BEL
Bharat Electronics Ltd
Historical option data for BEL
20 Dec 2024 04:12 PM IST
| BEL 26DEC2024 275 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0.04
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 290.85 | 16 | -8.20 | 26.48 | 35 | 2 | 63 | |||
| 19 Dec | 298.50 | 24.2 | -7.60 | 40.10 | 4 | -1 | 60 | |||
| 18 Dec | 303.80 | 31.8 | -5.20 | 61.48 | 26 | -8 | 61 | |||
| 17 Dec | 310.60 | 37 | -4.25 | 58.49 | 30 | -13 | 69 | |||
| 16 Dec | 316.20 | 41.25 | 0.00 | 0.00 | 0 | -17 | 0 | |||
| 13 Dec | 315.65 | 41.25 | 1.75 | - | 20 | -15 | 84 | |||
| 12 Dec | 312.95 | 39.5 | -1.50 | 51.35 | 11 | -10 | 100 | |||
| 11 Dec | 314.10 | 41 | 0.00 | 47.75 | 2 | 0 | 111 | |||
| 10 Dec | 314.85 | 41 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 314.60 | 41 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 313.75 | 41 | 1.30 | 39.22 | 1 | 0 | 111 | |||
| 5 Dec | 314.50 | 39.7 | 1.20 | - | 5 | -4 | 112 | |||
| 4 Dec | 312.85 | 38.5 | 0.70 | - | 8 | -2 | 117 | |||
| 3 Dec | 312.10 | 37.8 | 5.35 | - | 2 | 0 | 119 | |||
| 2 Dec | 306.90 | 32.45 | -4.10 | - | 23 | -3 | 119 | |||
| 29 Nov | 308.00 | 36.55 | 1.75 | 38.26 | 51 | 2 | 122 | |||
| 28 Nov | 305.75 | 34.8 | -0.60 | 36.48 | 15 | 0 | 120 | |||
| 27 Nov | 307.35 | 35.4 | 8.20 | 32.09 | 12 | -2 | 120 | |||
| 26 Nov | 297.90 | 27.2 | 4.40 | 30.97 | 14 | 0 | 122 | |||
| 25 Nov | 292.35 | 22.8 | 7.55 | 28.35 | 67 | -1 | 122 | |||
| 22 Nov | 280.85 | 15.25 | 2.70 | 30.85 | 141 | 5 | 128 | |||
| 21 Nov | 275.45 | 12.55 | -2.55 | 33.03 | 196 | 33 | 122 | |||
| 20 Nov | 279.00 | 15.1 | 0.00 | 36.06 | 49 | 41 | 89 | |||
| 19 Nov | 279.00 | 15.1 | 0.00 | 36.06 | 49 | 41 | 89 | |||
| 18 Nov | 278.05 | 15.1 | -2.20 | 33.42 | 50 | 35 | 48 | |||
| 14 Nov | 280.95 | 17.3 | -3.25 | 33.12 | 13 | 11 | 12 | |||
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| 13 Nov | 281.55 | 20.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 290.15 | 20.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 299.75 | 20.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 297.75 | 20.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 300.35 | 20.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 301.85 | 20.55 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Nov | 286.35 | 20.55 | -6.00 | 28.80 | 1 | 0 | 0 | |||
| 4 Nov | 284.15 | 26.55 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 288.65 | 26.55 | - | 0 | 0 | 0 | ||||
For Bharat Electronics Ltd - strike price 275 expiring on 26DEC2024
Delta for 275 CE is 0.95
Historical price for 275 CE is as follows
On 20 Dec BEL was trading at 290.85. The strike last trading price was 16, which was -8.20 lower than the previous day. The implied volatity was 26.48, the open interest changed by 2 which increased total open position to 63
On 19 Dec BEL was trading at 298.50. The strike last trading price was 24.2, which was -7.60 lower than the previous day. The implied volatity was 40.10, the open interest changed by -1 which decreased total open position to 60
On 18 Dec BEL was trading at 303.80. The strike last trading price was 31.8, which was -5.20 lower than the previous day. The implied volatity was 61.48, the open interest changed by -8 which decreased total open position to 61
On 17 Dec BEL was trading at 310.60. The strike last trading price was 37, which was -4.25 lower than the previous day. The implied volatity was 58.49, the open interest changed by -13 which decreased total open position to 69
On 16 Dec BEL was trading at 316.20. The strike last trading price was 41.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -17 which decreased total open position to 0
On 13 Dec BEL was trading at 315.65. The strike last trading price was 41.25, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 84
On 12 Dec BEL was trading at 312.95. The strike last trading price was 39.5, which was -1.50 lower than the previous day. The implied volatity was 51.35, the open interest changed by -10 which decreased total open position to 100
On 11 Dec BEL was trading at 314.10. The strike last trading price was 41, which was 0.00 lower than the previous day. The implied volatity was 47.75, the open interest changed by 0 which decreased total open position to 111
On 10 Dec BEL was trading at 314.85. The strike last trading price was 41, 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 9 Dec BEL was trading at 314.60. The strike last trading price was 41, 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 6 Dec BEL was trading at 313.75. The strike last trading price was 41, which was 1.30 higher than the previous day. The implied volatity was 39.22, the open interest changed by 0 which decreased total open position to 111
