BEL
Bharat Electronics Ltd
Historical option data for BEL
03 Dec 2024 04:12 PM IST
| BEL 26DEC2024 310 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 0.30
Theta: -0.23
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 312.10 | 10.5 | 1.70 | 26.99 | 5,865 | -308 | 3,257 | |||
| 2 Dec | 306.90 | 8.8 | -1.40 | 29.81 | 4,400 | 550 | 3,581 | |||
| 29 Nov | 308.00 | 10.2 | 0.05 | 30.66 | 5,957 | 311 | 3,032 | |||
| 28 Nov | 305.75 | 10.15 | -0.75 | 32.59 | 6,279 | 345 | 2,717 | |||
| 27 Nov | 307.35 | 10.9 | 4.00 | 32.27 | 6,932 | 1,538 | 2,381 | |||
| 26 Nov | 297.90 | 6.9 | 1.65 | 31.99 | 1,498 | 105 | 844 | |||
| 25 Nov | 292.35 | 5.25 | 2.65 | 31.46 | 1,698 | 437 | 718 | |||
| 22 Nov | 280.85 | 2.6 | 0.40 | 30.99 | 315 | 57 | 338 | |||
| 21 Nov | 275.45 | 2.2 | -0.40 | 33.34 | 287 | 5 | 283 | |||
| 20 Nov | 279.00 | 2.6 | 0.00 | 32.44 | 238 | 25 | 279 | |||
| 19 Nov | 279.00 | 2.6 | -0.40 | 32.44 | 238 | 26 | 279 | |||
| 18 Nov | 278.05 | 3 | -0.70 | 32.94 | 141 | 38 | 253 | |||
| 14 Nov | 280.95 | 3.7 | -0.55 | 31.34 | 158 | 49 | 216 | |||
| 13 Nov | 281.55 | 4.25 | -1.75 | 32.17 | 109 | 23 | 166 | |||
| 12 Nov | 290.15 | 6 | -3.45 | 30.89 | 58 | 17 | 143 | |||
| 11 Nov | 299.75 | 9.45 | 0.75 | 29.57 | 90 | 11 | 125 | |||
| 8 Nov | 297.75 | 8.7 | -1.75 | 29.08 | 99 | 15 | 114 | |||
| 7 Nov | 300.35 | 10.45 | -0.55 | 29.82 | 88 | 54 | 98 | |||
| 6 Nov | 301.85 | 11 | 4.20 | 28.97 | 70 | 17 | 44 | |||
| 5 Nov | 286.35 | 6.8 | -0.45 | 33.38 | 15 | 10 | 28 | |||
| 4 Nov | 284.15 | 7.25 | -0.85 | 35.49 | 5 | 0 | 18 | |||
| 1 Nov | 288.65 | 8.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 284.90 | 8.1 | -1.70 | - | 1 | 0 | 18 | |||
| 30 Oct | 288.55 | 9.8 | 2.90 | - | 12 | 3 | 17 | |||
| 29 Oct | 283.65 | 6.9 | 1.90 | - | 9 | -1 | 14 | |||
| 28 Oct | 270.05 | 5 | -1.45 | - | 3 | 2 | 15 | |||
| 25 Oct | 272.35 | 6.45 | 1.55 | - | 14 | 2 | 13 | |||
| 24 Oct | 271.35 | 4.9 | 0.10 | - | 4 | 1 | 11 | |||
| 23 Oct | 268.65 | 4.8 | -0.30 | - | 5 | 3 | 10 | |||
| 22 Oct | 271.65 | 5.1 | -3.05 | - | 2 | 0 | 5 | |||
| 21 Oct | 282.30 | 8.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 287.15 | 8.15 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 284.55 | 8.15 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 288.85 | 8.15 | -0.35 | - | 1 | 0 | 5 | |||
| 14 Oct | 285.70 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 285.90 | 8.5 | -2.10 | - | 1 | 0 | 5 | |||
| 10 Oct | 286.90 | 10.6 | 0.00 | - | 0 | 0 | 0 | |||
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| 8 Oct | 280.25 | 10.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 267.35 | 10.6 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 278.70 | 10.6 | - | 7 | 4 | 4 | ||||
For Bharat Electronics Ltd - strike price 310 expiring on 26DEC2024
Delta for 310 CE is 0.59
Historical price for 310 CE is as follows
On 3 Dec BEL was trading at 312.10. The strike last trading price was 10.5, which was 1.70 higher than the previous day. The implied volatity was 26.99, the open interest changed by -308 which decreased total open position to 3257
On 2 Dec BEL was trading at 306.90. The strike last trading price was 8.8, which was -1.40 lower than the previous day. The implied volatity was 29.81, the open interest changed by 550 which increased total open position to 3581
On 29 Nov BEL was trading at 308.00. The strike last trading price was 10.2, which was 0.05 higher than the previous day. The implied volatity was 30.66, the open interest changed by 311 which increased total open position to 3032
On 28 Nov BEL was trading at 305.75. The strike last trading price was 10.15, which was -0.75 lower than the previous day. The implied volatity was 32.59, the open interest changed by 345 which increased total open position to 2717
On 27 Nov BEL was trading at 307.35. The strike last trading price was 10.9, which was 4.00 higher than the previous day. The implied volatity was 32.27, the open interest changed by 1538 which increased total open position to 2381
On 26 Nov BEL was trading at 297.90. The strike last trading price was 6.9, which was 1.65 higher than the previous day. The implied volatity was 31.99, the open interest changed by 105 which increased total open position to 844
On 25 Nov BEL was trading at 292.35. The strike last trading price was 5.25, which was 2.65 higher than the previous day. The implied volatity was 31.46, the open interest changed by 437 which increased total open position to 718
