BDL
Bharat Dynamics Limited
Historical option data for BDL
21 Sep 2025 04:15 PM IST
| BDL 30SEP2025 1600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.69
Vega: 1.00
Theta: -1.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1631.60 | 51.55 | 7.75 | 27.16 | 7,423 | -78 | 1,536 | |||||||||
| 14 Sept | 1566.50 | 33.05 | 18.5 | 32.14 | 23,433 | 45 | 2,016 | |||||||||
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| 17 Aug | 1577.80 | 69.45 | -11.85 | 30.85 | 141 | 39 | 334 | |||||||||
For Bharat Dynamics Limited - strike price 1600 expiring on 30SEP2025
Delta for 1600 CE is 0.69
Historical price for 1600 CE is as follows
On 21 Sept BDL was trading at 1631.60. The strike last trading price was 51.55, which was 7.75 higher than the previous day. The implied volatity was 27.16, the open interest changed by -78 which decreased total open position to 1536
On 14 Sept BDL was trading at 1566.50. The strike last trading price was 33.05, which was 18.5 higher than the previous day. The implied volatity was 32.14, the open interest changed by 45 which increased total open position to 2016
On 17 Aug BDL was trading at 1577.80. The strike last trading price was 69.45, which was -11.85 lower than the previous day. The implied volatity was 30.85, the open interest changed by 39 which increased total open position to 334
| BDL 30SEP2025 1600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.33
Vega: 1.02
Theta: -1.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1631.60 | 18.15 | -10.55 | 29.24 | 3,000 | 31 | 698 |
| 14 Sept | 1566.50 | 62.15 | -62.1 | 34.25 | 2,207 | 6 | 328 |
| 17 Aug | 1577.80 | 80.15 | 3.4 | 34.72 | 51 | 16 | 168 |
For Bharat Dynamics Limited - strike price 1600 expiring on 30SEP2025
Delta for 1600 PE is -0.33
Historical price for 1600 PE is as follows
On 21 Sept BDL was trading at 1631.60. The strike last trading price was 18.15, which was -10.55 lower than the previous day. The implied volatity was 29.24, the open interest changed by 31 which increased total open position to 698
On 14 Sept BDL was trading at 1566.50. The strike last trading price was 62.15, which was -62.1 lower than the previous day. The implied volatity was 34.25, the open interest changed by 6 which increased total open position to 328
On 17 Aug BDL was trading at 1577.80. The strike last trading price was 80.15, which was 3.4 higher than the previous day. The implied volatity was 34.72, the open interest changed by 16 which increased total open position to 168