On 5 Dec BEL was trading at 314.50. The strike last trading price was 39.7, which was 1.20 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 112
On 4 Dec BEL was trading at 312.85. The strike last trading price was 38.5, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 117
On 3 Dec BEL was trading at 312.10. The strike last trading price was 37.8, which was 5.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 119
On 2 Dec BEL was trading at 306.90. The strike last trading price was 32.45, which was -4.10 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 119
On 29 Nov BEL was trading at 308.00. The strike last trading price was 36.55, which was 1.75 higher than the previous day. The implied volatity was 38.26, the open interest changed by 2 which increased total open position to 122
On 28 Nov BEL was trading at 305.75. The strike last trading price was 34.8, which was -0.60 lower than the previous day. The implied volatity was 36.48, the open interest changed by 0 which decreased total open position to 120
On 27 Nov BEL was trading at 307.35. The strike last trading price was 35.4, which was 8.20 higher than the previous day. The implied volatity was 32.09, the open interest changed by -2 which decreased total open position to 120
On 26 Nov BEL was trading at 297.90. The strike last trading price was 27.2, which was 4.40 higher than the previous day. The implied volatity was 30.97, the open interest changed by 0 which decreased total open position to 122
On 25 Nov BEL was trading at 292.35. The strike last trading price was 22.8, which was 7.55 higher than the previous day. The implied volatity was 28.35, the open interest changed by -1 which decreased total open position to 122
On 22 Nov BEL was trading at 280.85. The strike last trading price was 15.25, which was 2.70 higher than the previous day. The implied volatity was 30.85, the open interest changed by 5 which increased total open position to 128
On 21 Nov BEL was trading at 275.45. The strike last trading price was 12.55, which was -2.55 lower than the previous day. The implied volatity was 33.03, the open interest changed by 33 which increased total open position to 122
On 20 Nov BEL was trading at 279.00. The strike last trading price was 15.1, which was 0.00 lower than the previous day. The implied volatity was 36.06, the open interest changed by 41 which increased total open position to 89
On 19 Nov BEL was trading at 279.00. The strike last trading price was 15.1, which was 0.00 lower than the previous day. The implied volatity was 36.06, the open interest changed by 41 which increased total open position to 89
On 18 Nov BEL was trading at 278.05. The strike last trading price was 15.1, which was -2.20 lower than the previous day. The implied volatity was 33.42, the open interest changed by 35 which increased total open position to 48
On 14 Nov BEL was trading at 280.95. The strike last trading price was 17.3, which was -3.25 lower than the previous day. The implied volatity was 33.12, the open interest changed by 11 which increased total open position to 12
On 13 Nov BEL was trading at 281.55. The strike last trading price was 20.55, 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 12 Nov BEL was trading at 290.15. The strike last trading price was 20.55, 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 11 Nov BEL was trading at 299.75. The strike last trading price was 20.55, 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 20.55, 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 20.55, 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 6 Nov BEL was trading at 301.85. The strike last trading price was 20.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov BEL was trading at 286.35. The strike last trading price was 20.55, which was -6.00 lower than the previous day. The implied volatity was 28.80, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BEL was trading at 284.15. The strike last trading price was 26.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov BEL was trading at 288.65. The strike last trading price was 26.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BEL 26DEC2024 275 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 0.06
Theta: -0.15
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 290.85 | 0.5 | 0.05 | 32.70 | 630 | -18 | 360 |
