[--[65.84.65.76]--]
BHARTIARTL
Bharti Airtel Limited

1956.2 -6.20 (-0.32%)

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Historical option data for BHARTIARTL

21 Sep 2025 04:12 PM IST
BHARTIARTL 30SEP2025 1960 CE
Delta: 0.56
Vega: 1.34
Theta: -1.00
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 1962.40 18.8 3.65 11.61 29,793 1,151 3,350
14 Sept 1902.60 8 -2.8 14.41 3,303 110 1,896
17 Aug 1873.80 17.6 0.4 15.44 25 1 66


For Bharti Airtel Limited - strike price 1960 expiring on 30SEP2025

Delta for 1960 CE is 0.56

Historical price for 1960 CE is as follows

On 21 Sept BHARTIARTL was trading at 1962.40. The strike last trading price was 18.8, which was 3.65 higher than the previous day. The implied volatity was 11.61, the open interest changed by 1151 which increased total open position to 3350


On 14 Sept BHARTIARTL was trading at 1902.60. The strike last trading price was 8, which was -2.8 lower than the previous day. The implied volatity was 14.41, the open interest changed by 110 which increased total open position to 1896


On 17 Aug BHARTIARTL was trading at 1873.80. The strike last trading price was 17.6, which was 0.4 higher than the previous day. The implied volatity was 15.44, the open interest changed by 1 which increased total open position to 66


BHARTIARTL 30SEP2025 1960 PE
Delta: -0.45
Vega: 1.35
Theta: -0.74
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 1962.40 19.05 -8.45 16.10 6,843 384 1,026
14 Sept 1902.60 55.65 2.95 15.18 129 25 230
17 Aug 1873.80 91.45 0 0.00 0 0 0


For Bharti Airtel Limited - strike price 1960 expiring on 30SEP2025

Delta for 1960 PE is -0.45

Historical price for 1960 PE is as follows

On 21 Sept BHARTIARTL was trading at 1962.40. The strike last trading price was 19.05, which was -8.45 lower than the previous day. The implied volatity was 16.10, the open interest changed by 384 which increased total open position to 1026


On 14 Sept BHARTIARTL was trading at 1902.60. The strike last trading price was 55.65, which was 2.95 higher than the previous day. The implied volatity was 15.18, the open interest changed by 25 which increased total open position to 230


On 17 Aug BHARTIARTL was trading at 1873.80. The strike last trading price was 91.45, 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