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[--[65.84.65.76]--]
BEL
Bharat Electronics Ltd

275.45 -3.55 (-1.27%)

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Historical option data for BEL

21 Nov 2024 04:12 PM IST
BEL 28NOV2024 295 CE
Delta: 0.10
Vega: 0.07
Theta: -0.18
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 275.45 0.65 -0.60 37.40 1,688 -85 1,388
20 Nov 279.00 1.25 0.00 35.85 2,251 34 1,487
19 Nov 279.00 1.25 -0.10 35.85 2,251 48 1,487
18 Nov 278.05 1.35 -0.85 33.93 1,526 244 1,446
14 Nov 280.95 2.2 -0.75 29.85 2,564 148 1,200
13 Nov 281.55 2.95 -2.20 31.79 2,824 27 1,055
12 Nov 290.15 5.15 -5.85 29.33 2,771 420 1,095
11 Nov 299.75 11 1.35 30.34 1,669 -59 677
8 Nov 297.75 9.65 -2.05 27.98 1,466 16 735
7 Nov 300.35 11.7 -1.90 27.98 1,607 -30 716
6 Nov 301.85 13.6 7.50 30.17 8,853 -91 756
5 Nov 286.35 6.1 -0.45 32.36 1,915 80 846
4 Nov 284.15 6.55 -1.25 35.40 1,457 17 768
1 Nov 288.65 7.8 0.00 31.08 346 64 751
31 Oct 284.90 7.8 -1.05 - 1,472 152 687
30 Oct 288.55 8.85 2.10 - 2,190 373 536
29 Oct 283.65 6.75 2.10 - 370 12 164
28 Oct 270.05 4.65 -2.35 - 370 73 154
25 Oct 272.35 7 1.80 - 112 21 81
24 Oct 271.35 5.2 0.45 - 11 1 60
23 Oct 268.65 4.75 -0.55 - 39 11 58
22 Oct 271.65 5.3 -3.10 - 47 24 47
21 Oct 282.30 8.4 -1.60 - 9 3 22
18 Oct 287.15 10 1.00 - 3 0 18
17 Oct 284.55 9 -0.65 - 11 4 17
16 Oct 285.70 9.65 -1.15 - 6 0 12
15 Oct 288.85 10.8 1.30 - 6 4 11
14 Oct 285.70 9.5 -2.20 - 2 1 6
11 Oct 285.90 11.7 0.00 - 0 0 0
10 Oct 286.90 11.7 3.25 - 1 0 5
9 Oct 282.40 8.45 -0.85 - 2 0 5
8 Oct 280.25 9.3 2.30 - 1 0 5
7 Oct 267.35 7 -3.55 - 5 0 1
4 Oct 277.20 10.55 0.00 - 0 1 0
3 Oct 278.70 10.55 -10.85 - 1 0 0
1 Oct 283.95 21.4 0.00 - 0 0 0
30 Sept 285.10 21.4 0.00 - 0 0 0
27 Sept 293.45 21.4 - 0 0 0


For Bharat Electronics Ltd - strike price 295 expiring on 28NOV2024

Delta for 295 CE is 0.10

Historical price for 295 CE is as follows

On 21 Nov BEL was trading at 275.45. The strike last trading price was 0.65, which was -0.60 lower than the previous day. The implied volatity was 37.40, the open interest changed by -85 which decreased total open position to 1388


On 20 Nov BEL was trading at 279.00. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 35.85, the open interest changed by 34 which increased total open position to 1487


On 19 Nov BEL was trading at 279.00. The strike last trading price was 1.25, which was -0.10 lower than the previous day. The implied volatity was 35.85, the open interest changed by 48 which increased total open position to 1487


On 18 Nov BEL was trading at 278.05. The strike last trading price was 1.35, which was -0.85 lower than the previous day. The implied volatity was 33.93, the open interest changed by 244 which increased total open position to 1446


On 14 Nov BEL was trading at 280.95. The strike last trading price was 2.2, which was -0.75 lower than the previous day. The implied volatity was 29.85, the open interest changed by 148 which increased total open position to 1200


On 13 Nov BEL was trading at 281.55. The strike last trading price was 2.95, which was -2.20 lower than the previous day. The implied volatity was 31.79, the open interest changed by 27 which increased total open position to 1055


On 12 Nov BEL was trading at 290.15. The strike last trading price was 5.15, which was -5.85 lower than the previous day. The implied volatity was 29.33, the open interest changed by 420 which increased total open position to 1095


