BEL
Bharat Electronics Ltd
Historical option data for BEL
20 Dec 2024 04:12 PM IST
BEL 26DEC2024 330 CE | ||||||||||
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Delta: 0.02
Vega: 0.02
Theta: -0.08
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 290.85 | 0.15 | -0.15 | 48.53 | 1,335 | -169 | 2,527 | |||
19 Dec | 298.50 | 0.3 | -0.30 | 41.35 | 2,198 | -260 | 2,686 | |||
18 Dec | 303.80 | 0.6 | -0.35 | 36.98 | 2,910 | 24 | 2,937 | |||
17 Dec | 310.60 | 0.95 | -0.80 | 32.16 | 5,323 | 189 | 3,031 | |||
16 Dec | 316.20 | 1.75 | -0.15 | 29.25 | 2,789 | -137 | 2,849 | |||
13 Dec | 315.65 | 1.9 | 0.15 | 26.45 | 3,495 | 0 | 3,003 | |||
12 Dec | 312.95 | 1.75 | -0.60 | 28.82 | 1,957 | 52 | 3,019 | |||
11 Dec | 314.10 | 2.35 | -0.35 | 29.08 | 2,033 | 118 | 2,968 | |||
10 Dec | 314.85 | 2.7 | -0.15 | 28.67 | 2,410 | 4 | 2,859 | |||
9 Dec | 314.60 | 2.85 | -0.15 | 28.82 | 1,496 | 18 | 2,865 | |||
6 Dec | 313.75 | 3 | -0.20 | 27.75 | 1,246 | 40 | 2,861 | |||
5 Dec | 314.50 | 3.2 | -0.20 | 27.39 | 2,271 | 67 | 2,821 | |||
4 Dec | 312.85 | 3.4 | 0.50 | 28.73 | 6,149 | 548 | 2,772 | |||
3 Dec | 312.10 | 2.9 | 0.45 | 26.92 | 2,010 | 142 | 2,228 | |||
2 Dec | 306.90 | 2.45 | -0.75 | 29.21 | 1,825 | 177 | 2,084 | |||
29 Nov | 308.00 | 3.2 | -0.25 | 29.66 | 2,608 | 456 | 1,904 | |||
28 Nov | 305.75 | 3.45 | -0.50 | 31.67 | 2,347 | 521 | 1,433 | |||
27 Nov | 307.35 | 3.95 | 1.50 | 31.79 | 2,180 | 471 | 910 | |||
26 Nov | 297.90 | 2.45 | 0.65 | 32.92 | 696 | 178 | 439 | |||
25 Nov | 292.35 | 1.8 | 0.90 | 32.71 | 527 | 122 | 261 | |||
22 Nov | 280.85 | 0.9 | 0.05 | 33.09 | 86 | -7 | 132 | |||
21 Nov | 275.45 | 0.85 | -0.05 | 35.76 | 80 | -32 | 141 | |||
20 Nov | 279.00 | 0.9 | 0.00 | 33.92 | 87 | 49 | 174 | |||
19 Nov | 279.00 | 0.9 | -0.20 | 33.92 | 87 | 50 | 174 | |||
18 Nov | 278.05 | 1.1 | -0.25 | 34.33 | 57 | 8 | 123 | |||
14 Nov | 280.95 | 1.35 | -0.25 | 32.33 | 65 | 40 | 115 | |||
13 Nov | 281.55 | 1.6 | -0.85 | 32.91 | 78 | 3 | 76 | |||
12 Nov | 290.15 | 2.45 | -1.60 | 32.00 | 40 | 18 | 73 | |||
11 Nov | 299.75 | 4.05 | 0.25 | 30.42 | 21 | 7 | 55 | |||
8 Nov | 297.75 | 3.8 | -0.70 | 30.21 | 25 | 11 | 47 | |||
7 Nov | 300.35 | 4.5 | -0.20 | 29.92 | 19 | 7 | 35 | |||
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6 Nov | 301.85 | 4.7 | -9.30 | 28.96 | 33 | 27 | 27 | |||
5 Nov | 286.35 | 14 | 0.00 | 9.95 | 0 | 0 | 0 | |||
4 Nov | 284.15 | 14 | 14.00 | 9.95 | 0 | 0 | 0 | |||
1 Nov | 288.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
31 Oct | 284.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
30 Oct | 288.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
29 Oct | 283.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
25 Oct | 272.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
21 Oct | 282.30 | 0 | - | 0 | 0 | 0 |
For Bharat Electronics Ltd - strike price 330 expiring on 26DEC2024
Delta for 330 CE is 0.02
Historical price for 330 CE is as follows
On 20 Dec BEL was trading at 290.85. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 48.53, the open interest changed by -169 which decreased total open position to 2527
On 19 Dec BEL was trading at 298.50. The strike last trading price was 0.3, which was -0.30 lower than the previous day. The implied volatity was 41.35, the open interest changed by -260 which decreased total open position to 2686
On 18 Dec BEL was trading at 303.80. The strike last trading price was 0.6, which was -0.35 lower than the previous day. The implied volatity was 36.98, the open interest changed by 24 which increased total open position to 2937
On 17 Dec BEL was trading at 310.60. The strike last trading price was 0.95, which was -0.80 lower than the previous day. The implied volatity was 32.16, the open interest changed by 189 which increased total open position to 3031
On 16 Dec BEL was trading at 316.20. The strike last trading price was 1.75, which was -0.15 lower than the previous day. The implied volatity was 29.25, the open interest changed by -137 which decreased total open position to 2849
