BDL
Bharat Dynamics Limited
Historical option data for BDL
21 Sep 2025 04:15 PM IST
| BDL 30SEP2025 1650 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 1.12
Theta: -1.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1631.60 | 26 | 2.3 | 29.08 | 12,415 | -22 | 2,181 | |||||||||
| 14 Sept | 1566.50 | 18.6 | 10.35 | 33.21 | 10,738 | 139 | 884 | |||||||||
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| 17 Aug | 1577.80 | 57 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bharat Dynamics Limited - strike price 1650 expiring on 30SEP2025
Delta for 1650 CE is 0.44
Historical price for 1650 CE is as follows
On 21 Sept BDL was trading at 1631.60. The strike last trading price was 26, which was 2.3 higher than the previous day. The implied volatity was 29.08, the open interest changed by -22 which decreased total open position to 2181
On 14 Sept BDL was trading at 1566.50. The strike last trading price was 18.6, which was 10.35 higher than the previous day. The implied volatity was 33.21, the open interest changed by 139 which increased total open position to 884
On 17 Aug BDL was trading at 1577.80. The strike last trading price was 57, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| BDL 30SEP2025 1650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 1.12
Theta: -1.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1631.60 | 42.75 | -15.85 | 31.11 | 1,358 | 84 | 285 |
| 14 Sept | 1566.50 | 99.25 | -60.75 | 37.17 | 196 | 3 | 48 |
| 17 Aug | 1577.80 | 111 | -20.75 | 35.71 | 1 | 1 | 1 |
For Bharat Dynamics Limited - strike price 1650 expiring on 30SEP2025
Delta for 1650 PE is -0.55
Historical price for 1650 PE is as follows
On 21 Sept BDL was trading at 1631.60. The strike last trading price was 42.75, which was -15.85 lower than the previous day. The implied volatity was 31.11, the open interest changed by 84 which increased total open position to 285
On 14 Sept BDL was trading at 1566.50. The strike last trading price was 99.25, which was -60.75 lower than the previous day. The implied volatity was 37.17, the open interest changed by 3 which increased total open position to 48
On 17 Aug BDL was trading at 1577.80. The strike last trading price was 111, which was -20.75 lower than the previous day. The implied volatity was 35.71, the open interest changed by 1 which increased total open position to 1
