BDL
Bharat Dynamics Limited
Historical option data for BDL
21 Sep 2025 04:15 PM IST
| BDL 30SEP2025 1700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 0.89
Theta: -1.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1631.60 | 12.7 | 1 | 31.52 | 5,983 | 153 | 1,195 | |||||||||
| 14 Sept | 1566.50 | 10.65 | 5.85 | 34.99 | 8,763 | 461 | 975 | |||||||||
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| 17 Aug | 1577.80 | 34.3 | -7.7 | 32.03 | 49 | 12 | 36 | |||||||||
For Bharat Dynamics Limited - strike price 1700 expiring on 30SEP2025
Delta for 1700 CE is 0.25
Historical price for 1700 CE is as follows
On 21 Sept BDL was trading at 1631.60. The strike last trading price was 12.7, which was 1 higher than the previous day. The implied volatity was 31.52, the open interest changed by 153 which increased total open position to 1195
On 14 Sept BDL was trading at 1566.50. The strike last trading price was 10.65, which was 5.85 higher than the previous day. The implied volatity was 34.99, the open interest changed by 461 which increased total open position to 975
On 17 Aug BDL was trading at 1577.80. The strike last trading price was 34.3, which was -7.7 lower than the previous day. The implied volatity was 32.03, the open interest changed by 12 which increased total open position to 36
| BDL 30SEP2025 1700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 0.87
Theta: -0.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1631.60 | 76.25 | -20.75 | 30.00 | 112 | -9 | 108 |
| 14 Sept | 1566.50 | 139 | -74.35 | 37.85 | 158 | -22 | 114 |
| 17 Aug | 1577.80 | 145 | 5.9 | 36.18 | 2 | 2 | 5 |
For Bharat Dynamics Limited - strike price 1700 expiring on 30SEP2025
Delta for 1700 PE is -0.77
Historical price for 1700 PE is as follows
On 21 Sept BDL was trading at 1631.60. The strike last trading price was 76.25, which was -20.75 lower than the previous day. The implied volatity was 30.00, the open interest changed by -9 which decreased total open position to 108
On 14 Sept BDL was trading at 1566.50. The strike last trading price was 139, which was -74.35 lower than the previous day. The implied volatity was 37.85, the open interest changed by -22 which decreased total open position to 114
On 17 Aug BDL was trading at 1577.80. The strike last trading price was 145, which was 5.9 higher than the previous day. The implied volatity was 36.18, the open interest changed by 2 which increased total open position to 5
