BDL
Bharat Dynamics Limited
Historical option data for BDL
21 Sep 2025 04:15 PM IST
| BDL 30SEP2025 1450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.93
Vega: 0.37
Theta: -1.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
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| 21 Sept | 1631.60 | 188.5 | 21.35 | 47.60 | 32 | -4 | 253 | |||||||||
| 14 Sept | 1566.50 | 128.35 | 59.5 | 30.03 | 1,327 | -233 | 328 | |||||||||
| 17 Aug | 1577.80 | 166.15 | -82.85 | 33.45 | 10 | 9 | 9 | |||||||||
For Bharat Dynamics Limited - strike price 1450 expiring on 30SEP2025
Delta for 1450 CE is 0.93
Historical price for 1450 CE is as follows
On 21 Sept BDL was trading at 1631.60. The strike last trading price was 188.5, which was 21.35 higher than the previous day. The implied volatity was 47.60, the open interest changed by -4 which decreased total open position to 253
On 14 Sept BDL was trading at 1566.50. The strike last trading price was 128.35, which was 59.5 higher than the previous day. The implied volatity was 30.03, the open interest changed by -233 which decreased total open position to 328
On 17 Aug BDL was trading at 1577.80. The strike last trading price was 166.15, which was -82.85 lower than the previous day. The implied volatity was 33.45, the open interest changed by 9 which increased total open position to 9
| BDL 30SEP2025 1450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.21
Theta: -0.36
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1631.60 | 1.5 | -1.45 | 38.60 | 410 | -49 | 661 |
| 14 Sept | 1566.50 | 10 | -20 | 36.55 | 4,278 | 128 | 1,014 |
| 17 Aug | 1577.80 | 28.2 | 0.2 | 37.55 | 1 | 0 | 34 |
For Bharat Dynamics Limited - strike price 1450 expiring on 30SEP2025
Delta for 1450 PE is -0.03
Historical price for 1450 PE is as follows
On 21 Sept BDL was trading at 1631.60. The strike last trading price was 1.5, which was -1.45 lower than the previous day. The implied volatity was 38.60, the open interest changed by -49 which decreased total open position to 661
On 14 Sept BDL was trading at 1566.50. The strike last trading price was 10, which was -20 lower than the previous day. The implied volatity was 36.55, the open interest changed by 128 which increased total open position to 1014
On 17 Aug BDL was trading at 1577.80. The strike last trading price was 28.2, which was 0.2 higher than the previous day. The implied volatity was 37.55, the open interest changed by 0 which decreased total open position to 34
