BEL
Bharat Electronics Ltd
Historical option data for BEL
09 Dec 2025 04:11 PM IST
| BEL 30-DEC-2025 405 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.30
Vega: 0.32
Theta: -0.21
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 389.45 | 4 | 0.15 | 23.41 | 8,403 | 8 | 2,401 | |||||||||
| 8 Dec | 386.40 | 3.9 | -7.9 | 25.37 | 8,923 | 937 | 2,390 | |||||||||
| 5 Dec | 406.90 | 11.5 | -1.45 | 21.54 | 2,453 | 160 | 1,453 | |||||||||
| 4 Dec | 407.15 | 13.9 | 2.9 | 23.38 | 4,254 | 110 | 1,293 | |||||||||
| 3 Dec | 403.95 | 11.35 | -4.3 | 22.80 | 2,479 | 728 | 1,183 | |||||||||
| 2 Dec | 413.05 | 15.65 | -2.7 | 19.91 | 312 | 28 | 453 | |||||||||
| 1 Dec | 417.25 | 18.05 | 2.65 | 18.10 | 440 | -40 | 426 | |||||||||
| 28 Nov | 411.75 | 15.35 | -1.5 | 19.72 | 535 | -2 | 470 | |||||||||
| 27 Nov | 413.05 | 17 | -1.15 | 20.19 | 183 | 26 | 471 | |||||||||
| 26 Nov | 415.30 | 18.1 | 2.15 | 19.03 | 605 | -9 | 447 | |||||||||
| 25 Nov | 410.25 | 15.9 | 2.6 | 21.49 | 2,349 | 106 | 459 | |||||||||
| 24 Nov | 403.80 | 13.1 | -7.7 | 24.11 | 495 | 242 | 319 | |||||||||
| 21 Nov | 416.35 | 20.8 | -5.35 | 19.81 | 73 | 16 | 77 | |||||||||
| 20 Nov | 423.00 | 26.3 | 0.05 | 20.86 | 37 | 18 | 60 | |||||||||
| 19 Nov | 423.20 | 26.25 | -1.25 | 20.77 | 35 | 17 | 42 | |||||||||
| 18 Nov | 420.90 | 27.5 | -1.35 | 26.04 | 11 | 6 | 24 | |||||||||
| 17 Nov | 424.55 | 28.85 | 1.15 | 22.97 | 10 | 3 | 15 | |||||||||
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| 14 Nov | 426.85 | 27.7 | -2.8 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 419.80 | 27.7 | -2.8 | - | 0 | -2 | 0 | |||||||||
| 12 Nov | 424.75 | 27.7 | -2.8 | 20.88 | 4 | -2 | 12 | |||||||||
| 11 Nov | 427.30 | 30.5 | 5.9 | 20.62 | 6 | -1 | 14 | |||||||||
| 10 Nov | 416.85 | 25.25 | 1.4 | 24.84 | 5 | -1 | 14 | |||||||||
| 7 Nov | 414.25 | 23.85 | -5.15 | 24.30 | 10 | 5 | 14 | |||||||||
| 6 Nov | 408.80 | 29 | -2.5 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 415.15 | 29 | -2.5 | - | 0 | 1 | 0 | |||||||||
| 3 Nov | 422.30 | 29 | -2.5 | 22.11 | 1 | 0 | 8 | |||||||||
| 31 Oct | 426.10 | 31.5 | 9.3 | - | 13 | 4 | 8 | |||||||||
| 30 Oct | 409.90 | 22.2 | -9.75 | 23.55 | 4 | 3 | 3 | |||||||||
| 29 Oct | 407.20 | 31.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Bharat Electronics Ltd - strike price 405 expiring on 30DEC2025
Delta for 405 CE is 0.30
Historical price for 405 CE is as follows
On 9 Dec BEL was trading at 389.45. The strike last trading price was 4, which was 0.15 higher than the previous day. The implied volatity was 23.41, the open interest changed by 8 which increased total open position to 2401
On 8 Dec BEL was trading at 386.40. The strike last trading price was 3.9, which was -7.9 lower than the previous day. The implied volatity was 25.37, the open interest changed by 937 which increased total open position to 2390
On 5 Dec BEL was trading at 406.90. The strike last trading price was 11.5, which was -1.45 lower than the previous day. The implied volatity was 21.54, the open interest changed by 160 which increased total open position to 1453
On 4 Dec BEL was trading at 407.15. The strike last trading price was 13.9, which was 2.9 higher than the previous day. The implied volatity was 23.38, the open interest changed by 110 which increased total open position to 1293
On 3 Dec BEL was trading at 403.95. The strike last trading price was 11.35, which was -4.3 lower than the previous day. The implied volatity was 22.80, the open interest changed by 728 which increased total open position to 1183
On 2 Dec BEL was trading at 413.05. The strike last trading price was 15.65, which was -2.7 lower than the previous day. The implied volatity was 19.91, the open interest changed by 28 which increased total open position to 453
On 1 Dec BEL was trading at 417.25. The strike last trading price was 18.05, which was 2.65 higher than the previous day. The implied volatity was 18.10, the open interest changed by -40 which decreased total open position to 426
On 28 Nov BEL was trading at 411.75. The strike last trading price was 15.35, which was -1.5 lower than the previous day. The implied volatity was 19.72, the open interest changed by -2 which decreased total open position to 470