On 13 Dec BEL was trading at 315.65. The strike last trading price was 1.9, which was 0.15 higher than the previous day. The implied volatity was 26.45, the open interest changed by 0 which decreased total open position to 3003
On 12 Dec BEL was trading at 312.95. The strike last trading price was 1.75, which was -0.60 lower than the previous day. The implied volatity was 28.82, the open interest changed by 52 which increased total open position to 3019
On 11 Dec BEL was trading at 314.10. The strike last trading price was 2.35, which was -0.35 lower than the previous day. The implied volatity was 29.08, the open interest changed by 118 which increased total open position to 2968
On 10 Dec BEL was trading at 314.85. The strike last trading price was 2.7, which was -0.15 lower than the previous day. The implied volatity was 28.67, the open interest changed by 4 which increased total open position to 2859
On 9 Dec BEL was trading at 314.60. The strike last trading price was 2.85, which was -0.15 lower than the previous day. The implied volatity was 28.82, the open interest changed by 18 which increased total open position to 2865
On 6 Dec BEL was trading at 313.75. The strike last trading price was 3, which was -0.20 lower than the previous day. The implied volatity was 27.75, the open interest changed by 40 which increased total open position to 2861
On 5 Dec BEL was trading at 314.50. The strike last trading price was 3.2, which was -0.20 lower than the previous day. The implied volatity was 27.39, the open interest changed by 67 which increased total open position to 2821
On 4 Dec BEL was trading at 312.85. The strike last trading price was 3.4, which was 0.50 higher than the previous day. The implied volatity was 28.73, the open interest changed by 548 which increased total open position to 2772
On 3 Dec BEL was trading at 312.10. The strike last trading price was 2.9, which was 0.45 higher than the previous day. The implied volatity was 26.92, the open interest changed by 142 which increased total open position to 2228
On 2 Dec BEL was trading at 306.90. The strike last trading price was 2.45, which was -0.75 lower than the previous day. The implied volatity was 29.21, the open interest changed by 177 which increased total open position to 2084
On 29 Nov BEL was trading at 308.00. The strike last trading price was 3.2, which was -0.25 lower than the previous day. The implied volatity was 29.66, the open interest changed by 456 which increased total open position to 1904
On 28 Nov BEL was trading at 305.75. The strike last trading price was 3.45, which was -0.50 lower than the previous day. The implied volatity was 31.67, the open interest changed by 521 which increased total open position to 1433
On 27 Nov BEL was trading at 307.35. The strike last trading price was 3.95, which was 1.50 higher than the previous day. The implied volatity was 31.79, the open interest changed by 471 which increased total open position to 910
On 26 Nov BEL was trading at 297.90. The strike last trading price was 2.45, which was 0.65 higher than the previous day. The implied volatity was 32.92, the open interest changed by 178 which increased total open position to 439
On 25 Nov BEL was trading at 292.35. The strike last trading price was 1.8, which was 0.90 higher than the previous day. The implied volatity was 32.71, the open interest changed by 122 which increased total open position to 261
On 22 Nov BEL was trading at 280.85. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was 33.09, the open interest changed by -7 which decreased total open position to 132
On 21 Nov BEL was trading at 275.45. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 35.76, the open interest changed by -32 which decreased total open position to 141
