BEL
Bharat Electronics Ltd
Historical option data for BEL
13 Mar 2025 04:11 PM IST
| BEL 27MAR2025 245 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.96
Vega: 0.05
Theta: -0.13
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 13 Mar | 280.07 | 36.4 | 3 | 40.84 | 8 | -2 | 154 | |||
| 12 Mar | 276.83 | 33.4 | 3.75 | 44.63 | 14 | 0 | 157 | |||
| 11 Mar | 277.18 | 29.65 | -0.6 | - | 9 | -2 | 158 | |||
| 10 Mar | 272.33 | 30.25 | -2.15 | 46.86 | 13 | -7 | 159 | |||
| 7 Mar | 276.99 | 32.3 | 3.3 | - | 30 | 8 | 166 | |||
| 6 Mar | 272.95 | 29 | -1.3 | 22.47 | 51 | 0 | 158 | |||
| 5 Mar | 274.92 | 30.15 | 7.5 | - | 111 | -11 | 159 | |||
| 4 Mar | 264.71 | 22.3 | 5.5 | 29.00 | 202 | -41 | 170 | |||
| 3 Mar | 257.39 | 16.8 | 6.95 | 30.47 | 2,308 | -47 | 212 | |||
| 28 Feb | 246.25 | 10.2 | -3.6 | 30.11 | 959 | 130 | 262 | |||
| 27 Feb | 252.45 | 13.55 | -3 | 30.64 | 152 | 20 | 132 | |||
| 26 Feb | 256.65 | 16.5 | -0.3 | 29.32 | 65 | 20 | 113 | |||
| 25 Feb | 256.65 | 16.5 | -0.3 | 29.32 | 65 | 21 | 113 | |||
| 24 Feb | 256.35 | 16.8 | -3.3 | 28.31 | 71 | 27 | 92 | |||
| 21 Feb | 256.10 | 20.1 | 0 | 0.00 | 0 | 5 | 0 | |||
| 20 Feb | 260.25 | 20.1 | 3.95 | 28.03 | 35 | 5 | 65 | |||
| 19 Feb | 253.40 | 16.15 | 4.25 | 31.97 | 121 | 2 | 60 | |||
| 18 Feb | 244.60 | 11.45 | -2.95 | 34.64 | 138 | 41 | 57 | |||
| 17 Feb | 248.50 | 14.4 | -27.2 | 32.90 | 30 | 16 | 16 | |||
| 14 Feb | 250.35 | 41.6 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 261.55 | 41.6 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 259.15 | 41.6 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 265.05 | 41.6 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 273.45 | 41.6 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 277.05 | 41.6 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 279.75 | 41.6 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 288.95 | 41.6 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 284.50 | 41.6 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 274.15 | 41.6 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 281.80 | 41.6 | 0 | - | 0 | 0 | 0 | |||
For Bharat Electronics Ltd - strike price 245 expiring on 27MAR2025
Delta for 245 CE is 0.96
Historical price for 245 CE is as follows
On 13 Mar BEL was trading at 280.07. The strike last trading price was 36.4, which was 3 higher than the previous day. The implied volatity was 40.84, the open interest changed by -2 which decreased total open position to 154
On 12 Mar BEL was trading at 276.83. The strike last trading price was 33.4, which was 3.75 higher than the previous day. The implied volatity was 44.63, the open interest changed by 0 which decreased total open position to 157
On 11 Mar BEL was trading at 277.18. The strike last trading price was 29.65, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 158
On 10 Mar BEL was trading at 272.33. The strike last trading price was 30.25, which was -2.15 lower than the previous day. The implied volatity was 46.86, the open interest changed by -7 which decreased total open position to 159
On 7 Mar BEL was trading at 276.99. The strike last trading price was 32.3, which was 3.3 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 166
On 6 Mar BEL was trading at 272.95. The strike last trading price was 29, which was -1.3 lower than the previous day. The implied volatity was 22.47, the open interest changed by 0 which decreased total open position to 158
On 5 Mar BEL was trading at 274.92. The strike last trading price was 30.15, which was 7.5 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 159
On 4 Mar BEL was trading at 264.71. The strike last trading price was 22.3, which was 5.5 higher than the previous day. The implied volatity was 29.00, the open interest changed by -41 which decreased total open position to 170
On 3 Mar BEL was trading at 257.39. The strike last trading price was 16.8, which was 6.95 higher than the previous day. The implied volatity was 30.47, the open interest changed by -47 which decreased total open position to 212
