BEL
Bharat Electronics Ltd
Historical option data for BEL
21 Sep 2025 04:12 PM IST
| BEL 30SEP2025 420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.29
Vega: 0.24
Theta: -0.29
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 408.90 | 2.95 | -0.7 | 22.93 | 3,888 | 130 | 3,389 | |||||||||
| 14 Sept | 399.30 | 1.8 | 1.1 | 21.52 | 6,981 | 882 | 1,821 | |||||||||
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| 17 Aug | 384.90 | 3 | -0.6 | 22.30 | 108 | 21 | 261 | |||||||||
For Bharat Electronics Ltd - strike price 420 expiring on 30SEP2025
Delta for 420 CE is 0.29
Historical price for 420 CE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 2.95, which was -0.7 lower than the previous day. The implied volatity was 22.93, the open interest changed by 130 which increased total open position to 3389
On 14 Sept BEL was trading at 399.30. The strike last trading price was 1.8, which was 1.1 higher than the previous day. The implied volatity was 21.52, the open interest changed by 882 which increased total open position to 1821
On 17 Aug BEL was trading at 384.90. The strike last trading price was 3, which was -0.6 lower than the previous day. The implied volatity was 22.30, the open interest changed by 21 which increased total open position to 261
| BEL 30SEP2025 420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.72
Vega: 0.24
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 408.90 | 11.9 | 0 | 21.55 | 329 | 6 | 555 |
| 14 Sept | 399.30 | 21.55 | -12.1 | 26.55 | 253 | -17 | 302 |
| 17 Aug | 384.90 | 35.5 | 3.7 | 28.63 | 2 | 2 | 17 |
For Bharat Electronics Ltd - strike price 420 expiring on 30SEP2025
Delta for 420 PE is -0.72
Historical price for 420 PE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 11.9, which was 0 lower than the previous day. The implied volatity was 21.55, the open interest changed by 6 which increased total open position to 555
On 14 Sept BEL was trading at 399.30. The strike last trading price was 21.55, which was -12.1 lower than the previous day. The implied volatity was 26.55, the open interest changed by -17 which decreased total open position to 302
On 17 Aug BEL was trading at 384.90. The strike last trading price was 35.5, which was 3.7 higher than the previous day. The implied volatity was 28.63, the open interest changed by 2 which increased total open position to 17
