BEL
Bharat Electronics Ltd
Historical option data for BEL
09 Jan 2026 04:11 PM IST
| BEL 27-JAN-2026 405 CE | ||||||||||||||||
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Delta: 0.76
Vega: 0.29
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 418.65 | 18.05 | 1 | 23.63 | 801 | -104 | 1,172 | |||||||||
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| 8 Jan | 415.65 | 16.85 | 0.4 | 24.39 | 794 | -88 | 1,287 | |||||||||
| 7 Jan | 415.65 | 16.45 | 1.85 | 22.41 | 941 | -83 | 1,377 | |||||||||
| 6 Jan | 413.10 | 14.25 | -1.6 | 21.06 | 720 | -23 | 1,468 | |||||||||
| 5 Jan | 413.80 | 15.5 | 5.7 | 22.81 | 6,251 | -1,131 | 1,491 | |||||||||
| 2 Jan | 403.15 | 9.7 | 2.1 | 21.78 | 8,780 | 159 | 2,641 | |||||||||
| 1 Jan | 397.70 | 7.6 | -1.05 | 22.51 | 1,975 | 140 | 2,480 | |||||||||
| 31 Dec | 399.60 | 8.6 | 1.3 | 22.88 | 3,889 | 95 | 2,350 | |||||||||
| 30 Dec | 393.30 | 8.15 | 0.2 | 24.66 | 4,519 | 306 | 2,253 | |||||||||
| 29 Dec | 393.25 | 8 | -1.8 | 26.08 | 2,697 | 720 | 1,938 | |||||||||
| 26 Dec | 398.45 | 9.9 | 0.55 | 24.17 | 2,649 | 759 | 1,224 | |||||||||
| 24 Dec | 400.00 | 9.35 | -0.2 | 20.88 | 692 | 93 | 467 | |||||||||
| 23 Dec | 399.40 | 9.45 | 0.2 | 21.07 | 383 | 128 | 376 | |||||||||
| 22 Dec | 398.95 | 9.15 | 1.9 | 20.31 | 256 | 28 | 243 | |||||||||
| 19 Dec | 392.85 | 7.2 | 2.8 | 20.50 | 117 | 30 | 216 | |||||||||
| 18 Dec | 383.45 | 4.55 | -1.05 | 21.66 | 211 | 108 | 186 | |||||||||
| 17 Dec | 385.60 | 5.5 | -1.25 | 21.90 | 34 | 10 | 77 | |||||||||
| 16 Dec | 388.00 | 6.75 | -1.45 | 22.87 | 67 | 19 | 66 | |||||||||
| 15 Dec | 390.75 | 8.25 | 0.1 | 22.96 | 13 | 3 | 46 | |||||||||
| 12 Dec | 389.45 | 8.05 | 0 | 22.77 | 57 | -15 | 41 | |||||||||
| 11 Dec | 387.50 | 8.05 | -0.2 | 23.13 | 17 | 4 | 50 | |||||||||
| 10 Dec | 387.35 | 8.25 | -1.45 | 24.04 | 14 | 11 | 45 | |||||||||
| 9 Dec | 389.45 | 9.7 | 0.7 | 24.08 | 38 | 17 | 34 | |||||||||
| 8 Dec | 386.40 | 9 | -10.15 | 24.86 | 14 | 8 | 16 | |||||||||
| 5 Dec | 406.90 | 19.15 | -0.25 | 24.53 | 3 | 1 | 7 | |||||||||
| 4 Dec | 407.15 | 19.4 | 2.2 | 22.37 | 8 | 4 | 6 | |||||||||
| 3 Dec | 403.95 | 17.2 | -12.45 | 22.77 | 2 | 1 | 1 | |||||||||
| 2 Dec | 413.05 | 29.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 417.25 | 29.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 411.75 | 29.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 413.05 | 29.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 415.30 | 29.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Bharat Electronics Ltd - strike price 405 expiring on 27JAN2026
Delta for 405 CE is 0.76
Historical price for 405 CE is as follows
On 9 Jan BEL was trading at 418.65. The strike last trading price was 18.05, which was 1 higher than the previous day. The implied volatity was 23.63, the open interest changed by -104 which decreased total open position to 1172
On 8 Jan BEL was trading at 415.65. The strike last trading price was 16.85, which was 0.4 higher than the previous day. The implied volatity was 24.39, the open interest changed by -88 which decreased total open position to 1287
On 7 Jan BEL was trading at 415.65. The strike last trading price was 16.45, which was 1.85 higher than the previous day. The implied volatity was 22.41, the open interest changed by -83 which decreased total open position to 1377
On 6 Jan BEL was trading at 413.10. The strike last trading price was 14.25, which was -1.6 lower than the previous day. The implied volatity was 21.06, the open interest changed by -23 which decreased total open position to 1468
On 5 Jan BEL was trading at 413.80. The strike last trading price was 15.5, which was 5.7 higher than the previous day. The implied volatity was 22.81, the open interest changed by -1131 which decreased total open position to 1491
