BEL
Bharat Electronics Ltd
Historical option data for BEL
21 Nov 2024 04:12 PM IST
| BEL 28NOV2024 275 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 0.15
Theta: -0.40
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 275.45 | 5.3 | -1.80 | 32.98 | 6,847 | 364 | 742 | |||
| 20 Nov | 279.00 | 7.1 | 0.00 | 32.79 | 768 | -26 | 374 | |||
| 19 Nov | 279.00 | 7.1 | -1.15 | 32.79 | 768 | -30 | 374 | |||
| 18 Nov | 278.05 | 8.25 | -2.15 | 33.28 | 442 | -27 | 403 | |||
| 14 Nov | 280.95 | 10.4 | -1.45 | 27.95 | 993 | 31 | 431 | |||
| 13 Nov | 281.55 | 11.85 | -5.60 | 31.39 | 360 | 82 | 406 | |||
| 12 Nov | 290.15 | 17.45 | -11.55 | 30.60 | 34 | -3 | 326 | |||
| 11 Nov | 299.75 | 29 | 3.45 | 48.67 | 19 | -1 | 332 | |||
| 8 Nov | 297.75 | 25.55 | -2.00 | 35.78 | 16 | 3 | 333 | |||
| 7 Nov | 300.35 | 27.55 | -2.10 | 30.48 | 28 | -6 | 331 | |||
| 6 Nov | 301.85 | 29.65 | 13.30 | 33.95 | 313 | -54 | 337 | |||
| 5 Nov | 286.35 | 16.35 | 0.10 | 31.50 | 1,011 | 70 | 391 | |||
| 4 Nov | 284.15 | 16.25 | -2.05 | 34.72 | 152 | -11 | 320 | |||
| 1 Nov | 288.65 | 18.3 | 0.00 | 27.15 | 13 | -4 | 331 | |||
| 31 Oct | 284.90 | 18.3 | -1.75 | - | 185 | 21 | 333 | |||
| 30 Oct | 288.55 | 20.05 | 3.35 | - | 333 | -59 | 312 | |||
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| 29 Oct | 283.65 | 16.7 | 5.25 | - | 1,619 | -166 | 373 | |||
| 28 Oct | 270.05 | 11.45 | -3.55 | - | 1,473 | 286 | 537 | |||
| 25 Oct | 272.35 | 15 | 2.90 | - | 651 | 125 | 251 | |||
| 24 Oct | 271.35 | 12.1 | 1.00 | - | 61 | 22 | 126 | |||
| 23 Oct | 268.65 | 11.1 | -1.10 | - | 72 | 26 | 103 | |||
| 22 Oct | 271.65 | 12.2 | -7.70 | - | 50 | 14 | 77 | |||
| 21 Oct | 282.30 | 19.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 287.15 | 19.9 | 0.00 | - | 0 | 8 | 0 | |||
| 17 Oct | 284.55 | 19.9 | 0.10 | - | 11 | 9 | 64 | |||
| 16 Oct | 285.70 | 19.8 | -1.45 | - | 5 | 4 | 54 | |||
| 15 Oct | 288.85 | 21.25 | 1.45 | - | 2 | 1 | 50 | |||
| 14 Oct | 285.70 | 19.8 | 1.00 | - | 7 | 6 | 48 | |||
| 11 Oct | 285.90 | 18.8 | 0.20 | - | 14 | 11 | 40 | |||
| 10 Oct | 286.90 | 18.6 | 0.00 | - | 0 | 27 | 0 | |||
| 9 Oct | 282.40 | 18.6 | 0.90 | - | 29 | 26 | 28 | |||
| 8 Oct | 280.25 | 17.7 | 4.70 | - | 9 | -1 | 3 | |||
| 7 Oct | 267.35 | 13 | -12.00 | - | 8 | 2 | 3 | |||
| 4 Oct | 277.20 | 25 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 278.70 | 25 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 283.95 | 25 | 0.00 | - | 0 | 1 | 0 | |||
| 30 Sept | 285.10 | 25 | -6.85 | - | 1 | 0 | 0 | |||
| 27 Sept | 293.45 | 31.85 | - | 0 | 0 | 0 | ||||
For Bharat Electronics Ltd - strike price 275 expiring on 28NOV2024
Delta for 275 CE is 0.53
Historical price for 275 CE is as follows
On 21 Nov BEL was trading at 275.45. The strike last trading price was 5.3, which was -1.80 lower than the previous day. The implied volatity was 32.98, the open interest changed by 364 which increased total open position to 742
On 20 Nov BEL was trading at 279.00. The strike last trading price was 7.1, which was 0.00 lower than the previous day. The implied volatity was 32.79, the open interest changed by -26 which decreased total open position to 374
On 19 Nov BEL was trading at 279.00. The strike last trading price was 7.1, which was -1.15 lower than the previous day. The implied volatity was 32.79, the open interest changed by -30 which decreased total open position to 374
On 18 Nov BEL was trading at 278.05. The strike last trading price was 8.25, which was -2.15 lower than the previous day. The implied volatity was 33.28, the open interest changed by -27 which decreased total open position to 403
On 14 Nov BEL was trading at 280.95. The strike last trading price was 10.4, which was -1.45 lower than the previous day. The implied volatity was 27.95, the open interest changed by 31 which increased total open position to 431