| 19 Dec | 298.50 | 0.45 | 0.05 | 39.67 | 528 | 30 | 378 |
| 18 Dec | 303.80 | 0.4 | 0.10 | 43.21 | 161 | 22 | 349 |
| 17 Dec | 310.60 | 0.3 | 0.05 | 43.92 | 84 | -1 | 344 |
| 16 Dec | 316.20 | 0.25 | 0.00 | 45.31 | 104 | 3 | 348 |
| 13 Dec | 315.65 | 0.25 | -0.05 | 39.78 | 125 | -23 | 348 |
| 12 Dec | 312.95 | 0.3 | 0.00 | 37.45 | 66 | 23 | 371 |
| 11 Dec | 314.10 | 0.3 | -0.05 | 37.00 | 209 | -95 | 348 |
| 10 Dec | 314.85 | 0.35 | -0.10 | 37.54 | 72 | -45 | 444 |
| 9 Dec | 314.60 | 0.45 | 0.00 | 38.02 | 184 | -49 | 502 |
| 6 Dec | 313.75 | 0.45 | -0.10 | 34.74 | 98 | 21 | 554 |
| 5 Dec | 314.50 | 0.55 | -0.15 | 35.62 | 280 | -4 | 534 |
| 4 Dec | 312.85 | 0.7 | 0.05 | 35.91 | 405 | 2 | 541 |
| 3 Dec | 312.10 | 0.65 | -0.50 | 34.04 | 578 | 100 | 540 |
| 2 Dec | 306.90 | 1.15 | -0.10 | 34.60 | 315 | 46 | 440 |
| 29 Nov | 308.00 | 1.25 | -0.55 | 34.10 | 580 | 6 | 397 |
| 28 Nov | 305.75 | 1.8 | 0.00 | 35.89 | 461 | 134 | 391 |
| 27 Nov | 307.35 | 1.8 | -0.75 | 36.19 | 338 | 22 | 254 |
| 26 Nov | 297.90 | 2.55 | -0.95 | 32.92 | 304 | 68 | 232 |
| 25 Nov | 292.35 | 3.5 | -4.15 | 32.68 | 283 | 99 | 164 |
| 22 Nov | 280.85 | 7.65 | -2.75 | 33.97 | 109 | 27 | 92 |
| 21 Nov | 275.45 | 10.4 | 1.00 | 34.59 | 62 | 21 | 65 |
| 20 Nov | 279.00 | 9.4 | 0.00 | 33.36 | 45 | 12 | 44 |
| 19 Nov | 279.00 | 9.4 | 0.00 | 33.36 | 45 | 12 | 44 |
| 18 Nov | 278.05 | 9.4 | 1.25 | 34.42 | 38 | 7 | 32 |
| 14 Nov | 280.95 | 8.15 | 0.15 | 32.83 | 11 | 3 | 25 |
| 13 Nov | 281.55 | 8 | 3.15 | 32.85 | 4 | 3 | 22 |
| 12 Nov | 290.15 | 4.85 | -8.75 | 29.84 | 19 | 18 | 18 |
| 11 Nov | 299.75 | 13.6 | 0.00 | 7.91 | 0 | 0 | 0 |
| 8 Nov | 297.75 | 13.6 | 0.00 | 7.18 | 0 | 0 | 0 |
| 7 Nov | 300.35 | 13.6 | 0.00 | 7.83 | 0 | 0 | 0 |
| 6 Nov | 301.85 | 13.6 | 0.00 | 8.20 | 0 | 0 | 0 |
| 5 Nov | 286.35 | 13.6 | 0.00 | 4.18 | 0 | 0 | 0 |
| 4 Nov | 284.15 | 13.6 | 13.60 | 3.74 | 0 | 0 | 0 |
| 1 Nov | 288.65 | 0 | 4.90 | 0 | 0 | 0 | |
For Bharat Electronics Ltd - strike price 275 expiring on 26DEC2024
Delta for 275 PE is -0.09
Historical price for 275 PE is as follows
On 20 Dec BEL was trading at 290.85. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 32.70, the open interest changed by -18 which decreased total open position to 360
On 19 Dec BEL was trading at 298.50. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 39.67, the open interest changed by 30 which increased total open position to 378
On 18 Dec BEL was trading at 303.80. The strike last trading price was 0.4, which was 0.10 higher than the previous day. The implied volatity was 43.21, the open interest changed by 22 which increased total open position to 349
On 17 Dec BEL was trading at 310.60. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 43.92, the open interest changed by -1 which decreased total open position to 344
On 16 Dec BEL was trading at 316.20. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 45.31, the open interest changed by 3 which increased total open position to 348
On 13 Dec BEL was trading at 315.65. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 39.78, the open interest changed by -23 which decreased total open position to 348
On 12 Dec BEL was trading at 312.95. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 37.45, the open interest changed by 23 which increased total open position to 371
On 11 Dec BEL was trading at 314.10. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 37.00, the open interest changed by -95 which decreased total open position to 348
On 10 Dec BEL was trading at 314.85. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 37.54, the open interest changed by -45 which decreased total open position to 444
On 9 Dec BEL was trading at 314.60. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 38.02, the open interest changed by -49 which decreased total open position to 502
On 6 Dec BEL was trading at 313.75. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 34.74, the open interest changed by 21 which increased total open position to 554
On 5 Dec BEL was trading at 314.50. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 35.62, the open interest changed by -4 which decreased total open position to 534
On 4 Dec BEL was trading at 312.85. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 35.91, the open interest changed by 2 which increased total open position to 541
On 3 Dec BEL was trading at 312.10. The strike last trading price was 0.65, which was -0.50 lower than the previous day. The implied volatity was 34.04, the open interest changed by 100 which increased total open position to 540
