BDL
Bharat Dynamics Limited
Historical option data for BDL
21 Sep 2025 04:15 PM IST
| BDL 30SEP2025 1800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 0.39
Theta: -0.70
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
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| 21 Sept | 1631.60 | 3.35 | 0.2 | 37.29 | 1,368 | 76 | 836 | |||||||||
| 14 Sept | 1566.50 | 4.45 | 2.5 | 40.46 | 2,739 | 400 | 568 | |||||||||
| 17 Aug | 1577.80 | 15.8 | -4.3 | 32.81 | 92 | 45 | 81 | |||||||||
For Bharat Dynamics Limited - strike price 1800 expiring on 30SEP2025
Delta for 1800 CE is 0.07
Historical price for 1800 CE is as follows
On 21 Sept BDL was trading at 1631.60. The strike last trading price was 3.35, which was 0.2 higher than the previous day. The implied volatity was 37.29, the open interest changed by 76 which increased total open position to 836
On 14 Sept BDL was trading at 1566.50. The strike last trading price was 4.45, which was 2.5 higher than the previous day. The implied volatity was 40.46, the open interest changed by 400 which increased total open position to 568
On 17 Aug BDL was trading at 1577.80. The strike last trading price was 15.8, which was -4.3 lower than the previous day. The implied volatity was 32.81, the open interest changed by 45 which increased total open position to 81
| BDL 30SEP2025 1800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.52
Theta: -0.56
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1631.60 | 170.55 | -16.55 | 43.03 | 22 | -14 | 212 |
| 14 Sept | 1566.50 | 236.5 | -76.15 | 51.45 | 64 | -10 | 217 |
| 17 Aug | 1577.80 | 223 | -51 | 36.94 | 2 | 2 | 3 |
For Bharat Dynamics Limited - strike price 1800 expiring on 30SEP2025
Delta for 1800 PE is -0.89
Historical price for 1800 PE is as follows
On 21 Sept BDL was trading at 1631.60. The strike last trading price was 170.55, which was -16.55 lower than the previous day. The implied volatity was 43.03, the open interest changed by -14 which decreased total open position to 212
On 14 Sept BDL was trading at 1566.50. The strike last trading price was 236.5, which was -76.15 lower than the previous day. The implied volatity was 51.45, the open interest changed by -10 which decreased total open position to 217
On 17 Aug BDL was trading at 1577.80. The strike last trading price was 223, which was -51 lower than the previous day. The implied volatity was 36.94, the open interest changed by 2 which increased total open position to 3
