BEL
Bharat Electronics Ltd
Historical option data for BEL
21 Sep 2025 04:12 PM IST
| BEL 30SEP2025 500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.02
Theta: -0.04
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
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| 21 Sept | 408.90 | 0.1 | 0 | 47.13 | 5 | 1 | 76 | |||||||||
| 14 Sept | 399.30 | 0.15 | 0.1 | 42.86 | 29 | 3 | 38 | |||||||||
| 17 Aug | 384.90 | 0.45 | -0.05 | 34.55 | 1 | 0 | 35 | |||||||||
For Bharat Electronics Ltd - strike price 500 expiring on 30SEP2025
Delta for 500 CE is 0.01
Historical price for 500 CE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 47.13, the open interest changed by 1 which increased total open position to 76
On 14 Sept BEL was trading at 399.30. The strike last trading price was 0.15, which was 0.1 higher than the previous day. The implied volatity was 42.86, the open interest changed by 3 which increased total open position to 38
On 17 Aug BEL was trading at 384.90. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 34.55, the open interest changed by 0 which decreased total open position to 35
| BEL 30SEP2025 500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 408.90 | 92.6 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 399.30 | 92.6 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 384.90 | 92.6 | 0 | 0.00 | 0 | 0 | 0 |
For Bharat Electronics Ltd - strike price 500 expiring on 30SEP2025
Delta for 500 PE is 0.00
Historical price for 500 PE is as follows
On 21 Sept BEL was trading at 408.90. The strike last trading price was 92.6, 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 14 Sept BEL was trading at 399.30. The strike last trading price was 92.6, 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 92.6, 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