On 20 Nov BEL was trading at 279.00. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 33.92, the open interest changed by 49 which increased total open position to 174
On 19 Nov BEL was trading at 279.00. The strike last trading price was 0.9, which was -0.20 lower than the previous day. The implied volatity was 33.92, the open interest changed by 50 which increased total open position to 174
On 18 Nov BEL was trading at 278.05. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was 34.33, the open interest changed by 8 which increased total open position to 123
On 14 Nov BEL was trading at 280.95. The strike last trading price was 1.35, which was -0.25 lower than the previous day. The implied volatity was 32.33, the open interest changed by 40 which increased total open position to 115
On 13 Nov BEL was trading at 281.55. The strike last trading price was 1.6, which was -0.85 lower than the previous day. The implied volatity was 32.91, the open interest changed by 3 which increased total open position to 76
On 12 Nov BEL was trading at 290.15. The strike last trading price was 2.45, which was -1.60 lower than the previous day. The implied volatity was 32.00, the open interest changed by 18 which increased total open position to 73
On 11 Nov BEL was trading at 299.75. The strike last trading price was 4.05, which was 0.25 higher than the previous day. The implied volatity was 30.42, the open interest changed by 7 which increased total open position to 55
On 8 Nov BEL was trading at 297.75. The strike last trading price was 3.8, which was -0.70 lower than the previous day. The implied volatity was 30.21, the open interest changed by 11 which increased total open position to 47
On 7 Nov BEL was trading at 300.35. The strike last trading price was 4.5, which was -0.20 lower than the previous day. The implied volatity was 29.92, the open interest changed by 7 which increased total open position to 35
On 6 Nov BEL was trading at 301.85. The strike last trading price was 4.7, which was -9.30 lower than the previous day. The implied volatity was 28.96, the open interest changed by 27 which increased total open position to 27
On 5 Nov BEL was trading at 286.35. The strike last trading price was 14, which was 0.00 lower than the previous day. The implied volatity was 9.95, 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 14, which was 14.00 higher than the previous day. The implied volatity was 9.95, 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 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
BEL 26DEC2024 330 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 290.85 | 38.35 | 7.70 | - | 19 | -6 | 535 |
19 Dec | 298.50 | 30.65 | 5.20 | - | 24 | -8 | 540 |
18 Dec | 303.80 | 25.45 | 6.35 | 38.71 | 41 | -12 | 548 |
17 Dec | 310.60 | 19.1 | 4.90 | 20.01 | 113 | -1 | 560 |
16 Dec | 316.20 | 14.2 | -0.60 | 24.63 | 134 | 13 | 567 |
13 Dec | 315.65 | 14.8 | -2.70 | 25.72 | 208 | 6 | 553 |
12 Dec | 312.95 | 17.5 | 0.35 | 22.79 | 175 | 71 | 546 |
11 Dec | 314.10 | 17.15 | 0.30 | 29.09 | 145 | -12 | 477 |
10 Dec | 314.85 | 16.85 | 0.15 | 30.53 | 75 | -5 | 489 |
9 Dec | 314.60 | 16.7 | -0.80 | 28.05 | 84 | 28 | 493 |
6 Dec | 313.75 | 17.5 | -0.25 | 27.76 | 34 | 16 | 465 |
5 Dec | 314.50 | 17.75 | -1.80 | 29.56 | 195 | 35 | 450 |
4 Dec | 312.85 | 19.55 | -0.05 | 32.74 | 225 | 64 | 415 |
3 Dec | 312.10 | 19.6 | -3.95 | 30.00 | 211 | 34 | 351 |
2 Dec | 306.90 | 23.55 | 0.55 | 29.50 | 146 | 33 | 316 |
29 Nov | 308.00 | 23 | -1.65 | 29.19 | 150 | 30 | 283 |
28 Nov | 305.75 | 24.65 | -0.40 | 29.78 | 124 | 49 | 254 |
27 Nov | 307.35 | 25.05 | -6.90 | 34.50 | 173 | 73 | 204 |
26 Nov | 297.90 | 31.95 | -5.05 | 32.93 | 50 | 30 | 131 |
25 Nov | 292.35 | 37 | -10.15 | 37.64 | 57 | 77 | 101 |
22 Nov | 280.85 | 47.15 | -5.85 | 35.83 | 40 | 27 | 51 |
21 Nov | 275.45 | 53 | 8.80 | 38.66 | 5 | 4 | 23 |
20 Nov | 279.00 | 44.2 | 0.00 | - | 2 | 2 | 18 |
