BEL
Bharat Electronics Ltd
Historical option data for BEL
21 Sep 2025 04:12 PM IST
| BEL 30SEP2025 395 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 0.17
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 408.90 | 16.95 | -1.2 | 22.48 | 65 | -23 | 458 | |||||||||
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| 14 Sept | 399.30 | 10.6 | 6.1 | 19.77 | 11,745 | -173 | 750 | |||||||||
| 17 Aug | 384.90 | 9.3 | -2.1 | 21.17 | 13 | 5 | 11 | |||||||||
For Bharat Electronics Ltd - strike price 395 expiring on 30SEP2025
Delta for 395 CE is 0.85
Historical price for 395 CE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 16.95, which was -1.2 lower than the previous day. The implied volatity was 22.48, the open interest changed by -23 which decreased total open position to 458
On 14 Sept BEL was trading at 399.30. The strike last trading price was 10.6, which was 6.1 higher than the previous day. The implied volatity was 19.77, the open interest changed by -173 which decreased total open position to 750
On 17 Aug BEL was trading at 384.90. The strike last trading price was 9.3, which was -2.1 lower than the previous day. The implied volatity was 21.17, the open interest changed by 5 which increased total open position to 11
| BEL 30SEP2025 395 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.16
Vega: 0.17
Theta: -0.16
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 408.90 | 1.35 | -0.3 | 22.71 | 1,003 | -124 | 1,020 |
| 14 Sept | 399.30 | 5.4 | -6.9 | 23.37 | 5,050 | 588 | 846 |
| 17 Aug | 384.90 | 20 | 0 | 0.00 | 0 | 0 | 0 |
For Bharat Electronics Ltd - strike price 395 expiring on 30SEP2025
Delta for 395 PE is -0.16
Historical price for 395 PE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 1.35, which was -0.3 lower than the previous day. The implied volatity was 22.71, the open interest changed by -124 which decreased total open position to 1020
On 14 Sept BEL was trading at 399.30. The strike last trading price was 5.4, which was -6.9 lower than the previous day. The implied volatity was 23.37, the open interest changed by 588 which increased total open position to 846
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
