BEL
Bharat Electronics Ltd
Historical option data for BEL
20 Dec 2024 04:12 PM IST
| BEL 26DEC2024 295 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.34
Vega: 0.14
Theta: -0.31
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 290.85 | 2.05 | -4.25 | 25.22 | 4,668 | 370 | 652 | |||
| 19 Dec | 298.50 | 6.3 | -5.20 | 25.34 | 1,618 | 84 | 280 | |||
| 18 Dec | 303.80 | 11.5 | -6.75 | 26.94 | 205 | 0 | 198 | |||
| 17 Dec | 310.60 | 18.25 | -4.40 | 41.46 | 58 | -32 | 199 | |||
| 16 Dec | 316.20 | 22.65 | 0.00 | 0.00 | 0 | -4 | 0 | |||
| 13 Dec | 315.65 | 22.65 | 2.05 | 29.59 | 25 | -3 | 232 | |||
| 12 Dec | 312.95 | 20.6 | -0.80 | 36.24 | 15 | 1 | 235 | |||
| 11 Dec | 314.10 | 21.4 | -0.70 | 30.28 | 40 | 15 | 233 | |||
| 10 Dec | 314.85 | 22.1 | -0.45 | 27.80 | 39 | -3 | 215 | |||
| 9 Dec | 314.60 | 22.55 | 0.20 | 31.72 | 15 | -3 | 218 | |||
| 6 Dec | 313.75 | 22.35 | 0.10 | 30.56 | 24 | -4 | 222 | |||
| 5 Dec | 314.50 | 22.25 | 0.90 | 26.95 | 57 | -9 | 226 | |||
| 4 Dec | 312.85 | 21.35 | 0.50 | 26.67 | 147 | 3 | 236 | |||
| 3 Dec | 312.10 | 20.85 | 3.05 | 27.06 | 78 | -17 | 236 | |||
| 2 Dec | 306.90 | 17.8 | -1.55 | 30.58 | 109 | 16 | 253 | |||
| 29 Nov | 308.00 | 19.35 | 0.45 | 31.58 | 130 | 11 | 239 | |||
| 28 Nov | 305.75 | 18.9 | -0.35 | 33.83 | 201 | -22 | 228 | |||
| 27 Nov | 307.35 | 19.25 | 5.75 | 31.25 | 539 | -19 | 250 | |||
| 26 Nov | 297.90 | 13.5 | 2.40 | 31.68 | 862 | 20 | 268 | |||
| 25 Nov | 292.35 | 11.1 | 5.10 | 31.89 | 1,295 | 175 | 248 | |||
| 22 Nov | 280.85 | 6 | 1.30 | 30.63 | 166 | 30 | 103 | |||
| 21 Nov | 275.45 | 4.7 | -1.00 | 32.14 | 170 | 31 | 73 | |||
| 20 Nov | 279.00 | 5.7 | 0.00 | 32.43 | 40 | 17 | 43 | |||
| 19 Nov | 279.00 | 5.7 | -0.75 | 32.43 | 40 | 18 | 43 | |||
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| 18 Nov | 278.05 | 6.45 | -0.30 | 33.00 | 21 | 3 | 25 | |||
| 14 Nov | 280.95 | 6.75 | -1.85 | 28.86 | 12 | 1 | 19 | |||
| 13 Nov | 281.55 | 8.6 | -2.75 | 32.64 | 15 | 9 | 17 | |||
| 12 Nov | 290.15 | 11.35 | -6.15 | 30.85 | 7 | 3 | 9 | |||
| 11 Nov | 299.75 | 17.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 8 Nov | 297.75 | 17.5 | 0.00 | 33.83 | 1 | 0 | 5 | |||
| 7 Nov | 300.35 | 17.5 | -1.80 | 29.17 | 5 | 3 | 6 | |||
| 6 Nov | 301.85 | 19.3 | 2.45 | 30.48 | 5 | 2 | 2 | |||
| 5 Nov | 286.35 | 16.85 | 0.00 | 1.66 | 0 | 0 | 0 | |||
| 4 Nov | 284.15 | 16.85 | 0.00 | 2.00 | 0 | 0 | 0 | |||
| 1 Nov | 288.65 | 16.85 | 0.34 | 0 | 0 | 0 | ||||
For Bharat Electronics Ltd - strike price 295 expiring on 26DEC2024
Delta for 295 CE is 0.34
Historical price for 295 CE is as follows
On 20 Dec BEL was trading at 290.85. The strike last trading price was 2.05, which was -4.25 lower than the previous day. The implied volatity was 25.22, the open interest changed by 370 which increased total open position to 652
On 19 Dec BEL was trading at 298.50. The strike last trading price was 6.3, which was -5.20 lower than the previous day. The implied volatity was 25.34, the open interest changed by 84 which increased total open position to 280
On 18 Dec BEL was trading at 303.80. The strike last trading price was 11.5, which was -6.75 lower than the previous day. The implied volatity was 26.94, the open interest changed by 0 which decreased total open position to 198
On 17 Dec BEL was trading at 310.60. The strike last trading price was 18.25, which was -4.40 lower than the previous day. The implied volatity was 41.46, the open interest changed by -32 which decreased total open position to 199
On 16 Dec BEL was trading at 316.20. The strike last trading price was 22.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 13 Dec BEL was trading at 315.65. The strike last trading price was 22.65, which was 2.05 higher than the previous day. The implied volatity was 29.59, the open interest changed by -3 which decreased total open position to 232
