BEL
Bharat Electronics Ltd
Historical option data for BEL
03 Dec 2024 04:12 PM IST
| BEL 26DEC2024 300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.76
Vega: 0.24
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 312.10 | 17.05 | 2.65 | 27.28 | 1,127 | -203 | 1,393 | |||
| 2 Dec | 306.90 | 14.4 | -1.50 | 30.30 | 1,297 | 122 | 1,597 | |||
| 29 Nov | 308.00 | 15.9 | 0.50 | 31.14 | 1,839 | -78 | 1,486 | |||
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| 28 Nov | 305.75 | 15.4 | -0.70 | 32.64 | 2,383 | -71 | 1,560 | |||
| 27 Nov | 307.35 | 16.1 | 5.05 | 31.59 | 5,511 | -349 | 1,642 | |||
| 26 Nov | 297.90 | 11.05 | 2.25 | 32.09 | 4,660 | 516 | 1,998 | |||
| 25 Nov | 292.35 | 8.8 | 4.30 | 31.73 | 3,851 | 605 | 1,604 | |||
| 22 Nov | 280.85 | 4.5 | 0.70 | 30.40 | 1,316 | 175 | 1,174 | |||
| 21 Nov | 275.45 | 3.8 | -0.75 | 33.04 | 848 | 318 | 999 | |||
| 20 Nov | 279.00 | 4.55 | 0.00 | 32.48 | 709 | 182 | 679 | |||
| 19 Nov | 279.00 | 4.55 | -0.40 | 32.48 | 709 | 180 | 679 | |||
| 18 Nov | 278.05 | 4.95 | -1.10 | 32.61 | 577 | 169 | 499 | |||
| 14 Nov | 280.95 | 6.05 | -0.50 | 31.25 | 329 | 55 | 331 | |||
| 13 Nov | 281.55 | 6.55 | -2.55 | 31.53 | 177 | 38 | 276 | |||
| 12 Nov | 290.15 | 9.1 | -5.10 | 30.41 | 197 | 63 | 233 | |||
| 11 Nov | 299.75 | 14.2 | 1.70 | 30.15 | 92 | 3 | 168 | |||
| 8 Nov | 297.75 | 12.5 | -2.10 | 28.06 | 100 | 21 | 172 | |||
| 7 Nov | 300.35 | 14.6 | -1.35 | 29.23 | 99 | 2 | 152 | |||
| 6 Nov | 301.85 | 15.95 | 6.15 | 29.28 | 231 | 36 | 150 | |||
| 5 Nov | 286.35 | 9.8 | -0.20 | 33.05 | 51 | 9 | 114 | |||
| 4 Nov | 284.15 | 10 | -1.90 | 34.71 | 37 | 13 | 104 | |||
| 1 Nov | 288.65 | 11.9 | 0.45 | 33.53 | 9 | 2 | 91 | |||
| 31 Oct | 284.90 | 11.45 | -1.55 | - | 35 | 2 | 88 | |||
| 30 Oct | 288.55 | 13 | 3.40 | - | 134 | 24 | 86 | |||
| 29 Oct | 283.65 | 9.6 | 2.40 | - | 39 | 0 | 62 | |||
| 28 Oct | 270.05 | 7.2 | -2.10 | - | 35 | 7 | 62 | |||
| 25 Oct | 272.35 | 9.3 | 2.50 | - | 54 | 5 | 55 | |||
| 24 Oct | 271.35 | 6.8 | 0.25 | - | 6 | 2 | 50 | |||
| 23 Oct | 268.65 | 6.55 | -0.55 | - | 18 | 12 | 47 | |||
| 22 Oct | 271.65 | 7.1 | -3.20 | - | 34 | 21 | 34 | |||
| 21 Oct | 282.30 | 10.3 | -1.70 | - | 17 | 10 | 12 | |||
| 18 Oct | 287.15 | 12 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 284.55 | 12 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 288.85 | 12 | 2.00 | - | 1 | 0 | 1 | |||
| 14 Oct | 285.70 | 10 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 286.90 | 10 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 280.25 | 10 | -14.30 | - | 1 | 0 | 0 | |||
| 7 Oct | 267.35 | 24.3 | - | 0 | 0 | 0 | ||||
For Bharat Electronics Ltd - strike price 300 expiring on 26DEC2024
Delta for 300 CE is 0.76
Historical price for 300 CE is as follows
On 3 Dec BEL was trading at 312.10. The strike last trading price was 17.05, which was 2.65 higher than the previous day. The implied volatity was 27.28, the open interest changed by -203 which decreased total open position to 1393
On 2 Dec BEL was trading at 306.90. The strike last trading price was 14.4, which was -1.50 lower than the previous day. The implied volatity was 30.30, the open interest changed by 122 which increased total open position to 1597
On 29 Nov BEL was trading at 308.00. The strike last trading price was 15.9, which was 0.50 higher than the previous day. The implied volatity was 31.14, the open interest changed by -78 which decreased total open position to 1486
On 28 Nov BEL was trading at 305.75. The strike last trading price was 15.4, which was -0.70 lower than the previous day. The implied volatity was 32.64, the open interest changed by -71 which decreased total open position to 1560
On 27 Nov BEL was trading at 307.35. The strike last trading price was 16.1, which was 5.05 higher than the previous day. The implied volatity was 31.59, the open interest changed by -349 which decreased total open position to 1642
On 26 Nov BEL was trading at 297.90. The strike last trading price was 11.05, which was 2.25 higher than the previous day. The implied volatity was 32.09, the open interest changed by 516 which increased total open position to 1998
On 25 Nov BEL was trading at 292.35. The strike last trading price was 8.8, which was 4.30 higher than the previous day. The implied volatity was 31.73, the open interest changed by 605 which increased total open position to 1604
On 22 Nov BEL was trading at 280.85. The strike last trading price was 4.5, which was 0.70 higher than the previous day. The implied volatity was 30.40, the open interest changed by 175 which increased total open position to 1174