On 28 Feb BEL was trading at 246.25. The strike last trading price was 10.2, which was -3.6 lower than the previous day. The implied volatity was 30.11, the open interest changed by 130 which increased total open position to 262
On 27 Feb BEL was trading at 252.45. The strike last trading price was 13.55, which was -3 lower than the previous day. The implied volatity was 30.64, the open interest changed by 20 which increased total open position to 132
On 26 Feb BEL was trading at 256.65. The strike last trading price was 16.5, which was -0.3 lower than the previous day. The implied volatity was 29.32, the open interest changed by 20 which increased total open position to 113
On 25 Feb BEL was trading at 256.65. The strike last trading price was 16.5, which was -0.3 lower than the previous day. The implied volatity was 29.32, the open interest changed by 21 which increased total open position to 113
On 24 Feb BEL was trading at 256.35. The strike last trading price was 16.8, which was -3.3 lower than the previous day. The implied volatity was 28.31, the open interest changed by 27 which increased total open position to 92
On 21 Feb BEL was trading at 256.10. The strike last trading price was 20.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 20 Feb BEL was trading at 260.25. The strike last trading price was 20.1, which was 3.95 higher than the previous day. The implied volatity was 28.03, the open interest changed by 5 which increased total open position to 65
On 19 Feb BEL was trading at 253.40. The strike last trading price was 16.15, which was 4.25 higher than the previous day. The implied volatity was 31.97, the open interest changed by 2 which increased total open position to 60
On 18 Feb BEL was trading at 244.60. The strike last trading price was 11.45, which was -2.95 lower than the previous day. The implied volatity was 34.64, the open interest changed by 41 which increased total open position to 57
On 17 Feb BEL was trading at 248.50. The strike last trading price was 14.4, which was -27.2 lower than the previous day. The implied volatity was 32.90, the open interest changed by 16 which increased total open position to 16
On 14 Feb BEL was trading at 250.35. The strike last trading price was 41.6, 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 13 Feb BEL was trading at 261.55. The strike last trading price was 41.6, 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 Feb BEL was trading at 259.15. The strike last trading price was 41.6, 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 Feb BEL was trading at 265.05. The strike last trading price was 41.6, 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 Feb BEL was trading at 273.45. The strike last trading price was 41.6, 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 7 Feb BEL was trading at 277.05. The strike last trading price was 41.6, 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 6 Feb BEL was trading at 279.75. The strike last trading price was 41.6, 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 5 Feb BEL was trading at 288.95. The strike last trading price was 41.6, 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 4 Feb BEL was trading at 284.50. The strike last trading price was 41.6, 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 3 Feb BEL was trading at 274.15. The strike last trading price was 41.6, 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 1 Feb BEL was trading at 281.80. The strike last trading price was 41.6, 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
| BEL 27MAR2025 245 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.06
Theta: -0.08
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 280.07 | 0.5 | -0.25 | 43.55 | 314 | -33 | 468 |
| 12 Mar | 276.83 | 0.75 | -0.2 | 42.76 | 261 | 19 | 504 |
| 11 Mar | 277.18 | 0.95 | -0.4 | 44.93 | 702 | -50 | 485 |
| 10 Mar | 272.33 | 1.45 | 0.35 | 43.70 | 617 | 12 | 535 |