On 27 Nov BEL was trading at 413.05. The strike last trading price was 17, which was -1.15 lower than the previous day. The implied volatity was 20.19, the open interest changed by 26 which increased total open position to 471
On 26 Nov BEL was trading at 415.30. The strike last trading price was 18.1, which was 2.15 higher than the previous day. The implied volatity was 19.03, the open interest changed by -9 which decreased total open position to 447
On 25 Nov BEL was trading at 410.25. The strike last trading price was 15.9, which was 2.6 higher than the previous day. The implied volatity was 21.49, the open interest changed by 106 which increased total open position to 459
On 24 Nov BEL was trading at 403.80. The strike last trading price was 13.1, which was -7.7 lower than the previous day. The implied volatity was 24.11, the open interest changed by 242 which increased total open position to 319
On 21 Nov BEL was trading at 416.35. The strike last trading price was 20.8, which was -5.35 lower than the previous day. The implied volatity was 19.81, the open interest changed by 16 which increased total open position to 77
On 20 Nov BEL was trading at 423.00. The strike last trading price was 26.3, which was 0.05 higher than the previous day. The implied volatity was 20.86, the open interest changed by 18 which increased total open position to 60
On 19 Nov BEL was trading at 423.20. The strike last trading price was 26.25, which was -1.25 lower than the previous day. The implied volatity was 20.77, the open interest changed by 17 which increased total open position to 42
On 18 Nov BEL was trading at 420.90. The strike last trading price was 27.5, which was -1.35 lower than the previous day. The implied volatity was 26.04, the open interest changed by 6 which increased total open position to 24
On 17 Nov BEL was trading at 424.55. The strike last trading price was 28.85, which was 1.15 higher than the previous day. The implied volatity was 22.97, the open interest changed by 3 which increased total open position to 15
On 14 Nov BEL was trading at 426.85. The strike last trading price was 27.7, which was -2.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov BEL was trading at 419.80. The strike last trading price was 27.7, which was -2.8 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 12 Nov BEL was trading at 424.75. The strike last trading price was 27.7, which was -2.8 lower than the previous day. The implied volatity was 20.88, the open interest changed by -2 which decreased total open position to 12
On 11 Nov BEL was trading at 427.30. The strike last trading price was 30.5, which was 5.9 higher than the previous day. The implied volatity was 20.62, the open interest changed by -1 which decreased total open position to 14
On 10 Nov BEL was trading at 416.85. The strike last trading price was 25.25, which was 1.4 higher than the previous day. The implied volatity was 24.84, the open interest changed by -1 which decreased total open position to 14
On 7 Nov BEL was trading at 414.25. The strike last trading price was 23.85, which was -5.15 lower than the previous day. The implied volatity was 24.30, the open interest changed by 5 which increased total open position to 14
On 6 Nov BEL was trading at 408.80. The strike last trading price was 29, which was -2.5 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 415.15. The strike last trading price was 29, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 3 Nov BEL was trading at 422.30. The strike last trading price was 29, which was -2.5 lower than the previous day. The implied volatity was 22.11, the open interest changed by 0 which decreased total open position to 8
On 31 Oct BEL was trading at 426.10. The strike last trading price was 31.5, which was 9.3 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 8
On 30 Oct BEL was trading at 409.90. The strike last trading price was 22.2, which was -9.75 lower than the previous day. The implied volatity was 23.55, the open interest changed by 3 which increased total open position to 3
On 29 Oct BEL was trading at 407.20. The strike last trading price was 31.95, 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 30DEC2025 405 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.68
Vega: 0.34
