BEL
Bharat Electronics Ltd
Historical option data for BEL
21 Sep 2025 04:12 PM IST
| BEL 30SEP2025 380 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0.08
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 408.90 | 31.1 | -1.1 | 28.75 | 42 | -9 | 841 | |||||||||
| 14 Sept | 399.30 | 22.15 | 10.3 | 19.56 | 2,695 | -515 | 1,131 | |||||||||
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| 17 Aug | 384.90 | 16.9 | -2 | 21.14 | 33 | 12 | 97 | |||||||||
For Bharat Electronics Ltd - strike price 380 expiring on 30SEP2025
Delta for 380 CE is 0.94
Historical price for 380 CE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 31.1, which was -1.1 lower than the previous day. The implied volatity was 28.75, the open interest changed by -9 which decreased total open position to 841
On 14 Sept BEL was trading at 399.30. The strike last trading price was 22.15, which was 10.3 higher than the previous day. The implied volatity was 19.56, the open interest changed by -515 which decreased total open position to 1131
On 17 Aug BEL was trading at 384.90. The strike last trading price was 16.9, which was -2 lower than the previous day. The implied volatity was 21.14, the open interest changed by 12 which increased total open position to 97
| BEL 30SEP2025 380 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.08
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 408.90 | 0.45 | -0.1 | 28.04 | 872 | -76 | 1,712 |
| 14 Sept | 399.30 | 2 | -2.75 | 25.75 | 5,676 | 360 | 1,866 |
| 17 Aug | 384.90 | 9.05 | 1.2 | 24.44 | 51 | 26 | 156 |
For Bharat Electronics Ltd - strike price 380 expiring on 30SEP2025
Delta for 380 PE is -0.05
Historical price for 380 PE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 28.04, the open interest changed by -76 which decreased total open position to 1712
On 14 Sept BEL was trading at 399.30. The strike last trading price was 2, which was -2.75 lower than the previous day. The implied volatity was 25.75, the open interest changed by 360 which increased total open position to 1866
On 17 Aug BEL was trading at 384.90. The strike last trading price was 9.05, which was 1.2 higher than the previous day. The implied volatity was 24.44, the open interest changed by 26 which increased total open position to 156