On 2 Jan BEL was trading at 403.15. The strike last trading price was 9.7, which was 2.1 higher than the previous day. The implied volatity was 21.78, the open interest changed by 159 which increased total open position to 2641
On 1 Jan BEL was trading at 397.70. The strike last trading price was 7.6, which was -1.05 lower than the previous day. The implied volatity was 22.51, the open interest changed by 140 which increased total open position to 2480
On 31 Dec BEL was trading at 399.60. The strike last trading price was 8.6, which was 1.3 higher than the previous day. The implied volatity was 22.88, the open interest changed by 95 which increased total open position to 2350
On 30 Dec BEL was trading at 393.30. The strike last trading price was 8.15, which was 0.2 higher than the previous day. The implied volatity was 24.66, the open interest changed by 306 which increased total open position to 2253
On 29 Dec BEL was trading at 393.25. The strike last trading price was 8, which was -1.8 lower than the previous day. The implied volatity was 26.08, the open interest changed by 720 which increased total open position to 1938
On 26 Dec BEL was trading at 398.45. The strike last trading price was 9.9, which was 0.55 higher than the previous day. The implied volatity was 24.17, the open interest changed by 759 which increased total open position to 1224
On 24 Dec BEL was trading at 400.00. The strike last trading price was 9.35, which was -0.2 lower than the previous day. The implied volatity was 20.88, the open interest changed by 93 which increased total open position to 467
On 23 Dec BEL was trading at 399.40. The strike last trading price was 9.45, which was 0.2 higher than the previous day. The implied volatity was 21.07, the open interest changed by 128 which increased total open position to 376
On 22 Dec BEL was trading at 398.95. The strike last trading price was 9.15, which was 1.9 higher than the previous day. The implied volatity was 20.31, the open interest changed by 28 which increased total open position to 243
On 19 Dec BEL was trading at 392.85. The strike last trading price was 7.2, which was 2.8 higher than the previous day. The implied volatity was 20.50, the open interest changed by 30 which increased total open position to 216
On 18 Dec BEL was trading at 383.45. The strike last trading price was 4.55, which was -1.05 lower than the previous day. The implied volatity was 21.66, the open interest changed by 108 which increased total open position to 186
On 17 Dec BEL was trading at 385.60. The strike last trading price was 5.5, which was -1.25 lower than the previous day. The implied volatity was 21.90, the open interest changed by 10 which increased total open position to 77
On 16 Dec BEL was trading at 388.00. The strike last trading price was 6.75, which was -1.45 lower than the previous day. The implied volatity was 22.87, the open interest changed by 19 which increased total open position to 66
On 15 Dec BEL was trading at 390.75. The strike last trading price was 8.25, which was 0.1 higher than the previous day. The implied volatity was 22.96, the open interest changed by 3 which increased total open position to 46
On 12 Dec BEL was trading at 389.45. The strike last trading price was 8.05, which was 0 lower than the previous day. The implied volatity was 22.77, the open interest changed by -15 which decreased total open position to 41
On 11 Dec BEL was trading at 387.50. The strike last trading price was 8.05, which was -0.2 lower than the previous day. The implied volatity was 23.13, the open interest changed by 4 which increased total open position to 50