On 12 Dec BEL was trading at 312.95. The strike last trading price was 20.6, which was -0.80 lower than the previous day. The implied volatity was 36.24, the open interest changed by 1 which increased total open position to 235
On 11 Dec BEL was trading at 314.10. The strike last trading price was 21.4, which was -0.70 lower than the previous day. The implied volatity was 30.28, the open interest changed by 15 which increased total open position to 233
On 10 Dec BEL was trading at 314.85. The strike last trading price was 22.1, which was -0.45 lower than the previous day. The implied volatity was 27.80, the open interest changed by -3 which decreased total open position to 215
On 9 Dec BEL was trading at 314.60. The strike last trading price was 22.55, which was 0.20 higher than the previous day. The implied volatity was 31.72, the open interest changed by -3 which decreased total open position to 218
On 6 Dec BEL was trading at 313.75. The strike last trading price was 22.35, which was 0.10 higher than the previous day. The implied volatity was 30.56, the open interest changed by -4 which decreased total open position to 222
On 5 Dec BEL was trading at 314.50. The strike last trading price was 22.25, which was 0.90 higher than the previous day. The implied volatity was 26.95, the open interest changed by -9 which decreased total open position to 226
On 4 Dec BEL was trading at 312.85. The strike last trading price was 21.35, which was 0.50 higher than the previous day. The implied volatity was 26.67, the open interest changed by 3 which increased total open position to 236
On 3 Dec BEL was trading at 312.10. The strike last trading price was 20.85, which was 3.05 higher than the previous day. The implied volatity was 27.06, the open interest changed by -17 which decreased total open position to 236
On 2 Dec BEL was trading at 306.90. The strike last trading price was 17.8, which was -1.55 lower than the previous day. The implied volatity was 30.58, the open interest changed by 16 which increased total open position to 253
On 29 Nov BEL was trading at 308.00. The strike last trading price was 19.35, which was 0.45 higher than the previous day. The implied volatity was 31.58, the open interest changed by 11 which increased total open position to 239
On 28 Nov BEL was trading at 305.75. The strike last trading price was 18.9, which was -0.35 lower than the previous day. The implied volatity was 33.83, the open interest changed by -22 which decreased total open position to 228
On 27 Nov BEL was trading at 307.35. The strike last trading price was 19.25, which was 5.75 higher than the previous day. The implied volatity was 31.25, the open interest changed by -19 which decreased total open position to 250
On 26 Nov BEL was trading at 297.90. The strike last trading price was 13.5, which was 2.40 higher than the previous day. The implied volatity was 31.68, the open interest changed by 20 which increased total open position to 268
On 25 Nov BEL was trading at 292.35. The strike last trading price was 11.1, which was 5.10 higher than the previous day. The implied volatity was 31.89, the open interest changed by 175 which increased total open position to 248
On 22 Nov BEL was trading at 280.85. The strike last trading price was 6, which was 1.30 higher than the previous day. The implied volatity was 30.63, the open interest changed by 30 which increased total open position to 103
On 21 Nov BEL was trading at 275.45. The strike last trading price was 4.7, which was -1.00 lower than the previous day. The implied volatity was 32.14, the open interest changed by 31 which increased total open position to 73
On 20 Nov BEL was trading at 279.00. The strike last trading price was 5.7, which was 0.00 lower than the previous day. The implied volatity was 32.43, the open interest changed by 17 which increased total open position to 43
