BEL
Bharat Electronics Ltd
Historical option data for BEL
21 Nov 2024 04:12 PM IST
| BEL 28NOV2024 255 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.06
Theta: -0.23
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 275.45 | 21.1 | -4.90 | 40.47 | 22 | 8 | 54 | |||
| 20 Nov | 279.00 | 26 | 0.00 | 66.63 | 4 | 2 | 46 | |||
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| 19 Nov | 279.00 | 26 | -0.40 | 66.63 | 4 | 2 | 46 | |||
| 18 Nov | 278.05 | 26.4 | -0.80 | 58.90 | 1 | 0 | 44 | |||
| 14 Nov | 280.95 | 27.2 | -1.55 | - | 7 | -4 | 45 | |||
| 13 Nov | 281.55 | 28.75 | -9.70 | 36.54 | 21 | 11 | 49 | |||
| 12 Nov | 290.15 | 38.45 | 0.20 | 63.03 | 1 | 0 | 38 | |||
| 11 Nov | 299.75 | 38.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 297.75 | 38.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 300.35 | 38.25 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 6 Nov | 301.85 | 38.25 | 8.85 | - | 2 | 0 | 39 | |||
| 5 Nov | 286.35 | 29.4 | -2.40 | - | 12 | 4 | 38 | |||
| 4 Nov | 284.15 | 31.8 | -3.20 | 34.37 | 18 | 13 | 33 | |||
| 1 Nov | 288.65 | 35 | 1.30 | - | 7 | 6 | 19 | |||
| 31 Oct | 284.90 | 33.7 | 2.25 | - | 1 | 0 | 14 | |||
| 30 Oct | 288.55 | 31.45 | 0.00 | - | 0 | 9 | 0 | |||
| 29 Oct | 283.65 | 31.45 | 9.90 | - | 14 | 8 | 13 | |||
| 28 Oct | 270.05 | 21.55 | -4.45 | - | 4 | 2 | 4 | |||
| 25 Oct | 272.35 | 26 | -8.20 | - | 3 | 2 | 2 | |||
| 24 Oct | 271.35 | 34.2 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 268.65 | 34.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 271.65 | 34.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 282.30 | 34.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 287.15 | 34.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 284.55 | 34.2 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 285.70 | 34.2 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 288.85 | 34.2 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 285.70 | 34.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 285.90 | 34.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 286.90 | 34.2 | 0.00 | - | 0 | -1 | 0 | |||
| 9 Oct | 282.40 | 34.2 | 4.40 | - | 1 | 0 | 1 | |||
| 8 Oct | 280.25 | 29.8 | 0.00 | - | 0 | 1 | 0 | |||
| 7 Oct | 267.35 | 29.8 | -15.45 | - | 1 | 0 | 0 | |||
| 4 Oct | 277.20 | 45.25 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 278.70 | 45.25 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 283.95 | 45.25 | 45.25 | - | 0 | 0 | 0 | |||
| 30 Sept | 285.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 293.45 | 0 | - | 0 | 0 | 0 | ||||
For Bharat Electronics Ltd - strike price 255 expiring on 28NOV2024
Delta for 255 CE is 0.92
Historical price for 255 CE is as follows
On 21 Nov BEL was trading at 275.45. The strike last trading price was 21.1, which was -4.90 lower than the previous day. The implied volatity was 40.47, the open interest changed by 8 which increased total open position to 54
On 20 Nov BEL was trading at 279.00. The strike last trading price was 26, which was 0.00 lower than the previous day. The implied volatity was 66.63, the open interest changed by 2 which increased total open position to 46
On 19 Nov BEL was trading at 279.00. The strike last trading price was 26, which was -0.40 lower than the previous day. The implied volatity was 66.63, the open interest changed by 2 which increased total open position to 46
On 18 Nov BEL was trading at 278.05. The strike last trading price was 26.4, which was -0.80 lower than the previous day. The implied volatity was 58.90, the open interest changed by 0 which decreased total open position to 44
On 14 Nov BEL was trading at 280.95. The strike last trading price was 27.2, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 45
On 13 Nov BEL was trading at 281.55. The strike last trading price was 28.75, which was -9.70 lower than the previous day. The implied volatity was 36.54, the open interest changed by 11 which increased total open position to 49
On 12 Nov BEL was trading at 290.15. The strike last trading price was 38.45, which was 0.20 higher than the previous day. The implied volatity was 63.03, the open interest changed by 0 which decreased total open position to 38
On 11 Nov BEL was trading at 299.75. The strike last trading price was 38.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Nov BEL was trading at 297.75. The strike last trading price was 38.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Nov BEL was trading at 300.35. The strike last trading price was 38.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Nov BEL was trading at 301.85. The strike last trading price was 38.25, which was 8.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 5 Nov BEL was trading at 286.35. The strike last trading price was 29.4, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 38
On 4 Nov BEL was trading at 284.15. The strike last trading price was 31.8, which was -3.20 lower than the previous day. The implied volatity was 34.37, the open interest changed by 13 which increased total open position to 33
On 1 Nov BEL was trading at 288.65. The strike last trading price was 35, which was 1.30 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 19
