BEL
Bharat Electronics Ltd
Historical option data for BEL
21 Sep 2025 04:12 PM IST
| BEL 30SEP2025 385 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.92
Vega: 0.10
Theta: -0.22
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 408.90 | 26.3 | -1.2 | 26.78 | 62 | -29 | 579 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 399.30 | 18 | 9.15 | 20.17 | 2,984 | -346 | 820 | |||||||||
| 17 Aug | 384.90 | 14 | -1.9 | 21.09 | 44 | 26 | 46 | |||||||||
For Bharat Electronics Ltd - strike price 385 expiring on 30SEP2025
Delta for 385 CE is 0.92
Historical price for 385 CE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 26.3, which was -1.2 lower than the previous day. The implied volatity was 26.78, the open interest changed by -29 which decreased total open position to 579
On 14 Sept BEL was trading at 399.30. The strike last trading price was 18, which was 9.15 higher than the previous day. The implied volatity was 20.17, the open interest changed by -346 which decreased total open position to 820
On 17 Aug BEL was trading at 384.90. The strike last trading price was 14, which was -1.9 lower than the previous day. The implied volatity was 21.09, the open interest changed by 26 which increased total open position to 46
| BEL 30SEP2025 385 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 0.10
Theta: -0.11
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 408.90 | 0.65 | -0.15 | 26.38 | 689 | 70 | 1,085 |
| 14 Sept | 399.30 | 2.7 | -4 | 24.48 | 4,046 | 141 | 966 |
| 17 Aug | 384.90 | 11.1 | 1.25 | 24.28 | 10 | 6 | 20 |
For Bharat Electronics Ltd - strike price 385 expiring on 30SEP2025
Delta for 385 PE is -0.08
Historical price for 385 PE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 26.38, the open interest changed by 70 which increased total open position to 1085
On 14 Sept BEL was trading at 399.30. The strike last trading price was 2.7, which was -4 lower than the previous day. The implied volatity was 24.48, the open interest changed by 141 which increased total open position to 966
On 17 Aug BEL was trading at 384.90. The strike last trading price was 11.1, which was 1.25 higher than the previous day. The implied volatity was 24.28, the open interest changed by 6 which increased total open position to 20
