BDL
Bharat Dynamics Limited
Historical option data for BDL
21 Sep 2025 04:15 PM IST
| BDL 30SEP2025 1750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 0.61
Theta: -1.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1631.60 | 6.45 | 0.5 | 34.50 | 2,203 | -42 | 531 | |||||||||
| 14 Sept | 1566.50 | 6.75 | 3.6 | 37.75 | 2,698 | 348 | 380 | |||||||||
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| 17 Aug | 1577.80 | 101.75 | 0 | 6.74 | 0 | 0 | 0 | |||||||||
For Bharat Dynamics Limited - strike price 1750 expiring on 30SEP2025
Delta for 1750 CE is 0.13
Historical price for 1750 CE is as follows
On 21 Sept BDL was trading at 1631.60. The strike last trading price was 6.45, which was 0.5 higher than the previous day. The implied volatity was 34.50, the open interest changed by -42 which decreased total open position to 531
On 14 Sept BDL was trading at 1566.50. The strike last trading price was 6.75, which was 3.6 higher than the previous day. The implied volatity was 37.75, the open interest changed by 348 which increased total open position to 380
On 17 Aug BDL was trading at 1577.80. The strike last trading price was 101.75, which was 0 lower than the previous day. The implied volatity was 6.74, the open interest changed by 0 which decreased total open position to 0
| BDL 30SEP2025 1750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 0.87
Theta: -1.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1631.60 | 133.5 | 3.2 | 50.78 | 24 | 5 | 15 |
| 14 Sept | 1566.50 | 190.8 | -53.3 | 48.63 | 2 | 2 | 12 |
| 17 Aug | 1577.80 | 215 | 0 | - | 0 | 0 | 0 |
For Bharat Dynamics Limited - strike price 1750 expiring on 30SEP2025
Delta for 1750 PE is -0.77
Historical price for 1750 PE is as follows
On 21 Sept BDL was trading at 1631.60. The strike last trading price was 133.5, which was 3.2 higher than the previous day. The implied volatity was 50.78, the open interest changed by 5 which increased total open position to 15
On 14 Sept BDL was trading at 1566.50. The strike last trading price was 190.8, which was -53.3 lower than the previous day. The implied volatity was 48.63, the open interest changed by 2 which increased total open position to 12
On 17 Aug BDL was trading at 1577.80. The strike last trading price was 215, 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
