BEL
Bharat Electronics Ltd
Historical option data for BEL
20 Dec 2024 04:12 PM IST
| BEL 26DEC2024 285 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.76
Vega: 0.12
Theta: -0.29
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 290.85 | 7.1 | -7.40 | 23.37 | 412 | 22 | 84 | |||
| 19 Dec | 298.50 | 14.5 | -5.75 | 29.78 | 35 | 4 | 63 | |||
| 18 Dec | 303.80 | 20.25 | -6.95 | 22.73 | 13 | 0 | 59 | |||
| 17 Dec | 310.60 | 27.2 | -4.80 | 47.23 | 5 | -1 | 59 | |||
| 16 Dec | 316.20 | 32 | 0.15 | 34.74 | 1 | 0 | 60 | |||
| 13 Dec | 315.65 | 31.85 | 0.85 | 23.52 | 6 | -1 | 60 | |||
| 12 Dec | 312.95 | 31 | 0.15 | 51.52 | 1 | 0 | 61 | |||
| 11 Dec | 314.10 | 30.85 | -0.55 | 35.92 | 5 | -2 | 62 | |||
| 10 Dec | 314.85 | 31.4 | -0.60 | 29.51 | 7 | -2 | 64 | |||
| 9 Dec | 314.60 | 32 | 0.70 | 38.02 | 1 | 0 | 67 | |||
| 6 Dec | 313.75 | 31.3 | 0.80 | 33.20 | 10 | 0 | 67 | |||
| 5 Dec | 314.50 | 30.5 | 0.95 | - | 10 | -2 | 67 | |||
| 4 Dec | 312.85 | 29.55 | 0.25 | - | 31 | -4 | 70 | |||
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| 3 Dec | 312.10 | 29.3 | 5.30 | 25.16 | 13 | -2 | 74 | |||
| 2 Dec | 306.90 | 24 | -3.20 | 19.44 | 14 | -1 | 76 | |||
| 29 Nov | 308.00 | 27.2 | 0.65 | 32.79 | 9 | -1 | 78 | |||
| 28 Nov | 305.75 | 26.55 | -0.05 | 35.77 | 54 | 4 | 80 | |||
| 27 Nov | 307.35 | 26.6 | 6.95 | 30.58 | 88 | -15 | 75 | |||
| 26 Nov | 297.90 | 19.65 | 3.20 | 31.27 | 134 | -3 | 91 | |||
| 25 Nov | 292.35 | 16.45 | 6.50 | 31.18 | 302 | 10 | 93 | |||
| 22 Nov | 280.85 | 9.95 | 1.95 | 30.89 | 306 | 38 | 121 | |||
| 21 Nov | 275.45 | 8 | -1.10 | 32.69 | 179 | 39 | 84 | |||
| 20 Nov | 279.00 | 9.1 | 0.00 | 32.35 | 84 | 14 | 45 | |||
| 19 Nov | 279.00 | 9.1 | -1.00 | 32.35 | 84 | 14 | 45 | |||
| 18 Nov | 278.05 | 10.1 | -1.20 | 33.09 | 45 | 21 | 29 | |||
| 14 Nov | 280.95 | 11.3 | -1.55 | 31.05 | 21 | 4 | 9 | |||
| 13 Nov | 281.55 | 12.85 | -8.45 | 32.88 | 7 | 4 | 4 | |||
| 12 Nov | 290.15 | 21.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 299.75 | 21.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 297.75 | 21.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 300.35 | 21.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 301.85 | 21.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 286.35 | 21.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 284.15 | 21.3 | 21.30 | - | 0 | 0 | 0 | |||
| 1 Nov | 288.65 | 0 | - | 0 | 0 | 0 | ||||
For Bharat Electronics Ltd - strike price 285 expiring on 26DEC2024
Delta for 285 CE is 0.76
Historical price for 285 CE is as follows
On 20 Dec BEL was trading at 290.85. The strike last trading price was 7.1, which was -7.40 lower than the previous day. The implied volatity was 23.37, the open interest changed by 22 which increased total open position to 84
On 19 Dec BEL was trading at 298.50. The strike last trading price was 14.5, which was -5.75 lower than the previous day. The implied volatity was 29.78, the open interest changed by 4 which increased total open position to 63
On 18 Dec BEL was trading at 303.80. The strike last trading price was 20.25, which was -6.95 lower than the previous day. The implied volatity was 22.73, the open interest changed by 0 which decreased total open position to 59
On 17 Dec BEL was trading at 310.60. The strike last trading price was 27.2, which was -4.80 lower than the previous day. The implied volatity was 47.23, the open interest changed by -1 which decreased total open position to 59
On 16 Dec BEL was trading at 316.20. The strike last trading price was 32, which was 0.15 higher than the previous day. The implied volatity was 34.74, the open interest changed by 0 which decreased total open position to 60
