BEL
Bharat Electronics Ltd
Historical option data for BEL
21 Sep 2025 04:12 PM IST
| BEL 30SEP2025 350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.97
Vega: 0.05
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 408.90 | 61 | -1 | 51.51 | 5 | 0 | 345 | |||||||||
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| 14 Sept | 399.30 | 50.75 | 13.25 | - | 67 | 7 | 345 | |||||||||
| 17 Aug | 384.90 | 40.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bharat Electronics Ltd - strike price 350 expiring on 30SEP2025
Delta for 350 CE is 0.97
Historical price for 350 CE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 61, which was -1 lower than the previous day. The implied volatity was 51.51, the open interest changed by 0 which decreased total open position to 345
On 14 Sept BEL was trading at 399.30. The strike last trading price was 50.75, which was 13.25 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 345
On 17 Aug BEL was trading at 384.90. The strike last trading price was 40.5, 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
| BEL 30SEP2025 350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.03
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 | 42.52 | 144 | -40 | 459 |
| 14 Sept | 399.30 | 0.35 | -0.3 | 33.41 | 916 | -69 | 653 |
| 17 Aug | 384.90 | 2.05 | 0.25 | 25.79 | 69 | 39 | 154 |
For Bharat Electronics Ltd - strike price 350 expiring on 30SEP2025
Delta for 350 PE is -0.01
Historical price for 350 PE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 42.52, the open interest changed by -40 which decreased total open position to 459
On 14 Sept BEL was trading at 399.30. The strike last trading price was 0.35, which was -0.3 lower than the previous day. The implied volatity was 33.41, the open interest changed by -69 which decreased total open position to 653
On 17 Aug BEL was trading at 384.90. The strike last trading price was 2.05, which was 0.25 higher than the previous day. The implied volatity was 25.79, the open interest changed by 39 which increased total open position to 154
