BEL
Bharat Electronics Ltd
Historical option data for BEL
20 Dec 2024 04:12 PM IST
| BEL 26DEC2024 315 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.05
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 290.85 | 0.4 | -0.40 | 40.04 | 3,785 | -293 | 2,598 | |||
| 19 Dec | 298.50 | 0.8 | -1.20 | 32.34 | 3,538 | -163 | 2,892 | |||
| 18 Dec | 303.80 | 2 | -2.15 | 30.50 | 6,500 | 52 | 3,053 | |||
| 17 Dec | 310.60 | 4.15 | -3.20 | 30.41 | 5,877 | 445 | 3,003 | |||
| 16 Dec | 316.20 | 7.35 | 0.30 | 30.65 | 3,490 | 297 | 2,568 | |||
| 13 Dec | 315.65 | 7.05 | 0.70 | 25.49 | 5,748 | -461 | 2,279 | |||
| 12 Dec | 312.95 | 6.35 | -1.10 | 29.31 | 3,604 | 59 | 2,748 | |||
| 11 Dec | 314.10 | 7.45 | -0.65 | 29.08 | 2,500 | -201 | 2,694 | |||
| 10 Dec | 314.85 | 8.1 | -0.30 | 28.57 | 3,575 | 704 | 2,903 | |||
| 9 Dec | 314.60 | 8.4 | -0.15 | 29.36 | 2,692 | 113 | 2,200 | |||
| 6 Dec | 313.75 | 8.55 | -0.15 | 28.49 | 1,764 | 67 | 2,093 | |||
| 5 Dec | 314.50 | 8.7 | 0.00 | 27.45 | 3,126 | -105 | 2,041 | |||
| 4 Dec | 312.85 | 8.7 | 0.65 | 28.72 | 6,879 | 965 | 2,160 | |||
| 3 Dec | 312.10 | 8.05 | 1.50 | 27.33 | 3,831 | 227 | 1,198 | |||
| 2 Dec | 306.90 | 6.55 | -1.25 | 29.34 | 1,659 | 179 | 975 | |||
| 29 Nov | 308.00 | 7.8 | -0.15 | 30.07 | 2,535 | 192 | 781 | |||
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| 28 Nov | 305.75 | 7.95 | -0.65 | 32.25 | 2,169 | 154 | 596 | |||
| 27 Nov | 307.35 | 8.6 | 3.20 | 31.92 | 1,463 | 196 | 440 | |||
| 26 Nov | 297.90 | 5.4 | 1.25 | 32.20 | 524 | 98 | 243 | |||
| 25 Nov | 292.35 | 4.15 | 2.15 | 32.07 | 304 | 50 | 139 | |||
| 22 Nov | 280.85 | 2 | 0.35 | 31.53 | 26 | 7 | 96 | |||
| 21 Nov | 275.45 | 1.65 | -0.35 | 33.49 | 79 | 19 | 85 | |||
| 20 Nov | 279.00 | 2 | 0.00 | 32.97 | 46 | 37 | 64 | |||
| 19 Nov | 279.00 | 2 | -0.30 | 32.97 | 46 | 35 | 64 | |||
| 18 Nov | 278.05 | 2.3 | -0.50 | 33.07 | 7 | 4 | 29 | |||
| 14 Nov | 280.95 | 2.8 | -0.50 | 31.20 | 4 | -1 | 25 | |||
| 13 Nov | 281.55 | 3.3 | -1.45 | 32.14 | 32 | 3 | 26 | |||
| 12 Nov | 290.15 | 4.75 | -2.95 | 30.91 | 7 | 3 | 23 | |||
| 11 Nov | 299.75 | 7.7 | 0.30 | 29.71 | 12 | 8 | 19 | |||
| 8 Nov | 297.75 | 7.4 | -0.70 | 30.03 | 3 | 1 | 11 | |||
| 7 Nov | 300.35 | 8.1 | -0.70 | 28.74 | 6 | 3 | 9 | |||
| 6 Nov | 301.85 | 8.8 | -1.30 | 28.43 | 11 | 5 | 5 | |||
| 5 Nov | 286.35 | 10.1 | 0.00 | 6.52 | 0 | 0 | 0 | |||
| 4 Nov | 284.15 | 10.1 | 10.10 | 6.79 | 0 | 0 | 0 | |||
| 1 Nov | 288.65 | 0 | 5.51 | 0 | 0 | 0 | ||||
For Bharat Electronics Ltd - strike price 315 expiring on 26DEC2024
Delta for 315 CE is 0.06
Historical price for 315 CE is as follows
On 20 Dec BEL was trading at 290.85. The strike last trading price was 0.4, which was -0.40 lower than the previous day. The implied volatity was 40.04, the open interest changed by -293 which decreased total open position to 2598
On 19 Dec BEL was trading at 298.50. The strike last trading price was 0.8, which was -1.20 lower than the previous day. The implied volatity was 32.34, the open interest changed by -163 which decreased total open position to 2892
On 18 Dec BEL was trading at 303.80. The strike last trading price was 2, which was -2.15 lower than the previous day. The implied volatity was 30.50, the open interest changed by 52 which increased total open position to 3053
On 17 Dec BEL was trading at 310.60. The strike last trading price was 4.15, which was -3.20 lower than the previous day. The implied volatity was 30.41, the open interest changed by 445 which increased total open position to 3003
On 16 Dec BEL was trading at 316.20. The strike last trading price was 7.35, which was 0.30 higher than the previous day. The implied volatity was 30.65, the open interest changed by 297 which increased total open position to 2568
