Historical option data for BDL
23 Jun 2026 01:30 PM IST
| BDL 28-Jul-2026 (35d) 1340 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.8
Vega: 0.01
Theta: -0.45
Gamma: 0.0027
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 1407.40 | 88.35 | 0.35 (0.40%) | 23.04 | 83 | 0 | 140 | |||||||||
| 22 Jun | 1406.70 | 93 | 25 (36.76%) | 23.04 | 83 | 58 | 141 | |||||||||
| 19 Jun | 1373.40 | 67 | 55 (458.33%) | 24.97 | 149 | 81 | 82 | |||||||||
| 18 Jun | 1311.80 | 11.7 | -0.3 (-2.50%) | - | 1 | 0 | 1 | |||||||||
| 17 Jun | 1309.80 | 11.7 | -0.3 (-2.50%) | - | 1 | 0 | 1 | |||||||||
| 16 Jun | 1236.70 | 11.7 | -0.3 (-2.50%) | - | 1 | 0 | 1 | |||||||||
| 15 Jun | 1209.70 | 11.7 | -0.3 (-2.50%) | - | 1 | 0 | 1 | |||||||||
| 12 Jun | 1200.20 | 11.7 | 0 (0.00%) | 36.03 | 1 | 0 | 1 | |||||||||
| 11 Jun | 1160.30 | 11.7 | -101.85 (-89.70%) | 36.03 | 1 | 1 | 1 | |||||||||
| 10 Jun | 1183.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jun | 1202.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jun | 1187.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bharat Dynamics Limited - strike price 1340 expiring on 28JUL2026
Delta for 1340 CE is 0.8
Historical price for 1340 CE is as follows
On 23 Jun BDL was trading at 1407.40. The strike last trading price was 88.35, which was 0.35 higher than the previous day. The implied volatity was 23.04, the open interest changed by 0 which decreased total open position to 140
On 22 Jun BDL was trading at 1406.70. The strike last trading price was 93, which was 25 higher than the previous day. The implied volatity was 23.04, the open interest changed by 58 which increased total open position to 141
On 19 Jun BDL was trading at 1373.40. The strike last trading price was 67, which was 55 higher than the previous day. The implied volatity was 24.97, the open interest changed by 81 which increased total open position to 82
On 18 Jun BDL was trading at 1311.80. The strike last trading price was 11.7, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Jun BDL was trading at 1309.80. The strike last trading price was 11.7, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Jun BDL was trading at 1236.70. The strike last trading price was 11.7, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Jun BDL was trading at 1209.70. The strike last trading price was 11.7, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Jun BDL was trading at 1200.20. The strike last trading price was 11.7, which was 0 lower than the previous day. The implied volatity was 36.03, the open interest changed by 0 which decreased total open position to 1
On 11 Jun BDL was trading at 1160.30. The strike last trading price was 11.7, which was -101.85 lower than the previous day. The implied volatity was 36.03, the open interest changed by 1 which increased total open position to 1
On 10 Jun BDL was trading at 1183.80. 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 9 Jun BDL was trading at 1202.80. 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 8 Jun BDL was trading at 1187.00. 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
| BDL 28-Jul-2026 (35d) 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.3
Vega: 0.02
Theta: -0.78
Gamma: 0.0019
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 1407.40 | 38.4 | -5.05 (-11.62%) | 41.87 | 26 | 8 | 62 |
| 22 Jun | 1406.70 | 40.7 | -9.3 (-18.60%) | 42.47 | 55 | 35 | 55 |
| 19 Jun | 1373.40 | 50 | -28 (-35.90%) | 38.49 | 29 | 20 | 20 |
| 18 Jun | 1311.80 | 78 | -119 (-60.41%) | 40.34 | 1 | -1 | 0 |
| 17 Jun | 1309.80 | 197 | 197 | - | 1 | 0 | 1 |
| 16 Jun | 1236.70 | 197 | 197 | - | 1 | 0 | 1 |
| 15 Jun | 1209.70 | 197 | 197 | - | 1 | 0 | 1 |
| 12 Jun | 1200.20 | 197 | 197 (0.00%) | - | 1 | 0 | 1 |
| 11 Jun | 1160.30 | 197 | 0 (0.00%) | - | 1 | 0 | 1 |
| 10 Jun | 1183.80 | 197 | 0 (0.00%) | - | 1 | 0 | 1 |
| 9 Jun | 1202.80 | 197 | 0 (0.00%) | 58.64 | 1 | 0 | 1 |
| 8 Jun | 1187.00 | 197 | 87.1 (79.25%) | 58.64 | 1 | 1 | 1 |
For Bharat Dynamics Limited - strike price 1340 expiring on 28JUL2026
Delta for 1340 PE is -0.3
Historical price for 1340 PE is as follows
On 23 Jun BDL was trading at 1407.40. The strike last trading price was 38.4, which was -5.05 lower than the previous day. The implied volatity was 41.87, the open interest changed by 8 which increased total open position to 62
On 22 Jun BDL was trading at 1406.70. The strike last trading price was 40.7, which was -9.3 lower than the previous day. The implied volatity was 42.47, the open interest changed by 35 which increased total open position to 55
On 19 Jun BDL was trading at 1373.40. The strike last trading price was 50, which was -28 lower than the previous day. The implied volatity was 38.49, the open interest changed by 20 which increased total open position to 20
On 18 Jun BDL was trading at 1311.80. The strike last trading price was 78, which was -119 lower than the previous day. The implied volatity was 40.34, the open interest changed by -1 which decreased total open position to 0
On 17 Jun BDL was trading at 1309.80. The strike last trading price was 197, which was 197 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Jun BDL was trading at 1236.70. The strike last trading price was 197, which was 197 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Jun BDL was trading at 1209.70. The strike last trading price was 197, which was 197 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Jun BDL was trading at 1200.20. The strike last trading price was 197, which was 197 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Jun BDL was trading at 1160.30. The strike last trading price was 197, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Jun BDL was trading at 1183.80. The strike last trading price was 197, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Jun BDL was trading at 1202.80. The strike last trading price was 197, which was 0 lower than the previous day. The implied volatity was 58.64, the open interest changed by 0 which decreased total open position to 1
On 8 Jun BDL was trading at 1187.00. The strike last trading price was 197, which was 87.1 higher than the previous day. The implied volatity was 58.64, the open interest changed by 1 which increased total open position to 1
