BEL
Bharat Electronics Ltd
Historical option data for BEL
21 Sep 2025 04:12 PM IST
| BEL 30SEP2025 340 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 408.90 | 70.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 399.30 | 60.15 | 12.25 | - | 7 | -4 | 64 | |||||||||
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| 17 Aug | 384.90 | 48 | -34.9 | - | 3 | 3 | 2 | |||||||||
For Bharat Electronics Ltd - strike price 340 expiring on 30SEP2025
Delta for 340 CE is 0.00
Historical price for 340 CE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 70.5, 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
On 14 Sept BEL was trading at 399.30. The strike last trading price was 60.15, which was 12.25 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 64
On 17 Aug BEL was trading at 384.90. The strike last trading price was 48, which was -34.9 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 2
| BEL 30SEP2025 340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.02
Theta: -0.05
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 408.90 | 0.15 | 0.05 | 49.18 | 29 | -19 | 270 |
| 14 Sept | 399.30 | 0.2 | -0.15 | 35.94 | 285 | -33 | 412 |
| 17 Aug | 384.90 | 1.5 | 0.25 | 28.24 | 2 | 0 | 24 |
For Bharat Electronics Ltd - strike price 340 expiring on 30SEP2025
Delta for 340 PE is -0.01
Historical price for 340 PE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 49.18, the open interest changed by -19 which decreased total open position to 270
On 14 Sept BEL was trading at 399.30. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 35.94, the open interest changed by -33 which decreased total open position to 412
On 17 Aug BEL was trading at 384.90. The strike last trading price was 1.5, which was 0.25 higher than the previous day. The implied volatity was 28.24, the open interest changed by 0 which decreased total open position to 24
