BEL
Bharat Electronics Ltd
Historical option data for BEL
20 Dec 2024 04:12 PM IST
| BEL 26DEC2024 305 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 0.08
Theta: -0.22
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 290.85 | 0.75 | -1.40 | 32.09 | 9,111 | 47 | 1,388 | |||
| 19 Dec | 298.50 | 2.15 | -2.65 | 27.67 | 4,730 | 362 | 1,360 | |||
| 18 Dec | 303.80 | 4.8 | -4.60 | 26.09 | 5,011 | 545 | 1,000 | |||
| 17 Dec | 310.60 | 9.4 | -4.80 | 30.96 | 313 | 8 | 458 | |||
| 16 Dec | 316.20 | 14.2 | 0.35 | 32.63 | 187 | -18 | 461 | |||
| 13 Dec | 315.65 | 13.85 | 1.60 | 26.46 | 575 | -49 | 482 | |||
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| 12 Dec | 312.95 | 12.25 | -1.20 | 30.73 | 282 | -25 | 533 | |||
| 11 Dec | 314.10 | 13.45 | -0.85 | 29.31 | 222 | -3 | 560 | |||
| 10 Dec | 314.85 | 14.3 | -0.20 | 28.84 | 312 | 13 | 563 | |||
| 9 Dec | 314.60 | 14.5 | -0.05 | 29.73 | 272 | -13 | 551 | |||
| 6 Dec | 313.75 | 14.55 | -0.10 | 29.04 | 138 | -15 | 563 | |||
| 5 Dec | 314.50 | 14.65 | 0.50 | 27.41 | 361 | -22 | 581 | |||
| 4 Dec | 312.85 | 14.15 | 0.70 | 27.86 | 766 | -78 | 602 | |||
| 3 Dec | 312.10 | 13.45 | 2.15 | 26.75 | 1,471 | -258 | 686 | |||
| 2 Dec | 306.90 | 11.3 | -1.55 | 29.75 | 2,103 | 204 | 953 | |||
| 29 Nov | 308.00 | 12.85 | 0.25 | 30.86 | 1,806 | 16 | 756 | |||
| 28 Nov | 305.75 | 12.6 | -0.75 | 32.63 | 2,385 | 111 | 741 | |||
| 27 Nov | 307.35 | 13.35 | 4.65 | 32.03 | 3,866 | 340 | 631 | |||
| 26 Nov | 297.90 | 8.7 | 1.80 | 31.74 | 781 | 122 | 286 | |||
| 25 Nov | 292.35 | 6.9 | 3.50 | 31.72 | 599 | 120 | 164 | |||
| 22 Nov | 280.85 | 3.4 | 0.50 | 30.56 | 143 | 45 | 89 | |||
| 21 Nov | 275.45 | 2.9 | -0.50 | 33.16 | 42 | 11 | 46 | |||
| 20 Nov | 279.00 | 3.4 | 0.00 | 32.36 | 32 | 13 | 37 | |||
| 19 Nov | 279.00 | 3.4 | -0.50 | 32.36 | 32 | 15 | 37 | |||
| 18 Nov | 278.05 | 3.9 | -3.35 | 32.88 | 26 | 5 | 23 | |||
| 14 Nov | 280.95 | 7.25 | 2.45 | 39.34 | 26 | 1 | 20 | |||
| 13 Nov | 281.55 | 4.8 | -2.80 | 30.36 | 23 | 2 | 19 | |||
| 12 Nov | 290.15 | 7.6 | -4.00 | 31.13 | 7 | 2 | 16 | |||
| 11 Nov | 299.75 | 11.6 | 0.60 | 29.69 | 16 | 9 | 14 | |||
| 8 Nov | 297.75 | 11 | -2.15 | 29.86 | 7 | 3 | 3 | |||
| 7 Nov | 300.35 | 13.15 | 0.00 | 0.40 | 0 | 0 | 0 | |||
| 6 Nov | 301.85 | 13.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 286.35 | 13.15 | 0.00 | 4.15 | 0 | 0 | 0 | |||
| 4 Nov | 284.15 | 13.15 | 13.15 | 4.53 | 0 | 0 | 0 | |||
| 1 Nov | 288.65 | 0 | 3.13 | 0 | 0 | 0 | ||||
For Bharat Electronics Ltd - strike price 305 expiring on 26DEC2024
Delta for 305 CE is 0.13
Historical price for 305 CE is as follows
On 20 Dec BEL was trading at 290.85. The strike last trading price was 0.75, which was -1.40 lower than the previous day. The implied volatity was 32.09, the open interest changed by 47 which increased total open position to 1388
On 19 Dec BEL was trading at 298.50. The strike last trading price was 2.15, which was -2.65 lower than the previous day. The implied volatity was 27.67, the open interest changed by 362 which increased total open position to 1360
On 18 Dec BEL was trading at 303.80. The strike last trading price was 4.8, which was -4.60 lower than the previous day. The implied volatity was 26.09, the open interest changed by 545 which increased total open position to 1000
On 17 Dec BEL was trading at 310.60. The strike last trading price was 9.4, which was -4.80 lower than the previous day. The implied volatity was 30.96, the open interest changed by 8 which increased total open position to 458
On 16 Dec BEL was trading at 316.20. The strike last trading price was 14.2, which was 0.35 higher than the previous day. The implied volatity was 32.63, the open interest changed by -18 which decreased total open position to 461
