BEL
Bharat Electronics Ltd
Historical option data for BEL
21 Sep 2025 04:12 PM IST
| BEL 30SEP2025 370 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 408.90 | 40.5 | -1.5 | - | 12 | -2 | 548 | |||||||||
| 14 Sept | 399.30 | 31.3 | 11.85 | 14.99 | 543 | -201 | 606 | |||||||||
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| 17 Aug | 384.90 | 23.1 | -0.4 | 19.92 | 3 | 0 | 12 | |||||||||
For Bharat Electronics Ltd - strike price 370 expiring on 30SEP2025
Delta for 370 CE is -
Historical price for 370 CE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 40.5, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 548
On 14 Sept BEL was trading at 399.30. The strike last trading price was 31.3, which was 11.85 higher than the previous day. The implied volatity was 14.99, the open interest changed by -201 which decreased total open position to 606
On 17 Aug BEL was trading at 384.90. The strike last trading price was 23.1, which was -0.4 lower than the previous day. The implied volatity was 19.92, the open interest changed by 0 which decreased total open position to 12
| BEL 30SEP2025 370 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.06
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 408.90 | 0.35 | -0.05 | 33.91 | 210 | -1 | 1,582 |
| 14 Sept | 399.30 | 1.05 | -1.35 | 27.93 | 3,340 | 506 | 2,086 |
| 17 Aug | 384.90 | 5.75 | 0.75 | 24.72 | 80 | 46 | 225 |
For Bharat Electronics Ltd - strike price 370 expiring on 30SEP2025
Delta for 370 PE is -0.04
Historical price for 370 PE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 33.91, the open interest changed by -1 which decreased total open position to 1582
On 14 Sept BEL was trading at 399.30. The strike last trading price was 1.05, which was -1.35 lower than the previous day. The implied volatity was 27.93, the open interest changed by 506 which increased total open position to 2086
On 17 Aug BEL was trading at 384.90. The strike last trading price was 5.75, which was 0.75 higher than the previous day. The implied volatity was 24.72, the open interest changed by 46 which increased total open position to 225