19 Nov | 279.00 | 44.2 | -2.80 | - | 2 | 1 | 18 |
18 Nov | 278.05 | 47 | 8.50 | - | 3 | 0 | 14 |
14 Nov | 280.95 | 38.5 | 0.00 | 0.00 | 0 | 0 | 0 |
13 Nov | 281.55 | 38.5 | 0.00 | 0.00 | 0 | 4 | 0 |
12 Nov | 290.15 | 38.5 | 7.30 | 28.89 | 4 | 3 | 13 |
11 Nov | 299.75 | 31.2 | -2.80 | 32.51 | 5 | 3 | 9 |
8 Nov | 297.75 | 34 | 1.00 | 34.79 | 4 | 0 | 6 |
7 Nov | 300.35 | 33 | 3.00 | 37.07 | 1 | 0 | 5 |
6 Nov | 301.85 | 30 | -17.55 | 33.01 | 8 | 4 | 4 |
5 Nov | 286.35 | 47.55 | 0.00 | - | 0 | 0 | 0 |
4 Nov | 284.15 | 47.55 | 47.55 | - | 0 | 0 | 0 |
1 Nov | 288.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
31 Oct | 284.90 | 0 | 0.00 | - | 0 | 0 | 0 |
30 Oct | 288.55 | 0 | 0.00 | - | 0 | 0 | 0 |
29 Oct | 283.65 | 0 | 0.00 | - | 0 | 0 | 0 |
25 Oct | 272.35 | 0 | 0.00 | - | 0 | 0 | 0 |
21 Oct | 282.30 | 0 | - | 0 | 0 | 0 |
For Bharat Electronics Ltd - strike price 330 expiring on 26DEC2024
Delta for 330 PE is -
Historical price for 330 PE is as follows
On 20 Dec BEL was trading at 290.85. The strike last trading price was 38.35, which was 7.70 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 535
On 19 Dec BEL was trading at 298.50. The strike last trading price was 30.65, which was 5.20 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 540
On 18 Dec BEL was trading at 303.80. The strike last trading price was 25.45, which was 6.35 higher than the previous day. The implied volatity was 38.71, the open interest changed by -12 which decreased total open position to 548
On 17 Dec BEL was trading at 310.60. The strike last trading price was 19.1, which was 4.90 higher than the previous day. The implied volatity was 20.01, the open interest changed by -1 which decreased total open position to 560
On 16 Dec BEL was trading at 316.20. The strike last trading price was 14.2, which was -0.60 lower than the previous day. The implied volatity was 24.63, the open interest changed by 13 which increased total open position to 567
On 13 Dec BEL was trading at 315.65. The strike last trading price was 14.8, which was -2.70 lower than the previous day. The implied volatity was 25.72, the open interest changed by 6 which increased total open position to 553
On 12 Dec BEL was trading at 312.95. The strike last trading price was 17.5, which was 0.35 higher than the previous day. The implied volatity was 22.79, the open interest changed by 71 which increased total open position to 546
On 11 Dec BEL was trading at 314.10. The strike last trading price was 17.15, which was 0.30 higher than the previous day. The implied volatity was 29.09, the open interest changed by -12 which decreased total open position to 477
On 10 Dec BEL was trading at 314.85. The strike last trading price was 16.85, which was 0.15 higher than the previous day. The implied volatity was 30.53, the open interest changed by -5 which decreased total open position to 489
On 9 Dec BEL was trading at 314.60. The strike last trading price was 16.7, which was -0.80 lower than the previous day. The implied volatity was 28.05, the open interest changed by 28 which increased total open position to 493
On 6 Dec BEL was trading at 313.75. The strike last trading price was 17.5, which was -0.25 lower than the previous day. The implied volatity was 27.76, the open interest changed by 16 which increased total open position to 465
On 5 Dec BEL was trading at 314.50. The strike last trading price was 17.75, which was -1.80 lower than the previous day. The implied volatity was 29.56, the open interest changed by 35 which increased total open position to 450
On 4 Dec BEL was trading at 312.85. The strike last trading price was 19.55, which was -0.05 lower than the previous day. The implied volatity was 32.74, the open interest changed by 64 which increased total open position to 415
On 3 Dec BEL was trading at 312.10. The strike last trading price was 19.6, which was -3.95 lower than the previous day. The implied volatity was 30.00, the open interest changed by 34 which increased total open position to 351