On 13 Dec BEL was trading at 315.65. The strike last trading price was 13.85, which was 1.60 higher than the previous day. The implied volatity was 26.46, the open interest changed by -49 which decreased total open position to 482
On 12 Dec BEL was trading at 312.95. The strike last trading price was 12.25, which was -1.20 lower than the previous day. The implied volatity was 30.73, the open interest changed by -25 which decreased total open position to 533
On 11 Dec BEL was trading at 314.10. The strike last trading price was 13.45, which was -0.85 lower than the previous day. The implied volatity was 29.31, the open interest changed by -3 which decreased total open position to 560
On 10 Dec BEL was trading at 314.85. The strike last trading price was 14.3, which was -0.20 lower than the previous day. The implied volatity was 28.84, the open interest changed by 13 which increased total open position to 563
On 9 Dec BEL was trading at 314.60. The strike last trading price was 14.5, which was -0.05 lower than the previous day. The implied volatity was 29.73, the open interest changed by -13 which decreased total open position to 551
On 6 Dec BEL was trading at 313.75. The strike last trading price was 14.55, which was -0.10 lower than the previous day. The implied volatity was 29.04, the open interest changed by -15 which decreased total open position to 563
On 5 Dec BEL was trading at 314.50. The strike last trading price was 14.65, which was 0.50 higher than the previous day. The implied volatity was 27.41, the open interest changed by -22 which decreased total open position to 581
On 4 Dec BEL was trading at 312.85. The strike last trading price was 14.15, which was 0.70 higher than the previous day. The implied volatity was 27.86, the open interest changed by -78 which decreased total open position to 602
On 3 Dec BEL was trading at 312.10. The strike last trading price was 13.45, which was 2.15 higher than the previous day. The implied volatity was 26.75, the open interest changed by -258 which decreased total open position to 686
On 2 Dec BEL was trading at 306.90. The strike last trading price was 11.3, which was -1.55 lower than the previous day. The implied volatity was 29.75, the open interest changed by 204 which increased total open position to 953
On 29 Nov BEL was trading at 308.00. The strike last trading price was 12.85, which was 0.25 higher than the previous day. The implied volatity was 30.86, the open interest changed by 16 which increased total open position to 756
On 28 Nov BEL was trading at 305.75. The strike last trading price was 12.6, which was -0.75 lower than the previous day. The implied volatity was 32.63, the open interest changed by 111 which increased total open position to 741
On 27 Nov BEL was trading at 307.35. The strike last trading price was 13.35, which was 4.65 higher than the previous day. The implied volatity was 32.03, the open interest changed by 340 which increased total open position to 631
On 26 Nov BEL was trading at 297.90. The strike last trading price was 8.7, which was 1.80 higher than the previous day. The implied volatity was 31.74, the open interest changed by 122 which increased total open position to 286
On 25 Nov BEL was trading at 292.35. The strike last trading price was 6.9, which was 3.50 higher than the previous day. The implied volatity was 31.72, the open interest changed by 120 which increased total open position to 164
On 22 Nov BEL was trading at 280.85. The strike last trading price was 3.4, which was 0.50 higher than the previous day. The implied volatity was 30.56, the open interest changed by 45 which increased total open position to 89
On 21 Nov BEL was trading at 275.45. The strike last trading price was 2.9, which was -0.50 lower than the previous day. The implied volatity was 33.16, the open interest changed by 11 which increased total open position to 46
