BEL
Bharat Electronics Ltd
Historical option data for BEL
21 Sep 2025 04:12 PM IST
| BEL 30SEP2025 365 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.96
Vega: 0.06
Theta: -0.19
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 408.90 | 45.95 | -2.5 | 38.49 | 5 | -2 | 214 | |||||||||
| 14 Sept | 399.30 | 36.05 | 12.4 | - | 88 | -24 | 233 | |||||||||
| 17 Aug | 384.90 | 36.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Bharat Electronics Ltd - strike price 365 expiring on 30SEP2025
Delta for 365 CE is 0.96
Historical price for 365 CE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 45.95, which was -2.5 lower than the previous day. The implied volatity was 38.49, the open interest changed by -2 which decreased total open position to 214
On 14 Sept BEL was trading at 399.30. The strike last trading price was 36.05, which was 12.4 higher than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 233
On 17 Aug BEL was trading at 384.90. The strike last trading price was 36.85, 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 365 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.05
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 408.90 | 0.3 | -0.05 | 36.54 | 133 | 1 | 729 |
| 14 Sept | 399.30 | 0.8 | -0.85 | 29.37 | 1,663 | -86 | 960 |
| 17 Aug | 384.90 | 4.4 | 0.55 | 24.67 | 18 | 8 | 69 |
For Bharat Electronics Ltd - strike price 365 expiring on 30SEP2025
Delta for 365 PE is -0.03
Historical price for 365 PE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 36.54, the open interest changed by 1 which increased total open position to 729
On 14 Sept BEL was trading at 399.30. The strike last trading price was 0.8, which was -0.85 lower than the previous day. The implied volatity was 29.37, the open interest changed by -86 which decreased total open position to 960
On 17 Aug BEL was trading at 384.90. The strike last trading price was 4.4, which was 0.55 higher than the previous day. The implied volatity was 24.67, the open interest changed by 8 which increased total open position to 69