On 2 Dec BEL was trading at 306.90. The strike last trading price was 23.55, which was 0.55 higher than the previous day. The implied volatity was 29.50, the open interest changed by 33 which increased total open position to 316
On 29 Nov BEL was trading at 308.00. The strike last trading price was 23, which was -1.65 lower than the previous day. The implied volatity was 29.19, the open interest changed by 30 which increased total open position to 283
On 28 Nov BEL was trading at 305.75. The strike last trading price was 24.65, which was -0.40 lower than the previous day. The implied volatity was 29.78, the open interest changed by 49 which increased total open position to 254
On 27 Nov BEL was trading at 307.35. The strike last trading price was 25.05, which was -6.90 lower than the previous day. The implied volatity was 34.50, the open interest changed by 73 which increased total open position to 204
On 26 Nov BEL was trading at 297.90. The strike last trading price was 31.95, which was -5.05 lower than the previous day. The implied volatity was 32.93, the open interest changed by 30 which increased total open position to 131
On 25 Nov BEL was trading at 292.35. The strike last trading price was 37, which was -10.15 lower than the previous day. The implied volatity was 37.64, the open interest changed by 77 which increased total open position to 101
On 22 Nov BEL was trading at 280.85. The strike last trading price was 47.15, which was -5.85 lower than the previous day. The implied volatity was 35.83, the open interest changed by 27 which increased total open position to 51
On 21 Nov BEL was trading at 275.45. The strike last trading price was 53, which was 8.80 higher than the previous day. The implied volatity was 38.66, the open interest changed by 4 which increased total open position to 23
On 20 Nov BEL was trading at 279.00. The strike last trading price was 44.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 18
On 19 Nov BEL was trading at 279.00. The strike last trading price was 44.2, which was -2.80 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 18
On 18 Nov BEL was trading at 278.05. The strike last trading price was 47, which was 8.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 14 Nov BEL was trading at 280.95. The strike last trading price was 38.5, 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 38.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 12 Nov BEL was trading at 290.15. The strike last trading price was 38.5, which was 7.30 higher than the previous day. The implied volatity was 28.89, the open interest changed by 3 which increased total open position to 13
On 11 Nov BEL was trading at 299.75. The strike last trading price was 31.2, which was -2.80 lower than the previous day. The implied volatity was 32.51, the open interest changed by 3 which increased total open position to 9
On 8 Nov BEL was trading at 297.75. The strike last trading price was 34, which was 1.00 higher than the previous day. The implied volatity was 34.79, the open interest changed by 0 which decreased total open position to 6
On 7 Nov BEL was trading at 300.35. The strike last trading price was 33, which was 3.00 higher than the previous day. The implied volatity was 37.07, the open interest changed by 0 which decreased total open position to 5
On 6 Nov BEL was trading at 301.85. The strike last trading price was 30, which was -17.55 lower than the previous day. The implied volatity was 33.01, the open interest changed by 4 which increased total open position to 4
On 5 Nov BEL was trading at 286.35. The strike last trading price was 47.55, 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 47.55, which was 47.55 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 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to