On 21 Nov BEL was trading at 275.45. The strike last trading price was 3.8, which was -0.75 lower than the previous day. The implied volatity was 33.04, the open interest changed by 318 which increased total open position to 999
On 20 Nov BEL was trading at 279.00. The strike last trading price was 4.55, which was 0.00 lower than the previous day. The implied volatity was 32.48, the open interest changed by 182 which increased total open position to 679
On 19 Nov BEL was trading at 279.00. The strike last trading price was 4.55, which was -0.40 lower than the previous day. The implied volatity was 32.48, the open interest changed by 180 which increased total open position to 679
On 18 Nov BEL was trading at 278.05. The strike last trading price was 4.95, which was -1.10 lower than the previous day. The implied volatity was 32.61, the open interest changed by 169 which increased total open position to 499
On 14 Nov BEL was trading at 280.95. The strike last trading price was 6.05, which was -0.50 lower than the previous day. The implied volatity was 31.25, the open interest changed by 55 which increased total open position to 331
On 13 Nov BEL was trading at 281.55. The strike last trading price was 6.55, which was -2.55 lower than the previous day. The implied volatity was 31.53, the open interest changed by 38 which increased total open position to 276
On 12 Nov BEL was trading at 290.15. The strike last trading price was 9.1, which was -5.10 lower than the previous day. The implied volatity was 30.41, the open interest changed by 63 which increased total open position to 233
On 11 Nov BEL was trading at 299.75. The strike last trading price was 14.2, which was 1.70 higher than the previous day. The implied volatity was 30.15, the open interest changed by 3 which increased total open position to 168
On 8 Nov BEL was trading at 297.75. The strike last trading price was 12.5, which was -2.10 lower than the previous day. The implied volatity was 28.06, the open interest changed by 21 which increased total open position to 172
On 7 Nov BEL was trading at 300.35. The strike last trading price was 14.6, which was -1.35 lower than the previous day. The implied volatity was 29.23, the open interest changed by 2 which increased total open position to 152
On 6 Nov BEL was trading at 301.85. The strike last trading price was 15.95, which was 6.15 higher than the previous day. The implied volatity was 29.28, the open interest changed by 36 which increased total open position to 150
On 5 Nov BEL was trading at 286.35. The strike last trading price was 9.8, which was -0.20 lower than the previous day. The implied volatity was 33.05, the open interest changed by 9 which increased total open position to 114
On 4 Nov BEL was trading at 284.15. The strike last trading price was 10, which was -1.90 lower than the previous day. The implied volatity was 34.71, the open interest changed by 13 which increased total open position to 104
On 1 Nov BEL was trading at 288.65. The strike last trading price was 11.9, which was 0.45 higher than the previous day. The implied volatity was 33.53, the open interest changed by 2 which increased total open position to 91
On 31 Oct BEL was trading at 284.90. The strike last trading price was 11.45, which was -1.55 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 13, 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 29 Oct BEL was trading at 283.65. The strike last trading price was 9.6, which was 2.40 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 7.2, 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 25 Oct BEL was trading at 272.35. The strike last trading price was 9.3, which was 2.50 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 6.8, which was 0.25 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 6.55, 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 7.1, which was -3.20 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 10.3, 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 18 Oct BEL was trading at 287.15. The strike last trading price was 12, 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 12, 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 15 Oct BEL was trading at 288.85. The strike last trading price was 12, which was 2.00 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 10, 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 10, 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 10, which was -14.30 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 24.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BEL 26DEC2024 300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.26
Vega: 0.25
Theta: -0.14
