BEL
Bharat Electronics Ltd
Historical option data for BEL
21 Sep 2025 04:12 PM IST
| BEL 30SEP2025 440 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.09
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 408.90 | 0.55 | -0.25 | 26.26 | 952 | 4 | 956 | |||||||||
| 14 Sept | 399.30 | 0.55 | 0.3 | 25.75 | 2,014 | 112 | 500 | |||||||||
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| 17 Aug | 384.90 | 1.45 | -0.05 | 24.84 | 3 | 3 | 10 | |||||||||
For Bharat Electronics Ltd - strike price 440 expiring on 30SEP2025
Delta for 440 CE is 0.07
Historical price for 440 CE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 26.26, the open interest changed by 4 which increased total open position to 956
On 14 Sept BEL was trading at 399.30. The strike last trading price was 0.55, which was 0.3 higher than the previous day. The implied volatity was 25.75, the open interest changed by 112 which increased total open position to 500
On 17 Aug BEL was trading at 384.90. The strike last trading price was 1.45, which was -0.05 lower than the previous day. The implied volatity was 24.84, the open interest changed by 3 which increased total open position to 10
| BEL 30SEP2025 440 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 0.11
Theta: -0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 408.90 | 29.95 | 1.15 | 27.99 | 9 | 6 | 154 |
| 14 Sept | 399.30 | 40.2 | -12.3 | 34.55 | 19 | -4 | 164 |
| 17 Aug | 384.90 | 48.7 | 0 | - | 0 | 0 | 0 |
For Bharat Electronics Ltd - strike price 440 expiring on 30SEP2025
Delta for 440 PE is -0.92
Historical price for 440 PE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 29.95, which was 1.15 higher than the previous day. The implied volatity was 27.99, the open interest changed by 6 which increased total open position to 154
On 14 Sept BEL was trading at 399.30. The strike last trading price was 40.2, which was -12.3 lower than the previous day. The implied volatity was 34.55, the open interest changed by -4 which decreased total open position to 164
On 17 Aug BEL was trading at 384.90. The strike last trading price was 48.7, 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
