Historical option data for BSE
26 May 2026 04:10 PM IST
| BSE 30-Jun-2026 (34d) 4200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.74
Vega: 0.04
Theta: -2.16
Gamma: 0.00076
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 4403.30 | 316.8 | 68.8 (27.74%) | 30.81 | 1,362 | -57 | 1,201 | |||||||||
| 25 May | 4291.20 | 250.5 | 50.5 (25.25%) | 33.98 | 1,795 | 1 | 1,252 | |||||||||
| 22 May | 4193.80 | 200.8 | -0.2 (-0.10%) | 34.91 | 1,524 | 223 | 1,256 | |||||||||
| 21 May | 4186.90 | 199.45 | -22.55 (-10.16%) | 34.86 | 1,017 | 299 | 1,032 | |||||||||
| 20 May | 4218.60 | 229.95 | 32.95 (16.73%) | 35.39 | 1,122 | 34 | 733 | |||||||||
| 19 May | 4190.80 | 201.75 | 33.75 (20.09%) | 33.19 | 1,418 | 237 | 699 | |||||||||
| 18 May | 4120.70 | 168 | 39 (30.23%) | 34 | 742 | 282 | 462 | |||||||||
| 15 May | 4000.60 | 125.7 | -20.3 (-13.90%) | 34.35 | 117 | 6 | 180 | |||||||||
| 14 May | 4037.60 | 152 | 51 (50.50%) | 35.94 | 301 | 8 | 174 | |||||||||
| 13 May | 3888.80 | 101.75 | 5.75 (5.99%) | 0 | 60 | 18 | 166 | |||||||||
| 12 May | 3851.90 | 98.75 | -18.25 (-15.60%) | 37.63 | 48 | 18 | 147 | |||||||||
| 11 May | 3918.00 | 114.35 | -8.65 (-7.03%) | 0 | 74 | 26 | 128 | |||||||||
| 8 May | 3907.40 | 124 | -39.5 (-24.16%) | 37.48 | 148 | 101 | 102 | |||||||||
For Bse Limited - strike price 4200 expiring on 30JUN2026
Delta for 4200 CE is 0.74
Historical price for 4200 CE is as follows
On 26 May BSE was trading at 4403.30. The strike last trading price was 316.8, which was 68.8 higher than the previous day. The implied volatity was 30.81, the open interest changed by -57 which decreased total open position to 1201
On 25 May BSE was trading at 4291.20. The strike last trading price was 250.5, which was 50.5 higher than the previous day. The implied volatity was 33.98, the open interest changed by 1 which increased total open position to 1252
On 22 May BSE was trading at 4193.80. The strike last trading price was 200.8, which was -0.2 lower than the previous day. The implied volatity was 34.91, the open interest changed by 223 which increased total open position to 1256
On 21 May BSE was trading at 4186.90. The strike last trading price was 199.45, which was -22.55 lower than the previous day. The implied volatity was 34.86, the open interest changed by 299 which increased total open position to 1032
On 20 May BSE was trading at 4218.60. The strike last trading price was 229.95, which was 32.95 higher than the previous day. The implied volatity was 35.39, the open interest changed by 34 which increased total open position to 733
On 19 May BSE was trading at 4190.80. The strike last trading price was 201.75, which was 33.75 higher than the previous day. The implied volatity was 33.19, the open interest changed by 237 which increased total open position to 699
On 18 May BSE was trading at 4120.70. The strike last trading price was 168, which was 39 higher than the previous day. The implied volatity was 34, the open interest changed by 282 which increased total open position to 462
On 15 May BSE was trading at 4000.60. The strike last trading price was 125.7, which was -20.3 lower than the previous day. The implied volatity was 34.35, the open interest changed by 6 which increased total open position to 180
On 14 May BSE was trading at 4037.60. The strike last trading price was 152, which was 51 higher than the previous day. The implied volatity was 35.94, the open interest changed by 8 which increased total open position to 174
On 13 May BSE was trading at 3888.80. The strike last trading price was 101.75, which was 5.75 higher than the previous day. The implied volatity was 0, the open interest changed by 18 which increased total open position to 166
On 12 May BSE was trading at 3851.90. The strike last trading price was 98.75, which was -18.25 lower than the previous day. The implied volatity was 37.63, the open interest changed by 18 which increased total open position to 147
On 11 May BSE was trading at 3918.00. The strike last trading price was 114.35, which was -8.65 lower than the previous day. The implied volatity was 0, the open interest changed by 26 which increased total open position to 128