On 13 Dec BEL was trading at 315.65. The strike last trading price was 31.85, which was 0.85 higher than the previous day. The implied volatity was 23.52, the open interest changed by -1 which decreased total open position to 60
On 12 Dec BEL was trading at 312.95. The strike last trading price was 31, which was 0.15 higher than the previous day. The implied volatity was 51.52, the open interest changed by 0 which decreased total open position to 61
On 11 Dec BEL was trading at 314.10. The strike last trading price was 30.85, which was -0.55 lower than the previous day. The implied volatity was 35.92, the open interest changed by -2 which decreased total open position to 62
On 10 Dec BEL was trading at 314.85. The strike last trading price was 31.4, which was -0.60 lower than the previous day. The implied volatity was 29.51, the open interest changed by -2 which decreased total open position to 64
On 9 Dec BEL was trading at 314.60. The strike last trading price was 32, which was 0.70 higher than the previous day. The implied volatity was 38.02, the open interest changed by 0 which decreased total open position to 67
On 6 Dec BEL was trading at 313.75. The strike last trading price was 31.3, which was 0.80 higher than the previous day. The implied volatity was 33.20, the open interest changed by 0 which decreased total open position to 67
On 5 Dec BEL was trading at 314.50. The strike last trading price was 30.5, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 67
On 4 Dec BEL was trading at 312.85. The strike last trading price was 29.55, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 70
On 3 Dec BEL was trading at 312.10. The strike last trading price was 29.3, which was 5.30 higher than the previous day. The implied volatity was 25.16, the open interest changed by -2 which decreased total open position to 74
On 2 Dec BEL was trading at 306.90. The strike last trading price was 24, which was -3.20 lower than the previous day. The implied volatity was 19.44, the open interest changed by -1 which decreased total open position to 76
On 29 Nov BEL was trading at 308.00. The strike last trading price was 27.2, which was 0.65 higher than the previous day. The implied volatity was 32.79, the open interest changed by -1 which decreased total open position to 78
On 28 Nov BEL was trading at 305.75. The strike last trading price was 26.55, which was -0.05 lower than the previous day. The implied volatity was 35.77, the open interest changed by 4 which increased total open position to 80
On 27 Nov BEL was trading at 307.35. The strike last trading price was 26.6, which was 6.95 higher than the previous day. The implied volatity was 30.58, the open interest changed by -15 which decreased total open position to 75
On 26 Nov BEL was trading at 297.90. The strike last trading price was 19.65, which was 3.20 higher than the previous day. The implied volatity was 31.27, the open interest changed by -3 which decreased total open position to 91
On 25 Nov BEL was trading at 292.35. The strike last trading price was 16.45, which was 6.50 higher than the previous day. The implied volatity was 31.18, the open interest changed by 10 which increased total open position to 93
On 22 Nov BEL was trading at 280.85. The strike last trading price was 9.95, which was 1.95 higher than the previous day. The implied volatity was 30.89, the open interest changed by 38 which increased total open position to 121
On 21 Nov BEL was trading at 275.45. The strike last trading price was 8, which was -1.10 lower than the previous day. The implied volatity was 32.69, the open interest changed by 39 which increased total open position to 84
On 20 Nov BEL was trading at 279.00. The strike last trading price was 9.1, which was 0.00 lower than the previous day. The implied volatity was 32.35, the open interest changed by 14 which increased total open position to 45
