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
