Historical option data for BEL
16 Jun 2026 04:10 PM IST
| BEL 30-Jun-2026 (13d) 415 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 0
Theta: -0.3
Gamma: 0.01838
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Jun | 407.55 | 5.65 | -0.9 (-13.74%) | 25.89 | 2,699 | 120 | 2,216 | |||||||||
| 15 Jun | 409.55 | 6.55 | 0.8 (13.91%) | 25.45 | 3,783 | 167 | 2,098 | |||||||||
| 12 Jun | 406.50 | 5.8 | 0.95 (19.59%) | 23.11 | 1,786 | -64 | 1,929 | |||||||||
| 11 Jun | 402.30 | 4.75 | -2.5 (-34.48%) | 24.85 | 1,472 | 56 | 1,995 | |||||||||
| 10 Jun | 408.35 | 7.05 | -2.65 (-27.32%) | 24.77 | 2,937 | 126 | 1,943 | |||||||||
| 9 Jun | 412.05 | 9.7 | -0.6 (-5.83%) | 25.73 | 3,082 | 164 | 1,819 | |||||||||
| 8 Jun | 412.95 | 10.05 | 1.1 (12.29%) | 26.24 | 3,503 | 131 | 1,659 | |||||||||
| 5 Jun | 408.20 | 8.7 | -1.15 (-11.68%) | 25.96 | 2,886 | 84 | 1,528 | |||||||||
| 4 Jun | 409.90 | 9.95 | 0.7 (7.57%) | 25.87 | 2,632 | 298 | 1,434 | |||||||||
| 3 Jun | 406.60 | 9.1 | -0.75 (-7.61%) | 27.51 | 1,346 | 41 | 1,132 | |||||||||
| 2 Jun | 407.85 | 9.95 | 0.95 (10.56%) | 25.54 | 1,666 | 28 | 1,089 | |||||||||
| 1 Jun | 407.20 | 9 | -3.4 (-27.42%) | 25.28 | 2,207 | 270 | 1,062 | |||||||||
| 29 May | 410.75 | 12.85 | -3.6 (-21.88%) | 26.72 | 2,266 | 280 | 793 | |||||||||
| 27 May | 419.10 | 16.65 | -0.9 (-5.13%) | 25.96 | 643 | 120 | 512 | |||||||||
| 26 May | 420.10 | 17.7 | -1.3 (-6.84%) | 26.47 | 434 | 73 | 393 | |||||||||
| 25 May | 421.85 | 18.95 | 1.95 (11.47%) | 26.57 | 390 | -22 | 319 | |||||||||
| 22 May | 416.55 | 16.5 | -2.5 (-13.16%) | 26.6 | 453 | 147 | 341 | |||||||||
| 21 May | 420.40 | 19.5 | 1.5 (8.33%) | 27.95 | 274 | -44 | 193 | |||||||||
| 20 May | 413.30 | 17.55 | -4.45 (-20.23%) | 30.83 | 663 | 239 | 241 | |||||||||
| 19 May | 422.95 | 22 | 0 (0.00%) | 33.25 | 0 | 0 | 2 | |||||||||
| 18 May | 426.60 | 22 | -14 (-38.89%) | 33.25 | 1 | 1 | 2 | |||||||||
| 15 May | 423.65 | 35.7 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 14 May | 428.85 | 35.7 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 13 May | 428.25 | 35.7 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 12 May | 416.50 | 35.7 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 11 May | 431.95 | 35.7 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 8 May | 439.70 | 35.7 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 7 May | 439.45 | 35.7 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 6 May | 438.20 | 35.7 | 0 (0.00%) | 31.53 | 0 | 0 | 1 | |||||||||
| 5 May | 433.35 | 35.7 | -4.35 (-10.86%) | 31.53 | 1 | 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 415 expiring on 30JUN2026
Delta for 415 CE is 0.39
Historical price for 415 CE is as follows
On 16 Jun BEL was trading at 407.55. The strike last trading price was 5.65, which was -0.9 lower than the previous day. The implied volatity was 25.89, the open interest changed by 120 which increased total open position to 2216
On 15 Jun BEL was trading at 409.55. The strike last trading price was 6.55, which was 0.8 higher than the previous day. The implied volatity was 25.45, the open interest changed by 167 which increased total open position to 2098
On 12 Jun BEL was trading at 406.50. The strike last trading price was 5.8, which was 0.95 higher than the previous day. The implied volatity was 23.11, the open interest changed by -64 which decreased total open position to 1929
On 11 Jun BEL was trading at 402.30. The strike last trading price was 4.75, which was -2.5 lower than the previous day. The implied volatity was 24.85, the open interest changed by 56 which increased total open position to 1995
