BDL
Bharat Dynamics Limited
Historical option data for BDL
21 Sep 2025 04:15 PM IST
| BDL 30SEP2025 1550 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.83
Vega: 0.71
Theta: -1.42
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
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| 21 Sept | 1631.60 | 93.35 | 16.8 | 33.09 | 300 | -35 | 467 | |||||||||
| 14 Sept | 1566.50 | 55.95 | 30.05 | 31.36 | 28,964 | -1,976 | 1,149 | |||||||||
| 17 Aug | 1577.80 | 96.55 | -11.5 | 32.09 | 13 | -2 | 132 | |||||||||
For Bharat Dynamics Limited - strike price 1550 expiring on 30SEP2025
Delta for 1550 CE is 0.83
Historical price for 1550 CE is as follows
On 21 Sept BDL was trading at 1631.60. The strike last trading price was 93.35, which was 16.8 higher than the previous day. The implied volatity was 33.09, the open interest changed by -35 which decreased total open position to 467
On 14 Sept BDL was trading at 1566.50. The strike last trading price was 55.95, which was 30.05 higher than the previous day. The implied volatity was 31.36, the open interest changed by -1976 which decreased total open position to 1149
On 17 Aug BDL was trading at 1577.80. The strike last trading price was 96.55, which was -11.5 lower than the previous day. The implied volatity was 32.09, the open interest changed by -2 which decreased total open position to 132
| BDL 30SEP2025 1550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 0.64
Theta: -0.80
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1631.60 | 6.35 | -5.35 | 29.65 | 1,601 | 77 | 1,095 |
| 14 Sept | 1566.50 | 35.25 | -51.8 | 33.46 | 5,580 | 557 | 820 |
| 17 Aug | 1577.80 | 104.4 | 0 | 2.33 | 0 | 0 | 0 |
For Bharat Dynamics Limited - strike price 1550 expiring on 30SEP2025
Delta for 1550 PE is -0.14
Historical price for 1550 PE is as follows
On 21 Sept BDL was trading at 1631.60. The strike last trading price was 6.35, which was -5.35 lower than the previous day. The implied volatity was 29.65, the open interest changed by 77 which increased total open position to 1095
On 14 Sept BDL was trading at 1566.50. The strike last trading price was 35.25, which was -51.8 lower than the previous day. The implied volatity was 33.46, the open interest changed by 557 which increased total open position to 820
On 17 Aug BDL was trading at 1577.80. The strike last trading price was 104.4, which was 0 lower than the previous day. The implied volatity was 2.33, the open interest changed by 0 which decreased total open position to 0
