Strikes prices of BSE SENSEX Long Dated Options contracts
BSE notice 20260625-37 · 25 Jun 2026
Official record
Open source pageSummary
Check the official recordWhat changed
BSE updates the strike price structure for BSE SENSEX Long Dated Options contracts. Trading members must use a strike price interval of 1000. The structure includes 5 in-the-money strikes, 1 at-the-money strike, and 5 out-of-the-money strikes. This change applies from June 29, 2026. Trading members may contact their Relationship Managers for clarification.
What you must do
- Apply the specified strike price interval and strike count for BSE SENSEX Long Dated Options contracts.
Key dates
- Effective from
- 29 Jun 2026
- Effective date of the new strike price structure.
- 29 Jun 2026
Document text
[Image omitted. See the official document.]
NOTICE
| Notice No. | 20260625-37 |
| Notice Date | 25 Jun 2026 |
| Category | Trading |
| Segment | Derivatives |
| Department | Trading Operations |
| Subject | Strikes prices of BSE SENSEX Long Dated Options contracts |
| Attachments | No Attachment |
Trading Members are requested to refer to Exchange notice no 20201201-24 dated December 01,2020, notice no 20201231-57 dated December 31, 2020, notice no 20210624-57 dated June 24,2021, notice no 20211230-67 dated 30 December 2021, notice no 20220630-40 dated 30 June 2022 and 20221229- 45, 29 December 2022, 2023703-4, 03 July 2023, 20231231-1, 31 Dec 2023 20240628-58, 28 June 2024, 20241227-68, 27 Dec 2024, 20250624-54 24 Jun 2025 & 20251224-49, 24 Dec 2025 regarding review of strikes prices of BSE SENSEX Long Dated Options contracts.
In view of the above, trading members may note that w.e.f June 29, 2026 the strike price for BSE SENSEX Long Dated Options contracts shall be as follows –
| Strike Price Interval | No of Strikes (ITM-ATM-OTM) |
|---|---|
| 1000 | 5-1-5 |
For further clarification trading members are requested to contact their respective Relationship Managers.
For & On behalf of BSE Ltd,
Ketan Jantre
Head – Trading Operations
Sandeep Pujari
DVP – Trading Operations
Source details
- Source
- BSE Ltd (Bombay Stock Exchange)
- Type
- notice
- Published by source
- 25 Jun 2026
- Document number
- 20260625-37
- Issuing division
- Trading Operations
- Effective date
- 29 Jun 2026
- Coverage area
- securities