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Historical option data for BEL

29 May 2026 04:10 PM IST
BEL 30-Jun-2026 (30d) 405 CE
Delta: 0.63
Vega: 0
Theta: -0.22
Gamma: 0.01111
Date Close Ltp Change IV Volume OI Chg OI
29 May 410.75 18.7 -4.6 (-19.74%) 27.77 310 74 189
27 May 419.10 23.6 -0.75 (-3.08%) 26.53 97 19 116
26 May 420.10 24.2 -0.8 (-3.20%) 26.29 90 42 97
25 May 421.85 25.3 3.3 (15.00%) 26.6 54 24 53
22 May 416.55 22.3 -3.7 (-14.23%) 26.64 18 15 29
21 May 420.40 25.55 3.55 (16.14%) 27.71 6 -3 13
20 May 413.30 22.5 -23.5 (-51.09%) 30.15 17 16 16
19 May 422.95 0 0 - 0 0 0
18 May 426.60 0 0 (-100.00%) - 0 0 0
15 May 423.65 0 -46.5 (-100.00%) - 0 0 0
14 May 428.85 0 -46.5 (-100.00%) 0 0 0 0
13 May 428.25 0 -46.5 (-100.00%) 0 0 0 0
12 May 416.50 0 -46.5 (-100.00%) 0 0 0 0
11 May 431.95 0 -46.5 (-100.00%) 0 0 0 0
8 May 439.70 0 0 - 0 0 0
7 May 439.45 0 0 - 0 0 0
6 May 438.20 0 0 - 0 0 0
5 May 433.35 0 0 - 0 0 0
4 May 433.55 0 0 - 0 0 0
30 Apr 431.30 0 0 - 0 0 0
29 Apr 437.55 0 0 - 0 0 0


For Bharat Electronics Ltd - strike price 405 expiring on 30JUN2026

Delta for 405 CE is 0.63

Historical price for 405 CE is as follows

On 29 May BEL was trading at 410.75. The strike last trading price was 18.7, which was -4.6 lower than the previous day. The implied volatity was 27.77, the open interest changed by 74 which increased total open position to 189


On 27 May BEL was trading at 419.10. The strike last trading price was 23.6, which was -0.75 lower than the previous day. The implied volatity was 26.53, the open interest changed by 19 which increased total open position to 116


On 26 May BEL was trading at 420.10. The strike last trading price was 24.2, which was -0.8 lower than the previous day. The implied volatity was 26.29, the open interest changed by 42 which increased total open position to 97


On 25 May BEL was trading at 421.85. The strike last trading price was 25.3, which was 3.3 higher than the previous day. The implied volatity was 26.6, the open interest changed by 24 which increased total open position to 53


On 22 May BEL was trading at 416.55. The strike last trading price was 22.3, which was -3.7 lower than the previous day. The implied volatity was 26.64, the open interest changed by 15 which increased total open position to 29


On 21 May BEL was trading at 420.40. The strike last trading price was 25.55, which was 3.55 higher than the previous day. The implied volatity was 27.71, the open interest changed by -3 which decreased total open position to 13


On 20 May BEL was trading at 413.30. The strike last trading price was 22.5, which was -23.5 lower than the previous day. The implied volatity was 30.15, the open interest changed by 16 which increased total open position to 16


On 19 May BEL was trading at 422.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 May BEL was trading at 426.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 May BEL was trading at 423.65. The strike last trading price was 0, which was -46.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May BEL was trading at 428.85. The strike last trading price was 0, which was -46.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May BEL was trading at 428.25. The strike last trading price was 0, which was -46.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May BEL was trading at 416.50. The strike last trading price was 0, which was -46.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May BEL was trading at 431.95. The strike last trading price was 0, which was -46.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May BEL was trading at 439.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 May BEL was trading at 439.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 May BEL was trading at 438.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 May BEL was trading at 433.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 May BEL was trading at 433.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Apr BEL was trading at 431.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Apr BEL was trading at 437.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