On 13 Dec BEL was trading at 315.65. The strike last trading price was 7.05, which was 0.70 higher than the previous day. The implied volatity was 25.49, the open interest changed by -461 which decreased total open position to 2279
On 12 Dec BEL was trading at 312.95. The strike last trading price was 6.35, which was -1.10 lower than the previous day. The implied volatity was 29.31, the open interest changed by 59 which increased total open position to 2748
On 11 Dec BEL was trading at 314.10. The strike last trading price was 7.45, which was -0.65 lower than the previous day. The implied volatity was 29.08, the open interest changed by -201 which decreased total open position to 2694
On 10 Dec BEL was trading at 314.85. The strike last trading price was 8.1, which was -0.30 lower than the previous day. The implied volatity was 28.57, the open interest changed by 704 which increased total open position to 2903
On 9 Dec BEL was trading at 314.60. The strike last trading price was 8.4, which was -0.15 lower than the previous day. The implied volatity was 29.36, the open interest changed by 113 which increased total open position to 2200
On 6 Dec BEL was trading at 313.75. The strike last trading price was 8.55, which was -0.15 lower than the previous day. The implied volatity was 28.49, the open interest changed by 67 which increased total open position to 2093
On 5 Dec BEL was trading at 314.50. The strike last trading price was 8.7, which was 0.00 lower than the previous day. The implied volatity was 27.45, the open interest changed by -105 which decreased total open position to 2041
On 4 Dec BEL was trading at 312.85. The strike last trading price was 8.7, which was 0.65 higher than the previous day. The implied volatity was 28.72, the open interest changed by 965 which increased total open position to 2160
On 3 Dec BEL was trading at 312.10. The strike last trading price was 8.05, which was 1.50 higher than the previous day. The implied volatity was 27.33, the open interest changed by 227 which increased total open position to 1198
On 2 Dec BEL was trading at 306.90. The strike last trading price was 6.55, which was -1.25 lower than the previous day. The implied volatity was 29.34, the open interest changed by 179 which increased total open position to 975
On 29 Nov BEL was trading at 308.00. The strike last trading price was 7.8, which was -0.15 lower than the previous day. The implied volatity was 30.07, the open interest changed by 192 which increased total open position to 781
On 28 Nov BEL was trading at 305.75. The strike last trading price was 7.95, which was -0.65 lower than the previous day. The implied volatity was 32.25, the open interest changed by 154 which increased total open position to 596
On 27 Nov BEL was trading at 307.35. The strike last trading price was 8.6, which was 3.20 higher than the previous day. The implied volatity was 31.92, the open interest changed by 196 which increased total open position to 440
On 26 Nov BEL was trading at 297.90. The strike last trading price was 5.4, which was 1.25 higher than the previous day. The implied volatity was 32.20, the open interest changed by 98 which increased total open position to 243
On 25 Nov BEL was trading at 292.35. The strike last trading price was 4.15, which was 2.15 higher than the previous day. The implied volatity was 32.07, the open interest changed by 50 which increased total open position to 139
On 22 Nov BEL was trading at 280.85. The strike last trading price was 2, which was 0.35 higher than the previous day. The implied volatity was 31.53, the open interest changed by 7 which increased total open position to 96
On 21 Nov BEL was trading at 275.45. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 33.49, the open interest changed by 19 which increased total open position to 85