On 10 Dec BEL was trading at 387.35. The strike last trading price was 8.25, which was -1.45 lower than the previous day. The implied volatity was 24.04, the open interest changed by 11 which increased total open position to 45
On 9 Dec BEL was trading at 389.45. The strike last trading price was 9.7, which was 0.7 higher than the previous day. The implied volatity was 24.08, the open interest changed by 17 which increased total open position to 34
On 8 Dec BEL was trading at 386.40. The strike last trading price was 9, which was -10.15 lower than the previous day. The implied volatity was 24.86, the open interest changed by 8 which increased total open position to 16
On 5 Dec BEL was trading at 406.90. The strike last trading price was 19.15, which was -0.25 lower than the previous day. The implied volatity was 24.53, the open interest changed by 1 which increased total open position to 7
On 4 Dec BEL was trading at 407.15. The strike last trading price was 19.4, which was 2.2 higher than the previous day. The implied volatity was 22.37, the open interest changed by 4 which increased total open position to 6
On 3 Dec BEL was trading at 403.95. The strike last trading price was 17.2, which was -12.45 lower than the previous day. The implied volatity was 22.77, the open interest changed by 1 which increased total open position to 1
On 2 Dec BEL was trading at 413.05. The strike last trading price was 29.65, 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 1 Dec BEL was trading at 417.25. The strike last trading price was 29.65, 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 28 Nov BEL was trading at 411.75. The strike last trading price was 29.65, 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 27 Nov BEL was trading at 413.05. The strike last trading price was 29.65, 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 26 Nov BEL was trading at 415.30. The strike last trading price was 29.65, 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 27JAN2026 405 PE | |||||||
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Delta: -0.25
Vega: 0.30
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 418.65 | 3.65 | -0.85 | 25.49 | 5,234 | 1 | 1,538 |
| 8 Jan | 415.65 | 4.55 | 0.75 | 25.80 | 8,169 | -169 | 1,537 |
| 7 Jan | 415.65 | 3.75 | -1.4 | 22.76 | 2,764 | -24 | 1,705 |
| 6 Jan | 413.10 | 5.15 | 0.4 | 23.98 | 2,506 | 29 | 1,733 |
| 5 Jan | 413.80 | 4.9 | -3.95 | 23.32 | 7,454 | 326 | 1,701 |
| 2 Jan | 403.15 | 8.75 | -3.35 | 22.05 | 2,422 | 254 | 1,375 |
| 1 Jan | 397.70 | 11.95 | 0.6 | 22.69 | 303 | -58 | 1,122 |
| 31 Dec | 399.60 | 11.35 | -4.35 | 22.73 | 769 | 117 | 1,182 |
| 30 Dec | 393.30 | 14.05 | -2.6 | 24.53 | 357 | 12 | 1,065 |
| 29 Dec | 393.25 | 16.7 | 3.85 | 27.14 | 1,054 | 518 | 1,054 |
| 26 Dec | 398.45 | 13.05 | 1.5 | 24.13 | 833 | 364 | 536 |
| 24 Dec | 400.00 | 11.35 | -0.15 | 21.50 | 134 | 71 | 170 |
| 23 Dec | 399.40 | 11.7 | -1 | 21.61 | 100 | 68 | 99 |
| 22 Dec | 398.95 | 12.55 | -2.85 | 22.87 | 31 | 11 | 30 |
| 19 Dec | 392.85 | 15.4 | -6.75 | 21.51 | 11 | 3 | 19 |
| 18 Dec | 383.45 | 22.15 | 1.4 | 21.81 | 1 | 0 | 16 |
| 17 Dec | 385.60 | 20.75 | 2.25 | - | 0 | 0 | 16 |
| 16 Dec | 388.00 | 20.75 | 2.25 | 24.78 | 2 | 1 | 15 |
| 15 Dec | 390.75 | 18.5 | -2.65 | 24.34 | 2 | 1 | 13 |
| 12 Dec | 389.45 | 21.15 | 1.15 | - | 0 | 0 | 12 |
| 11 Dec | 387.50 | 21.15 | 1.15 | - | 0 | 0 | 12 |
| 10 Dec | 387.35 | 21.15 | 1.15 | 24.63 | 1 | 0 | 13 |
| 9 Dec | 389.45 | 20 | 2.85 | 25.60 | 12 | 6 | 13 |
| 8 Dec | 386.40 | 17.15 | 6.05 | 16.48 | 1 | 0 | 7 |
| 5 Dec | 406.90 | 11.1 | 1.1 | - | 0 | 1 | 0 |
| 4 Dec | 407.15 | 11.1 | 1.1 | 25.13 | 4 | 1 | 7 |
| 3 Dec | 403.95 | 10 | 2 | - | 0 | 1 | 0 |
