BEL
Bharat Electronics Ltd
Historical option data for BEL
21 Sep 2025 04:12 PM IST
| BEL 30SEP2025 415 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.40
Vega: 0.28
Theta: -0.33
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 408.90 | 4.6 | -0.75 | 22.90 | 5,544 | 155 | 2,824 | |||||||||
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| 14 Sept | 399.30 | 2.65 | 1.65 | 21.02 | 3,919 | 355 | 753 | |||||||||
| 17 Aug | 384.90 | 14.5 | 0 | 5.21 | 0 | 0 | 0 | |||||||||
For Bharat Electronics Ltd - strike price 415 expiring on 30SEP2025
Delta for 415 CE is 0.40
Historical price for 415 CE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 4.6, which was -0.75 lower than the previous day. The implied volatity was 22.90, the open interest changed by 155 which increased total open position to 2824
On 14 Sept BEL was trading at 399.30. The strike last trading price was 2.65, which was 1.65 higher than the previous day. The implied volatity was 21.02, the open interest changed by 355 which increased total open position to 753
On 17 Aug BEL was trading at 384.90. The strike last trading price was 14.5, which was 0 lower than the previous day. The implied volatity was 5.21, the open interest changed by 0 which decreased total open position to 0
| BEL 30SEP2025 415 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 0.27
Theta: -0.19
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 408.90 | 8.4 | -0.25 | 21.07 | 698 | 43 | 736 |
| 14 Sept | 399.30 | 17.6 | -9 | 25.94 | 80 | 10 | 53 |
| 17 Aug | 384.90 | 42.15 | 0 | - | 0 | 0 | 0 |
For Bharat Electronics Ltd - strike price 415 expiring on 30SEP2025
Delta for 415 PE is -0.61
Historical price for 415 PE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 8.4, which was -0.25 lower than the previous day. The implied volatity was 21.07, the open interest changed by 43 which increased total open position to 736
On 14 Sept BEL was trading at 399.30. The strike last trading price was 17.6, which was -9 lower than the previous day. The implied volatity was 25.94, the open interest changed by 10 which increased total open position to 53
On 17 Aug BEL was trading at 384.90. The strike last trading price was 42.15, 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