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 312.10 | 3.9 | -1.80 | 30.22 | 2,163 | 136 | 1,676 |
| 2 Dec | 306.90 | 5.7 | -0.25 | 30.53 | 2,112 | 36 | 1,537 |
| 29 Nov | 308.00 | 5.95 | -1.05 | 30.84 | 2,241 | 54 | 1,499 |
| 28 Nov | 305.75 | 7 | -0.45 | 31.67 | 2,204 | 75 | 1,457 |
| 27 Nov | 307.35 | 7.45 | -3.50 | 34.01 | 3,175 | 558 | 1,388 |
| 26 Nov | 297.90 | 10.95 | -2.15 | 32.55 | 1,467 | 269 | 829 |
| 25 Nov | 292.35 | 13.1 | -8.20 | 31.25 | 1,119 | 329 | 558 |
| 22 Nov | 280.85 | 21.3 | -5.00 | 32.53 | 194 | 45 | 274 |
| 21 Nov | 275.45 | 26.3 | 0.80 | 34.57 | 46 | 12 | 228 |
| 20 Nov | 279.00 | 25.5 | 0.00 | 37.21 | 78 | 55 | 216 |
| 19 Nov | 279.00 | 25.5 | 1.50 | 37.21 | 78 | 55 | 216 |
| 18 Nov | 278.05 | 24 | 2.50 | 33.78 | 87 | 52 | 161 |
| 14 Nov | 280.95 | 21.5 | -0.80 | 31.64 | 13 | 0 | 108 |
| 13 Nov | 281.55 | 22.3 | 5.55 | 35.05 | 26 | 7 | 108 |
| 12 Nov | 290.15 | 16.75 | 5.40 | 31.79 | 39 | 18 | 100 |
| 11 Nov | 299.75 | 11.35 | -1.25 | 30.82 | 76 | -17 | 82 |
| 8 Nov | 297.75 | 12.6 | 1.20 | 30.44 | 85 | 20 | 98 |
| 7 Nov | 300.35 | 11.4 | 1.25 | 30.51 | 58 | 3 | 78 |
| 6 Nov | 301.85 | 10.15 | -9.85 | 29.01 | 119 | 71 | 74 |
| 5 Nov | 286.35 | 20 | -8.40 | 33.08 | 3 | 2 | 2 |
| 4 Nov | 284.15 | 28.4 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 288.65 | 28.4 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 284.90 | 28.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 288.55 | 28.4 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 283.65 | 28.4 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 270.05 | 28.4 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 272.35 | 28.4 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 271.35 | 28.4 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 268.65 | 28.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 271.65 | 28.4 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 282.30 | 28.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 287.15 | 28.4 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 284.55 | 28.4 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 288.85 | 28.4 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 285.70 | 28.4 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 286.90 | 28.4 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 280.25 | 28.4 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 267.35 | 28.4 | - | 0 | 0 | 0 | |
For Bharat Electronics Ltd - strike price 300 expiring on 26DEC2024
Delta for 300 PE is -0.26
Historical price for 300 PE is as follows
On 3 Dec BEL was trading at 312.10. The strike last trading price was 3.9, which was -1.80 lower than the previous day. The implied volatity was 30.22, the open interest changed by 136 which increased total open position to 1676
On 2 Dec BEL was trading at 306.90. The strike last trading price was 5.7, which was -0.25 lower than the previous day. The implied volatity was 30.53, the open interest changed by 36 which increased total open position to 1537
On 29 Nov BEL was trading at 308.00. The strike last trading price was 5.95, which was -1.05 lower than the previous day. The implied volatity was 30.84, the open interest changed by 54 which increased total open position to 1499
On 28 Nov BEL was trading at 305.75. The strike last trading price was 7, which was -0.45 lower than the previous day. The implied volatity was 31.67, the open interest changed by 75 which increased total open position to 1457
On 27 Nov BEL was trading at 307.35. The strike last trading price was 7.45, which was -3.50 lower than the previous day. The implied volatity was 34.01, the open interest changed by 558 which increased total open position to 1388
On 26 Nov BEL was trading at 297.90. The strike last trading price was 10.95, which was -2.15 lower than the previous day. The implied volatity was 32.55, the open interest changed by 269 which increased total open position to 829
On 25 Nov BEL was trading at 292.35. The strike last trading price was 13.1, which was -8.20 lower than the previous day. The implied volatity was 31.25, the open interest changed by 329 which increased total open position to 558
On 22 Nov BEL was trading at 280.85. The strike last trading price was 21.3, which was -5.00 lower than the previous day. The implied volatity was 32.53, the open interest changed by 45 which increased total open position to 274
On 21 Nov BEL was trading at 275.45. The strike last trading price was 26.3, which was 0.80 higher than the previous day. The implied volatity was 34.57, the open interest changed by 12 which increased total open position to 228
