BDL
Bharat Dynamics Limited
Historical option data for BDL
21 Sep 2025 04:15 PM IST
| BDL 28OCT2025 1600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 2.01
Theta: -1.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1631.60 | 91.5 | 13.25 | 31.20 | 190 | 1 | 234 | |||||||||
| 14 Sept | 1566.50 | 63.45 | 29.95 | 31.56 | 577 | 142 | 192 | |||||||||
| 17 Aug | 1577.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bharat Dynamics Limited - strike price 1600 expiring on 28OCT2025
Delta for 1600 CE is 0.63
Historical price for 1600 CE is as follows
On 21 Sept BDL was trading at 1631.60. The strike last trading price was 91.5, which was 13.25 higher than the previous day. The implied volatity was 31.20, the open interest changed by 1 which increased total open position to 234
On 14 Sept BDL was trading at 1566.50. The strike last trading price was 63.45, which was 29.95 higher than the previous day. The implied volatity was 31.56, the open interest changed by 142 which increased total open position to 192
On 17 Aug BDL was trading at 1577.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BDL 28OCT2025 1600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.37
Vega: 2.02
Theta: -0.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1631.60 | 47.6 | -7.2 | 32.74 | 138 | 24 | 266 |
| 14 Sept | 1566.50 | 84.45 | -44.15 | 34.68 | 91 | 67 | 70 |
| 17 Aug | 1577.80 | 0 | 0 | 0.59 | 0 | 0 | 0 |
For Bharat Dynamics Limited - strike price 1600 expiring on 28OCT2025
Delta for 1600 PE is -0.37
Historical price for 1600 PE is as follows
On 21 Sept BDL was trading at 1631.60. The strike last trading price was 47.6, which was -7.2 lower than the previous day. The implied volatity was 32.74, the open interest changed by 24 which increased total open position to 266
On 14 Sept BDL was trading at 1566.50. The strike last trading price was 84.45, which was -44.15 lower than the previous day. The implied volatity was 34.68, the open interest changed by 67 which increased total open position to 70
On 17 Aug BDL was trading at 1577.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0
