BDL
Bharat Dynamics Limited
Historical option data for BDL
21 Sep 2025 04:15 PM IST
| BDL 30SEP2025 1500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.99
Vega: 0.10
Theta: -0.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1631.60 | 135.85 | 15 | 23.07 | 130 | -15 | 691 | |||||||||
| 14 Sept | 1566.50 | 88 | 45.8 | 30.61 | 12,111 | -666 | 1,403 | |||||||||
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| 17 Aug | 1577.80 | 129.95 | -8.05 | 33.23 | 15 | 1 | 19 | |||||||||
For Bharat Dynamics Limited - strike price 1500 expiring on 30SEP2025
Delta for 1500 CE is 0.99
Historical price for 1500 CE is as follows
On 21 Sept BDL was trading at 1631.60. The strike last trading price was 135.85, which was 15 higher than the previous day. The implied volatity was 23.07, the open interest changed by -15 which decreased total open position to 691
On 14 Sept BDL was trading at 1566.50. The strike last trading price was 88, which was 45.8 higher than the previous day. The implied volatity was 30.61, the open interest changed by -666 which decreased total open position to 1403
On 17 Aug BDL was trading at 1577.80. The strike last trading price was 129.95, which was -8.05 lower than the previous day. The implied volatity was 33.23, the open interest changed by 1 which increased total open position to 19
| BDL 30SEP2025 1500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.39
Theta: -0.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1631.60 | 3.3 | -2 | 34.89 | 1,888 | 30 | 1,505 |
| 14 Sept | 1566.50 | 18 | -35.75 | 33.65 | 6,933 | 558 | 1,170 |
| 17 Aug | 1577.80 | 40.05 | 0.2 | 35.98 | 18 | -4 | 115 |
For Bharat Dynamics Limited - strike price 1500 expiring on 30SEP2025
Delta for 1500 PE is -0.07
Historical price for 1500 PE is as follows
On 21 Sept BDL was trading at 1631.60. The strike last trading price was 3.3, which was -2 lower than the previous day. The implied volatity was 34.89, the open interest changed by 30 which increased total open position to 1505
On 14 Sept BDL was trading at 1566.50. The strike last trading price was 18, which was -35.75 lower than the previous day. The implied volatity was 33.65, the open interest changed by 558 which increased total open position to 1170
On 17 Aug BDL was trading at 1577.80. The strike last trading price was 40.05, which was 0.2 higher than the previous day. The implied volatity was 35.98, the open interest changed by -4 which decreased total open position to 115
