BEL
Bharat Electronics Ltd
Historical option data for BEL
21 Sep 2025 04:12 PM IST
| BEL 30SEP2025 375 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.97
Vega: 0.05
Theta: -0.17
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 408.90 | 35.85 | -1 | 28.89 | 3 | -1 | 493 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 399.30 | 26.6 | 11.15 | 18.31 | 353 | -86 | 582 | |||||||||
| 17 Aug | 384.90 | 20 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bharat Electronics Ltd - strike price 375 expiring on 30SEP2025
Delta for 375 CE is 0.97
Historical price for 375 CE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 35.85, which was -1 lower than the previous day. The implied volatity was 28.89, the open interest changed by -1 which decreased total open position to 493
On 14 Sept BEL was trading at 399.30. The strike last trading price was 26.6, which was 11.15 higher than the previous day. The implied volatity was 18.31, the open interest changed by -86 which decreased total open position to 582
On 17 Aug BEL was trading at 384.90. The strike last trading price was 20, 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 375 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.07
Theta: -0.09
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 408.90 | 0.4 | -0.1 | 31.07 | 248 | 6 | 886 |
| 14 Sept | 399.30 | 1.45 | -1.85 | 26.84 | 2,273 | -3 | 1,163 |
| 17 Aug | 384.90 | 7.3 | 1.2 | 24.65 | 26 | 13 | 25 |
For Bharat Electronics Ltd - strike price 375 expiring on 30SEP2025
Delta for 375 PE is -0.04
Historical price for 375 PE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 31.07, the open interest changed by 6 which increased total open position to 886
On 14 Sept BEL was trading at 399.30. The strike last trading price was 1.45, which was -1.85 lower than the previous day. The implied volatity was 26.84, the open interest changed by -3 which decreased total open position to 1163
On 17 Aug BEL was trading at 384.90. The strike last trading price was 7.3, which was 1.2 higher than the previous day. The implied volatity was 24.65, the open interest changed by 13 which increased total open position to 25