| 2 Dec | 413.05 | 10 | 2 | 25.43 | 1 | 0 | 5 |
| 1 Dec | 417.25 | 8 | -2.5 | 24.04 | 1 | 0 | 5 |
| 28 Nov | 411.75 | 10.5 | 1.5 | 25.05 | 1 | 0 | 4 |
| 27 Nov | 413.05 | 9 | -0.3 | 23.24 | 1 | 0 | 3 |
| 26 Nov | 415.30 | 9.3 | -10.9 | 24.47 | 4 | 2 | 2 |
For Bharat Electronics Ltd - strike price 405 expiring on 27JAN2026
Delta for 405 PE is -0.25
Historical price for 405 PE is as follows
On 9 Jan BEL was trading at 418.65. The strike last trading price was 3.65, which was -0.85 lower than the previous day. The implied volatity was 25.49, the open interest changed by 1 which increased total open position to 1538
On 8 Jan BEL was trading at 415.65. The strike last trading price was 4.55, which was 0.75 higher than the previous day. The implied volatity was 25.80, the open interest changed by -169 which decreased total open position to 1537
On 7 Jan BEL was trading at 415.65. The strike last trading price was 3.75, which was -1.4 lower than the previous day. The implied volatity was 22.76, the open interest changed by -24 which decreased total open position to 1705
On 6 Jan BEL was trading at 413.10. The strike last trading price was 5.15, which was 0.4 higher than the previous day. The implied volatity was 23.98, the open interest changed by 29 which increased total open position to 1733
On 5 Jan BEL was trading at 413.80. The strike last trading price was 4.9, which was -3.95 lower than the previous day. The implied volatity was 23.32, the open interest changed by 326 which increased total open position to 1701
On 2 Jan BEL was trading at 403.15. The strike last trading price was 8.75, which was -3.35 lower than the previous day. The implied volatity was 22.05, the open interest changed by 254 which increased total open position to 1375
On 1 Jan BEL was trading at 397.70. The strike last trading price was 11.95, which was 0.6 higher than the previous day. The implied volatity was 22.69, the open interest changed by -58 which decreased total open position to 1122
On 31 Dec BEL was trading at 399.60. The strike last trading price was 11.35, which was -4.35 lower than the previous day. The implied volatity was 22.73, the open interest changed by 117 which increased total open position to 1182
On 30 Dec BEL was trading at 393.30. The strike last trading price was 14.05, which was -2.6 lower than the previous day. The implied volatity was 24.53, the open interest changed by 12 which increased total open position to 1065
On 29 Dec BEL was trading at 393.25. The strike last trading price was 16.7, which was 3.85 higher than the previous day. The implied volatity was 27.14, the open interest changed by 518 which increased total open position to 1054
On 26 Dec BEL was trading at 398.45. The strike last trading price was 13.05, which was 1.5 higher than the previous day. The implied volatity was 24.13, the open interest changed by 364 which increased total open position to 536
On 24 Dec BEL was trading at 400.00. The strike last trading price was 11.35, which was -0.15 lower than the previous day. The implied volatity was 21.50, the open interest changed by 71 which increased total open position to 170
On 23 Dec BEL was trading at 399.40. The strike last trading price was 11.7, which was -1 lower than the previous day. The implied volatity was 21.61, the open interest changed by 68 which increased total open position to 99
On 22 Dec BEL was trading at 398.95. The strike last trading price was 12.55, which was -2.85 lower than the previous day. The implied volatity was 22.87, the open interest changed by 11 which increased total open position to 30
