BEL
Bharat Electronics Ltd
Historical option data for BEL
21 Sep 2025 04:12 PM IST
| BEL 30SEP2025 425 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.20
Vega: 0.20
Theta: -0.23
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 408.90 | 1.85 | -0.55 | 23.24 | 1,907 | 152 | 1,659 | |||||||||
| 14 Sept | 399.30 | 1.3 | 0.8 | 22.52 | 1,578 | 218 | 360 | |||||||||
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| 17 Aug | 384.90 | 11.7 | 0 | 7.00 | 0 | 0 | 0 | |||||||||
For Bharat Electronics Ltd - strike price 425 expiring on 30SEP2025
Delta for 425 CE is 0.20
Historical price for 425 CE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 1.85, which was -0.55 lower than the previous day. The implied volatity was 23.24, the open interest changed by 152 which increased total open position to 1659
On 14 Sept BEL was trading at 399.30. The strike last trading price was 1.3, which was 0.8 higher than the previous day. The implied volatity was 22.52, the open interest changed by 218 which increased total open position to 360
On 17 Aug BEL was trading at 384.90. The strike last trading price was 11.7, which was 0 lower than the previous day. The implied volatity was 7.00, the open interest changed by 0 which decreased total open position to 0
| BEL 30SEP2025 425 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.80
Vega: 0.20
Theta: -0.11
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 408.90 | 16.05 | 0.45 | 22.89 | 54 | -8 | 173 |
| 14 Sept | 399.30 | 26.25 | -8.7 | 29.26 | 22 | 12 | 39 |
| 17 Aug | 384.90 | 49.3 | 0 | - | 0 | 0 | 0 |
For Bharat Electronics Ltd - strike price 425 expiring on 30SEP2025
Delta for 425 PE is -0.80
Historical price for 425 PE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 16.05, which was 0.45 higher than the previous day. The implied volatity was 22.89, the open interest changed by -8 which decreased total open position to 173
On 14 Sept BEL was trading at 399.30. The strike last trading price was 26.25, which was -8.7 lower than the previous day. The implied volatity was 29.26, the open interest changed by 12 which increased total open position to 39
On 17 Aug BEL was trading at 384.90. The strike last trading price was 49.3, 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