On 22 Nov BEL was trading at 280.85. The strike last trading price was 2.6, which was 0.40 higher than the previous day. The implied volatity was 30.99, the open interest changed by 57 which increased total open position to 338
On 21 Nov BEL was trading at 275.45. The strike last trading price was 2.2, which was -0.40 lower than the previous day. The implied volatity was 33.34, the open interest changed by 5 which increased total open position to 283
On 20 Nov BEL was trading at 279.00. The strike last trading price was 2.6, which was 0.00 lower than the previous day. The implied volatity was 32.44, the open interest changed by 25 which increased total open position to 279
On 19 Nov BEL was trading at 279.00. The strike last trading price was 2.6, which was -0.40 lower than the previous day. The implied volatity was 32.44, the open interest changed by 26 which increased total open position to 279
On 18 Nov BEL was trading at 278.05. The strike last trading price was 3, which was -0.70 lower than the previous day. The implied volatity was 32.94, the open interest changed by 38 which increased total open position to 253
On 14 Nov BEL was trading at 280.95. The strike last trading price was 3.7, which was -0.55 lower than the previous day. The implied volatity was 31.34, the open interest changed by 49 which increased total open position to 216
On 13 Nov BEL was trading at 281.55. The strike last trading price was 4.25, which was -1.75 lower than the previous day. The implied volatity was 32.17, the open interest changed by 23 which increased total open position to 166
On 12 Nov BEL was trading at 290.15. The strike last trading price was 6, which was -3.45 lower than the previous day. The implied volatity was 30.89, the open interest changed by 17 which increased total open position to 143
On 11 Nov BEL was trading at 299.75. The strike last trading price was 9.45, which was 0.75 higher than the previous day. The implied volatity was 29.57, the open interest changed by 11 which increased total open position to 125
On 8 Nov BEL was trading at 297.75. The strike last trading price was 8.7, which was -1.75 lower than the previous day. The implied volatity was 29.08, the open interest changed by 15 which increased total open position to 114
On 7 Nov BEL was trading at 300.35. The strike last trading price was 10.45, which was -0.55 lower than the previous day. The implied volatity was 29.82, the open interest changed by 54 which increased total open position to 98
On 6 Nov BEL was trading at 301.85. The strike last trading price was 11, which was 4.20 higher than the previous day. The implied volatity was 28.97, the open interest changed by 17 which increased total open position to 44
On 5 Nov BEL was trading at 286.35. The strike last trading price was 6.8, which was -0.45 lower than the previous day. The implied volatity was 33.38, the open interest changed by 10 which increased total open position to 28
On 4 Nov BEL was trading at 284.15. The strike last trading price was 7.25, which was -0.85 lower than the previous day. The implied volatity was 35.49, the open interest changed by 0 which decreased total open position to 18
On 1 Nov BEL was trading at 288.65. The strike last trading price was 8.1, 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 31 Oct BEL was trading at 284.90. The strike last trading price was 8.1, 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 30 Oct BEL was trading at 288.55. The strike last trading price was 9.8, which was 2.90 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 6.9, which was 1.90 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 5, which was -1.45 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 6.45, which was 1.55 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 4.9, which was 0.10 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 4.8, which was -0.30 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 5.1, which was -3.05 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 8.15, 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 8.15, 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 8.15, 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 8.15, which was -0.35 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 8.5, 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 8.5, 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 10 Oct BEL was trading at 286.90. The strike last trading price was 10.6, 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 8 Oct BEL was trading at 280.25. The strike last trading price was 10.6, 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 7 Oct BEL was trading at 267.35. The strike last trading price was 10.6, 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 3 Oct BEL was trading at 278.70. The strike last trading price was 10.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BEL 26DEC2024 310 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0.31