On 19 Nov BEL was trading at 279.00. The strike last trading price was 9.1, which was -1.00 lower than the previous day. The implied volatity was 32.35, the open interest changed by 14 which increased total open position to 45
On 18 Nov BEL was trading at 278.05. The strike last trading price was 10.1, which was -1.20 lower than the previous day. The implied volatity was 33.09, the open interest changed by 21 which increased total open position to 29
On 14 Nov BEL was trading at 280.95. The strike last trading price was 11.3, which was -1.55 lower than the previous day. The implied volatity was 31.05, the open interest changed by 4 which increased total open position to 9
On 13 Nov BEL was trading at 281.55. The strike last trading price was 12.85, which was -8.45 lower than the previous day. The implied volatity was 32.88, the open interest changed by 4 which increased total open position to 4
On 12 Nov BEL was trading at 290.15. The strike last trading price was 21.3, 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 11 Nov BEL was trading at 299.75. The strike last trading price was 21.3, 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 8 Nov BEL was trading at 297.75. The strike last trading price was 21.3, 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 7 Nov BEL was trading at 300.35. The strike last trading price was 21.3, 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 6 Nov BEL was trading at 301.85. The strike last trading price was 21.3, 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 5 Nov BEL was trading at 286.35. The strike last trading price was 21.3, 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 4 Nov BEL was trading at 284.15. The strike last trading price was 21.3, which was 21.30 higher 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 0, 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 285 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 0.12
Theta: -0.25
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 290.85 | 1.65 | 0.80 | 26.43 | 3,711 | 143 | 823 |
| 19 Dec | 298.50 | 0.85 | 0.20 | 30.90 | 1,834 | 110 | 683 |
| 18 Dec | 303.80 | 0.65 | 0.20 | 34.84 | 1,098 | -14 | 572 |
| 17 Dec | 310.60 | 0.45 | 0.10 | 36.07 | 202 | -30 | 590 |
| 16 Dec | 316.20 | 0.35 | -0.05 | 37.86 | 231 | 5 | 619 |
| 13 Dec | 315.65 | 0.4 | -0.10 | 34.14 | 513 | -37 | 640 |
| 12 Dec | 312.95 | 0.5 | -0.10 | 31.54 | 207 | -15 | 679 |
| 11 Dec | 314.10 | 0.6 | -0.10 | 33.25 | 415 | -26 | 698 |
| 10 Dec | 314.85 | 0.7 | -0.05 | 34.18 | 315 | 33 | 724 |
| 9 Dec | 314.60 | 0.75 | -0.10 | 33.51 | 288 | -25 | 691 |
| 6 Dec | 313.75 | 0.85 | -0.20 | 31.50 | 256 | 13 | 716 |
| 5 Dec | 314.50 | 1.05 | -0.30 | 32.82 | 529 | -50 | 706 |
| 4 Dec | 312.85 | 1.35 | 0.05 | 33.52 | 1,285 | 28 | 766 |
| 3 Dec | 312.10 | 1.3 | -0.90 | 31.83 | 699 | 48 | 732 |
| 2 Dec | 306.90 | 2.2 | -0.15 | 32.54 | 518 | 66 | 685 |
| 29 Nov | 308.00 | 2.35 | -0.65 | 32.30 | 817 | 180 | 619 |
| 28 Nov | 305.75 | 3 | -0.25 | 33.31 | 697 | 104 | 443 |
| 27 Nov | 307.35 | 3.25 | -1.65 | 34.89 | 563 | 80 | 337 |
| 26 Nov | 297.90 | 4.9 | -1.45 | 32.63 | 409 | 108 | 258 |
| 25 Nov | 292.35 | 6.35 | -5.70 | 32.18 | 355 | 125 | 151 |
| 22 Nov | 280.85 | 12.05 | -6.10 | 33.20 | 94 | 28 | 54 |
| 21 Nov | 275.45 | 18.15 | 3.35 | 41.41 | 6 | -1 | 27 |
| 20 Nov | 279.00 | 14.8 | 0.00 | 33.99 | 40 | 13 | 29 |
| 19 Nov | 279.00 | 14.8 | 0.85 | 33.99 | 40 | 14 | 29 |
| 18 Nov | 278.05 | 13.95 | 1.00 | 33.10 | 22 | 4 | 15 |
| 14 Nov | 280.95 | 12.95 | 1.25 | 33.43 | 8 | 3 | 11 |
| 13 Nov | 281.55 | 11.7 | 4.75 | 30.77 | 5 | 4 | 9 |
| 12 Nov | 290.15 | 6.95 | -11.30 | 26.20 | 5 | 3 | 3 |