On 10 Jun BEL was trading at 408.35. The strike last trading price was 7.05, which was -2.65 lower than the previous day. The implied volatity was 24.77, the open interest changed by 126 which increased total open position to 1943
On 9 Jun BEL was trading at 412.05. The strike last trading price was 9.7, which was -0.6 lower than the previous day. The implied volatity was 25.73, the open interest changed by 164 which increased total open position to 1819
On 8 Jun BEL was trading at 412.95. The strike last trading price was 10.05, which was 1.1 higher than the previous day. The implied volatity was 26.24, the open interest changed by 131 which increased total open position to 1659
On 5 Jun BEL was trading at 408.20. The strike last trading price was 8.7, which was -1.15 lower than the previous day. The implied volatity was 25.96, the open interest changed by 84 which increased total open position to 1528
On 4 Jun BEL was trading at 409.90. The strike last trading price was 9.95, which was 0.7 higher than the previous day. The implied volatity was 25.87, the open interest changed by 298 which increased total open position to 1434
On 3 Jun BEL was trading at 406.60. The strike last trading price was 9.1, which was -0.75 lower than the previous day. The implied volatity was 27.51, the open interest changed by 41 which increased total open position to 1132
On 2 Jun BEL was trading at 407.85. The strike last trading price was 9.95, which was 0.95 higher than the previous day. The implied volatity was 25.54, the open interest changed by 28 which increased total open position to 1089
On 1 Jun BEL was trading at 407.20. The strike last trading price was 9, which was -3.4 lower than the previous day. The implied volatity was 25.28, the open interest changed by 270 which increased total open position to 1062
On 29 May BEL was trading at 410.75. The strike last trading price was 12.85, which was -3.6 lower than the previous day. The implied volatity was 26.72, the open interest changed by 280 which increased total open position to 793
On 27 May BEL was trading at 419.10. The strike last trading price was 16.65, which was -0.9 lower than the previous day. The implied volatity was 25.96, the open interest changed by 120 which increased total open position to 512
On 26 May BEL was trading at 420.10. The strike last trading price was 17.7, which was -1.3 lower than the previous day. The implied volatity was 26.47, the open interest changed by 73 which increased total open position to 393
On 25 May BEL was trading at 421.85. The strike last trading price was 18.95, which was 1.95 higher than the previous day. The implied volatity was 26.57, the open interest changed by -22 which decreased total open position to 319
On 22 May BEL was trading at 416.55. The strike last trading price was 16.5, which was -2.5 lower than the previous day. The implied volatity was 26.6, the open interest changed by 147 which increased total open position to 341
On 21 May BEL was trading at 420.40. The strike last trading price was 19.5, which was 1.5 higher than the previous day. The implied volatity was 27.95, the open interest changed by -44 which decreased total open position to 193
On 20 May BEL was trading at 413.30. The strike last trading price was 17.55, which was -4.45 lower than the previous day. The implied volatity was 30.83, the open interest changed by 239 which increased total open position to 241
On 19 May BEL was trading at 422.95. The strike last trading price was 22, which was 0 lower than the previous day. The implied volatity was 33.25, the open interest changed by 0 which decreased total open position to 2