On 8 May BSE was trading at 3907.40. The strike last trading price was 124, which was -39.5 lower than the previous day. The implied volatity was 37.48, the open interest changed by 101 which increased total open position to 102
| BSE 30-Jun-2026 (34d) 4200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.28
Vega: 0.05
Theta: -1.8
Gamma: 0.00071
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 4403.30 | 83.65 | -38.6 (-31.57%) | 33.94 | 2,214 | 423 | 1,055 |
| 25 May | 4291.20 | 117 | -63.3 (-35.11%) | 32.31 | 966 | 160 | 630 |
| 22 May | 4193.80 | 179.15 | -16.65 (-8.50%) | 34.41 | 710 | 113 | 469 |
| 21 May | 4186.90 | 190.5 | 11.85 (6.63%) | 36.08 | 419 | 82 | 355 |
| 20 May | 4218.60 | 175.1 | -32.1 (-15.49%) | 35.97 | 353 | 80 | 271 |
| 19 May | 4190.80 | 203 | -38.05 (-15.79%) | 37.93 | 533 | 112 | 188 |
| 18 May | 4120.70 | 243.4 | -46.5 (-16.04%) | 37.85 | 96 | 68 | 76 |
| 15 May | 4000.60 | 289.9 | 3.7 (1.29%) | 36.54 | 9 | 2 | 7 |
| 14 May | 4037.60 | 286.2 | -71.8 (-20.06%) | 0 | 3 | 0 | 3 |
| 13 May | 3888.80 | 358 | -859.85 (-70.60%) | 31.94 | 3 | 0 | 0 |
| 12 May | 3851.90 | 0 | -1217.85 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 3918.00 | 0 | -1217.85 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 3907.40 | 0 | 0 | - | 0 | 0 | 0 |
For Bse Limited - strike price 4200 expiring on 30JUN2026
Delta for 4200 PE is -0.28
Historical price for 4200 PE is as follows
On 26 May BSE was trading at 4403.30. The strike last trading price was 83.65, which was -38.6 lower than the previous day. The implied volatity was 33.94, the open interest changed by 423 which increased total open position to 1055
On 25 May BSE was trading at 4291.20. The strike last trading price was 117, which was -63.3 lower than the previous day. The implied volatity was 32.31, the open interest changed by 160 which increased total open position to 630
On 22 May BSE was trading at 4193.80. The strike last trading price was 179.15, which was -16.65 lower than the previous day. The implied volatity was 34.41, the open interest changed by 113 which increased total open position to 469
On 21 May BSE was trading at 4186.90. The strike last trading price was 190.5, which was 11.85 higher than the previous day. The implied volatity was 36.08, the open interest changed by 82 which increased total open position to 355
On 20 May BSE was trading at 4218.60. The strike last trading price was 175.1, which was -32.1 lower than the previous day. The implied volatity was 35.97, the open interest changed by 80 which increased total open position to 271
On 19 May BSE was trading at 4190.80. The strike last trading price was 203, which was -38.05 lower than the previous day. The implied volatity was 37.93, the open interest changed by 112 which increased total open position to 188
On 18 May BSE was trading at 4120.70. The strike last trading price was 243.4, which was -46.5 lower than the previous day. The implied volatity was 37.85, the open interest changed by 68 which increased total open position to 76
On 15 May BSE was trading at 4000.60. The strike last trading price was 289.9, which was 3.7 higher than the previous day. The implied volatity was 36.54, the open interest changed by 2 which increased total open position to 7
On 14 May BSE was trading at 4037.60. The strike last trading price was 286.2, which was -71.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 13 May BSE was trading at 3888.80. The strike last trading price was 358, which was -859.85 lower than the previous day. The implied volatity was 31.94, the open interest changed by 0 which decreased total open position to 0
On 12 May BSE was trading at 3851.90. The strike last trading price was 0, which was -1217.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May BSE was trading at 3918.00. The strike last trading price was 0, which was -1217.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May BSE was trading at 3907.40. 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