On 20 Nov BEL was trading at 279.00. The strike last trading price was 3.4, which was 0.00 lower than the previous day. The implied volatity was 32.36, the open interest changed by 13 which increased total open position to 37
On 19 Nov BEL was trading at 279.00. The strike last trading price was 3.4, which was -0.50 lower than the previous day. The implied volatity was 32.36, the open interest changed by 15 which increased total open position to 37
On 18 Nov BEL was trading at 278.05. The strike last trading price was 3.9, which was -3.35 lower than the previous day. The implied volatity was 32.88, the open interest changed by 5 which increased total open position to 23
On 14 Nov BEL was trading at 280.95. The strike last trading price was 7.25, which was 2.45 higher than the previous day. The implied volatity was 39.34, the open interest changed by 1 which increased total open position to 20
On 13 Nov BEL was trading at 281.55. The strike last trading price was 4.8, which was -2.80 lower than the previous day. The implied volatity was 30.36, the open interest changed by 2 which increased total open position to 19
On 12 Nov BEL was trading at 290.15. The strike last trading price was 7.6, which was -4.00 lower than the previous day. The implied volatity was 31.13, the open interest changed by 2 which increased total open position to 16
On 11 Nov BEL was trading at 299.75. The strike last trading price was 11.6, which was 0.60 higher than the previous day. The implied volatity was 29.69, the open interest changed by 9 which increased total open position to 14
On 8 Nov BEL was trading at 297.75. The strike last trading price was 11, which was -2.15 lower than the previous day. The implied volatity was 29.86, the open interest changed by 3 which increased total open position to 3
On 7 Nov BEL was trading at 300.35. The strike last trading price was 13.15, which was 0.00 lower than the previous day. The implied volatity was 0.40, 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 13.15, 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 13.15, which was 0.00 lower than the previous day. The implied volatity was 4.15, 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 13.15, which was 13.15 higher than the previous day. The implied volatity was 4.53, 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 3.13, the open interest changed by 0 which decreased total open position to 0
| BEL 26DEC2024 305 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 0.09
Theta: -0.17
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 290.85 | 15.1 | 6.60 | 34.56 | 1,707 | -419 | 754 |
| 19 Dec | 298.50 | 8.5 | 3.70 | 28.60 | 1,079 | -127 | 1,173 |
| 18 Dec | 303.80 | 4.8 | 1.60 | 27.30 | 5,422 | 144 | 1,301 |
| 17 Dec | 310.60 | 3.2 | 1.35 | 29.55 | 2,675 | 45 | 1,172 |
| 16 Dec | 316.20 | 1.85 | -0.10 | 29.31 | 1,410 | 112 | 1,140 |
| 13 Dec | 315.65 | 1.95 | -1.10 | 26.37 | 2,774 | -69 | 1,046 |
| 12 Dec | 312.95 | 3.05 | -0.25 | 26.38 | 1,220 | 110 | 1,113 |
| 11 Dec | 314.10 | 3.3 | -0.10 | 29.08 | 1,300 | -3 | 1,007 |
| 10 Dec | 314.85 | 3.4 | -0.10 | 29.91 | 924 | 50 | 1,017 |
| 9 Dec | 314.60 | 3.5 | -0.50 | 29.15 | 616 | 33 | 967 |
| 6 Dec | 313.75 | 4 | -0.30 | 28.32 | 693 | 14 | 931 |
| 5 Dec | 314.50 | 4.3 | -1.20 | 29.35 | 1,214 | 96 | 917 |
| 4 Dec | 312.85 | 5.5 | 0.10 | 31.80 | 1,687 | -1 | 826 |
| 3 Dec | 312.10 | 5.4 | -2.30 | 29.81 | 1,264 | 69 | 834 |
| 2 Dec | 306.90 | 7.7 | -0.05 | 30.40 | 1,670 | 100 | 766 |
| 29 Nov | 308.00 | 7.75 | -1.35 | 30.23 | 1,485 | 121 | 670 |
| 28 Nov | 305.75 | 9.1 | -0.45 | 31.52 | 1,629 | 121 | 553 |
| 27 Nov | 307.35 | 9.55 | -4.35 | 33.99 | 1,479 | 358 | 436 |
| 26 Nov | 297.90 | 13.9 | -3.00 | 33.20 | 90 | 22 | 76 |
| 25 Nov | 292.35 | 16.9 | -7.15 | 33.49 | 81 | 50 | 54 |
| 22 Nov | 280.85 | 24.05 | -5.95 | 28.72 | 1 | 0 | 4 |
| 21 Nov | 275.45 | 30 | 1.15 | 33.42 | 2 | 0 | 3 |