Theta: -0.16
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 312.10 | 7.35 | -2.65 | 29.60 | 2,037 | 309 | 1,615 |
| 2 Dec | 306.90 | 10 | 0.00 | 29.91 | 1,595 | 298 | 1,308 |
| 29 Nov | 308.00 | 10 | -1.40 | 29.86 | 2,399 | 340 | 1,012 |
| 28 Nov | 305.75 | 11.4 | -0.70 | 30.87 | 1,987 | 187 | 669 |
| 27 Nov | 307.35 | 12.1 | -4.75 | 34.31 | 932 | 318 | 485 |
| 26 Nov | 297.90 | 16.85 | -3.35 | 32.87 | 121 | 43 | 166 |
| 25 Nov | 292.35 | 20.2 | -7.75 | 33.32 | 179 | 64 | 123 |
| 22 Nov | 280.85 | 27.95 | -7.10 | 27.67 | 5 | 4 | 63 |
| 21 Nov | 275.45 | 35.05 | 2.45 | 37.31 | 5 | 4 | 59 |
| 20 Nov | 279.00 | 32.6 | 0.00 | 33.58 | 36 | 33 | 54 |
| 19 Nov | 279.00 | 32.6 | 2.50 | 33.58 | 36 | 32 | 54 |
| 18 Nov | 278.05 | 30.1 | -2.70 | 26.20 | 2 | 0 | 20 |
| 14 Nov | 280.95 | 32.8 | 3.25 | 43.74 | 1 | 0 | 20 |
| 13 Nov | 281.55 | 29.55 | 9.15 | 35.17 | 2 | 1 | 20 |
| 12 Nov | 290.15 | 20.4 | 4.20 | 23.32 | 1 | 0 | 18 |
| 11 Nov | 299.75 | 16.2 | -2.00 | 29.57 | 10 | 6 | 17 |
| 8 Nov | 297.75 | 18.2 | 0.35 | 30.39 | 9 | 6 | 11 |
| 7 Nov | 300.35 | 17.85 | 2.80 | 33.23 | 4 | -1 | 4 |
| 6 Nov | 301.85 | 15.05 | -11.95 | 28.67 | 6 | 2 | 3 |
| 5 Nov | 286.35 | 27 | -7.25 | 33.68 | 1 | 0 | 0 |
| 4 Nov | 284.15 | 34.25 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 288.65 | 34.25 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 284.90 | 34.25 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 288.55 | 34.25 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 283.65 | 34.25 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 270.05 | 34.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 272.35 | 34.25 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 271.35 | 34.25 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 268.65 | 34.25 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 271.65 | 34.25 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 282.30 | 34.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 287.15 | 34.25 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 284.55 | 34.25 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 288.85 | 34.25 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 285.70 | 34.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 285.90 | 34.25 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 286.90 | 34.25 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 280.25 | 34.25 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 267.35 | 34.25 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 278.70 | 34.25 | - | 0 | 0 | 0 | |
For Bharat Electronics Ltd - strike price 310 expiring on 26DEC2024
Delta for 310 PE is -0.42
Historical price for 310 PE is as follows
On 3 Dec BEL was trading at 312.10. The strike last trading price was 7.35, which was -2.65 lower than the previous day. The implied volatity was 29.60, the open interest changed by 309 which increased total open position to 1615
On 2 Dec BEL was trading at 306.90. The strike last trading price was 10, which was 0.00 lower than the previous day. The implied volatity was 29.91, the open interest changed by 298 which increased total open position to 1308
On 29 Nov BEL was trading at 308.00. The strike last trading price was 10, which was -1.40 lower than the previous day. The implied volatity was 29.86, the open interest changed by 340 which increased total open position to 1012
On 28 Nov BEL was trading at 305.75. The strike last trading price was 11.4, which was -0.70 lower than the previous day. The implied volatity was 30.87, the open interest changed by 187 which increased total open position to 669
On 27 Nov BEL was trading at 307.35. The strike last trading price was 12.1, which was -4.75 lower than the previous day. The implied volatity was 34.31, the open interest changed by 318 which increased total open position to 485
On 26 Nov BEL was trading at 297.90. The strike last trading price was 16.85, which was -3.35 lower than the previous day. The implied volatity was 32.87, the open interest changed by 43 which increased total open position to 166
