Historical option data for BDL
23 Jun 2026 04:10 PM IST
| BDL 28-Jul-2026 (35d) 1360 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.69
Vega: 0.02
Theta: -0.69
Gamma: 0.00284
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 1390.60 | 81.05 | 8.05 (11.03%) | 28.32 | 2 | 1 | 7 | |||||||||
| 22 Jun | 1406.70 | 73.1 | 63.1 (631.00%) | 24.16 | 15 | 5 | 6 | |||||||||
| 19 Jun | 1373.40 | 10.25 | 0.25 (2.50%) | - | 1 | 0 | 1 | |||||||||
| 18 Jun | 1311.80 | 10.25 | 0.25 (2.50%) | - | 1 | 0 | 1 | |||||||||
| 17 Jun | 1309.80 | 10.25 | 0.25 (2.50%) | - | 1 | 0 | 1 | |||||||||
| 16 Jun | 1236.70 | 10.25 | 0.25 (2.50%) | - | 1 | 0 | 1 | |||||||||
| 15 Jun | 1209.70 | 10.25 | 0.25 (2.50%) | - | 1 | 0 | 1 | |||||||||
| 12 Jun | 1200.20 | 10.25 | 0 (0.00%) | 37 | 1 | 0 | 1 | |||||||||
| 11 Jun | 1160.30 | 10.25 | -160.75 (-94.01%) | 37 | 1 | 1 | 1 | |||||||||
| 11 May | 1401.30 | 0 | 0 | - | 0 | 8.235 | 8.235 | |||||||||
For Bharat Dynamics Limited - strike price 1360 expiring on 28JUL2026
Delta for 1360 CE is 0.69
Historical price for 1360 CE is as follows
On 23 Jun BDL was trading at 1390.60. The strike last trading price was 81.05, which was 8.05 higher than the previous day. The implied volatity was 28.32, the open interest changed by 1 which increased total open position to 7
On 22 Jun BDL was trading at 1406.70. The strike last trading price was 73.1, which was 63.1 higher than the previous day. The implied volatity was 24.16, the open interest changed by 5 which increased total open position to 6
On 19 Jun BDL was trading at 1373.40. The strike last trading price was 10.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Jun BDL was trading at 1311.80. The strike last trading price was 10.25, which was 0.25 higher 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 10.25, which was 0.25 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 10.25, which was 0.25 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 10.25, which was 0.25 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 10.25, which was 0 lower than the previous day. The implied volatity was 37, 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 10.25, which was -160.75 lower than the previous day. The implied volatity was 37, the open interest changed by 1 which increased total open position to 1
On 11 May BDL was trading at 1401.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
| BDL 28-Jul-2026 (35d) 1360 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.4
Vega: 0.02
Theta: -0.91
Gamma: 0.00203
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 1390.60 | 58 | 7.4 (14.62%) | 44 | 63 | 7 | 22 |
| 22 Jun | 1406.70 | 48.6 | -13.4 (-21.61%) | 43.32 | 26 | 9 | 13 |
| 19 Jun | 1373.40 | 62 | -52.75 (-45.97%) | 40.16 | 4 | 3 | 3 |
| 18 Jun | 1311.80 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 1309.80 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 1236.70 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 1209.70 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 1200.20 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 1160.30 | 0 | 0 | - | 0 | 0 | 0 |
| 11 May | 1401.30 | 0 | 0 | - | 0 | 8.235 | 8.235 |
For Bharat Dynamics Limited - strike price 1360 expiring on 28JUL2026
Delta for 1360 PE is -0.4
Historical price for 1360 PE is as follows
On 23 Jun BDL was trading at 1390.60. The strike last trading price was 58, which was 7.4 higher than the previous day. The implied volatity was 44, the open interest changed by 7 which increased total open position to 22
On 22 Jun BDL was trading at 1406.70. The strike last trading price was 48.6, which was -13.4 lower than the previous day. The implied volatity was 43.32, the open interest changed by 9 which increased total open position to 13
On 19 Jun BDL was trading at 1373.40. The strike last trading price was 62, which was -52.75 lower than the previous day. The implied volatity was 40.16, the open interest changed by 3 which increased total open position to 3
On 18 Jun BDL was trading at 1311.80. 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 17 Jun BDL was trading at 1309.80. 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 16 Jun BDL was trading at 1236.70. 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 15 Jun BDL was trading at 1209.70. 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 12 Jun BDL was trading at 1200.20. 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 11 Jun BDL was trading at 1160.30. 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 11 May BDL was trading at 1401.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
