BEL
Bharat Electronics Ltd
Historical option data for BEL
21 Nov 2024 04:12 PM IST
| BEL 28NOV2024 265 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.79
Vega: 0.11
Theta: -0.33
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 275.45 | 12.15 | -2.00 | 35.39 | 122 | 19 | 105 | |||
| 20 Nov | 279.00 | 14.15 | 0.00 | 32.74 | 27 | 14 | 86 | |||
| 19 Nov | 279.00 | 14.15 | -1.00 | 32.74 | 27 | 14 | 86 | |||
| 18 Nov | 278.05 | 15.15 | -2.95 | 31.62 | 10 | 0 | 72 | |||
| 14 Nov | 280.95 | 18.1 | -1.45 | 27.23 | 47 | 2 | 72 | |||
| 13 Nov | 281.55 | 19.55 | -14.50 | 32.38 | 35 | 1 | 70 | |||
| 12 Nov | 290.15 | 34.05 | -2.15 | 80.75 | 1 | 0 | 69 | |||
| 11 Nov | 299.75 | 36.2 | 3.40 | 36.76 | 7 | -1 | 70 | |||
| 8 Nov | 297.75 | 32.8 | -3.40 | - | 3 | 0 | 72 | |||
| 7 Nov | 300.35 | 36.2 | -2.80 | - | 4 | 1 | 73 | |||
| 6 Nov | 301.85 | 39 | 19.65 | 37.45 | 46 | -8 | 75 | |||
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| 5 Nov | 286.35 | 19.35 | -4.35 | - | 48 | -4 | 82 | |||
| 4 Nov | 284.15 | 23.7 | -2.50 | 36.02 | 21 | -15 | 87 | |||
| 1 Nov | 288.65 | 26.2 | 1.10 | 24.30 | 1 | 0 | 102 | |||
| 31 Oct | 284.90 | 25.1 | -2.75 | - | 46 | 9 | 104 | |||
| 30 Oct | 288.55 | 27.85 | 3.75 | - | 52 | -9 | 95 | |||
| 29 Oct | 283.65 | 24.1 | 7.35 | - | 246 | -33 | 104 | |||
| 28 Oct | 270.05 | 16.75 | -3.05 | - | 270 | 71 | 137 | |||
| 25 Oct | 272.35 | 19.8 | 2.65 | - | 143 | 65 | 66 | |||
| 24 Oct | 271.35 | 17.15 | -21.05 | - | 2 | 0 | 0 | |||
| 23 Oct | 268.65 | 38.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 271.65 | 38.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 282.30 | 38.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 287.15 | 38.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 284.55 | 38.2 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 285.70 | 38.2 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 288.85 | 38.2 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 285.70 | 38.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 285.90 | 38.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 286.90 | 38.2 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 282.40 | 38.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 280.25 | 38.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 267.35 | 38.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 277.20 | 38.2 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 278.70 | 38.2 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 283.95 | 38.2 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 285.10 | 38.2 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 293.45 | 38.2 | - | 0 | 0 | 0 | ||||
For Bharat Electronics Ltd - strike price 265 expiring on 28NOV2024
Delta for 265 CE is 0.79
Historical price for 265 CE is as follows
On 21 Nov BEL was trading at 275.45. The strike last trading price was 12.15, which was -2.00 lower than the previous day. The implied volatity was 35.39, the open interest changed by 19 which increased total open position to 105
On 20 Nov BEL was trading at 279.00. The strike last trading price was 14.15, which was 0.00 lower than the previous day. The implied volatity was 32.74, the open interest changed by 14 which increased total open position to 86
On 19 Nov BEL was trading at 279.00. The strike last trading price was 14.15, which was -1.00 lower than the previous day. The implied volatity was 32.74, the open interest changed by 14 which increased total open position to 86
On 18 Nov BEL was trading at 278.05. The strike last trading price was 15.15, which was -2.95 lower than the previous day. The implied volatity was 31.62, the open interest changed by 0 which decreased total open position to 72
On 14 Nov BEL was trading at 280.95. The strike last trading price was 18.1, which was -1.45 lower than the previous day. The implied volatity was 27.23, the open interest changed by 2 which increased total open position to 72
On 13 Nov BEL was trading at 281.55. The strike last trading price was 19.55, which was -14.50 lower than the previous day. The implied volatity was 32.38, the open interest changed by 1 which increased total open position to 70
On 12 Nov BEL was trading at 290.15. The strike last trading price was 34.05, which was -2.15 lower than the previous day. The implied volatity was 80.75, the open interest changed by 0 which decreased total open position to 69
On 11 Nov BEL was trading at 299.75. The strike last trading price was 36.2, which was 3.40 higher than the previous day. The implied volatity was 36.76, the open interest changed by -1 which decreased total open position to 70
On 8 Nov BEL was trading at 297.75. The strike last trading price was 32.8, which was -3.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72
On 7 Nov BEL was trading at 300.35. The strike last trading price was 36.2, which was -2.80 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 73