On 13 Nov BEL was trading at 281.55. The strike last trading price was 11.85, which was -5.60 lower than the previous day. The implied volatity was 31.39, the open interest changed by 82 which increased total open position to 406
On 12 Nov BEL was trading at 290.15. The strike last trading price was 17.45, which was -11.55 lower than the previous day. The implied volatity was 30.60, the open interest changed by -3 which decreased total open position to 326
On 11 Nov BEL was trading at 299.75. The strike last trading price was 29, which was 3.45 higher than the previous day. The implied volatity was 48.67, the open interest changed by -1 which decreased total open position to 332
On 8 Nov BEL was trading at 297.75. The strike last trading price was 25.55, which was -2.00 lower than the previous day. The implied volatity was 35.78, the open interest changed by 3 which increased total open position to 333
On 7 Nov BEL was trading at 300.35. The strike last trading price was 27.55, which was -2.10 lower than the previous day. The implied volatity was 30.48, the open interest changed by -6 which decreased total open position to 331
On 6 Nov BEL was trading at 301.85. The strike last trading price was 29.65, which was 13.30 higher than the previous day. The implied volatity was 33.95, the open interest changed by -54 which decreased total open position to 337
On 5 Nov BEL was trading at 286.35. The strike last trading price was 16.35, which was 0.10 higher than the previous day. The implied volatity was 31.50, the open interest changed by 70 which increased total open position to 391
On 4 Nov BEL was trading at 284.15. The strike last trading price was 16.25, which was -2.05 lower than the previous day. The implied volatity was 34.72, the open interest changed by -11 which decreased total open position to 320
On 1 Nov BEL was trading at 288.65. The strike last trading price was 18.3, which was 0.00 lower than the previous day. The implied volatity was 27.15, the open interest changed by -4 which decreased total open position to 331
On 31 Oct BEL was trading at 284.90. The strike last trading price was 18.3, which was -1.75 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 20.05, which was 3.35 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 16.7, which was 5.25 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 11.45, which was -3.55 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 15, which was 2.90 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 12.1, which was 1.00 higher 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 11.1, which was -1.10 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 12.2, which was -7.70 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 19.9, 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 19.9, 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 19.9, which was 0.10 higher 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 19.8, which was -1.45 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 21.25, which was 1.45 higher 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 19.8, which was 1.00 higher 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 18.8, 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 10 Oct BEL was trading at 286.90. The strike last trading price was 18.6, 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 18.6, which was 0.90 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 17.7, which was 4.70 higher 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 13, which was -12.00 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 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 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 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 30 Sept BEL was trading at 285.10. The strike last trading price was 25, which was -6.85 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 31.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BEL 28NOV2024 275 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.15
