BEL
Bharat Electronics Ltd
Historical option data for BEL
21 Sep 2025 04:12 PM IST
| BEL 30SEP2025 390 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.88
Vega: 0.14
Theta: -0.25
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
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| 21 Sept | 408.90 | 21.65 | -1.15 | 25.27 | 125 | -31 | 818 | |||||||||
| 14 Sept | 399.30 | 14 | 7.6 | 19.70 | 12,366 | -1,100 | 1,383 | |||||||||
| 17 Aug | 384.90 | 11.65 | -1.65 | 21.43 | 39 | 29 | 128 | |||||||||
For Bharat Electronics Ltd - strike price 390 expiring on 30SEP2025
Delta for 390 CE is 0.88
Historical price for 390 CE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 21.65, which was -1.15 lower than the previous day. The implied volatity was 25.27, the open interest changed by -31 which decreased total open position to 818
On 14 Sept BEL was trading at 399.30. The strike last trading price was 14, which was 7.6 higher than the previous day. The implied volatity was 19.70, the open interest changed by -1100 which decreased total open position to 1383
On 17 Aug BEL was trading at 384.90. The strike last trading price was 11.65, which was -1.65 lower than the previous day. The implied volatity was 21.43, the open interest changed by 29 which increased total open position to 128
| BEL 30SEP2025 390 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 0.13
Theta: -0.13
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 408.90 | 0.9 | -0.2 | 24.33 | 1,114 | -111 | 1,226 |
| 14 Sept | 399.30 | 3.8 | -5.4 | 23.71 | 7,479 | 361 | 1,490 |
| 17 Aug | 384.90 | 13.75 | 1.5 | 24.68 | 22 | 15 | 81 |
For Bharat Electronics Ltd - strike price 390 expiring on 30SEP2025
Delta for 390 PE is -0.11
Historical price for 390 PE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 0.9, which was -0.2 lower than the previous day. The implied volatity was 24.33, the open interest changed by -111 which decreased total open position to 1226
On 14 Sept BEL was trading at 399.30. The strike last trading price was 3.8, which was -5.4 lower than the previous day. The implied volatity was 23.71, the open interest changed by 361 which increased total open position to 1490
On 17 Aug BEL was trading at 384.90. The strike last trading price was 13.75, which was 1.5 higher than the previous day. The implied volatity was 24.68, the open interest changed by 15 which increased total open position to 81
