BEL
Bharat Electronics Ltd
Historical option data for BEL
21 Sep 2025 04:12 PM IST
| BEL 30SEP2025 450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.06
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 408.90 | 0.35 | -0.1 | 29.90 | 1,009 | -14 | 801 | |||||||||
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| 14 Sept | 399.30 | 0.35 | 0.15 | 28.12 | 1,247 | 127 | 380 | |||||||||
| 17 Aug | 384.90 | 0.9 | -0.15 | 25.28 | 5 | 1 | 115 | |||||||||
For Bharat Electronics Ltd - strike price 450 expiring on 30SEP2025
Delta for 450 CE is 0.04
Historical price for 450 CE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 29.90, the open interest changed by -14 which decreased total open position to 801
On 14 Sept BEL was trading at 399.30. The strike last trading price was 0.35, which was 0.15 higher than the previous day. The implied volatity was 28.12, the open interest changed by 127 which increased total open position to 380
On 17 Aug BEL was trading at 384.90. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 25.28, the open interest changed by 1 which increased total open position to 115
| BEL 30SEP2025 450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.96
Vega: 0.06
Theta: 0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 408.90 | 39.5 | 1.15 | 29.14 | 11 | 7 | 89 |
| 14 Sept | 399.30 | 51.75 | -9.25 | 48.29 | 9 | -9 | 90 |
| 17 Aug | 384.90 | 60.1 | 0 | 0.00 | 0 | 0 | 0 |
For Bharat Electronics Ltd - strike price 450 expiring on 30SEP2025
Delta for 450 PE is -0.96
Historical price for 450 PE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 39.5, which was 1.15 higher than the previous day. The implied volatity was 29.14, the open interest changed by 7 which increased total open position to 89
On 14 Sept BEL was trading at 399.30. The strike last trading price was 51.75, which was -9.25 lower than the previous day. The implied volatity was 48.29, the open interest changed by -9 which decreased total open position to 90
On 17 Aug BEL was trading at 384.90. The strike last trading price was 60.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