On 25 Nov BEL was trading at 292.35. The strike last trading price was 20.2, which was -7.75 lower than the previous day. The implied volatity was 33.32, the open interest changed by 64 which increased total open position to 123
On 22 Nov BEL was trading at 280.85. The strike last trading price was 27.95, which was -7.10 lower than the previous day. The implied volatity was 27.67, the open interest changed by 4 which increased total open position to 63
On 21 Nov BEL was trading at 275.45. The strike last trading price was 35.05, which was 2.45 higher than the previous day. The implied volatity was 37.31, the open interest changed by 4 which increased total open position to 59
On 20 Nov BEL was trading at 279.00. The strike last trading price was 32.6, which was 0.00 lower than the previous day. The implied volatity was 33.58, the open interest changed by 33 which increased total open position to 54
On 19 Nov BEL was trading at 279.00. The strike last trading price was 32.6, which was 2.50 higher than the previous day. The implied volatity was 33.58, the open interest changed by 32 which increased total open position to 54
On 18 Nov BEL was trading at 278.05. The strike last trading price was 30.1, which was -2.70 lower than the previous day. The implied volatity was 26.20, the open interest changed by 0 which decreased total open position to 20
On 14 Nov BEL was trading at 280.95. The strike last trading price was 32.8, which was 3.25 higher than the previous day. The implied volatity was 43.74, the open interest changed by 0 which decreased total open position to 20
On 13 Nov BEL was trading at 281.55. The strike last trading price was 29.55, which was 9.15 higher than the previous day. The implied volatity was 35.17, the open interest changed by 1 which increased total open position to 20
On 12 Nov BEL was trading at 290.15. The strike last trading price was 20.4, which was 4.20 higher than the previous day. The implied volatity was 23.32, the open interest changed by 0 which decreased total open position to 18
On 11 Nov BEL was trading at 299.75. The strike last trading price was 16.2, which was -2.00 lower than the previous day. The implied volatity was 29.57, the open interest changed by 6 which increased total open position to 17
On 8 Nov BEL was trading at 297.75. The strike last trading price was 18.2, which was 0.35 higher than the previous day. The implied volatity was 30.39, the open interest changed by 6 which increased total open position to 11
On 7 Nov BEL was trading at 300.35. The strike last trading price was 17.85, which was 2.80 higher than the previous day. The implied volatity was 33.23, the open interest changed by -1 which decreased total open position to 4
On 6 Nov BEL was trading at 301.85. The strike last trading price was 15.05, which was -11.95 lower than the previous day. The implied volatity was 28.67, the open interest changed by 2 which increased total open position to 3
On 5 Nov BEL was trading at 286.35. The strike last trading price was 27, which was -7.25 lower than the previous day. The implied volatity was 33.68, 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 34.25, 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 34.25, 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 34.25, 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 34.25, 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 34.25, 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 34.25, 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 34.25, 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 34.25, 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 34.25, 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 34.25, 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 34.25, 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 34.25, 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 34.25, 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 34.25, 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 34.25, 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 34.25, 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 34.25, 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 34.25, 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 34.25, 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 34.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