| 11 Nov | 299.75 | 18.25 | 0.00 | 5.23 | 0 | 0 | 0 |
| 8 Nov | 297.75 | 18.25 | 0.00 | 4.50 | 0 | 0 | 0 |
| 7 Nov | 300.35 | 18.25 | 0.00 | 5.23 | 0 | 0 | 0 |
| 6 Nov | 301.85 | 18.25 | 0.00 | 5.61 | 0 | 0 | 0 |
| 5 Nov | 286.35 | 18.25 | 0.00 | 1.48 | 0 | 0 | 0 |
| 4 Nov | 284.15 | 18.25 | 18.25 | 0.99 | 0 | 0 | 0 |
| 1 Nov | 288.65 | 0 | 2.22 | 0 | 0 | 0 | |
For Bharat Electronics Ltd - strike price 285 expiring on 26DEC2024
Delta for 285 PE is -0.27
Historical price for 285 PE is as follows
On 20 Dec BEL was trading at 290.85. The strike last trading price was 1.65, which was 0.80 higher than the previous day. The implied volatity was 26.43, the open interest changed by 143 which increased total open position to 823
On 19 Dec BEL was trading at 298.50. The strike last trading price was 0.85, which was 0.20 higher than the previous day. The implied volatity was 30.90, the open interest changed by 110 which increased total open position to 683
On 18 Dec BEL was trading at 303.80. The strike last trading price was 0.65, which was 0.20 higher than the previous day. The implied volatity was 34.84, the open interest changed by -14 which decreased total open position to 572
On 17 Dec BEL was trading at 310.60. The strike last trading price was 0.45, which was 0.10 higher than the previous day. The implied volatity was 36.07, the open interest changed by -30 which decreased total open position to 590
On 16 Dec BEL was trading at 316.20. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 37.86, the open interest changed by 5 which increased total open position to 619
On 13 Dec BEL was trading at 315.65. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 34.14, the open interest changed by -37 which decreased total open position to 640
On 12 Dec BEL was trading at 312.95. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 31.54, the open interest changed by -15 which decreased total open position to 679
On 11 Dec BEL was trading at 314.10. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 33.25, the open interest changed by -26 which decreased total open position to 698
On 10 Dec BEL was trading at 314.85. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 34.18, the open interest changed by 33 which increased total open position to 724
On 9 Dec BEL was trading at 314.60. The strike last trading price was 0.75, which was -0.10 lower than the previous day. The implied volatity was 33.51, the open interest changed by -25 which decreased total open position to 691
On 6 Dec BEL was trading at 313.75. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 31.50, the open interest changed by 13 which increased total open position to 716
On 5 Dec BEL was trading at 314.50. The strike last trading price was 1.05, which was -0.30 lower than the previous day. The implied volatity was 32.82, the open interest changed by -50 which decreased total open position to 706
On 4 Dec BEL was trading at 312.85. The strike last trading price was 1.35, which was 0.05 higher than the previous day. The implied volatity was 33.52, the open interest changed by 28 which increased total open position to 766
On 3 Dec BEL was trading at 312.10. The strike last trading price was 1.3, which was -0.90 lower than the previous day. The implied volatity was 31.83, the open interest changed by 48 which increased total open position to 732
On 2 Dec BEL was trading at 306.90. The strike last trading price was 2.2, which was -0.15 lower than the previous day. The implied volatity was 32.54, the open interest changed by 66 which increased total open position to 685
On 29 Nov BEL was trading at 308.00. The strike last trading price was 2.35, which was -0.65 lower than the previous day. The implied volatity was 32.30, the open interest changed by 180 which increased total open position to 619
