4 0 0 0
17 Feb 2742.30 316.95 0 1.36 0 0 0
16 Feb 2804.60 316.95 0 1.42 0 0 0
13 Feb 3025.30 0 0 5.57 0 0 0
12 Feb 3143.20 0 0 7.62 0 0 0
11 Feb 3177.10 0 0 8 0 0 0
10 Feb 3174.20 0 0 7.87 0 0 0
9 Feb 2985.10 0 0 4.84 0 0 0
6 Feb 2897.00 - - - 0 0 0
5 Feb 2892.20 - - - 0 0 0
4 Feb 2896.30 - - - 0 0 0
3 Feb 2860.80 - - - 0 0 0
2 Feb 2701.60 0 0 - 0 0 0
1 Feb 2578.10 0 0 1.24 0 0 0
30 Jan 2797.00 0 0 1.58 0 0 0
29 Jan 2861.60 0 0 2.32 0 0 0


For Bse Limited - strike price 2800 expiring on 28APR2026

Delta for 2800 PE is -0.38

Historical price for 2800 PE is as follows

On 1 Apr BSE was trading at 2867.60. The strike last trading price was 97.8, which was -98.5 lower than the previous day. The implied volatity was 44.68, the open interest changed by 481 which increased total open position to 1438


On 30 Mar BSE was trading at 2683.50. The strike last trading price was 195, which was 46.5 higher than the previous day. The implied volatity was 46.87, the open interest changed by -137 which decreased total open position to 963


On 27 Mar BSE was trading at 2779.80. The strike last trading price was 151, which was 50 higher than the previous day. The implied volatity was 46.01, the open interest changed by 442 which increased total open position to 1104


On 25 Mar BSE was trading at 2890.20. The strike last trading price was 102.3, which was -39.9 lower than the previous day. The implied volatity was 44.41, the open interest changed by 194 which increased total open position to 662


On 24 Mar BSE was trading at 2805.90. The strike last trading price was 141, which was -55.65 lower than the previous day. The implied volatity was 46.31, the open interest changed by 109 which increased total open position to 467


On 23 Mar BSE was trading at 2714.40. The strike last trading price was 198.95, which was 48.4 higher than the previous day. The implied volatity was 49.41, the open interest changed by -44 which decreased total open position to 359


On 20 Mar BSE was trading at 2806.10. The strike last trading price was 149.9, which was 31.75 higher than the previous day. The implied volatity was 45.5, the open interest changed by 25 which increased total open position to 405


On 19 Mar BSE was trading at 2895.00. The strike last trading price was 114, which was 27 higher than the previous day. The implied volatity was 45.82, the open interest changed by -90 which decreased total open position to 380


On 18 Mar BSE was trading at 2995.60. The strike last trading price was 85.5, which was -14.6 lower than the previous day. The implied volatity was 45.98, the open interest changed by 81 which increased total open position to 469


On 17 Mar BSE was trading at 2973.60. The strike last trading price was 99.45, which was -40.35 lower than the previous day. The implied volatity was 47.55, the open interest changed by 127 which increased total open position to 389


On 16 Mar BSE was trading at 2862.60. The strike last trading price was 140, which was -30.05 lower than the previous day. The implied volatity was 47.47, the open interest changed by 25 which increased total open position to 264


On 13 Mar BSE was trading at 2797.00. The strike last trading price was 170.8, which was 22.5 higher than the previous day. The implied volatity was 48.27, the open interest changed by -69 which decreased total open position to 235


On 12 Mar BSE was trading at 2850.60. The strike last trading price was 149, which was -2.35 lower than the previous day. The implied volatity was 46.74, the open interest changed by 36 which increased total open position to 302


On 11 Mar BSE was trading at 2837.40. The strike last trading price was 154, which was 14.5 higher than the previous day. The implied volatity was 46.38, the open interest changed by 5 which increased total open position to 267


On 10 Mar BSE was trading at 2860.60. The strike last trading price was 136.05, which was -35.65 lower than the previous day. The implied volatity was 44.14, the open interest changed by 92 which increased total open position to 262


On 9 Mar BSE was trading at 2768.90. The strike last trading price was 171.5, which was -9.1 lower than the previous day. The implied volatity was 42.66, the open interest changed by 102 which increased total open position to 169


On 6 Mar BSE was trading at 2751.60. The strike last trading price was 180, which was 8.2 higher than the previous day. The implied volatity was 41.97, the open interest changed by -2 which decreased total open position to 67


On 5 Mar BSE was trading at 2761.40. The strike last trading price was 170, which was -130.95 lower than the previous day. The implied volatity was 41.53, the open interest changed by -4 which decreased total open position to 69


On 4 Mar BSE was trading at 2626.90. The strike last trading price was 300.95, which was 65.95 higher than the previous day. The implied volatity was 56.34, the open interest changed by 2 which increased total open position to 74


On 2 Mar BSE was trading at 2643.60. The strike last trading price was 235, which was 29 higher than the previous day. The implied volatity was 41.49, the open interest changed by 2 which increased total open position to 71


On 27 Feb BSE was trading at 2707.10. The strike last trading price was 206, which was 48.15 higher than the previous day. The implied volatity was 41.44, the open interest changed by 5 which increased total open position to 69


On 26 Feb BSE was trading at 2800.90. The strike last trading price was 173.95, which was 4.95 higher than the previous day. The implied volatity was 40.86, the open interest changed by 25 which increased total open position to 64


On 25 Feb BSE was trading at 2772.70. The strike last trading price was 167.55, which was -10.7 lower than the previous day. The implied volatity was 38.42, the open interest changed by 2 which increased total open position to 39


On 24 Feb BSE was trading at 2751.10. The strike last trading price was 175, which was -141.95 lower than the previous day. The implied volatity was 39.37, the open interest changed by 36 which increased total open position to 36


On 23 Feb BSE was trading at 2725.30. The strike last trading price was 316.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Feb BSE was trading at 2739.50. The strike last trading price was 316.95, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0


On 19 Feb BSE was trading at 2741.40. The strike last trading price was 316.95, which was 0 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0


On 18 Feb BSE was trading at 2824.00. The strike last trading price was 316.95, which was 0 lower than the previous day. The implied volatity was 1.4, the open interest changed by 0 which decreased total open position to 0


On 17 Feb BSE was trading at 2742.30. The strike last trading price was 316.95, which was 0 lower than the previous day. The implied volatity was 1.36, the open interest changed by 0 which decreased total open position to 0


On 16 Feb BSE was trading at 2804.60. The strike last trading price was 316.95, which was 0 lower than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0


On 13 Feb BSE was trading at 3025.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.57, the open interest changed by 0 which decreased total open position to 0


On 12 Feb BSE was trading at 3143.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.62, the open interest changed by 0 which decreased total open position to 0


On 11 Feb BSE was trading at 3177.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8, the open interest changed by 0 which decreased total open position to 0


On 10 Feb BSE was trading at 3174.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.87, the open interest changed by 0 which decreased total open position to 0


On 9 Feb BSE was trading at 2985.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.84, the open interest changed by 0 which decreased total open position to 0


On 6 Feb BSE was trading at 2897.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Feb BSE was trading at 2892.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Feb BSE was trading at 2896.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Feb BSE was trading at 2860.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Feb BSE was trading at 2701.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Feb BSE was trading at 2578.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.24, the open interest changed by 0 which decreased total open position to 0


On 30 Jan BSE was trading at 2797.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.58, the open interest changed by 0 which decreased total open position to 0


On 29 Jan BSE was trading at 2861.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.32, the open interest changed by 0 which decreased total open position to 0