On 31 Oct BEL was trading at 284.90. The strike last trading price was 33.7, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BEL was trading at 288.55. The strike last trading price was 31.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BEL was trading at 283.65. The strike last trading price was 31.45, which was 9.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BEL was trading at 270.05. The strike last trading price was 21.55, which was -4.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BEL was trading at 272.35. The strike last trading price was 26, which was -8.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BEL was trading at 271.35. The strike last trading price was 34.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BEL was trading at 268.65. The strike last trading price was 34.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BEL was trading at 271.65. The strike last trading price was 34.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BEL was trading at 282.30. The strike last trading price was 34.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BEL was trading at 287.15. The strike last trading price was 34.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct BEL was trading at 284.55. The strike last trading price was 34.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BEL was trading at 285.70. The strike last trading price was 34.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BEL was trading at 288.85. The strike last trading price was 34.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BEL was trading at 285.70. The strike last trading price was 34.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BEL was trading at 285.90. The strike last trading price was 34.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BEL was trading at 286.90. The strike last trading price was 34.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BEL was trading at 282.40. The strike last trading price was 34.2, which was 4.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct BEL was trading at 280.25. The strike last trading price was 29.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BEL was trading at 267.35. The strike last trading price was 29.8, which was -15.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BEL was trading at 277.20. The strike last trading price was 45.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BEL was trading at 278.70. The strike last trading price was 45.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BEL was trading at 283.95. The strike last trading price was 45.25, which was 45.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept BEL was trading at 285.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept BEL was trading at 293.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BEL 28NOV2024 255 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 0.07
Theta: -0.24
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 275.45 | 1 | 0.15 | 47.26 | 1,231 | 86 | 344 |
| 20 Nov | 279.00 | 0.85 | 0.00 | 43.19 | 367 | -30 | 264 |
| 19 Nov | 279.00 | 0.85 | 0.05 | 43.19 | 367 | -24 | 264 |
| 18 Nov | 278.05 | 0.8 | -0.05 | 41.26 | 401 | 84 | 283 |
| 14 Nov | 280.95 | 0.85 | -0.05 | 38.82 | 715 | -10 | 201 |
| 13 Nov | 281.55 | 0.9 | 0.35 | 38.86 | 579 | -12 | 212 |
| 12 Nov | 290.15 | 0.55 | 0.15 | 39.55 | 88 | 28 | 250 |
| 11 Nov | 299.75 | 0.4 | 0.00 | 43.36 | 18 | -1 | 222 |
| 8 Nov | 297.75 | 0.4 | -0.05 | 38.55 | 85 | 6 | 223 |
| 7 Nov | 300.35 | 0.45 | -0.05 | 40.20 | 131 | -15 | 214 |
| 6 Nov | 301.85 | 0.5 | -0.90 | 41.40 | 797 | -58 | 230 |
| 5 Nov | 286.35 | 1.4 | -0.60 | 38.95 | 618 | 13 | 294 |
| 4 Nov | 284.15 | 2 | 0.25 | 41.15 | 579 | 77 | 276 |
| 1 Nov | 288.65 | 1.75 | -0.20 | 40.95 | 72 | 38 | 199 |
| 31 Oct | 284.90 | 1.95 | 0.20 | - | 210 | 32 | 163 |
| 30 Oct | 288.55 | 1.75 | -0.25 | - | 176 | 33 | 131 |
| 29 Oct | 283.65 | 2 | -3.95 | - | 224 | -6 | 98 |
| 28 Oct | 270.05 | 5.95 | 0.65 | - | 178 | 45 | 104 |
| 25 Oct | 272.35 | 5.3 | -0.05 | - | 83 | 28 | 59 |
| 24 Oct | 271.35 | 5.35 | -0.75 | - | 36 | 3 | 31 |
| 23 Oct | 268.65 | 6.1 | -0.45 | - | 39 | 27 | 27 |
| 22 Oct | 271.65 | 6.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 282.30 | 6.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 287.15 | 6.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 284.55 | 6.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 285.70 | 6.55 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 288.85 | 6.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 285.70 | 6.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 285.90 | 6.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 286.90 | 6.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 282.40 | 6.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 280.25 | 6.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 267.35 | 6.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 277.20 | 6.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 278.70 | 6.55 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 283.95 | 6.55 | 6.55 | - | 0 | 0 | 0 |
