Historical option data for BDL
20 May 2026 04:10 PM IST
| BDL 26-May-2026 (5d) 1340 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.3
Vega: 0.01
Theta: -1.58
Gamma: 0.00629
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 1303.80 | 10.25 | -6.15 (-37.50%) | 32.06 | 1,166 | 11 | 616 | |||||||||
| 19 May | 1311.80 | 15.6 | -4.15 (-21.01%) | 36.78 | 1,642 | 21 | 606 | |||||||||
| 18 May | 1309.20 | 19.1 | -14.55 (-43.24%) | 38.15 | 2,007 | 94 | 583 | |||||||||
| 15 May | 1325.40 | 31.55 | -22 (-41.08%) | 39.95 | 1,077 | 401 | 489 | |||||||||
| 14 May | 1353.10 | 53.8 | -6 (-10.03%) | 46.22 | 304 | 28 | 88 | |||||||||
| 13 May | 1360.30 | 57.4 | 10.15 (21.48%) | 46.59 | 337 | -33 | 60 | |||||||||
| 12 May | 1334.20 | 51.8 | -43.15 (-45.44%) | 0 | 226 | 57 | 93 | |||||||||
| 11 May | 1401.30 | 91.45 | -39.15 (-29.98%) | 0 | 29 | -5 | 37 | |||||||||
| 8 May | 1448.60 | 130.6 | -18.1 (-12.17%) | 48.77 | 193 | -131 | 44 | |||||||||
| 7 May | 1466.90 | 149.85 | 62.25 (71.06%) | 46.34 | 27 | -2 | 173 | |||||||||
| 6 May | 1401.50 | 87.6 | 0 (0.00%) | 41.21 | 0 | 0 | 175 | |||||||||
| 5 May | 1398.60 | 87.6 | 8.55 (10.82%) | 41.21 | 43 | 1 | 175 | |||||||||
| 4 May | 1372.40 | 79.45 | 0.5 (0.63%) | 43.98 | 360 | 148 | 173 | |||||||||
| 30 Apr | 1364.10 | 80.75 | -17.25 (-17.60%) | 41.14 | 52 | 14 | 26 | |||||||||
| 29 Apr | 1394.10 | 98 | -15.7 (-13.81%) | 39.57 | 0 | 0 | 12 | |||||||||
| 28 Apr | 1396.70 | 98 | -1.1 (-1.11%) | 39.57 | 1 | 0 | 11 | |||||||||
| 27 Apr | 1391.30 | 99.1 | 4.1 (4.32%) | 39.2 | 5 | 0 | 11 | |||||||||
| 24 Apr | 1400.40 | 95 | -15 (-13.64%) | 33.03 | 4 | 0 | 11 | |||||||||
| 23 Apr | 1423.30 | 110 | 29.5 (36.65%) | 34.21 | 3 | 0 | 11 | |||||||||
| 22 Apr | 1380.20 | 80.5 | -2.3 (-2.78%) | 29.64 | 5 | 2 | 11 | |||||||||
| 21 Apr | 1375.00 | 82.8 | 11.1 (15.48%) | 31.03 | 2 | -1 | 9 | |||||||||
| 20 Apr | 1369.80 | 71.7 | -8.3 (-10.37%) | 31.45 | 1 | 0 | 10 | |||||||||
| 17 Apr | 1380.70 | 80 | 22.5 (39.13%) | 28.25 | 12 | -4 | 11 | |||||||||
| 16 Apr | 1359.40 | 57.5 | -13.9 (-19.47%) | 28.04 | 15 | 8 | 15 | |||||||||
| 15 Apr | 1356.10 | 71.4 | 7.3 (11.39%) | 32.27 | 5 | 1 | 7 | |||||||||
| 13 Apr | 1332.80 | 64.1 | 9.1 (16.55%) | 34.07 | 5 | 4 | 5 | |||||||||
| 10 Apr | 1345.90 | 55 | -28 (-33.73%) | - | 0 | 0 | 1 | |||||||||
| 9 Apr | 1325.50 | 55 | 32.05 (139.65%) | - | 0 | 1 | 0 | |||||||||
| 8 Apr | 1291.40 | 55 | 32.05 (139.65%) | 36.53 | 1 | 0 | 0 | |||||||||
For Bharat Dynamics Limited - strike price 1340 expiring on 26MAY2026
Delta for 1340 CE is 0.3
Historical price for 1340 CE is as follows
On 20 May BDL was trading at 1303.80. The strike last trading price was 10.25, which was -6.15 lower than the previous day. The implied volatity was 32.06, the open interest changed by 11 which increased total open position to 616
On 19 May BDL was trading at 1311.80. The strike last trading price was 15.6, which was -4.15 lower than the previous day. The implied volatity was 36.78, the open interest changed by 21 which increased total open position to 606
On 18 May BDL was trading at 1309.20. The strike last trading price was 19.1, which was -14.55 lower than the previous day. The implied volatity was 38.15, the open interest changed by 94 which increased total open position to 583
On 15 May BDL was trading at 1325.40. The strike last trading price was 31.55, which was -22 lower than the previous day. The implied volatity was 39.95, the open interest changed by 401 which increased total open position to 489
On 14 May BDL was trading at 1353.10. The strike last trading price was 53.8, which was -6 lower than the previous day. The implied volatity was 46.22, the open interest changed by 28 which increased total open position to 88
On 13 May BDL was trading at 1360.30. The strike last trading price was 57.4, which was 10.15 higher than the previous day. The implied volatity was 46.59, the open interest changed by -33 which decreased total open position to 60
On 12 May BDL was trading at 1334.20. The strike last trading price was 51.8, which was -43.15 lower than the previous day. The implied volatity was 0, the open interest changed by 57 which increased total open position to 93
On 11 May BDL was trading at 1401.30. The strike last trading price was 91.45, which was -39.15 lower than the previous day. The implied volatity was 0, the open interest changed by -5 which decreased total open position to 37