On 6 Nov BEL was trading at 301.85. The strike last trading price was 39, which was 19.65 higher than the previous day. The implied volatity was 37.45, the open interest changed by -8 which decreased total open position to 75
On 5 Nov BEL was trading at 286.35. The strike last trading price was 19.35, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 82
On 4 Nov BEL was trading at 284.15. The strike last trading price was 23.7, which was -2.50 lower than the previous day. The implied volatity was 36.02, the open interest changed by -15 which decreased total open position to 87
On 1 Nov BEL was trading at 288.65. The strike last trading price was 26.2, which was 1.10 higher than the previous day. The implied volatity was 24.30, the open interest changed by 0 which decreased total open position to 102
On 31 Oct BEL was trading at 284.90. The strike last trading price was 25.1, which was -2.75 lower 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 27.85, which was 3.75 higher 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 24.1, which was 7.35 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 16.75, which was -3.05 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 19.8, which was 2.65 higher 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 17.15, which was -21.05 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 38.2, 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 38.2, 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 38.2, 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 38.2, 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 38.2, 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 38.2, 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 38.2, 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 38.2, 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 38.2, 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 38.2, 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 38.2, 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 8 Oct BEL was trading at 280.25. The strike last trading price was 38.2, 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 7 Oct BEL was trading at 267.35. The strike last trading price was 38.2, 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 4 Oct BEL was trading at 277.20. The strike last trading price was 38.2, 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 3 Oct BEL was trading at 278.70. The strike last trading price was 38.2, 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 1 Oct BEL was trading at 283.95. The strike last trading price was 38.2, 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 30 Sept BEL was trading at 285.10. The strike last trading price was 38.2, 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 27 Sept BEL was trading at 293.45. The strike last trading price was 38.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BEL 28NOV2024 265 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 0.12
Theta: -0.32
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 275.45 | 2.2 | 0.20 | 40.77 | 2,355 | 100 | 720 |
| 20 Nov | 279.00 | 2 | 0.00 | 38.52 | 1,164 | 110 | 623 |
| 19 Nov | 279.00 | 2 | 0.20 | 38.52 | 1,164 | 113 | 623 |
| 18 Nov | 278.05 | 1.8 | 0.00 | 36.49 | 729 | 3 | 510 |
| 14 Nov | 280.95 | 1.8 | 0.05 | 35.05 | 1,564 | 76 | 510 |
| 13 Nov | 281.55 | 1.75 | 0.75 | 34.48 | 1,414 | 147 | 436 |
| 12 Nov | 290.15 | 1 | 0.45 | 34.92 | 318 | 17 | 280 |
| 11 Nov | 299.75 | 0.55 | -0.20 | 37.22 | 226 | -16 | 267 |
| 8 Nov | 297.75 | 0.75 | 0.00 | 35.14 | 310 | -25 | 285 |
| 7 Nov | 300.35 | 0.75 | 0.00 | 36.47 | 237 | -43 | 319 |
| 6 Nov | 301.85 | 0.75 | -1.85 | 36.82 | 946 | -16 | 363 |
| 5 Nov | 286.35 | 2.6 | -0.95 | 36.61 | 947 | 48 | 380 |
| 4 Nov | 284.15 | 3.55 | 0.50 | 39.13 | 663 | 40 | 330 |
| 1 Nov | 288.65 | 3.05 | -0.35 | 38.97 | 58 | -2 | 291 |
| 31 Oct | 284.90 | 3.4 | 0.40 | - | 366 | 43 | 288 |
| 30 Oct | 288.55 | 3 | -0.55 | - | 387 | 26 | 245 |
| 29 Oct | 283.65 | 3.55 | -5.95 | - | 461 | 50 | 218 |
| 28 Oct | 270.05 | 9.5 | 0.95 | - | 322 | 75 | 169 |
| 25 Oct | 272.35 | 8.55 | -0.45 | - | 211 | 63 | 94 |
| 24 Oct | 271.35 | 9 | -1.00 | - | 18 | 2 | 30 |
| 23 Oct | 268.65 | 10 | 1.25 | - | 32 | 21 | 28 |
| 22 Oct | 271.65 | 8.75 | 5.30 | - | 6 | 0 | 6 |
| 21 Oct | 282.30 | 3.45 | 0.00 | - | 0 | 2 | 0 |
| 18 Oct | 287.15 | 3.45 | 0.35 | - | 4 | 2 | 6 |
| 17 Oct | 284.55 | 3.1 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 285.70 | 3.1 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 288.85 | 3.1 | 0.00 | - | 0 | 2 | 0 |
| 14 Oct | 285.70 | 3.1 | -0.90 | - | 4 | 3 | 5 |
| 11 Oct | 285.90 | 4 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 286.90 | 4 | -1.00 | - | 1 | 0 | 2 |
| 9 Oct | 282.40 | 5 | -4.35 | - | 3 | 2 | 2 |
| 8 Oct | 280.25 | 9.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 267.35 | 9.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 277.20 | 9.35 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 278.70 | 9.35 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 283.95 | 9.35 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 285.10 | 9.35 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 293.45 | 9.35 | - | 0 | 0 | 0 | |