On 19 Dec BEL was trading at 392.85. The strike last trading price was 15.4, which was -6.75 lower than the previous day. The implied volatity was 21.51, the open interest changed by 3 which increased total open position to 19
On 18 Dec BEL was trading at 383.45. The strike last trading price was 22.15, which was 1.4 higher than the previous day. The implied volatity was 21.81, the open interest changed by 0 which decreased total open position to 16
On 17 Dec BEL was trading at 385.60. The strike last trading price was 20.75, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 16 Dec BEL was trading at 388.00. The strike last trading price was 20.75, which was 2.25 higher than the previous day. The implied volatity was 24.78, the open interest changed by 1 which increased total open position to 15
On 15 Dec BEL was trading at 390.75. The strike last trading price was 18.5, which was -2.65 lower than the previous day. The implied volatity was 24.34, the open interest changed by 1 which increased total open position to 13
On 12 Dec BEL was trading at 389.45. The strike last trading price was 21.15, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 11 Dec BEL was trading at 387.50. The strike last trading price was 21.15, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 10 Dec BEL was trading at 387.35. The strike last trading price was 21.15, which was 1.15 higher than the previous day. The implied volatity was 24.63, the open interest changed by 0 which decreased total open position to 13
On 9 Dec BEL was trading at 389.45. The strike last trading price was 20, which was 2.85 higher than the previous day. The implied volatity was 25.60, the open interest changed by 6 which increased total open position to 13
On 8 Dec BEL was trading at 386.40. The strike last trading price was 17.15, which was 6.05 higher than the previous day. The implied volatity was 16.48, the open interest changed by 0 which decreased total open position to 7
On 5 Dec BEL was trading at 406.90. The strike last trading price was 11.1, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Dec BEL was trading at 407.15. The strike last trading price was 11.1, which was 1.1 higher than the previous day. The implied volatity was 25.13, the open interest changed by 1 which increased total open position to 7
On 3 Dec BEL was trading at 403.95. The strike last trading price was 10, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 2 Dec BEL was trading at 413.05. The strike last trading price was 10, which was 2 higher than the previous day. The implied volatity was 25.43, the open interest changed by 0 which decreased total open position to 5
On 1 Dec BEL was trading at 417.25. The strike last trading price was 8, which was -2.5 lower than the previous day. The implied volatity was 24.04, the open interest changed by 0 which decreased total open position to 5
On 28 Nov BEL was trading at 411.75. The strike last trading price was 10.5, which was 1.5 higher than the previous day. The implied volatity was 25.05, the open interest changed by 0 which decreased total open position to 4
On 27 Nov BEL was trading at 413.05. The strike last trading price was 9, which was -0.3 lower than the previous day. The implied volatity was 23.24, the open interest changed by 0 which decreased total open position to 3
On 26 Nov BEL was trading at 415.30. The strike last trading price was 9.3, which was -10.9 lower than the previous day. The implied volatity was 24.47, the open interest changed by 2 which increased total open position to 2































































































































































































