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 389.45 | 17.6 | -2.8 | 26.81 | 421 | -81 | 1,191 |
| 8 Dec | 386.40 | 20.65 | 13.15 | 28.73 | 2,419 | -257 | 1,272 |
| 5 Dec | 406.90 | 7.65 | -0.2 | 23.02 | 1,652 | 189 | 1,530 |
| 4 Dec | 407.15 | 7.1 | -2.6 | 23.56 | 1,818 | 77 | 1,342 |
| 3 Dec | 403.95 | 9.1 | 2.85 | 23.69 | 2,102 | 328 | 1,266 |
| 2 Dec | 413.05 | 6.15 | 1.3 | 24.08 | 1,216 | -13 | 939 |
| 1 Dec | 417.25 | 4.85 | -1.7 | 23.45 | 1,035 | 50 | 951 |
| 28 Nov | 411.75 | 6.55 | 0.85 | 22.61 | 1,033 | 33 | 902 |
| 27 Nov | 413.05 | 5.7 | 0.15 | 21.78 | 954 | -6 | 870 |
| 26 Nov | 415.30 | 5.6 | -2.85 | 22.66 | 1,164 | 47 | 875 |
| 25 Nov | 410.25 | 8.5 | -2.7 | 24.98 | 1,468 | 179 | 845 |
| 24 Nov | 403.80 | 11.85 | 5.25 | 25.35 | 1,127 | 330 | 658 |
| 21 Nov | 416.35 | 6.35 | 1.45 | 24.32 | 243 | 71 | 329 |
| 20 Nov | 423.00 | 4.8 | -0.6 | 24.30 | 265 | 51 | 258 |
| 19 Nov | 423.20 | 5.3 | -0.8 | 25.07 | 144 | 54 | 207 |
| 18 Nov | 420.90 | 6.1 | 0.95 | 25.68 | 76 | 34 | 154 |
| 17 Nov | 424.55 | 5 | 0.1 | 24.81 | 43 | 21 | 121 |
| 14 Nov | 426.85 | 4.75 | -1.5 | 24.40 | 15 | 5 | 97 |
| 13 Nov | 419.80 | 6.15 | 0.75 | 23.95 | 39 | 15 | 92 |
| 12 Nov | 424.75 | 5.4 | 0.4 | 23.89 | 25 | 14 | 77 |
| 11 Nov | 427.30 | 5 | -2.85 | 24.50 | 85 | -14 | 64 |
| 10 Nov | 416.85 | 7.85 | -0.8 | 24.85 | 16 | 9 | 76 |
| 7 Nov | 414.25 | 8.65 | -2.25 | 24.36 | 13 | 4 | 68 |
| 6 Nov | 408.80 | 10.9 | 1.6 | 24.67 | 11 | 0 | 63 |
| 4 Nov | 415.15 | 9.3 | 1.4 | 25.76 | 59 | 44 | 63 |
| 3 Nov | 422.30 | 7.9 | 1.4 | 26.51 | 16 | 0 | 16 |
| 31 Oct | 426.10 | 6.5 | -7.2 | - | 27 | -3 | 27 |
| 30 Oct | 409.90 | 13.7 | 0.8 | 28.97 | 15 | 14 | 30 |
| 29 Oct | 407.20 | 12.9 | -6.25 | - | 18 | 15 | 15 |
For Bharat Electronics Ltd - strike price 405 expiring on 30DEC2025
Delta for 405 PE is -0.68
Historical price for 405 PE is as follows
On 9 Dec BEL was trading at 389.45. The strike last trading price was 17.6, which was -2.8 lower than the previous day. The implied volatity was 26.81, the open interest changed by -81 which decreased total open position to 1191
On 8 Dec BEL was trading at 386.40. The strike last trading price was 20.65, which was 13.15 higher than the previous day. The implied volatity was 28.73, the open interest changed by -257 which decreased total open position to 1272
On 5 Dec BEL was trading at 406.90. The strike last trading price was 7.65, which was -0.2 lower than the previous day. The implied volatity was 23.02, the open interest changed by 189 which increased total open position to 1530
On 4 Dec BEL was trading at 407.15. The strike last trading price was 7.1, which was -2.6 lower than the previous day. The implied volatity was 23.56, the open interest changed by 77 which increased total open position to 1342
On 3 Dec BEL was trading at 403.95. The strike last trading price was 9.1, which was 2.85 higher than the previous day. The implied volatity was 23.69, the open interest changed by 328 which increased total open position to 1266
On 2 Dec BEL was trading at 413.05. The strike last trading price was 6.15, which was 1.3 higher than the previous day. The implied volatity was 24.08, the open interest changed by -13 which decreased total open position to 939
On 1 Dec BEL was trading at 417.25. The strike last trading price was 4.85, which was -1.7 lower than the previous day. The implied volatity was 23.45, the open interest changed by 50 which increased total open position to 951
On 28 Nov BEL was trading at 411.75. The strike last trading price was 6.55, which was 0.85 higher than the previous day. The implied volatity was 22.61, the open interest changed by 33 which increased total open position to 902
On 27 Nov BEL was trading at 413.05. The strike last trading price was 5.7, which was 0.15 higher than the previous day. The implied volatity was 21.78, the open interest changed by -6 which decreased total open position to 870
On 26 Nov BEL was trading at 415.30. The strike last trading price was 5.6, which was -2.85 lower than the previous day. The implied volatity was 22.66, the open interest changed by 47 which increased total open position to 875
On 25 Nov BEL was trading at 410.25. The strike last trading price was 8.5, which was -2.7 lower than the previous day. The implied volatity was 24.98, the open interest changed by 179 which increased total open position to 845
