The first stock exchange was set up in India in Bombay in 1875. It was originally called the Native Share and Stockbrokers Association, but it was renamed the Bombay Stock Exchange in 1897. The Bombay Stock Exchange is the oldest stock exchange in India and one of the oldest in Asia. It is also one of the largest stock exchanges in the world, with a market capitalization of over $2 trillion.
The other options are incorrect. Calcutta was the capital of India until 1911, and it is now the capital of the state of West Bengal. New Delhi is the current capital of India. Chennai is the capital of the state of Tamil Nadu.