BHARATFORG
Bharat Forge Ltd
Historical option data for BHARATFORG
21 Sep 2025 04:12 PM IST
| BHARATFORG 30SEP2025 1240 CE | ||||||||||||||||
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Delta: 0.81
Vega: 0.60
Theta: -0.81
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1272.70 | 41.9 | -1.4 | 19.73 | 362 | -13 | 563 | |||||||||
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| 14 Sept | 1223.00 | 22.3 | 2.45 | 24.34 | 5,537 | -309 | 1,342 | |||||||||
| 17 Aug | 1180.50 | 139.55 | 0 | 2.68 | 0 | 0 | 0 | |||||||||
For Bharat Forge Ltd - strike price 1240 expiring on 30SEP2025
Delta for 1240 CE is 0.81
Historical price for 1240 CE is as follows
On 21 Sept BHARATFORG was trading at 1272.70. The strike last trading price was 41.9, which was -1.4 lower than the previous day. The implied volatity was 19.73, the open interest changed by -13 which decreased total open position to 563
On 14 Sept BHARATFORG was trading at 1223.00. The strike last trading price was 22.3, which was 2.45 higher than the previous day. The implied volatity was 24.34, the open interest changed by -309 which decreased total open position to 1342
On 17 Aug BHARATFORG was trading at 1180.50. The strike last trading price was 139.55, which was 0 lower than the previous day. The implied volatity was 2.68, the open interest changed by 0 which decreased total open position to 0
| BHARATFORG 30SEP2025 1240 PE | |||||||
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Delta: -0.25
Vega: 0.71
Theta: -0.76
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1272.70 | 9.1 | -0.4 | 26.62 | 747 | 38 | 931 |
| 14 Sept | 1223.00 | 34.75 | -7.8 | 27.63 | 646 | 59 | 413 |
| 17 Aug | 1180.50 | 80 | 0 | 0.00 | 0 | 0 | 0 |
For Bharat Forge Ltd - strike price 1240 expiring on 30SEP2025
Delta for 1240 PE is -0.25
Historical price for 1240 PE is as follows
On 21 Sept BHARATFORG was trading at 1272.70. The strike last trading price was 9.1, which was -0.4 lower than the previous day. The implied volatity was 26.62, the open interest changed by 38 which increased total open position to 931
On 14 Sept BHARATFORG was trading at 1223.00. The strike last trading price was 34.75, which was -7.8 lower than the previous day. The implied volatity was 27.63, the open interest changed by 59 which increased total open position to 413
On 17 Aug BHARATFORG was trading at 1180.50. The strike last trading price was 80, 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