On 20 Nov BEL was trading at 279.00. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 32.97, the open interest changed by 37 which increased total open position to 64
On 19 Nov BEL was trading at 279.00. The strike last trading price was 2, which was -0.30 lower than the previous day. The implied volatity was 32.97, the open interest changed by 35 which increased total open position to 64
On 18 Nov BEL was trading at 278.05. The strike last trading price was 2.3, which was -0.50 lower than the previous day. The implied volatity was 33.07, the open interest changed by 4 which increased total open position to 29
On 14 Nov BEL was trading at 280.95. The strike last trading price was 2.8, which was -0.50 lower than the previous day. The implied volatity was 31.20, the open interest changed by -1 which decreased total open position to 25
On 13 Nov BEL was trading at 281.55. The strike last trading price was 3.3, which was -1.45 lower than the previous day. The implied volatity was 32.14, the open interest changed by 3 which increased total open position to 26
On 12 Nov BEL was trading at 290.15. The strike last trading price was 4.75, which was -2.95 lower than the previous day. The implied volatity was 30.91, the open interest changed by 3 which increased total open position to 23
On 11 Nov BEL was trading at 299.75. The strike last trading price was 7.7, which was 0.30 higher than the previous day. The implied volatity was 29.71, the open interest changed by 8 which increased total open position to 19
On 8 Nov BEL was trading at 297.75. The strike last trading price was 7.4, which was -0.70 lower than the previous day. The implied volatity was 30.03, the open interest changed by 1 which increased total open position to 11
On 7 Nov BEL was trading at 300.35. The strike last trading price was 8.1, which was -0.70 lower than the previous day. The implied volatity was 28.74, the open interest changed by 3 which increased total open position to 9
On 6 Nov BEL was trading at 301.85. The strike last trading price was 8.8, which was -1.30 lower than the previous day. The implied volatity was 28.43, the open interest changed by 5 which increased total open position to 5
On 5 Nov BEL was trading at 286.35. The strike last trading price was 10.1, which was 0.00 lower than the previous day. The implied volatity was 6.52, 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 10.1, which was 10.10 higher than the previous day. The implied volatity was 6.79, 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 5.51, the open interest changed by 0 which decreased total open position to 0
| BEL 26DEC2024 315 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 0.06
Theta: -0.16
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 290.85 | 24.85 | 7.55 | 45.91 | 224 | -103 | 982 |
| 19 Dec | 298.50 | 17.3 | 5.40 | 35.73 | 149 | -29 | 1,086 |
| 18 Dec | 303.80 | 11.9 | 3.90 | 31.47 | 1,479 | -256 | 1,116 |
| 17 Dec | 310.60 | 8 | 3.10 | 29.48 | 3,255 | 246 | 1,379 |
| 16 Dec | 316.20 | 4.9 | -0.10 | 27.80 | 2,289 | 137 | 1,152 |
| 13 Dec | 315.65 | 5 | -2.20 | 24.94 | 2,597 | -115 | 1,014 |
| 12 Dec | 312.95 | 7.2 | -0.05 | 25.84 | 1,607 | 210 | 1,131 |
| 11 Dec | 314.10 | 7.25 | -0.15 | 28.85 | 1,227 | -18 | 925 |
| 10 Dec | 314.85 | 7.4 | 0.20 | 30.39 | 1,660 | 141 | 949 |
| 9 Dec | 314.60 | 7.2 | -0.70 | 28.30 | 1,264 | 73 | 808 |
| 6 Dec | 313.75 | 7.9 | -0.40 | 27.70 | 720 | 49 | 734 |
| 5 Dec | 314.50 | 8.3 | -1.70 | 29.15 | 936 | 38 | 688 |
| 4 Dec | 312.85 | 10 | 0.25 | 32.29 | 2,139 | 375 | 651 |
| 3 Dec | 312.10 | 9.75 | -3.00 | 29.50 | 559 | 103 | 279 |
| 2 Dec | 306.90 | 12.75 | 0.05 | 29.55 | 169 | 40 | 178 |
| 29 Nov | 308.00 | 12.7 | -1.45 | 29.68 | 249 | 13 | 137 |