For Bharat Electronics Ltd - strike price 265 expiring on 28NOV2024
Delta for 265 PE is -0.24
Historical price for 265 PE is as follows
On 21 Nov BEL was trading at 275.45. The strike last trading price was 2.2, which was 0.20 higher than the previous day. The implied volatity was 40.77, the open interest changed by 100 which increased total open position to 720
On 20 Nov BEL was trading at 279.00. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 38.52, the open interest changed by 110 which increased total open position to 623
On 19 Nov BEL was trading at 279.00. The strike last trading price was 2, which was 0.20 higher than the previous day. The implied volatity was 38.52, the open interest changed by 113 which increased total open position to 623
On 18 Nov BEL was trading at 278.05. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 36.49, the open interest changed by 3 which increased total open position to 510
On 14 Nov BEL was trading at 280.95. The strike last trading price was 1.8, which was 0.05 higher than the previous day. The implied volatity was 35.05, the open interest changed by 76 which increased total open position to 510
On 13 Nov BEL was trading at 281.55. The strike last trading price was 1.75, which was 0.75 higher than the previous day. The implied volatity was 34.48, the open interest changed by 147 which increased total open position to 436
On 12 Nov BEL was trading at 290.15. The strike last trading price was 1, which was 0.45 higher than the previous day. The implied volatity was 34.92, the open interest changed by 17 which increased total open position to 280
On 11 Nov BEL was trading at 299.75. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 37.22, the open interest changed by -16 which decreased total open position to 267
On 8 Nov BEL was trading at 297.75. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 35.14, the open interest changed by -25 which decreased total open position to 285
On 7 Nov BEL was trading at 300.35. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 36.47, the open interest changed by -43 which decreased total open position to 319
On 6 Nov BEL was trading at 301.85. The strike last trading price was 0.75, which was -1.85 lower than the previous day. The implied volatity was 36.82, the open interest changed by -16 which decreased total open position to 363
On 5 Nov BEL was trading at 286.35. The strike last trading price was 2.6, which was -0.95 lower than the previous day. The implied volatity was 36.61, the open interest changed by 48 which increased total open position to 380
On 4 Nov BEL was trading at 284.15. The strike last trading price was 3.55, which was 0.50 higher than the previous day. The implied volatity was 39.13, the open interest changed by 40 which increased total open position to 330
On 1 Nov BEL was trading at 288.65. The strike last trading price was 3.05, which was -0.35 lower than the previous day. The implied volatity was 38.97, the open interest changed by -2 which decreased total open position to 291
On 31 Oct BEL was trading at 284.90. The strike last trading price was 3.4, which was 0.40 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 3, which was -0.55 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 3.55, which was -5.95 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 9.5, which was 0.95 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 8.55, 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 24 Oct BEL was trading at 271.35. The strike last trading price was 9, which was -1.00 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 10, which was 1.25 higher 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 8.75, which was 5.30 higher 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 3.45, 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 18 Oct BEL was trading at 287.15. The strike last trading price was 3.45, which was 0.35 higher 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 3.1, 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 3.1, 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 3.1, 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 3.1, which was -0.90 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 4, 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 4, which was -1.00 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 5, which was -4.35 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 9.35, 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 9.35, 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 9.35, 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 9.35, 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 9.35, 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 30 Sept BEL was trading at 285.10. The strike last trading price was 9.35, 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 9.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