Theta: -0.36
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 275.45 | 5.35 | 0.25 | 37.12 | 3,599 | 99 | 1,114 |
| 20 Nov | 279.00 | 5.1 | 0.00 | 38.24 | 2,555 | 133 | 1,031 |
| 19 Nov | 279.00 | 5.1 | 0.85 | 38.24 | 2,555 | 149 | 1,031 |
| 18 Nov | 278.05 | 4.25 | 0.25 | 33.01 | 1,796 | 63 | 879 |
| 14 Nov | 280.95 | 4 | 0.20 | 32.55 | 3,872 | 150 | 816 |
| 13 Nov | 281.55 | 3.8 | 1.60 | 31.77 | 3,371 | 40 | 666 |
| 12 Nov | 290.15 | 2.2 | 1.05 | 32.12 | 1,270 | 94 | 710 |
| 11 Nov | 299.75 | 1.15 | -0.40 | 34.26 | 573 | -23 | 619 |
| 8 Nov | 297.75 | 1.55 | 0.20 | 32.60 | 938 | 7 | 642 |
| 7 Nov | 300.35 | 1.35 | 0.00 | 32.99 | 833 | 20 | 636 |
| 6 Nov | 301.85 | 1.35 | -3.55 | 33.61 | 2,051 | 55 | 616 |
| 5 Nov | 286.35 | 4.9 | -1.40 | 35.32 | 1,724 | 116 | 564 |
| 4 Nov | 284.15 | 6.3 | 0.90 | 38.18 | 961 | 60 | 448 |
| 1 Nov | 288.65 | 5.4 | -0.40 | 38.11 | 85 | 10 | 392 |
| 31 Oct | 284.90 | 5.8 | 0.50 | - | 632 | 64 | 382 |
| 30 Oct | 288.55 | 5.3 | -0.95 | - | 552 | 34 | 314 |
| 29 Oct | 283.65 | 6.25 | -7.85 | - | 488 | 50 | 276 |
| 28 Oct | 270.05 | 14.1 | 1.45 | - | 334 | 114 | 226 |
| 25 Oct | 272.35 | 12.65 | -0.70 | - | 106 | 49 | 112 |
| 24 Oct | 271.35 | 13.35 | -1.70 | - | 29 | 18 | 62 |
| 23 Oct | 268.65 | 15.05 | 1.85 | - | 27 | 9 | 43 |
| 22 Oct | 271.65 | 13.2 | 7.90 | - | 46 | 12 | 35 |
| 21 Oct | 282.30 | 5.3 | 0.00 | - | 0 | 1 | 0 |
| 18 Oct | 287.15 | 5.3 | -0.20 | - | 2 | 1 | 23 |
| 17 Oct | 284.55 | 5.5 | 0.00 | - | 0 | 15 | 0 |
| 16 Oct | 285.70 | 5.5 | 0.70 | - | 19 | 14 | 21 |
| 15 Oct | 288.85 | 4.8 | -1.20 | - | 1 | 0 | 8 |
| 14 Oct | 285.70 | 6 | 0.35 | - | 3 | 1 | 7 |
| 11 Oct | 285.90 | 5.65 | -0.55 | - | 2 | 0 | 5 |
| 10 Oct | 286.90 | 6.2 | -1.30 | - | 2 | 0 | 4 |
| 9 Oct | 282.40 | 7.5 | -1.90 | - | 1 | 0 | 4 |
| 8 Oct | 280.25 | 9.4 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 267.35 | 9.4 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 277.20 | 9.4 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 278.70 | 9.4 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 283.95 | 9.4 | 0.00 | - | 0 | 3 | 0 |
| 30 Sept | 285.10 | 9.4 | 3.40 | - | 3 | 2 | 3 |
| 27 Sept | 293.45 | 6 | - | 1 | 0 | 0 | |
For Bharat Electronics Ltd - strike price 275 expiring on 28NOV2024
Delta for 275 PE is -0.47
Historical price for 275 PE is as follows
On 21 Nov BEL was trading at 275.45. The strike last trading price was 5.35, which was 0.25 higher than the previous day. The implied volatity was 37.12, the open interest changed by 99 which increased total open position to 1114
On 20 Nov BEL was trading at 279.00. The strike last trading price was 5.1, which was 0.00 lower than the previous day. The implied volatity was 38.24, the open interest changed by 133 which increased total open position to 1031
On 19 Nov BEL was trading at 279.00. The strike last trading price was 5.1, which was 0.85 higher than the previous day. The implied volatity was 38.24, the open interest changed by 149 which increased total open position to 1031
On 18 Nov BEL was trading at 278.05. The strike last trading price was 4.25, which was 0.25 higher than the previous day. The implied volatity was 33.01, the open interest changed by 63 which increased total open position to 879
On 14 Nov BEL was trading at 280.95. The strike last trading price was 4, which was 0.20 higher than the previous day. The implied volatity was 32.55, the open interest changed by 150 which increased total open position to 816
On 13 Nov BEL was trading at 281.55. The strike last trading price was 3.8, which was 1.60 higher than the previous day. The implied volatity was 31.77, the open interest changed by 40 which increased total open position to 666