| 28 Nov | 305.75 | 14.15 | -0.65 | 30.46 | 232 | 41 | 118 |
| 27 Nov | 307.35 | 14.8 | -5.50 | 33.93 | 248 | 39 | 77 |
| 26 Nov | 297.90 | 20.3 | -3.75 | 33.11 | 41 | 24 | 37 |
| 25 Nov | 292.35 | 24.05 | 3.85 | 34.07 | 13 | 10 | 13 |
| 22 Nov | 280.85 | 20.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 275.45 | 20.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 279.00 | 20.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 279.00 | 20.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 278.05 | 20.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 280.95 | 20.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 281.55 | 20.2 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Nov | 290.15 | 20.2 | -0.30 | - | 1 | 0 | 2 |
| 11 Nov | 299.75 | 20.5 | -16.20 | 32.55 | 2 | 1 | 1 |
| 8 Nov | 297.75 | 36.7 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 300.35 | 36.7 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 301.85 | 36.7 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 286.35 | 36.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 284.15 | 36.7 | 36.70 | - | 0 | 0 | 0 |
| 1 Nov | 288.65 | 0 | - | 0 | 0 | 0 | |
For Bharat Electronics Ltd - strike price 315 expiring on 26DEC2024
Delta for 315 PE is -0.91
Historical price for 315 PE is as follows
On 20 Dec BEL was trading at 290.85. The strike last trading price was 24.85, which was 7.55 higher than the previous day. The implied volatity was 45.91, the open interest changed by -103 which decreased total open position to 982
On 19 Dec BEL was trading at 298.50. The strike last trading price was 17.3, which was 5.40 higher than the previous day. The implied volatity was 35.73, the open interest changed by -29 which decreased total open position to 1086
On 18 Dec BEL was trading at 303.80. The strike last trading price was 11.9, which was 3.90 higher than the previous day. The implied volatity was 31.47, the open interest changed by -256 which decreased total open position to 1116
On 17 Dec BEL was trading at 310.60. The strike last trading price was 8, which was 3.10 higher than the previous day. The implied volatity was 29.48, the open interest changed by 246 which increased total open position to 1379
On 16 Dec BEL was trading at 316.20. The strike last trading price was 4.9, which was -0.10 lower than the previous day. The implied volatity was 27.80, the open interest changed by 137 which increased total open position to 1152
On 13 Dec BEL was trading at 315.65. The strike last trading price was 5, which was -2.20 lower than the previous day. The implied volatity was 24.94, the open interest changed by -115 which decreased total open position to 1014
On 12 Dec BEL was trading at 312.95. The strike last trading price was 7.2, which was -0.05 lower than the previous day. The implied volatity was 25.84, the open interest changed by 210 which increased total open position to 1131
On 11 Dec BEL was trading at 314.10. The strike last trading price was 7.25, which was -0.15 lower than the previous day. The implied volatity was 28.85, the open interest changed by -18 which decreased total open position to 925
On 10 Dec BEL was trading at 314.85. The strike last trading price was 7.4, which was 0.20 higher than the previous day. The implied volatity was 30.39, the open interest changed by 141 which increased total open position to 949
On 9 Dec BEL was trading at 314.60. The strike last trading price was 7.2, which was -0.70 lower than the previous day. The implied volatity was 28.30, the open interest changed by 73 which increased total open position to 808
On 6 Dec BEL was trading at 313.75. The strike last trading price was 7.9, which was -0.40 lower than the previous day. The implied volatity was 27.70, the open interest changed by 49 which increased total open position to 734
