BEL
Bharat Electronics Ltd
Historical option data for BEL
21 Sep 2025 04:12 PM IST
| BEL 30SEP2025 410 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.52
Vega: 0.28
Theta: -0.35
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 408.90 | 6.8 | -0.9 | 22.78 | 5,493 | 27 | 2,606 | |||||||||
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| 14 Sept | 399.30 | 3.85 | 2.45 | 20.53 | 12,208 | 393 | 1,755 | |||||||||
| 17 Aug | 384.90 | 4.7 | -1.05 | 21.59 | 77 | 9 | 187 | |||||||||
For Bharat Electronics Ltd - strike price 410 expiring on 30SEP2025
Delta for 410 CE is 0.52
Historical price for 410 CE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 6.8, which was -0.9 lower than the previous day. The implied volatity was 22.78, the open interest changed by 27 which increased total open position to 2606
On 14 Sept BEL was trading at 399.30. The strike last trading price was 3.85, which was 2.45 higher than the previous day. The implied volatity was 20.53, the open interest changed by 393 which increased total open position to 1755
On 17 Aug BEL was trading at 384.90. The strike last trading price was 4.7, which was -1.05 lower than the previous day. The implied volatity was 21.59, the open interest changed by 9 which increased total open position to 187
| BEL 30SEP2025 410 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.28
Theta: -0.21
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 408.90 | 5.6 | -0.35 | 20.95 | 2,846 | 32 | 1,557 |
| 14 Sept | 399.30 | 13.5 | -10.65 | 23.95 | 548 | 165 | 381 |
| 17 Aug | 384.90 | 26.75 | -4.9 | 25.82 | 7 | 7 | 6 |
For Bharat Electronics Ltd - strike price 410 expiring on 30SEP2025
Delta for 410 PE is -0.47
Historical price for 410 PE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 5.6, which was -0.35 lower than the previous day. The implied volatity was 20.95, the open interest changed by 32 which increased total open position to 1557
On 14 Sept BEL was trading at 399.30. The strike last trading price was 13.5, which was -10.65 lower than the previous day. The implied volatity was 23.95, the open interest changed by 165 which increased total open position to 381
On 17 Aug BEL was trading at 384.90. The strike last trading price was 26.75, which was -4.9 lower than the previous day. The implied volatity was 25.82, the open interest changed by 7 which increased total open position to 6