On 2 Dec BEL was trading at 306.90. The strike last trading price was 1.15, which was -0.10 lower than the previous day. The implied volatity was 34.60, the open interest changed by 46 which increased total open position to 440
On 29 Nov BEL was trading at 308.00. The strike last trading price was 1.25, which was -0.55 lower than the previous day. The implied volatity was 34.10, the open interest changed by 6 which increased total open position to 397
On 28 Nov BEL was trading at 305.75. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 35.89, the open interest changed by 134 which increased total open position to 391
On 27 Nov BEL was trading at 307.35. The strike last trading price was 1.8, which was -0.75 lower than the previous day. The implied volatity was 36.19, the open interest changed by 22 which increased total open position to 254
On 26 Nov BEL was trading at 297.90. The strike last trading price was 2.55, which was -0.95 lower than the previous day. The implied volatity was 32.92, the open interest changed by 68 which increased total open position to 232
On 25 Nov BEL was trading at 292.35. The strike last trading price was 3.5, which was -4.15 lower than the previous day. The implied volatity was 32.68, the open interest changed by 99 which increased total open position to 164
On 22 Nov BEL was trading at 280.85. The strike last trading price was 7.65, which was -2.75 lower than the previous day. The implied volatity was 33.97, the open interest changed by 27 which increased total open position to 92
On 21 Nov BEL was trading at 275.45. The strike last trading price was 10.4, which was 1.00 higher than the previous day. The implied volatity was 34.59, the open interest changed by 21 which increased total open position to 65
On 20 Nov BEL was trading at 279.00. The strike last trading price was 9.4, which was 0.00 lower than the previous day. The implied volatity was 33.36, the open interest changed by 12 which increased total open position to 44
On 19 Nov BEL was trading at 279.00. The strike last trading price was 9.4, which was 0.00 lower than the previous day. The implied volatity was 33.36, the open interest changed by 12 which increased total open position to 44
On 18 Nov BEL was trading at 278.05. The strike last trading price was 9.4, which was 1.25 higher than the previous day. The implied volatity was 34.42, the open interest changed by 7 which increased total open position to 32
On 14 Nov BEL was trading at 280.95. The strike last trading price was 8.15, which was 0.15 higher than the previous day. The implied volatity was 32.83, the open interest changed by 3 which increased total open position to 25
On 13 Nov BEL was trading at 281.55. The strike last trading price was 8, which was 3.15 higher than the previous day. The implied volatity was 32.85, the open interest changed by 3 which increased total open position to 22
On 12 Nov BEL was trading at 290.15. The strike last trading price was 4.85, which was -8.75 lower than the previous day. The implied volatity was 29.84, the open interest changed by 18 which increased total open position to 18
On 11 Nov BEL was trading at 299.75. The strike last trading price was 13.6, which was 0.00 lower than the previous day. The implied volatity was 7.91, 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 13.6, which was 0.00 lower than the previous day. The implied volatity was 7.18, 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 13.6, which was 0.00 lower than the previous day. The implied volatity was 7.83, the open interest changed by 0 which decreased total open position to 0
On 6 Nov BEL was trading at 301.85. The strike last trading price was 13.6, which was 0.00 lower than the previous day. The implied volatity was 8.20, the open interest changed by 0 which decreased total open position to 0
On 5 Nov BEL was trading at 286.35. The strike last trading price was 13.6, which was 0.00 lower than the previous day. The implied volatity was 4.18, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BEL was trading at 284.15. The strike last trading price was 13.6, which was 13.60 higher than the previous day. The implied volatity was 3.74, the open interest changed by 0 which decreased total open position to 0
On 1 Nov BEL was trading at 288.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 4.90, the open interest changed by 0 which decreased total open position to 0