On 5 Dec BEL was trading at 314.50. The strike last trading price was 8.3, which was -1.70 lower than the previous day. The implied volatity was 29.15, the open interest changed by 38 which increased total open position to 688
On 4 Dec BEL was trading at 312.85. The strike last trading price was 10, which was 0.25 higher than the previous day. The implied volatity was 32.29, the open interest changed by 375 which increased total open position to 651
On 3 Dec BEL was trading at 312.10. The strike last trading price was 9.75, which was -3.00 lower than the previous day. The implied volatity was 29.50, the open interest changed by 103 which increased total open position to 279
On 2 Dec BEL was trading at 306.90. The strike last trading price was 12.75, which was 0.05 higher than the previous day. The implied volatity was 29.55, the open interest changed by 40 which increased total open position to 178
On 29 Nov BEL was trading at 308.00. The strike last trading price was 12.7, which was -1.45 lower than the previous day. The implied volatity was 29.68, the open interest changed by 13 which increased total open position to 137
On 28 Nov BEL was trading at 305.75. The strike last trading price was 14.15, which was -0.65 lower than the previous day. The implied volatity was 30.46, the open interest changed by 41 which increased total open position to 118
On 27 Nov BEL was trading at 307.35. The strike last trading price was 14.8, which was -5.50 lower than the previous day. The implied volatity was 33.93, the open interest changed by 39 which increased total open position to 77
On 26 Nov BEL was trading at 297.90. The strike last trading price was 20.3, which was -3.75 lower than the previous day. The implied volatity was 33.11, the open interest changed by 24 which increased total open position to 37
On 25 Nov BEL was trading at 292.35. The strike last trading price was 24.05, which was 3.85 higher than the previous day. The implied volatity was 34.07, the open interest changed by 10 which increased total open position to 13
On 22 Nov BEL was trading at 280.85. The strike last trading price was 20.2, 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 21 Nov BEL was trading at 275.45. The strike last trading price was 20.2, 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 20 Nov BEL was trading at 279.00. The strike last trading price was 20.2, 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 19 Nov BEL was trading at 279.00. The strike last trading price was 20.2, 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 18 Nov BEL was trading at 278.05. The strike last trading price was 20.2, 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 14 Nov BEL was trading at 280.95. The strike last trading price was 20.2, 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 20.2, 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 20.2, which was -0.30 lower than the previous day. The implied volatity was -, 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 20.5, which was -16.20 lower than the previous day. The implied volatity was 32.55, the open interest changed by 1 which increased total open position to 1
On 8 Nov BEL was trading at 297.75. The strike last trading price was 36.7, 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 7 Nov BEL was trading at 300.35. The strike last trading price was 36.7, 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 6 Nov BEL was trading at 301.85. The strike last trading price was 36.7, 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 5 Nov BEL was trading at 286.35. The strike last trading price was 36.7, 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 36.7, which was 36.70 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