| 7 Mar | 276.99 | 1.15 | -0.5 | 41.31 | 718 | -6 | 523 |
| 6 Mar | 272.95 | 1.65 | 0.25 | 41.36 | 776 | 36 | 527 |
| 5 Mar | 274.92 | 1.35 | -1.6 | 39.72 | 1,315 | -28 | 492 |
| 4 Mar | 264.71 | 2.9 | -1.8 | 39.96 | 1,302 | 75 | 523 |
| 3 Mar | 257.39 | 4.5 | -4 | 39.11 | 3,575 | 105 | 450 |
| 28 Feb | 246.25 | 8.05 | 2.25 | 37.40 | 1,601 | 113 | 355 |
| 27 Feb | 252.45 | 5.8 | 1 | 35.08 | 476 | 70 | 242 |
| 26 Feb | 256.65 | 4.9 | -0.25 | 35.53 | 224 | 14 | 172 |
| 25 Feb | 256.65 | 4.9 | -0.25 | 35.53 | 224 | 14 | 172 |
| 24 Feb | 256.35 | 5.1 | -0.4 | 36.38 | 111 | 22 | 157 |
| 21 Feb | 256.10 | 5.9 | 1.5 | 36.20 | 88 | 21 | 135 |
| 20 Feb | 260.25 | 4.5 | -3 | 35.85 | 101 | 36 | 113 |
| 19 Feb | 253.40 | 7.5 | -3 | 38.94 | 74 | 7 | 76 |
| 18 Feb | 244.60 | 10.5 | 0.1 | 36.33 | 64 | 15 | 68 |
| 17 Feb | 248.50 | 10.4 | 0.65 | 43.28 | 46 | 11 | 54 |
| 14 Feb | 250.35 | 9.75 | 4.15 | 40.33 | 58 | -5 | 42 |
| 13 Feb | 261.55 | 5.6 | -1.7 | 38.00 | 10 | 9 | 47 |
| 12 Feb | 259.15 | 7.25 | 1.5 | 41.56 | 5 | 1 | 38 |
| 11 Feb | 265.05 | 5.75 | 2.2 | 40.62 | 11 | 4 | 37 |
| 10 Feb | 273.45 | 3.55 | -1.05 | 39.18 | 1 | 0 | 32 |
| 7 Feb | 277.05 | 4.6 | 1.7 | 44.52 | 26 | 0 | 32 |
| 6 Feb | 279.75 | 2.9 | -2.25 | 38.87 | 32 | 23 | 23 |
| 5 Feb | 288.95 | 5.15 | 0 | 13.45 | 0 | 0 | 0 |
| 4 Feb | 284.50 | 5.15 | 0 | 12.47 | 0 | 0 | 0 |
| 3 Feb | 274.15 | 5.15 | 0 | 9.28 | 0 | 0 | 0 |
| 1 Feb | 281.80 | 5.15 | 0 | 11.97 | 0 | 0 | 0 |
For Bharat Electronics Ltd - strike price 245 expiring on 27MAR2025
Delta for 245 PE is -0.05
Historical price for 245 PE is as follows
On 13 Mar BEL was trading at 280.07. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 43.55, the open interest changed by -33 which decreased total open position to 468
On 12 Mar BEL was trading at 276.83. The strike last trading price was 0.75, which was -0.2 lower than the previous day. The implied volatity was 42.76, the open interest changed by 19 which increased total open position to 504
On 11 Mar BEL was trading at 277.18. The strike last trading price was 0.95, which was -0.4 lower than the previous day. The implied volatity was 44.93, the open interest changed by -50 which decreased total open position to 485
On 10 Mar BEL was trading at 272.33. The strike last trading price was 1.45, which was 0.35 higher than the previous day. The implied volatity was 43.70, the open interest changed by 12 which increased total open position to 535
On 7 Mar BEL was trading at 276.99. The strike last trading price was 1.15, which was -0.5 lower than the previous day. The implied volatity was 41.31, the open interest changed by -6 which decreased total open position to 523
On 6 Mar BEL was trading at 272.95. The strike last trading price was 1.65, which was 0.25 higher than the previous day. The implied volatity was 41.36, the open interest changed by 36 which increased total open position to 527
On 5 Mar BEL was trading at 274.92. The strike last trading price was 1.35, which was -1.6 lower than the previous day. The implied volatity was 39.72, the open interest changed by -28 which decreased total open position to 492
On 4 Mar BEL was trading at 264.71. The strike last trading price was 2.9, which was -1.8 lower than the previous day. The implied volatity was 39.96, the open interest changed by 75 which increased total open position to 523
On 3 Mar BEL was trading at 257.39. The strike last trading price was 4.5, which was -4 lower than the previous day. The implied volatity was 39.11, the open interest changed by 105 which increased total open position to 450
On 28 Feb BEL was trading at 246.25. The strike last trading price was 8.05, which was 2.25 higher than the previous day. The implied volatity was 37.40, the open interest changed by 113 which increased total open position to 355
On 27 Feb BEL was trading at 252.45. The strike last trading price was 5.8, which was 1 higher than the previous day. The implied volatity was 35.08, the open interest changed by 70 which increased total open position to 242
