BEL
Bharat Electronics Ltd
Historical option data for BEL
21 Sep 2025 04:12 PM IST
| BEL 30SEP2025 405 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.64
Vega: 0.27
Theta: -0.35
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 408.90 | 9.7 | -0.95 | 23.60 | 1,040 | -73 | 870 | |||||||||
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| 14 Sept | 399.30 | 5.55 | 3.5 | 20.23 | 9,703 | 259 | 1,018 | |||||||||
| 17 Aug | 384.90 | 5.7 | -1.3 | 20.92 | 7 | -1 | 9 | |||||||||
For Bharat Electronics Ltd - strike price 405 expiring on 30SEP2025
Delta for 405 CE is 0.64
Historical price for 405 CE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 9.7, which was -0.95 lower than the previous day. The implied volatity was 23.60, the open interest changed by -73 which decreased total open position to 870
On 14 Sept BEL was trading at 399.30. The strike last trading price was 5.55, which was 3.5 higher than the previous day. The implied volatity was 20.23, the open interest changed by 259 which increased total open position to 1018
On 17 Aug BEL was trading at 384.90. The strike last trading price was 5.7, which was -1.3 lower than the previous day. The implied volatity was 20.92, the open interest changed by -1 which decreased total open position to 9
| BEL 30SEP2025 405 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.26
Theta: -0.21
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 408.90 | 3.6 | -0.35 | 21.36 | 1,351 | 43 | 742 |
| 14 Sept | 399.30 | 10.2 | -9.6 | 23.35 | 513 | 105 | 192 |
| 17 Aug | 384.90 | 22.75 | -12.8 | 24.77 | 10 | 10 | 7 |
For Bharat Electronics Ltd - strike price 405 expiring on 30SEP2025
Delta for 405 PE is -0.35
Historical price for 405 PE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 3.6, which was -0.35 lower than the previous day. The implied volatity was 21.36, the open interest changed by 43 which increased total open position to 742
On 14 Sept BEL was trading at 399.30. The strike last trading price was 10.2, which was -9.6 lower than the previous day. The implied volatity was 23.35, the open interest changed by 105 which increased total open position to 192
On 17 Aug BEL was trading at 384.90. The strike last trading price was 22.75, which was -12.8 lower than the previous day. The implied volatity was 24.77, the open interest changed by 10 which increased total open position to 7
