BEL
Bharat Electronics Ltd
Historical option data for BEL
21 Sep 2025 04:12 PM IST
| BEL 30SEP2025 355 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 | 46.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 399.30 | 44.2 | 10.9 | - | 12 | -6 | 26 | |||||||||
| 17 Aug | 384.90 | 38 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bharat Electronics Ltd - strike price 355 expiring on 30SEP2025
Delta for 355 CE is 0.00
Historical price for 355 CE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 46.5, 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 44.2, which was 10.9 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 26
On 17 Aug BEL was trading at 384.90. The strike last trading price was 38, 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 355 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.03
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 408.90 | 0.2 | -0.05 | 40.69 | 49 | -28 | 210 |
| 14 Sept | 399.30 | 0.45 | -0.4 | 31.95 | 441 | -140 | 337 |
| 17 Aug | 384.90 | 2.7 | 0.35 | 25.51 | 7 | 4 | 23 |
For Bharat Electronics Ltd - strike price 355 expiring on 30SEP2025
Delta for 355 PE is -0.02
Historical price for 355 PE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 40.69, the open interest changed by -28 which decreased total open position to 210
On 14 Sept BEL was trading at 399.30. The strike last trading price was 0.45, which was -0.4 lower than the previous day. The implied volatity was 31.95, the open interest changed by -140 which decreased total open position to 337
On 17 Aug BEL was trading at 384.90. The strike last trading price was 2.7, which was 0.35 higher than the previous day. The implied volatity was 25.51, the open interest changed by 4 which increased total open position to 23