On 8 May BDL was trading at 1448.60. The strike last trading price was 130.6, which was -18.1 lower than the previous day. The implied volatity was 48.77, the open interest changed by -131 which decreased total open position to 44
On 7 May BDL was trading at 1466.90. The strike last trading price was 149.85, which was 62.25 higher than the previous day. The implied volatity was 46.34, the open interest changed by -2 which decreased total open position to 173
On 6 May BDL was trading at 1401.50. The strike last trading price was 87.6, which was 0 lower than the previous day. The implied volatity was 41.21, the open interest changed by 0 which decreased total open position to 175
On 5 May BDL was trading at 1398.60. The strike last trading price was 87.6, which was 8.55 higher than the previous day. The implied volatity was 41.21, the open interest changed by 1 which increased total open position to 175
On 4 May BDL was trading at 1372.40. The strike last trading price was 79.45, which was 0.5 higher than the previous day. The implied volatity was 43.98, the open interest changed by 148 which increased total open position to 173
On 30 Apr BDL was trading at 1364.10. The strike last trading price was 80.75, which was -17.25 lower than the previous day. The implied volatity was 41.14, the open interest changed by 14 which increased total open position to 26
On 29 Apr BDL was trading at 1394.10. The strike last trading price was 98, which was -15.7 lower than the previous day. The implied volatity was 39.57, the open interest changed by 0 which decreased total open position to 12
On 28 Apr BDL was trading at 1396.70. The strike last trading price was 98, which was -1.1 lower than the previous day. The implied volatity was 39.57, the open interest changed by 0 which decreased total open position to 11
On 27 Apr BDL was trading at 1391.30. The strike last trading price was 99.1, which was 4.1 higher than the previous day. The implied volatity was 39.2, the open interest changed by 0 which decreased total open position to 11
On 24 Apr BDL was trading at 1400.40. The strike last trading price was 95, which was -15 lower than the previous day. The implied volatity was 33.03, the open interest changed by 0 which decreased total open position to 11
On 23 Apr BDL was trading at 1423.30. The strike last trading price was 110, which was 29.5 higher than the previous day. The implied volatity was 34.21, the open interest changed by 0 which decreased total open position to 11
On 22 Apr BDL was trading at 1380.20. The strike last trading price was 80.5, which was -2.3 lower than the previous day. The implied volatity was 29.64, the open interest changed by 2 which increased total open position to 11
On 21 Apr BDL was trading at 1375.00. The strike last trading price was 82.8, which was 11.1 higher than the previous day. The implied volatity was 31.03, the open interest changed by -1 which decreased total open position to 9
On 20 Apr BDL was trading at 1369.80. The strike last trading price was 71.7, which was -8.3 lower than the previous day. The implied volatity was 31.45, the open interest changed by 0 which decreased total open position to 10
On 17 Apr BDL was trading at 1380.70. The strike last trading price was 80, which was 22.5 higher than the previous day. The implied volatity was 28.25, the open interest changed by -4 which decreased total open position to 11
On 16 Apr BDL was trading at 1359.40. The strike last trading price was 57.5, which was -13.9 lower than the previous day. The implied volatity was 28.04, the open interest changed by 8 which increased total open position to 15
On 15 Apr BDL was trading at 1356.10. The strike last trading price was 71.4, which was 7.3 higher than the previous day. The implied volatity was 32.27, the open interest changed by 1 which increased total open position to 7
On 13 Apr BDL was trading at 1332.80. The strike last trading price was 64.1, which was 9.1 higher than the previous day. The implied volatity was 34.07, the open interest changed by 4 which increased total open position to 5
On 10 Apr BDL was trading at 1345.90. The strike last trading price was 55, which was -28 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Apr BDL was trading at 1325.50. The strike last trading price was 55, which was 32.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 8 Apr BDL was trading at 1291.40. The strike last trading price was 55, which was 32.05 higher than the previous day. The implied volatity was 36.53, the open interest changed by 0 which decreased total open position to 0