On 19 Nov BEL was trading at 279.00. The strike last trading price was 5.7, which was -0.75 lower than the previous day. The implied volatity was 32.43, the open interest changed by 18 which increased total open position to 43
On 18 Nov BEL was trading at 278.05. The strike last trading price was 6.45, which was -0.30 lower than the previous day. The implied volatity was 33.00, the open interest changed by 3 which increased total open position to 25
On 14 Nov BEL was trading at 280.95. The strike last trading price was 6.75, which was -1.85 lower than the previous day. The implied volatity was 28.86, the open interest changed by 1 which increased total open position to 19
On 13 Nov BEL was trading at 281.55. The strike last trading price was 8.6, which was -2.75 lower than the previous day. The implied volatity was 32.64, the open interest changed by 9 which increased total open position to 17
On 12 Nov BEL was trading at 290.15. The strike last trading price was 11.35, which was -6.15 lower than the previous day. The implied volatity was 30.85, the open interest changed by 3 which increased total open position to 9
On 11 Nov BEL was trading at 299.75. The strike last trading price was 17.5, 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 8 Nov BEL was trading at 297.75. The strike last trading price was 17.5, which was 0.00 lower than the previous day. The implied volatity was 33.83, the open interest changed by 0 which decreased total open position to 5
On 7 Nov BEL was trading at 300.35. The strike last trading price was 17.5, which was -1.80 lower than the previous day. The implied volatity was 29.17, the open interest changed by 3 which increased total open position to 6
On 6 Nov BEL was trading at 301.85. The strike last trading price was 19.3, which was 2.45 higher than the previous day. The implied volatity was 30.48, the open interest changed by 2 which increased total open position to 2
On 5 Nov BEL was trading at 286.35. The strike last trading price was 16.85, which was 0.00 lower than the previous day. The implied volatity was 1.66, 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 16.85, which was 0.00 lower than the previous day. The implied volatity was 2.00, 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 16.85, which was lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0
| BEL 26DEC2024 295 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 0.14
Theta: -0.26
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 290.85 | 6.55 | 3.75 | 27.67 | 6,781 | -166 | 870 |
| 19 Dec | 298.50 | 2.8 | 1.30 | 27.06 | 5,048 | -13 | 1,053 |
| 18 Dec | 303.80 | 1.5 | 0.45 | 28.50 | 3,680 | 146 | 1,067 |
| 17 Dec | 310.60 | 1.05 | 0.35 | 31.06 | 1,015 | 56 | 928 |
| 16 Dec | 316.20 | 0.7 | -0.10 | 32.49 | 621 | -17 | 889 |
| 13 Dec | 315.65 | 0.8 | -0.35 | 29.58 | 1,750 | 92 | 917 |
| 12 Dec | 312.95 | 1.15 | -0.15 | 28.04 | 969 | 133 | 834 |
| 11 Dec | 314.10 | 1.3 | -0.20 | 29.98 | 884 | 22 | 693 |
| 10 Dec | 314.85 | 1.5 | -0.05 | 31.41 | 693 | -29 | 660 |
| 9 Dec | 314.60 | 1.55 | -0.35 | 30.57 | 785 | -70 | 691 |
| 6 Dec | 313.75 | 1.9 | -0.20 | 29.79 | 567 | 58 | 763 |
| 5 Dec | 314.50 | 2.1 | -0.70 | 30.58 | 942 | 147 | 706 |
| 4 Dec | 312.85 | 2.8 | 0.10 | 32.34 | 1,133 | 34 | 561 |
| 3 Dec | 312.10 | 2.7 | -1.55 | 30.44 | 1,045 | -1 | 529 |
| 2 Dec | 306.90 | 4.25 | -0.15 | 31.28 | 942 | 19 | 530 |
| 29 Nov | 308.00 | 4.4 | -1.00 | 31.12 | 885 | 72 | 516 |
| 28 Nov | 305.75 | 5.4 | -0.40 | 32.32 | 676 | 41 | 443 |
| 27 Nov | 307.35 | 5.8 | -2.85 | 34.43 | 752 | 157 | 398 |
| 26 Nov | 297.90 | 8.65 | -1.90 | 32.78 | 453 | 71 | 240 |
| 25 Nov | 292.35 | 10.55 | -7.00 | 31.73 | 567 | 155 | 168 |
| 22 Nov | 280.85 | 17.55 | -4.85 | 31.67 | 28 | 13 | 26 |
| 21 Nov | 275.45 | 22.4 | 6.50 | 34.06 | 3 | 2 | 12 |
| 20 Nov | 279.00 | 15.9 | 0.00 | 14.77 | 5 | 4 | 8 |
| 19 Nov | 279.00 | 15.9 | -3.60 | 14.77 | 5 | 2 | 8 |
| 18 Nov | 278.05 | 19.5 | 0.00 | 30.88 | 2 | 0 | 6 |
| 14 Nov | 280.95 | 19.5 | 3.30 | 34.45 | 2 | 1 | 5 |