On 11 Nov BEL was trading at 299.75. The strike last trading price was 11, which was 1.35 higher than the previous day. The implied volatity was 30.34, the open interest changed by -59 which decreased total open position to 677


On 8 Nov BEL was trading at 297.75. The strike last trading price was 9.65, which was -2.05 lower than the previous day. The implied volatity was 27.98, the open interest changed by 16 which increased total open position to 735


On 7 Nov BEL was trading at 300.35. The strike last trading price was 11.7, which was -1.90 lower than the previous day. The implied volatity was 27.98, the open interest changed by -30 which decreased total open position to 716


On 6 Nov BEL was trading at 301.85. The strike last trading price was 13.6, which was 7.50 higher than the previous day. The implied volatity was 30.17, the open interest changed by -91 which decreased total open position to 756


On 5 Nov BEL was trading at 286.35. The strike last trading price was 6.1, which was -0.45 lower than the previous day. The implied volatity was 32.36, the open interest changed by 80 which increased total open position to 846


On 4 Nov BEL was trading at 284.15. The strike last trading price was 6.55, which was -1.25 lower than the previous day. The implied volatity was 35.40, the open interest changed by 17 which increased total open position to 768


On 1 Nov BEL was trading at 288.65. The strike last trading price was 7.8, which was 0.00 lower than the previous day. The implied volatity was 31.08, the open interest changed by 64 which increased total open position to 751


On 31 Oct BEL was trading at 284.90. The strike last trading price was 7.8, which was -1.05 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 8.85, which was 2.10 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 6.75, which was 2.10 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 4.65, which was -2.35 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 7, which was 1.80 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 5.2, which was 0.45 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 4.75, 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 22 Oct BEL was trading at 271.65. The strike last trading price was 5.3, which was -3.10 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 8.4, which was -1.60 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 10, 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 17 Oct BEL was trading at 284.55. The strike last trading price was 9, which was -0.65 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 9.65, which was -1.15 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 10.8, which was 1.30 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 9.5, which was -2.20 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 11.7, 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 11.7, which was 3.25 higher 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 8.45, which was -0.85 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 9.3, which was 2.30 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 7, 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 4 Oct BEL was trading at 277.20. The strike last trading price was 10.55, 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 10.55, which was -10.85 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 21.4, 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 21.4, 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 27 Sept BEL was trading at 293.45. The strike last trading price was 21.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BEL 28NOV2024 295 PE
Delta: -0.87
Vega: 0.08
Theta: -0.16
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 275.45 20.35 1.30 41.75 47 -23 363
20 Nov 279.00 19.05 0.00 44.51 114 -16 386
19 Nov 279.00 19.05 1.55 44.51 114 -16 386
18 Nov 278.05 17.5 1.90 35.27 76 -19 402
14 Nov 280.95 15.6 1.15 34.28 198 -48 425
13 Nov 281.55 14.45 4.10 30.24 449 -107 474
12 Nov 290.15 10.35 5.10 32.66 2,265 45 642
11 Nov 299.75 5.25 -1.45 30.63 1,696 25 597
8 Nov 297.75 6.7 0.85 30.41 2,186 72 573
7 Nov 300.35 5.85 0.75 30.92 2,013 -38 508
6 Nov 301.85 5.1 -9.40 29.70 3,135 377 544
5 Nov 286.35 14.5 -1.95 35.63 215 -19 167
4 Nov 284.15 16.45 2.15 38.56 170 3 186
1 Nov 288.65 14.3 -1.10 38.36 6 1 181
31 Oct 284.90 15.4 1.40 - 181 11 181
30 Oct 288.55 14 -2.10 - 452 85 172
29 Oct 283.65 16.1 -10.25 - 68 56 87
28 Oct 270.05 26.35 -7.85 - 8 4 28
25 Oct 272.35 34.2 8.60 - 8 7 24
24 Oct 271.35 25.6 0.00 - 0 2 0
23 Oct 268.65 25.6 2.60 - 2 1 16
22 Oct 271.65 23 6.55 - 1 0 14
21 Oct 282.30 16.45 0.00 - 0 2 0
18 Oct 287.15 16.45 1.15 - 2 0 12
17 Oct 284.55 15.3 2.20 - 10 5 12
16 Oct 285.70 13.1 -0.40 - 12 1 7
15 Oct 288.85 13.5 -1.35 - 6 0 1
14 Oct 285.70 14.85 0.00 - 0 1 0
11 Oct 285.90 14.85 -7.35 - 3 1 1
10 Oct 286.90 22.2 0.00 - 0 0 0
9 Oct 282.40 22.2 0.00 - 0 0 0
8 Oct 280.25 22.2 0.00 - 0 0 0
7 Oct 267.35 22.2 0.00 - 0 0 0
4 Oct 277.20 22.2 0.00 - 0 0 0
3 Oct 278.70 22.2 0.00 - 0 0 0
1 Oct 283.95 22.2 0.00 - 0 0 0
30 Sept 285.10 22.2 0.00 - 0 0 0
27 Sept 293.45 22.2 - 0 0 0