| BDL 26-May-2026 (5d) 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 0.01
Theta: -1.56
Gamma: 0.00552
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 1303.80 | 47.05 | 0.05 (0.11%) | 36.27 | 72 | -5 | 212 |
| 19 May | 1311.80 | 46.1 | -5.9 (-11.35%) | 39.65 | 122 | 14 | 226 |
| 18 May | 1309.20 | 52.05 | 0.7 (1.36%) | 46.79 | 333 | -167 | 212 |
| 15 May | 1325.40 | 51.1 | 14.25 (38.67%) | 47.74 | 579 | 165 | 379 |
| 14 May | 1353.10 | 35.95 | -3.85 (-9.67%) | 43.9 | 406 | 31 | 215 |
| 13 May | 1360.30 | 40.5 | -13.45 (-24.93%) | 47.76 | 527 | -18 | 185 |
| 12 May | 1334.20 | 47 | 20.2 (75.37%) | 0 | 489 | -19 | 204 |
| 11 May | 1401.30 | 26.4 | 9.3 (54.39%) | 0 | 503 | -175 | 227 |
| 8 May | 1448.60 | 17.15 | 4.4 (34.51%) | 45.4 | 282 | 7 | 396 |
| 7 May | 1466.90 | 11.15 | -18.4 (-62.27%) | 42.09 | 809 | 193 | 376 |
| 6 May | 1401.50 | 28.75 | -3.55 (-10.99%) | 43.19 | 219 | -4 | 184 |
| 5 May | 1398.60 | 31.6 | -7.9 (-20.00%) | 44.39 | 343 | -80 | 191 |
| 4 May | 1372.40 | 39.5 | -9.4 (-19.22%) | 44.08 | 434 | 155 | 272 |
| 30 Apr | 1364.10 | 47.5 | 1 (2.15%) | 43.89 | 130 | 5 | 122 |
| 29 Apr | 1394.10 | 46.4 | 6.85 (17.32%) | 49.7 | 207 | -22 | 114 |
| 28 Apr | 1396.70 | 38.6 | -5.3 (-12.07%) | 44.59 | 79 | 1 | 137 |
| 27 Apr | 1391.30 | 43.9 | -5.05 (-10.32%) | 44.57 | 76 | -20 | 137 |
| 24 Apr | 1400.40 | 48.45 | 9.8 (25.36%) | 47.63 | 131 | 32 | 158 |
| 23 Apr | 1423.30 | 37 | -11.75 (-24.10%) | 44.74 | 178 | 46 | 81 |
| 22 Apr | 1380.20 | 48.75 | -3.25 (-6.25%) | 42.15 | 18 | 0 | 35 |
| 21 Apr | 1375.00 | 52 | -0.5 (-0.95%) | 42.73 | 2 | 0 | 35 |
| 20 Apr | 1369.80 | 52.5 | 2.5 (5.00%) | 41.68 | 73 | -41 | 36 |
| 17 Apr | 1380.70 | 50 | -17 (-25.37%) | 40.96 | 56 | 54 | 77 |
| 16 Apr | 1359.40 | 67 | 1.8 (2.76%) | 43.4 | 18 | 11 | 23 |
| 15 Apr | 1356.10 | 65.35 | -186.2 (-74.02%) | 42.9 | 16 | 2 | 2 |
| 13 Apr | 1332.80 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 1345.90 | 0 | 0 (0.00%) | 1.15 | 0 | 0 | 0 |
| 9 Apr | 1325.50 | 251.55 | 0 (0.00%) | 0.16 | 0 | 0 | 0 |
| 8 Apr | 1291.40 | 251.55 | 0 (0.00%) | - | 0 | 0 | 0 |
For Bharat Dynamics Limited - strike price 1340 expiring on 26MAY2026
Delta for 1340 PE is -0.71
Historical price for 1340 PE is as follows
On 20 May BDL was trading at 1303.80. The strike last trading price was 47.05, which was 0.05 higher than the previous day. The implied volatity was 36.27, the open interest changed by -5 which decreased total open position to 212
On 19 May BDL was trading at 1311.80. The strike last trading price was 46.1, which was -5.9 lower than the previous day. The implied volatity was 39.65, the open interest changed by 14 which increased total open position to 226
On 18 May BDL was trading at 1309.20. The strike last trading price was 52.05, which was 0.7 higher than the previous day. The implied volatity was 46.79, the open interest changed by -167 which decreased total open position to 212
On 15 May BDL was trading at 1325.40. The strike last trading price was 51.1, which was 14.25 higher than the previous day. The implied volatity was 47.74, the open interest changed by 165 which increased total open position to 379
On 14 May BDL was trading at 1353.10. The strike last trading price was 35.95, which was -3.85 lower than the previous day. The implied volatity was 43.9, the open interest changed by 31 which increased total open position to 215
On 13 May BDL was trading at 1360.30. The strike last trading price was 40.5, which was -13.45 lower than the previous day. The implied volatity was 47.76, the open interest changed by -18 which decreased total open position to 185
On 12 May BDL was trading at 1334.20. The strike last trading price was 47, which was 20.2 higher than the previous day. The implied volatity was 0, the open interest changed by -19 which decreased total open position to 204
On 11 May BDL was trading at 1401.30. The strike last trading price was 26.4, which was 9.3 higher than the previous day. The implied volatity was 0, the open interest changed by -175 which decreased total open position to 227