On 26 Feb BEL was trading at 256.65. The strike last trading price was 4.9, which was -0.25 lower than the previous day. The implied volatity was 35.53, the open interest changed by 14 which increased total open position to 172
On 25 Feb BEL was trading at 256.65. The strike last trading price was 4.9, which was -0.25 lower than the previous day. The implied volatity was 35.53, the open interest changed by 14 which increased total open position to 172
On 24 Feb BEL was trading at 256.35. The strike last trading price was 5.1, which was -0.4 lower than the previous day. The implied volatity was 36.38, the open interest changed by 22 which increased total open position to 157
On 21 Feb BEL was trading at 256.10. The strike last trading price was 5.9, which was 1.5 higher than the previous day. The implied volatity was 36.20, the open interest changed by 21 which increased total open position to 135
On 20 Feb BEL was trading at 260.25. The strike last trading price was 4.5, which was -3 lower than the previous day. The implied volatity was 35.85, the open interest changed by 36 which increased total open position to 113
On 19 Feb BEL was trading at 253.40. The strike last trading price was 7.5, which was -3 lower than the previous day. The implied volatity was 38.94, the open interest changed by 7 which increased total open position to 76
On 18 Feb BEL was trading at 244.60. The strike last trading price was 10.5, which was 0.1 higher than the previous day. The implied volatity was 36.33, the open interest changed by 15 which increased total open position to 68
On 17 Feb BEL was trading at 248.50. The strike last trading price was 10.4, which was 0.65 higher than the previous day. The implied volatity was 43.28, the open interest changed by 11 which increased total open position to 54
On 14 Feb BEL was trading at 250.35. The strike last trading price was 9.75, which was 4.15 higher than the previous day. The implied volatity was 40.33, the open interest changed by -5 which decreased total open position to 42
On 13 Feb BEL was trading at 261.55. The strike last trading price was 5.6, which was -1.7 lower than the previous day. The implied volatity was 38.00, the open interest changed by 9 which increased total open position to 47
On 12 Feb BEL was trading at 259.15. The strike last trading price was 7.25, which was 1.5 higher than the previous day. The implied volatity was 41.56, the open interest changed by 1 which increased total open position to 38
On 11 Feb BEL was trading at 265.05. The strike last trading price was 5.75, which was 2.2 higher than the previous day. The implied volatity was 40.62, the open interest changed by 4 which increased total open position to 37
On 10 Feb BEL was trading at 273.45. The strike last trading price was 3.55, which was -1.05 lower than the previous day. The implied volatity was 39.18, the open interest changed by 0 which decreased total open position to 32
On 7 Feb BEL was trading at 277.05. The strike last trading price was 4.6, which was 1.7 higher than the previous day. The implied volatity was 44.52, the open interest changed by 0 which decreased total open position to 32
On 6 Feb BEL was trading at 279.75. The strike last trading price was 2.9, which was -2.25 lower than the previous day. The implied volatity was 38.87, the open interest changed by 23 which increased total open position to 23
On 5 Feb BEL was trading at 288.95. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 13.45, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BEL was trading at 284.50. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 12.47, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BEL was trading at 274.15. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 9.28, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BEL was trading at 281.80. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 11.97, the open interest changed by 0 which decreased total open position to 0