On 12 Nov BEL was trading at 290.15. The strike last trading price was 2.2, which was 1.05 higher than the previous day. The implied volatity was 32.12, the open interest changed by 94 which increased total open position to 710
On 11 Nov BEL was trading at 299.75. The strike last trading price was 1.15, which was -0.40 lower than the previous day. The implied volatity was 34.26, the open interest changed by -23 which decreased total open position to 619
On 8 Nov BEL was trading at 297.75. The strike last trading price was 1.55, which was 0.20 higher than the previous day. The implied volatity was 32.60, the open interest changed by 7 which increased total open position to 642
On 7 Nov BEL was trading at 300.35. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 32.99, the open interest changed by 20 which increased total open position to 636
On 6 Nov BEL was trading at 301.85. The strike last trading price was 1.35, which was -3.55 lower than the previous day. The implied volatity was 33.61, the open interest changed by 55 which increased total open position to 616
On 5 Nov BEL was trading at 286.35. The strike last trading price was 4.9, which was -1.40 lower than the previous day. The implied volatity was 35.32, the open interest changed by 116 which increased total open position to 564
On 4 Nov BEL was trading at 284.15. The strike last trading price was 6.3, which was 0.90 higher than the previous day. The implied volatity was 38.18, the open interest changed by 60 which increased total open position to 448
On 1 Nov BEL was trading at 288.65. The strike last trading price was 5.4, which was -0.40 lower than the previous day. The implied volatity was 38.11, the open interest changed by 10 which increased total open position to 392
On 31 Oct BEL was trading at 284.90. The strike last trading price was 5.8, which was 0.50 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 5.3, which was -0.95 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 6.25, which was -7.85 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 14.1, which was 1.45 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 12.65, which was -0.70 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 13.35, which was -1.70 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 15.05, which was 1.85 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 13.2, which was 7.90 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 5.3, 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 5.3, which was -0.20 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 5.5, 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 5.5, which was 0.70 higher 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 4.8, which was -1.20 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, 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 11 Oct BEL was trading at 285.90. The strike last trading price was 5.65, 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 10 Oct BEL was trading at 286.90. The strike last trading price was 6.2, which was -1.30 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 7.5, which was -1.90 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 9.4, 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 7 Oct BEL was trading at 267.35. The strike last trading price was 9.4, 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 4 Oct BEL was trading at 277.20. The strike last trading price was 9.4, 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 3 Oct BEL was trading at 278.70. The strike last trading price was 9.4, 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 1 Oct BEL was trading at 283.95. The strike last trading price was 9.4, 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 30 Sept BEL was trading at 285.10. The strike last trading price was 9.4, which was 3.40 higher 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 6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