On 8 May BDL was trading at 1448.60. The strike last trading price was 17.15, which was 4.4 higher than the previous day. The implied volatity was 45.4, the open interest changed by 7 which increased total open position to 396
On 7 May BDL was trading at 1466.90. The strike last trading price was 11.15, which was -18.4 lower than the previous day. The implied volatity was 42.09, the open interest changed by 193 which increased total open position to 376
On 6 May BDL was trading at 1401.50. The strike last trading price was 28.75, which was -3.55 lower than the previous day. The implied volatity was 43.19, the open interest changed by -4 which decreased total open position to 184
On 5 May BDL was trading at 1398.60. The strike last trading price was 31.6, which was -7.9 lower than the previous day. The implied volatity was 44.39, the open interest changed by -80 which decreased total open position to 191
On 4 May BDL was trading at 1372.40. The strike last trading price was 39.5, which was -9.4 lower than the previous day. The implied volatity was 44.08, the open interest changed by 155 which increased total open position to 272
On 30 Apr BDL was trading at 1364.10. The strike last trading price was 47.5, which was 1 higher than the previous day. The implied volatity was 43.89, the open interest changed by 5 which increased total open position to 122
On 29 Apr BDL was trading at 1394.10. The strike last trading price was 46.4, which was 6.85 higher than the previous day. The implied volatity was 49.7, the open interest changed by -22 which decreased total open position to 114
On 28 Apr BDL was trading at 1396.70. The strike last trading price was 38.6, which was -5.3 lower than the previous day. The implied volatity was 44.59, the open interest changed by 1 which increased total open position to 137
On 27 Apr BDL was trading at 1391.30. The strike last trading price was 43.9, which was -5.05 lower than the previous day. The implied volatity was 44.57, the open interest changed by -20 which decreased total open position to 137
On 24 Apr BDL was trading at 1400.40. The strike last trading price was 48.45, which was 9.8 higher than the previous day. The implied volatity was 47.63, the open interest changed by 32 which increased total open position to 158
On 23 Apr BDL was trading at 1423.30. The strike last trading price was 37, which was -11.75 lower than the previous day. The implied volatity was 44.74, the open interest changed by 46 which increased total open position to 81
On 22 Apr BDL was trading at 1380.20. The strike last trading price was 48.75, which was -3.25 lower than the previous day. The implied volatity was 42.15, the open interest changed by 0 which decreased total open position to 35
On 21 Apr BDL was trading at 1375.00. The strike last trading price was 52, which was -0.5 lower than the previous day. The implied volatity was 42.73, the open interest changed by 0 which decreased total open position to 35
On 20 Apr BDL was trading at 1369.80. The strike last trading price was 52.5, which was 2.5 higher than the previous day. The implied volatity was 41.68, the open interest changed by -41 which decreased total open position to 36
On 17 Apr BDL was trading at 1380.70. The strike last trading price was 50, which was -17 lower than the previous day. The implied volatity was 40.96, the open interest changed by 54 which increased total open position to 77
On 16 Apr BDL was trading at 1359.40. The strike last trading price was 67, which was 1.8 higher than the previous day. The implied volatity was 43.4, the open interest changed by 11 which increased total open position to 23
On 15 Apr BDL was trading at 1356.10. The strike last trading price was 65.35, which was -186.2 lower than the previous day. The implied volatity was 42.9, the open interest changed by 2 which increased total open position to 2
On 13 Apr BDL was trading at 1332.80. The strike last trading price was 0, 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 10 Apr BDL was trading at 1345.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.15, the open interest changed by 0 which decreased total open position to 0
On 9 Apr BDL was trading at 1325.50. The strike last trading price was 251.55, which was 0 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0
On 8 Apr BDL was trading at 1291.40. The strike last trading price was 251.55, 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