| 20 Nov | 279.00 | 28.85 | 0.00 | 34.52 | 1 | 0 | 3 |
| 19 Nov | 279.00 | 28.85 | 2.90 | 34.52 | 1 | 0 | 3 |
| 18 Nov | 278.05 | 25.95 | 9.95 | 26.74 | 1 | 0 | 2 |
| 14 Nov | 280.95 | 16 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 281.55 | 16 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Nov | 290.15 | 16 | 1.75 | 21.23 | 1 | 0 | 1 |
| 11 Nov | 299.75 | 14.25 | -15.60 | 31.68 | 1 | 0 | 0 |
| 8 Nov | 297.75 | 29.85 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 300.35 | 29.85 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 301.85 | 29.85 | 0.00 | 0.31 | 0 | 0 | 0 |
| 5 Nov | 286.35 | 29.85 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 284.15 | 29.85 | 29.85 | - | 0 | 0 | 0 |
| 1 Nov | 288.65 | 0 | - | 0 | 0 | 0 | |
For Bharat Electronics Ltd - strike price 305 expiring on 26DEC2024
Delta for 305 PE is -0.85
Historical price for 305 PE is as follows
On 20 Dec BEL was trading at 290.85. The strike last trading price was 15.1, which was 6.60 higher than the previous day. The implied volatity was 34.56, the open interest changed by -419 which decreased total open position to 754
On 19 Dec BEL was trading at 298.50. The strike last trading price was 8.5, which was 3.70 higher than the previous day. The implied volatity was 28.60, the open interest changed by -127 which decreased total open position to 1173
On 18 Dec BEL was trading at 303.80. The strike last trading price was 4.8, which was 1.60 higher than the previous day. The implied volatity was 27.30, the open interest changed by 144 which increased total open position to 1301
On 17 Dec BEL was trading at 310.60. The strike last trading price was 3.2, which was 1.35 higher than the previous day. The implied volatity was 29.55, the open interest changed by 45 which increased total open position to 1172
On 16 Dec BEL was trading at 316.20. The strike last trading price was 1.85, which was -0.10 lower than the previous day. The implied volatity was 29.31, the open interest changed by 112 which increased total open position to 1140
On 13 Dec BEL was trading at 315.65. The strike last trading price was 1.95, which was -1.10 lower than the previous day. The implied volatity was 26.37, the open interest changed by -69 which decreased total open position to 1046
On 12 Dec BEL was trading at 312.95. The strike last trading price was 3.05, which was -0.25 lower than the previous day. The implied volatity was 26.38, the open interest changed by 110 which increased total open position to 1113
On 11 Dec BEL was trading at 314.10. The strike last trading price was 3.3, which was -0.10 lower than the previous day. The implied volatity was 29.08, the open interest changed by -3 which decreased total open position to 1007
On 10 Dec BEL was trading at 314.85. The strike last trading price was 3.4, which was -0.10 lower than the previous day. The implied volatity was 29.91, the open interest changed by 50 which increased total open position to 1017
On 9 Dec BEL was trading at 314.60. The strike last trading price was 3.5, which was -0.50 lower than the previous day. The implied volatity was 29.15, the open interest changed by 33 which increased total open position to 967
On 6 Dec BEL was trading at 313.75. The strike last trading price was 4, which was -0.30 lower than the previous day. The implied volatity was 28.32, the open interest changed by 14 which increased total open position to 931
On 5 Dec BEL was trading at 314.50. The strike last trading price was 4.3, which was -1.20 lower than the previous day. The implied volatity was 29.35, the open interest changed by 96 which increased total open position to 917
On 4 Dec BEL was trading at 312.85. The strike last trading price was 5.5, which was 0.10 higher than the previous day. The implied volatity was 31.80, the open interest changed by -1 which decreased total open position to 826