BEL 30-Jun-2026 (30d) 405 PE
Delta: -0.36
Vega: 0
Theta: -0.13
Gamma: 0.01299
Date Close Ltp Change IV Volume OI Chg OI
29 May 410.75 7.2 2.1 (41.18%) 23.37 856 80 472
27 May 419.10 4.9 -0.75 (-13.27%) 22.81 631 51 403
26 May 420.10 5.6 -0.2 (-3.45%) 24.58 505 114 353
25 May 421.85 5.75 -2.35 (-29.01%) 25.51 117 52 239
22 May 416.55 8.05 0.6 (8.05%) 25.94 139 6 186
21 May 420.40 7.45 -3.7 (-33.18%) 26.74 85 36 181
20 May 413.30 11.15 0.9 (8.78%) 29.3 53 15 144
19 May 422.95 10.25 1.15 (12.64%) 34.29 19 -2 128
18 May 426.60 9 1.1 (13.92%) 32.28 23 7 129
15 May 423.65 7.75 -0.15 (-1.90%) 30.19 0 0 122
14 May 428.85 7.75 0.25 (3.33%) 30.19 45 42 122
13 May 428.25 7.5 0 (0.00%) 0 0 0 80
12 May 416.50 7.5 0 (0.00%) 0 0 0 80
11 May 431.95 7.5 0 (0.00%) 0 0 0 80
8 May 439.70 7.5 -3.45 (-31.51%) - 0 0 80
7 May 439.45 7.5 -3.45 (-31.51%) - 0 0 80
6 May 438.20 7.5 -3.45 (-31.51%) - 0 0 80
5 May 433.35 7.5 -3.45 (-31.51%) - 0 0 80
4 May 433.55 7.5 -3.45 (-31.51%) - 0 0 80
30 Apr 431.30 7.5 -3.45 (-31.51%) 30.21 0 0 80
29 Apr 437.55 7.5 -4.2 (-35.90%) 30.21 80 40 40


For Bharat Electronics Ltd - strike price 405 expiring on 30JUN2026

Delta for 405 PE is -0.36

Historical price for 405 PE is as follows

On 29 May BEL was trading at 410.75. The strike last trading price was 7.2, which was 2.1 higher than the previous day. The implied volatity was 23.37, the open interest changed by 80 which increased total open position to 472


On 27 May BEL was trading at 419.10. The strike last trading price was 4.9, which was -0.75 lower than the previous day. The implied volatity was 22.81, the open interest changed by 51 which increased total open position to 403


On 26 May BEL was trading at 420.10. The strike last trading price was 5.6, which was -0.2 lower than the previous day. The implied volatity was 24.58, the open interest changed by 114 which increased total open position to 353


On 25 May BEL was trading at 421.85. The strike last trading price was 5.75, which was -2.35 lower than the previous day. The implied volatity was 25.51, the open interest changed by 52 which increased total open position to 239


On 22 May BEL was trading at 416.55. The strike last trading price was 8.05, which was 0.6 higher than the previous day. The implied volatity was 25.94, the open interest changed by 6 which increased total open position to 186


On 21 May BEL was trading at 420.40. The strike last trading price was 7.45, which was -3.7 lower than the previous day. The implied volatity was 26.74, the open interest changed by 36 which increased total open position to 181


On 20 May BEL was trading at 413.30. The strike last trading price was 11.15, which was 0.9 higher than the previous day. The implied volatity was 29.3, the open interest changed by 15 which increased total open position to 144


On 19 May BEL was trading at 422.95. The strike last trading price was 10.25, which was 1.15 higher than the previous day. The implied volatity was 34.29, the open interest changed by -2 which decreased total open position to 128


On 18 May BEL was trading at 426.60. The strike last trading price was 9, which was 1.1 higher than the previous day. The implied volatity was 32.28, the open interest changed by 7 which increased total open position to 129


On 15 May BEL was trading at 423.65. The strike last trading price was 7.75, which was -0.15 lower than the previous day. The implied volatity was 30.19, the open interest changed by 0 which decreased total open position to 122


On 14 May BEL was trading at 428.85. The strike last trading price was 7.75, which was 0.25 higher than the previous day. The implied volatity was 30.19, the open interest changed by 42 which increased total open position to 122


On 13 May BEL was trading at 428.25. The strike last trading price was 7.5, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 80


On 12 May BEL was trading at 416.50. The strike last trading price was 7.5, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 80


On 11 May BEL was trading at 431.95. The strike last trading price was 7.5, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 80


On 8 May BEL was trading at 439.70. The strike last trading price was 7.5, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80


On 7 May BEL was trading at 439.45. The strike last trading price was 7.5, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80


On 6 May BEL was trading at 438.20. The strike last trading price was 7.5, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80


On 5 May BEL was trading at 433.35. The strike last trading price was 7.5, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80


On 4 May BEL was trading at 433.55. The strike last trading price was 7.5, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80


On 30 Apr BEL was trading at 431.30. The strike last trading price was 7.5, which was -3.45 lower than the previous day. The implied volatity was 30.21, the open interest changed by 0 which decreased total open position to 80


On 29 Apr BEL was trading at 437.55. The strike last trading price was 7.5, which was -4.2 lower than the previous day. The implied volatity was 30.21, the open interest changed by 40 which increased total open position to 40