On 28 Nov BEL was trading at 305.75. The strike last trading price was 3, which was -0.25 lower than the previous day. The implied volatity was 33.31, the open interest changed by 104 which increased total open position to 443
On 27 Nov BEL was trading at 307.35. The strike last trading price was 3.25, which was -1.65 lower than the previous day. The implied volatity was 34.89, the open interest changed by 80 which increased total open position to 337
On 26 Nov BEL was trading at 297.90. The strike last trading price was 4.9, which was -1.45 lower than the previous day. The implied volatity was 32.63, the open interest changed by 108 which increased total open position to 258
On 25 Nov BEL was trading at 292.35. The strike last trading price was 6.35, which was -5.70 lower than the previous day. The implied volatity was 32.18, the open interest changed by 125 which increased total open position to 151
On 22 Nov BEL was trading at 280.85. The strike last trading price was 12.05, which was -6.10 lower than the previous day. The implied volatity was 33.20, the open interest changed by 28 which increased total open position to 54
On 21 Nov BEL was trading at 275.45. The strike last trading price was 18.15, which was 3.35 higher than the previous day. The implied volatity was 41.41, the open interest changed by -1 which decreased total open position to 27
On 20 Nov BEL was trading at 279.00. The strike last trading price was 14.8, which was 0.00 lower than the previous day. The implied volatity was 33.99, the open interest changed by 13 which increased total open position to 29
On 19 Nov BEL was trading at 279.00. The strike last trading price was 14.8, which was 0.85 higher than the previous day. The implied volatity was 33.99, the open interest changed by 14 which increased total open position to 29
On 18 Nov BEL was trading at 278.05. The strike last trading price was 13.95, which was 1.00 higher than the previous day. The implied volatity was 33.10, the open interest changed by 4 which increased total open position to 15
On 14 Nov BEL was trading at 280.95. The strike last trading price was 12.95, which was 1.25 higher than the previous day. The implied volatity was 33.43, the open interest changed by 3 which increased total open position to 11
On 13 Nov BEL was trading at 281.55. The strike last trading price was 11.7, which was 4.75 higher than the previous day. The implied volatity was 30.77, the open interest changed by 4 which increased total open position to 9
On 12 Nov BEL was trading at 290.15. The strike last trading price was 6.95, which was -11.30 lower than the previous day. The implied volatity was 26.20, the open interest changed by 3 which increased total open position to 3
On 11 Nov BEL was trading at 299.75. The strike last trading price was 18.25, which was 0.00 lower than the previous day. The implied volatity was 5.23, 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 18.25, which was 0.00 lower than the previous day. The implied volatity was 4.50, 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 18.25, which was 0.00 lower than the previous day. The implied volatity was 5.23, 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 18.25, which was 0.00 lower than the previous day. The implied volatity was 5.61, 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 18.25, which was 0.00 lower than the previous day. The implied volatity was 1.48, 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 18.25, which was 18.25 higher than the previous day. The implied volatity was 0.99, 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 2.22, the open interest changed by 0 which decreased total open position to 0
