BEL
Bharat Electronics Ltd
Historical option data for BEL
21 Sep 2025 04:12 PM IST
| BEL 30SEP2025 360 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.89
Vega: 0.13
Theta: -0.47
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 408.90 | 53 | 1 | 64.06 | 1 | 0 | 179 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 399.30 | 40.65 | 12.7 | - | 63 | -25 | 208 | |||||||||
| 17 Aug | 384.90 | 30 | -1.9 | 15.40 | 1 | 1 | 4 | |||||||||
For Bharat Electronics Ltd - strike price 360 expiring on 30SEP2025
Delta for 360 CE is 0.89
Historical price for 360 CE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 53, which was 1 higher than the previous day. The implied volatity was 64.06, the open interest changed by 0 which decreased total open position to 179
On 14 Sept BEL was trading at 399.30. The strike last trading price was 40.65, which was 12.7 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 208
On 17 Aug BEL was trading at 384.90. The strike last trading price was 30, which was -1.9 lower than the previous day. The implied volatity was 15.40, the open interest changed by 1 which increased total open position to 4
| BEL 30SEP2025 360 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.04
Theta: -0.08
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 408.90 | 0.3 | 0 | 40.09 | 215 | -3 | 979 |
| 14 Sept | 399.30 | 0.6 | -0.6 | 30.67 | 1,736 | 152 | 1,368 |
| 17 Aug | 384.90 | 3.4 | 0.4 | 24.91 | 90 | 14 | 160 |
For Bharat Electronics Ltd - strike price 360 expiring on 30SEP2025
Delta for 360 PE is -0.03
Historical price for 360 PE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 40.09, the open interest changed by -3 which decreased total open position to 979
On 14 Sept BEL was trading at 399.30. The strike last trading price was 0.6, which was -0.6 lower than the previous day. The implied volatity was 30.67, the open interest changed by 152 which increased total open position to 1368
On 17 Aug BEL was trading at 384.90. The strike last trading price was 3.4, which was 0.4 higher than the previous day. The implied volatity was 24.91, the open interest changed by 14 which increased total open position to 160
