BEL
Bharat Electronics Ltd
Historical option data for BEL
21 Sep 2025 04:12 PM IST
| BEL 30SEP2025 345 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
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 | |||||||||
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| 21 Sept | 408.90 | 41.7 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 399.30 | 41.7 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 384.90 | 50.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Bharat Electronics Ltd - strike price 345 expiring on 30SEP2025
Delta for 345 CE is 0.00
Historical price for 345 CE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 41.7, 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 41.7, 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 17 Aug BEL was trading at 384.90. The strike last trading price was 50.15, 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
| BEL 30SEP2025 345 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 | 45.84 | 18 | 0 | 155 |
| 14 Sept | 399.30 | 0.3 | -0.15 | 35.41 | 252 | 1 | 260 |
| 17 Aug | 384.90 | 1.65 | 0.15 | 26.59 | 3 | 0 | 65 |
For Bharat Electronics Ltd - strike price 345 expiring on 30SEP2025
Delta for 345 PE is -0.01
Historical price for 345 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 45.84, the open interest changed by 0 which decreased total open position to 155
On 14 Sept BEL was trading at 399.30. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 35.41, the open interest changed by 1 which increased total open position to 260
On 17 Aug BEL was trading at 384.90. The strike last trading price was 1.65, which was 0.15 higher than the previous day. The implied volatity was 26.59, the open interest changed by 0 which decreased total open position to 65
