BEL
Bharat Electronics Ltd
Historical option data for BEL
21 Sep 2025 04:12 PM IST
| BEL 28OCT2025 400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.69
Vega: 0.47
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 408.90 | 20 | -0.65 | 22.71 | 60 | 16 | 428 | |||||||||
| 14 Sept | 399.30 | 13.75 | 6.1 | 20.24 | 721 | 89 | 446 | |||||||||
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| 17 Aug | 384.90 | 12 | -1.4 | 21.82 | 6 | 4 | 24 | |||||||||
For Bharat Electronics Ltd - strike price 400 expiring on 28OCT2025
Delta for 400 CE is 0.69
Historical price for 400 CE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 20, which was -0.65 lower than the previous day. The implied volatity was 22.71, the open interest changed by 16 which increased total open position to 428
On 14 Sept BEL was trading at 399.30. The strike last trading price was 13.75, which was 6.1 higher than the previous day. The implied volatity was 20.24, the open interest changed by 89 which increased total open position to 446
On 17 Aug BEL was trading at 384.90. The strike last trading price was 12, which was -1.4 lower than the previous day. The implied volatity was 21.82, the open interest changed by 4 which increased total open position to 24
| BEL 28OCT2025 400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.32
Vega: 0.48
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 408.90 | 6.8 | 0.2 | 23.76 | 164 | 53 | 647 |
| 14 Sept | 399.30 | 11.4 | -6.85 | 24.03 | 184 | 49 | 203 |
| 17 Aug | 384.90 | 36.55 | 0 | - | 0 | 0 | 0 |
For Bharat Electronics Ltd - strike price 400 expiring on 28OCT2025
Delta for 400 PE is -0.32
Historical price for 400 PE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 6.8, which was 0.2 higher than the previous day. The implied volatity was 23.76, the open interest changed by 53 which increased total open position to 647
On 14 Sept BEL was trading at 399.30. The strike last trading price was 11.4, which was -6.85 lower than the previous day. The implied volatity was 24.03, the open interest changed by 49 which increased total open position to 203
On 17 Aug BEL was trading at 384.90. The strike last trading price was 36.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