For Bharat Electronics Ltd - strike price 295 expiring on 28NOV2024

Delta for 295 PE is -0.87

Historical price for 295 PE is as follows

On 21 Nov BEL was trading at 275.45. The strike last trading price was 20.35, which was 1.30 higher than the previous day. The implied volatity was 41.75, the open interest changed by -23 which decreased total open position to 363


On 20 Nov BEL was trading at 279.00. The strike last trading price was 19.05, which was 0.00 lower than the previous day. The implied volatity was 44.51, the open interest changed by -16 which decreased total open position to 386


On 19 Nov BEL was trading at 279.00. The strike last trading price was 19.05, which was 1.55 higher than the previous day. The implied volatity was 44.51, the open interest changed by -16 which decreased total open position to 386


On 18 Nov BEL was trading at 278.05. The strike last trading price was 17.5, which was 1.90 higher than the previous day. The implied volatity was 35.27, the open interest changed by -19 which decreased total open position to 402


On 14 Nov BEL was trading at 280.95. The strike last trading price was 15.6, which was 1.15 higher than the previous day. The implied volatity was 34.28, the open interest changed by -48 which decreased total open position to 425


On 13 Nov BEL was trading at 281.55. The strike last trading price was 14.45, which was 4.10 higher than the previous day. The implied volatity was 30.24, the open interest changed by -107 which decreased total open position to 474


On 12 Nov BEL was trading at 290.15. The strike last trading price was 10.35, which was 5.10 higher than the previous day. The implied volatity was 32.66, the open interest changed by 45 which increased total open position to 642


On 11 Nov BEL was trading at 299.75. The strike last trading price was 5.25, which was -1.45 lower than the previous day. The implied volatity was 30.63, the open interest changed by 25 which increased total open position to 597


On 8 Nov BEL was trading at 297.75. The strike last trading price was 6.7, which was 0.85 higher than the previous day. The implied volatity was 30.41, the open interest changed by 72 which increased total open position to 573


On 7 Nov BEL was trading at 300.35. The strike last trading price was 5.85, which was 0.75 higher than the previous day. The implied volatity was 30.92, the open interest changed by -38 which decreased total open position to 508


On 6 Nov BEL was trading at 301.85. The strike last trading price was 5.1, which was -9.40 lower than the previous day. The implied volatity was 29.70, the open interest changed by 377 which increased total open position to 544


On 5 Nov BEL was trading at 286.35. The strike last trading price was 14.5, which was -1.95 lower than the previous day. The implied volatity was 35.63, the open interest changed by -19 which decreased total open position to 167


On 4 Nov BEL was trading at 284.15. The strike last trading price was 16.45, which was 2.15 higher than the previous day. The implied volatity was 38.56, the open interest changed by 3 which increased total open position to 186


On 1 Nov BEL was trading at 288.65. The strike last trading price was 14.3, which was -1.10 lower than the previous day. The implied volatity was 38.36, the open interest changed by 1 which increased total open position to 181


On 31 Oct BEL was trading at 284.90. The strike last trading price was 15.4, which was 1.40 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 14, which was -2.10 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 16.1, which was -10.25 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 26.35, 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 25 Oct BEL was trading at 272.35. The strike last trading price was 34.2, which was 8.60 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 25.6, 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 23 Oct BEL was trading at 268.65. The strike last trading price was 25.6, which was 2.60 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 23, 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 21 Oct BEL was trading at 282.30. The strike last trading price was 16.45, 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 16.45, which was 1.15 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 15.3, which was 2.20 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 13.1, which was -0.40 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 13.5, which was -1.35 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 14.85, 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 14.85, which was -7.35 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 22.2, 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 22.2, 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 22.2, 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 22.2, 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 22.2, 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 22.2, 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 22.2, 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 22.2, 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 22.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to