| 13 Nov | 281.55 | 16.2 | 4.40 | 27.42 | 3 | 1 | 4 |
| 12 Nov | 290.15 | 11.8 | 1.80 | 26.57 | 3 | 0 | 2 |
| 11 Nov | 299.75 | 10 | 1.00 | 33.02 | 1 | 0 | 2 |
| 8 Nov | 297.75 | 9 | 0.00 | 27.50 | 1 | 0 | 1 |
| 7 Nov | 300.35 | 9 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Nov | 301.85 | 9 | -14.70 | 31.23 | 2 | 1 | 1 |
| 5 Nov | 286.35 | 23.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 284.15 | 23.7 | 23.70 | - | 0 | 0 | 0 |
| 1 Nov | 288.65 | 0 | - | 0 | 0 | 0 | |
For Bharat Electronics Ltd - strike price 295 expiring on 26DEC2024
Delta for 295 PE is -0.65
Historical price for 295 PE is as follows
On 20 Dec BEL was trading at 290.85. The strike last trading price was 6.55, which was 3.75 higher than the previous day. The implied volatity was 27.67, the open interest changed by -166 which decreased total open position to 870
On 19 Dec BEL was trading at 298.50. The strike last trading price was 2.8, which was 1.30 higher than the previous day. The implied volatity was 27.06, the open interest changed by -13 which decreased total open position to 1053
On 18 Dec BEL was trading at 303.80. The strike last trading price was 1.5, which was 0.45 higher than the previous day. The implied volatity was 28.50, the open interest changed by 146 which increased total open position to 1067
On 17 Dec BEL was trading at 310.60. The strike last trading price was 1.05, which was 0.35 higher than the previous day. The implied volatity was 31.06, the open interest changed by 56 which increased total open position to 928
On 16 Dec BEL was trading at 316.20. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was 32.49, the open interest changed by -17 which decreased total open position to 889
On 13 Dec BEL was trading at 315.65. The strike last trading price was 0.8, which was -0.35 lower than the previous day. The implied volatity was 29.58, the open interest changed by 92 which increased total open position to 917
On 12 Dec BEL was trading at 312.95. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was 28.04, the open interest changed by 133 which increased total open position to 834
On 11 Dec BEL was trading at 314.10. The strike last trading price was 1.3, which was -0.20 lower than the previous day. The implied volatity was 29.98, the open interest changed by 22 which increased total open position to 693
On 10 Dec BEL was trading at 314.85. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was 31.41, the open interest changed by -29 which decreased total open position to 660
On 9 Dec BEL was trading at 314.60. The strike last trading price was 1.55, which was -0.35 lower than the previous day. The implied volatity was 30.57, the open interest changed by -70 which decreased total open position to 691
On 6 Dec BEL was trading at 313.75. The strike last trading price was 1.9, which was -0.20 lower than the previous day. The implied volatity was 29.79, the open interest changed by 58 which increased total open position to 763
On 5 Dec BEL was trading at 314.50. The strike last trading price was 2.1, which was -0.70 lower than the previous day. The implied volatity was 30.58, the open interest changed by 147 which increased total open position to 706
On 4 Dec BEL was trading at 312.85. The strike last trading price was 2.8, which was 0.10 higher than the previous day. The implied volatity was 32.34, the open interest changed by 34 which increased total open position to 561
On 3 Dec BEL was trading at 312.10. The strike last trading price was 2.7, which was -1.55 lower than the previous day. The implied volatity was 30.44, the open interest changed by -1 which decreased total open position to 529
On 2 Dec BEL was trading at 306.90. The strike last trading price was 4.25, which was -0.15 lower than the previous day. The implied volatity was 31.28, the open interest changed by 19 which increased total open position to 530
