BEL
Bharat Electronics Ltd
Historical option data for BEL
21 Sep 2025 04:12 PM IST
| BEL 30SEP2025 430 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.14
Vega: 0.16
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 408.90 | 1.2 | -0.45 | 24.29 | 2,091 | 109 | 2,300 | |||||||||
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| 14 Sept | 399.30 | 0.95 | 0.55 | 23.53 | 3,221 | 315 | 809 | |||||||||
| 17 Aug | 384.90 | 1.8 | -0.5 | 22.65 | 67 | 51 | 255 | |||||||||
For Bharat Electronics Ltd - strike price 430 expiring on 30SEP2025
Delta for 430 CE is 0.14
Historical price for 430 CE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 1.2, which was -0.45 lower than the previous day. The implied volatity was 24.29, the open interest changed by 109 which increased total open position to 2300
On 14 Sept BEL was trading at 399.30. The strike last trading price was 0.95, which was 0.55 higher than the previous day. The implied volatity was 23.53, the open interest changed by 315 which increased total open position to 809
On 17 Aug BEL was trading at 384.90. The strike last trading price was 1.8, which was -0.5 lower than the previous day. The implied volatity was 22.65, the open interest changed by 51 which increased total open position to 255
| BEL 30SEP2025 430 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.96
Vega: 0.07
Theta: 0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 408.90 | 19.45 | -0.3 | 15.38 | 41 | -2 | 266 |
| 14 Sept | 399.30 | 30.4 | -9.5 | 29.09 | 90 | 0 | 253 |
| 17 Aug | 384.90 | 44 | -3.6 | 29.87 | 1 | 0 | 3 |
For Bharat Electronics Ltd - strike price 430 expiring on 30SEP2025
Delta for 430 PE is -0.96
Historical price for 430 PE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 19.45, which was -0.3 lower than the previous day. The implied volatity was 15.38, the open interest changed by -2 which decreased total open position to 266
On 14 Sept BEL was trading at 399.30. The strike last trading price was 30.4, which was -9.5 lower than the previous day. The implied volatity was 29.09, the open interest changed by 0 which decreased total open position to 253
On 17 Aug BEL was trading at 384.90. The strike last trading price was 44, which was -3.6 lower than the previous day. The implied volatity was 29.87, the open interest changed by 0 which decreased total open position to 3
