BEL
Bharat Electronics Ltd
Historical option data for BEL
21 Sep 2025 04:12 PM IST
| BEL 30SEP2025 400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.75
Vega: 0.23
Theta: -0.32
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
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| 21 Sept | 408.90 | 13.15 | -1.1 | 23.14 | 848 | -65 | 1,697 | |||||||||
| 14 Sept | 399.30 | 7.85 | 4.75 | 20.15 | 26,363 | 240 | 3,255 | |||||||||
| 17 Aug | 384.90 | 7.35 | -1.6 | 21.06 | 152 | 47 | 361 | |||||||||
For Bharat Electronics Ltd - strike price 400 expiring on 30SEP2025
Delta for 400 CE is 0.75
Historical price for 400 CE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 13.15, which was -1.1 lower than the previous day. The implied volatity was 23.14, the open interest changed by -65 which decreased total open position to 1697
On 14 Sept BEL was trading at 399.30. The strike last trading price was 7.85, which was 4.75 higher than the previous day. The implied volatity was 20.15, the open interest changed by 240 which increased total open position to 3255
On 17 Aug BEL was trading at 384.90. The strike last trading price was 7.35, which was -1.6 lower than the previous day. The implied volatity was 21.06, the open interest changed by 47 which increased total open position to 361
| BEL 30SEP2025 400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 0.22
Theta: -0.19
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 408.90 | 2.2 | -0.35 | 21.81 | 1,925 | 43 | 2,196 |
| 14 Sept | 399.30 | 7.45 | -8.4 | 23.05 | 4,501 | 747 | 1,517 |
| 17 Aug | 384.90 | 19.25 | 1.6 | 24.30 | 14 | 9 | 199 |
For Bharat Electronics Ltd - strike price 400 expiring on 30SEP2025
Delta for 400 PE is -0.24
Historical price for 400 PE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 2.2, which was -0.35 lower than the previous day. The implied volatity was 21.81, the open interest changed by 43 which increased total open position to 2196
On 14 Sept BEL was trading at 399.30. The strike last trading price was 7.45, which was -8.4 lower than the previous day. The implied volatity was 23.05, the open interest changed by 747 which increased total open position to 1517
On 17 Aug BEL was trading at 384.90. The strike last trading price was 19.25, which was 1.6 higher than the previous day. The implied volatity was 24.30, the open interest changed by 9 which increased total open position to 199