On 20 Nov BEL was trading at 279.00. The strike last trading price was 25.5, which was 0.00 lower than the previous day. The implied volatity was 37.21, the open interest changed by 55 which increased total open position to 216
On 19 Nov BEL was trading at 279.00. The strike last trading price was 25.5, which was 1.50 higher than the previous day. The implied volatity was 37.21, the open interest changed by 55 which increased total open position to 216
On 18 Nov BEL was trading at 278.05. The strike last trading price was 24, which was 2.50 higher than the previous day. The implied volatity was 33.78, the open interest changed by 52 which increased total open position to 161
On 14 Nov BEL was trading at 280.95. The strike last trading price was 21.5, which was -0.80 lower than the previous day. The implied volatity was 31.64, the open interest changed by 0 which decreased total open position to 108
On 13 Nov BEL was trading at 281.55. The strike last trading price was 22.3, which was 5.55 higher than the previous day. The implied volatity was 35.05, the open interest changed by 7 which increased total open position to 108
On 12 Nov BEL was trading at 290.15. The strike last trading price was 16.75, which was 5.40 higher than the previous day. The implied volatity was 31.79, the open interest changed by 18 which increased total open position to 100
On 11 Nov BEL was trading at 299.75. The strike last trading price was 11.35, which was -1.25 lower than the previous day. The implied volatity was 30.82, the open interest changed by -17 which decreased total open position to 82
On 8 Nov BEL was trading at 297.75. The strike last trading price was 12.6, which was 1.20 higher than the previous day. The implied volatity was 30.44, the open interest changed by 20 which increased total open position to 98
On 7 Nov BEL was trading at 300.35. The strike last trading price was 11.4, which was 1.25 higher than the previous day. The implied volatity was 30.51, the open interest changed by 3 which increased total open position to 78
On 6 Nov BEL was trading at 301.85. The strike last trading price was 10.15, which was -9.85 lower than the previous day. The implied volatity was 29.01, the open interest changed by 71 which increased total open position to 74
On 5 Nov BEL was trading at 286.35. The strike last trading price was 20, which was -8.40 lower than the previous day. The implied volatity was 33.08, the open interest changed by 2 which increased total open position to 2
On 4 Nov BEL was trading at 284.15. The strike last trading price was 28.4, 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 28.4, 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 31 Oct BEL was trading at 284.90. The strike last trading price was 28.4, 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 Oct BEL was trading at 288.55. The strike last trading price was 28.4, 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 29 Oct BEL was trading at 283.65. The strike last trading price was 28.4, 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 28 Oct BEL was trading at 270.05. The strike last trading price was 28.4, 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 25 Oct BEL was trading at 272.35. The strike last trading price was 28.4, 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 24 Oct BEL was trading at 271.35. The strike last trading price was 28.4, 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 23 Oct BEL was trading at 268.65. The strike last trading price was 28.4, 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 22 Oct BEL was trading at 271.65. The strike last trading price was 28.4, 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 21 Oct BEL was trading at 282.30. The strike last trading price was 28.4, 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 18 Oct BEL was trading at 287.15. The strike last trading price was 28.4, 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 17 Oct BEL was trading at 284.55. The strike last trading price was 28.4, 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 15 Oct BEL was trading at 288.85. The strike last trading price was 28.4, 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 14 Oct BEL was trading at 285.70. The strike last trading price was 28.4, 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 10 Oct BEL was trading at 286.90. The strike last trading price was 28.4, 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 8 Oct BEL was trading at 280.25. The strike last trading price was 28.4, 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 28.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