On 3 Dec BEL was trading at 312.10. The strike last trading price was 5.4, which was -2.30 lower than the previous day. The implied volatity was 29.81, the open interest changed by 69 which increased total open position to 834
On 2 Dec BEL was trading at 306.90. The strike last trading price was 7.7, which was -0.05 lower than the previous day. The implied volatity was 30.40, the open interest changed by 100 which increased total open position to 766
On 29 Nov BEL was trading at 308.00. The strike last trading price was 7.75, which was -1.35 lower than the previous day. The implied volatity was 30.23, the open interest changed by 121 which increased total open position to 670
On 28 Nov BEL was trading at 305.75. The strike last trading price was 9.1, which was -0.45 lower than the previous day. The implied volatity was 31.52, the open interest changed by 121 which increased total open position to 553
On 27 Nov BEL was trading at 307.35. The strike last trading price was 9.55, which was -4.35 lower than the previous day. The implied volatity was 33.99, the open interest changed by 358 which increased total open position to 436
On 26 Nov BEL was trading at 297.90. The strike last trading price was 13.9, which was -3.00 lower than the previous day. The implied volatity was 33.20, the open interest changed by 22 which increased total open position to 76
On 25 Nov BEL was trading at 292.35. The strike last trading price was 16.9, which was -7.15 lower than the previous day. The implied volatity was 33.49, the open interest changed by 50 which increased total open position to 54
On 22 Nov BEL was trading at 280.85. The strike last trading price was 24.05, which was -5.95 lower than the previous day. The implied volatity was 28.72, the open interest changed by 0 which decreased total open position to 4
On 21 Nov BEL was trading at 275.45. The strike last trading price was 30, which was 1.15 higher than the previous day. The implied volatity was 33.42, the open interest changed by 0 which decreased total open position to 3
On 20 Nov BEL was trading at 279.00. The strike last trading price was 28.85, which was 0.00 lower than the previous day. The implied volatity was 34.52, the open interest changed by 0 which decreased total open position to 3
On 19 Nov BEL was trading at 279.00. The strike last trading price was 28.85, which was 2.90 higher than the previous day. The implied volatity was 34.52, the open interest changed by 0 which decreased total open position to 3
On 18 Nov BEL was trading at 278.05. The strike last trading price was 25.95, which was 9.95 higher than the previous day. The implied volatity was 26.74, the open interest changed by 0 which decreased total open position to 2
On 14 Nov BEL was trading at 280.95. The strike last trading price was 16, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Nov BEL was trading at 281.55. The strike last trading price was 16, 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 12 Nov BEL was trading at 290.15. The strike last trading price was 16, which was 1.75 higher than the previous day. The implied volatity was 21.23, the open interest changed by 0 which decreased total open position to 1
On 11 Nov BEL was trading at 299.75. The strike last trading price was 14.25, which was -15.60 lower than the previous day. The implied volatity was 31.68, 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 29.85, 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 29.85, 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 29.85, which was 0.00 lower than the previous day. The implied volatity was 0.31, 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 29.85, 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 29.85, which was 29.85 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