On 29 Nov BEL was trading at 308.00. The strike last trading price was 4.4, which was -1.00 lower than the previous day. The implied volatity was 31.12, the open interest changed by 72 which increased total open position to 516
On 28 Nov BEL was trading at 305.75. The strike last trading price was 5.4, which was -0.40 lower than the previous day. The implied volatity was 32.32, the open interest changed by 41 which increased total open position to 443
On 27 Nov BEL was trading at 307.35. The strike last trading price was 5.8, which was -2.85 lower than the previous day. The implied volatity was 34.43, the open interest changed by 157 which increased total open position to 398
On 26 Nov BEL was trading at 297.90. The strike last trading price was 8.65, which was -1.90 lower than the previous day. The implied volatity was 32.78, the open interest changed by 71 which increased total open position to 240
On 25 Nov BEL was trading at 292.35. The strike last trading price was 10.55, which was -7.00 lower than the previous day. The implied volatity was 31.73, the open interest changed by 155 which increased total open position to 168
On 22 Nov BEL was trading at 280.85. The strike last trading price was 17.55, which was -4.85 lower than the previous day. The implied volatity was 31.67, the open interest changed by 13 which increased total open position to 26
On 21 Nov BEL was trading at 275.45. The strike last trading price was 22.4, which was 6.50 higher than the previous day. The implied volatity was 34.06, the open interest changed by 2 which increased total open position to 12
On 20 Nov BEL was trading at 279.00. The strike last trading price was 15.9, which was 0.00 lower than the previous day. The implied volatity was 14.77, the open interest changed by 4 which increased total open position to 8
On 19 Nov BEL was trading at 279.00. The strike last trading price was 15.9, which was -3.60 lower than the previous day. The implied volatity was 14.77, the open interest changed by 2 which increased total open position to 8
On 18 Nov BEL was trading at 278.05. The strike last trading price was 19.5, which was 0.00 lower than the previous day. The implied volatity was 30.88, the open interest changed by 0 which decreased total open position to 6
On 14 Nov BEL was trading at 280.95. The strike last trading price was 19.5, which was 3.30 higher than the previous day. The implied volatity was 34.45, the open interest changed by 1 which increased total open position to 5
On 13 Nov BEL was trading at 281.55. The strike last trading price was 16.2, which was 4.40 higher than the previous day. The implied volatity was 27.42, the open interest changed by 1 which increased total open position to 4
On 12 Nov BEL was trading at 290.15. The strike last trading price was 11.8, which was 1.80 higher than the previous day. The implied volatity was 26.57, the open interest changed by 0 which decreased total open position to 2
On 11 Nov BEL was trading at 299.75. The strike last trading price was 10, which was 1.00 higher than the previous day. The implied volatity was 33.02, the open interest changed by 0 which decreased total open position to 2
On 8 Nov BEL was trading at 297.75. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was 27.50, the open interest changed by 0 which decreased total open position to 1
On 7 Nov BEL was trading at 300.35. The strike last trading price was 9, 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 6 Nov BEL was trading at 301.85. The strike last trading price was 9, which was -14.70 lower than the previous day. The implied volatity was 31.23, the open interest changed by 1 which increased total open position to 1
On 5 Nov BEL was trading at 286.35. The strike last trading price was 23.7, 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 23.7, which was 23.70 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