| 30 Sept | 285.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 293.45 | 0 | - | 0 | 0 | 0 | |
For Bharat Electronics Ltd - strike price 255 expiring on 28NOV2024
Delta for 255 PE is -0.11
Historical price for 255 PE is as follows
On 21 Nov BEL was trading at 275.45. The strike last trading price was 1, which was 0.15 higher than the previous day. The implied volatity was 47.26, the open interest changed by 86 which increased total open position to 344
On 20 Nov BEL was trading at 279.00. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 43.19, the open interest changed by -30 which decreased total open position to 264
On 19 Nov BEL was trading at 279.00. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 43.19, the open interest changed by -24 which decreased total open position to 264
On 18 Nov BEL was trading at 278.05. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 41.26, the open interest changed by 84 which increased total open position to 283
On 14 Nov BEL was trading at 280.95. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 38.82, the open interest changed by -10 which decreased total open position to 201
On 13 Nov BEL was trading at 281.55. The strike last trading price was 0.9, which was 0.35 higher than the previous day. The implied volatity was 38.86, the open interest changed by -12 which decreased total open position to 212
On 12 Nov BEL was trading at 290.15. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 39.55, the open interest changed by 28 which increased total open position to 250
On 11 Nov BEL was trading at 299.75. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 43.36, the open interest changed by -1 which decreased total open position to 222
On 8 Nov BEL was trading at 297.75. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 38.55, the open interest changed by 6 which increased total open position to 223
On 7 Nov BEL was trading at 300.35. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 40.20, the open interest changed by -15 which decreased total open position to 214
On 6 Nov BEL was trading at 301.85. The strike last trading price was 0.5, which was -0.90 lower than the previous day. The implied volatity was 41.40, the open interest changed by -58 which decreased total open position to 230
On 5 Nov BEL was trading at 286.35. The strike last trading price was 1.4, which was -0.60 lower than the previous day. The implied volatity was 38.95, the open interest changed by 13 which increased total open position to 294
On 4 Nov BEL was trading at 284.15. The strike last trading price was 2, which was 0.25 higher than the previous day. The implied volatity was 41.15, the open interest changed by 77 which increased total open position to 276
On 1 Nov BEL was trading at 288.65. The strike last trading price was 1.75, which was -0.20 lower than the previous day. The implied volatity was 40.95, the open interest changed by 38 which increased total open position to 199
On 31 Oct BEL was trading at 284.90. The strike last trading price was 1.95, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BEL was trading at 288.55. The strike last trading price was 1.75, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BEL was trading at 283.65. The strike last trading price was 2, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BEL was trading at 270.05. The strike last trading price was 5.95, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BEL was trading at 272.35. The strike last trading price was 5.3, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BEL was trading at 271.35. The strike last trading price was 5.35, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BEL was trading at 268.65. The strike last trading price was 6.1, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BEL was trading at 271.65. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BEL was trading at 282.30. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BEL was trading at 287.15. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct BEL was trading at 284.55. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BEL was trading at 285.70. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BEL was trading at 288.85. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BEL was trading at 285.70. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BEL was trading at 285.90. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BEL was trading at 286.90. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BEL was trading at 282.40. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct BEL was trading at 280.25. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BEL was trading at 267.35. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BEL was trading at 277.20. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BEL was trading at 278.70. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BEL was trading at 283.95. The strike last trading price was 6.55, which was 6.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept BEL was trading at 285.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept BEL was trading at 293.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