On 24 Nov BEL was trading at 403.80. The strike last trading price was 11.85, which was 5.25 higher than the previous day. The implied volatity was 25.35, the open interest changed by 330 which increased total open position to 658
On 21 Nov BEL was trading at 416.35. The strike last trading price was 6.35, which was 1.45 higher than the previous day. The implied volatity was 24.32, the open interest changed by 71 which increased total open position to 329
On 20 Nov BEL was trading at 423.00. The strike last trading price was 4.8, which was -0.6 lower than the previous day. The implied volatity was 24.30, the open interest changed by 51 which increased total open position to 258
On 19 Nov BEL was trading at 423.20. The strike last trading price was 5.3, which was -0.8 lower than the previous day. The implied volatity was 25.07, the open interest changed by 54 which increased total open position to 207
On 18 Nov BEL was trading at 420.90. The strike last trading price was 6.1, which was 0.95 higher than the previous day. The implied volatity was 25.68, the open interest changed by 34 which increased total open position to 154
On 17 Nov BEL was trading at 424.55. The strike last trading price was 5, which was 0.1 higher than the previous day. The implied volatity was 24.81, the open interest changed by 21 which increased total open position to 121
On 14 Nov BEL was trading at 426.85. The strike last trading price was 4.75, which was -1.5 lower than the previous day. The implied volatity was 24.40, the open interest changed by 5 which increased total open position to 97
On 13 Nov BEL was trading at 419.80. The strike last trading price was 6.15, which was 0.75 higher than the previous day. The implied volatity was 23.95, the open interest changed by 15 which increased total open position to 92
On 12 Nov BEL was trading at 424.75. The strike last trading price was 5.4, which was 0.4 higher than the previous day. The implied volatity was 23.89, the open interest changed by 14 which increased total open position to 77
On 11 Nov BEL was trading at 427.30. The strike last trading price was 5, which was -2.85 lower than the previous day. The implied volatity was 24.50, the open interest changed by -14 which decreased total open position to 64
On 10 Nov BEL was trading at 416.85. The strike last trading price was 7.85, which was -0.8 lower than the previous day. The implied volatity was 24.85, the open interest changed by 9 which increased total open position to 76
On 7 Nov BEL was trading at 414.25. The strike last trading price was 8.65, which was -2.25 lower than the previous day. The implied volatity was 24.36, the open interest changed by 4 which increased total open position to 68
On 6 Nov BEL was trading at 408.80. The strike last trading price was 10.9, which was 1.6 higher than the previous day. The implied volatity was 24.67, the open interest changed by 0 which decreased total open position to 63
On 4 Nov BEL was trading at 415.15. The strike last trading price was 9.3, which was 1.4 higher than the previous day. The implied volatity was 25.76, the open interest changed by 44 which increased total open position to 63
On 3 Nov BEL was trading at 422.30. The strike last trading price was 7.9, which was 1.4 higher than the previous day. The implied volatity was 26.51, the open interest changed by 0 which decreased total open position to 16
On 31 Oct BEL was trading at 426.10. The strike last trading price was 6.5, which was -7.2 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 27
On 30 Oct BEL was trading at 409.90. The strike last trading price was 13.7, which was 0.8 higher than the previous day. The implied volatity was 28.97, the open interest changed by 14 which increased total open position to 30
On 29 Oct BEL was trading at 407.20. The strike last trading price was 12.9, which was -6.25 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 15































































































































































































































