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BSE BSE Ltd. — Smart-Money Activity, F&O Buildup & Bulk Deals

Sector: Financial Services
₹ 3,966.10
+0.87%

Smart Money Verdict synthesis of derivatives, deals, and promoter files

Derivatives signal Long Buildup
Derivative traders are adding fresh longs (OI up +6.2%) on price strength (+0.9%).

Analysis what the data is telling us about BSE

In the last completed session, BSE Ltd. closed +0.88% with futures open interest moving +6.2%. That combination — price rising while OI builds — is classified as a Long Buildup, meaning derivative traders are adding fresh bullish positions into strength rather than merely covering existing shorts. The stock's option PCR sits at 0.66, indicating heavy call-side writing — option dealers see resistance overhead. Max-pain strike at ₹4,000 sits 0.9% above the current price, a mild magnet near expiry.

There have been no notable bulk or block deals from FIIs, mutual funds, or insurance companies in BSE Ltd. over the last 30 sessions.

Putting it together, the smart-money picture for BSE Ltd. points to a supportive setup at the next open.

F&O Positioning EOD derivatives setup

Buildup Class
Long Buildup
bias: bullish
Futures OI
9,421,825
+553250 (+6.2%)
Option PCR (OI)
0.66
neutral option setup
Max Pain Strike
₹ 4,000
writer loss minimized strike

Quote Details key metrics & weights

Previous Close
₹ 3,931.90
yesterday's EOD close
Index Contribution
not a Nifty 50 constituent
Traded Volume
5,058,668
live shares traded today
Upcoming Earnings
no report scheduled

Key Fundamentals headline ratios · Financial Services

P/E (TTM)
65.9
price / earnings
P/B
20.5
price / book
ROE
36.0%
return on equity
Market Cap
₹ 161,075 Cr
total market value
Dividend Yield
0.25%
trailing yield
EPS (TTM)
₹ 60.16
earnings per share

Fundamental ratios sourced from public market data, refreshed periodically; verify against company filings before relying on them.

Institutional Deals last 30 sessions (bulk & block)

No institutional bulk or block deals recorded for this stock in the last 30 sessions.

Insider & Promoter Filings last 60 days

No insider disclosures filed for this stock in the last 60 days.

Option Chain Ladder nearest expiry 2026-06-30 · spot 3,966 · EOD 2026-06-03

Option writers expect range between 4,000 and 4,400+10.9% upside, +0.8% downside.
unbalanced
Call OI (writers) Strike Put OI (writers)
1,500
IV 128% Δ 0.67 θ -9.7 ν 4
3650
66,000 +24k
IV 38% Δ -0.18 θ -1.9 ν 3
95,625 +40k
IV 47% Δ 0.74 θ -3.5 ν 4
3700
361,875 +48k
IV 37% Δ -0.22 θ -2.0 ν 3
9,000 +6k
IV 40% Δ 0.73 θ -3.1 ν 4
3750
62,250 +19k
IV 37% Δ -0.26 θ -2.2 ν 3
224,625 +103k
IV 46% Δ 0.67 θ -3.7 ν 4
3800
469,875 +20k
IV 36% Δ -0.30 θ -2.3 ν 4
85,875 +41k
IV 40% Δ 0.65 θ -3.4 ν 4
3850
144,000 +46k
IV 36% Δ -0.34 θ -2.4 ν 4
235,125 +70k
IV 41% Δ 0.60 θ -3.5 ν 4
3900
454,500 +67k
IV 36% Δ -0.39 θ -2.5 ν 4
184,125 +27k
IV 40% Δ 0.55 θ -3.5 ν 4
3950
199,500 +65k
IV 36% Δ -0.44 θ -2.5 ν 4
894,750 +246k
IV 40% Δ 0.51 θ -3.5 ν 4
4000 S MP
1,102,125 +78k
IV 35% Δ -0.50 θ -2.4 ν 4
184,500 +47k
IV 40% Δ 0.46 θ -3.5 ν 4
4050
129,750 +9k
IV 35% Δ -0.55 θ -2.3 ν 4
544,125 +57k
IV 40% Δ 0.42 θ -3.4 ν 4
4100
282,750 -16k
IV 34% Δ -0.60 θ -2.2 ν 4
160,125 +3k
IV 40% Δ 0.37 θ -3.2 ν 4
4150
135,000 -3k
IV 36% Δ -0.64 θ -2.2 ν 4
832,125 +49k
IV 39% Δ 0.33 θ -3.1 ν 4
4200
383,625 +17k
IV 35% Δ -0.69 θ -1.9 ν 4
232,875 +10k
IV 40% Δ 0.29 θ -2.9 ν 4
4250
75,375 -11k
IV 35% Δ -0.73 θ -1.8 ν 4

Chain Interpretation

Spot Underlying 3,966.10
Key Resistance (R) 4,400
Key Support (S) 4,000
Max Pain Strike (MP) 4,000
Concentrations of Option open interest show strong barrier levels. Option writers defend these levels, especially heading into monthly derivatives expiry.

Strategy Builder multi-leg payoff for BSE options · 2026-06-30 expiry

Underlying: BSE · Spot: ₹ 3,966.10 · Expiry: 2026-06-30 · Lot: 375

Legs

Side
Type
Strike
Qty
Premium
Net premium
Max profit
Max loss
Breakevens
Position Delta
Position Theta/day
Position Vega/1% IV

Payoff at expiry

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