BDL
Bharat Dynamics Limited
Historical option data for BDL
21 Sep 2025 04:15 PM IST
| BDL 30SEP2025 1900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.17
Theta: -0.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1631.60 | 1.15 | -0.1 | 43.46 | 322 | 14 | 415 | |||||||||
| 14 Sept | 1566.50 | 1.85 | 1.05 | 44.53 | 443 | 50 | 301 | |||||||||
| 17 Aug | 1577.80 | 7.5 | -2.45 | 34.29 | 65 | -11 | 182 | |||||||||
For Bharat Dynamics Limited - strike price 1900 expiring on 30SEP2025
Delta for 1900 CE is 0.03
Historical price for 1900 CE is as follows
On 21 Sept BDL was trading at 1631.60. The strike last trading price was 1.15, which was -0.1 lower than the previous day. The implied volatity was 43.46, the open interest changed by 14 which increased total open position to 415
On 14 Sept BDL was trading at 1566.50. The strike last trading price was 1.85, which was 1.05 higher than the previous day. The implied volatity was 44.53, the open interest changed by 50 which increased total open position to 301
On 17 Aug BDL was trading at 1577.80. The strike last trading price was 7.5, which was -2.45 lower than the previous day. The implied volatity was 34.29, the open interest changed by -11 which decreased total open position to 182
| BDL 30SEP2025 1900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.60
Theta: -1.51
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1631.60 | 276.95 | -7.05 | 72.70 | 5 | -1 | 218 |
| 14 Sept | 1566.50 | 330 | -83 | 54.29 | 69 | 16 | 216 |
| 17 Aug | 1577.80 | 316.1 | 19.1 | 42.40 | 21 | 1 | 198 |
For Bharat Dynamics Limited - strike price 1900 expiring on 30SEP2025
Delta for 1900 PE is -0.87
Historical price for 1900 PE is as follows
On 21 Sept BDL was trading at 1631.60. The strike last trading price was 276.95, which was -7.05 lower than the previous day. The implied volatity was 72.70, the open interest changed by -1 which decreased total open position to 218
On 14 Sept BDL was trading at 1566.50. The strike last trading price was 330, which was -83 lower than the previous day. The implied volatity was 54.29, the open interest changed by 16 which increased total open position to 216
On 17 Aug BDL was trading at 1577.80. The strike last trading price was 316.1, which was 19.1 higher than the previous day. The implied volatity was 42.40, the open interest changed by 1 which increased total open position to 198
