BEL
Bharat Electronics Ltd
Historical option data for BEL
21 Sep 2025 04:12 PM IST
| BEL 30SEP2025 460 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.04
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 408.90 | 0.2 | -0.1 | 32.46 | 666 | -31 | 756 | |||||||||
| 14 Sept | 399.30 | 0.25 | 0.05 | 30.72 | 316 | 63 | 189 | |||||||||
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| 17 Aug | 384.90 | 0.75 | -0.1 | 27.23 | 19 | 18 | 115 | |||||||||
For Bharat Electronics Ltd - strike price 460 expiring on 30SEP2025
Delta for 460 CE is 0.02
Historical price for 460 CE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 32.46, the open interest changed by -31 which decreased total open position to 756
On 14 Sept BEL was trading at 399.30. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 30.72, the open interest changed by 63 which increased total open position to 189
On 17 Aug BEL was trading at 384.90. The strike last trading price was 0.75, which was -0.1 lower than the previous day. The implied volatity was 27.23, the open interest changed by 18 which increased total open position to 115
| BEL 30SEP2025 460 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 408.90 | 62.05 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 399.30 | 62.05 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 384.90 | 62.05 | 0 | 0.00 | 0 | 0 | 0 |
For Bharat Electronics Ltd - strike price 460 expiring on 30SEP2025
Delta for 460 PE is -
Historical price for 460 PE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 62.05, 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
On 14 Sept BEL was trading at 399.30. The strike last trading price was 62.05, 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
On 17 Aug BEL was trading at 384.90. The strike last trading price was 62.05, 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