On 18 May BEL was trading at 426.60. The strike last trading price was 22, which was -14 lower than the previous day. The implied volatity was 33.25, the open interest changed by 1 which increased total open position to 2
On 15 May BEL was trading at 423.65. The strike last trading price was 35.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 May BEL was trading at 428.85. The strike last trading price was 35.7, 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 1
On 13 May BEL was trading at 428.25. The strike last trading price was 35.7, 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 1
On 12 May BEL was trading at 416.50. The strike last trading price was 35.7, 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 1
On 11 May BEL was trading at 431.95. The strike last trading price was 35.7, 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 1
On 8 May BEL was trading at 439.70. The strike last trading price was 35.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 May BEL was trading at 439.45. The strike last trading price was 35.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 May BEL was trading at 438.20. The strike last trading price was 35.7, which was 0 lower than the previous day. The implied volatity was 31.53, the open interest changed by 0 which decreased total open position to 1
On 5 May BEL was trading at 433.35. The strike last trading price was 35.7, which was -4.35 lower than the previous day. The implied volatity was 31.53, 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 (13d) 415 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 0
Theta: -0.19
Gamma: 0.02108
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Jun | 407.55 | 10.95 | -0.05 (-0.45%) | 22.08 | 455 | -13 | 1,050 |
| 15 Jun | 409.55 | 10.8 | -1.9 (-14.96%) | 25.19 | 701 | 13 | 1,061 |
| 12 Jun | 406.50 | 12.2 | -3.7 (-23.27%) | 23.57 | 289 | -13 | 1,048 |
| 11 Jun | 402.30 | 15.8 | 3.35 (26.91%) | 24.27 | 210 | 3 | 1,062 |
| 10 Jun | 408.35 | 12.55 | 2.85 (29.38%) | 24.56 | 1,031 | 3 | 1,059 |
| 9 Jun | 412.05 | 9.4 | -1.35 (-12.56%) | 22.17 | 815 | 74 | 1,057 |
| 8 Jun | 412.95 | 11.2 | -1.8 (-13.85%) | 25.85 | 987 | -35 | 982 |
| 5 Jun | 408.20 | 12.65 | 0.65 (5.42%) | 23.08 | 821 | 47 | 1,018 |
| 4 Jun | 409.90 | 12.35 | -1.15 (-8.52%) | 24.07 | 387 | 49 | 973 |
| 3 Jun | 406.60 | 13.75 | 1 (7.84%) | 21.76 | 239 | -24 | 925 |
| 2 Jun | 407.85 | 12.45 | -2.15 (-14.73%) | 21.56 | 427 | 28 | 948 |
| 1 Jun | 407.20 | 14.45 | 2.9 (25.11%) | 24.05 | 650 | 3 | 921 |
| 29 May | 410.75 | 11.65 | 3.25 (38.69%) | 21.73 | 2,093 | 240 | 920 |
| 27 May | 419.10 | 7.9 | -1.1 (-12.22%) | 21.21 | 1,179 | 208 | 681 |
| 26 May | 420.10 | 9.1 | -0.05 (-0.55%) | 24.49 | 611 | 82 | 473 |
| 25 May | 421.85 | 9.1 | -3.1 (-25.41%) | 25.02 | 284 | 56 | 383 |
| 22 May | 416.55 | 12.3 | 1.2 (10.81%) | 25.98 | 294 | 62 | 326 |
| 21 May | 420.40 | 11 | -4.4 (-28.57%) | 26.33 | 141 | 7 | 264 |
| 20 May | 413.30 | 15.2 | 0.5 (3.40%) | 28.38 | 387 | 224 | 256 |
| 19 May | 422.95 | 14.8 | 2.05 (16.08%) | 35.13 | 25 | 10 | 30 |
| 18 May | 426.60 | 12.75 | 1.05 (8.97%) | 32.35 | 9 | 4 | 20 |
| 15 May | 423.65 | 11.7 | -1.2 (-9.30%) | 30.22 | 5 | 3 | 15 |
| 14 May | 428.85 | 12.9 | 2.5 (24.04%) | 0 | 2 | 0 | 11 |
| 13 May | 428.25 | 10 | 1 (11.11%) | 0 | 3 | 1 | 10 |
| 12 May | 416.50 | 9 | 0 (0.00%) | 0 | 0 | 0 | 9 |
| 11 May | 431.95 | 9 | 0 (0.00%) | 0 | 0 | 0 | 9 |
| 8 May | 439.70 | 9 | -0.25 (-2.70%) | 30.25 | 8 | 5 | 8 |
| 7 May | 439.45 | 9.25 | -3.15 (-25.40%) | 29.09 | 2 | 1 | 3 |
| 6 May | 438.20 | 12.4 | 12.4 (-22.98%) | - | 0 | 0 | 2 |
| 5 May | 433.35 | 12.4 | -3.7 (-22.98%) | - | 0 | 0 | 2 |
| 4 May | 433.55 | 12.4 | -3.7 (-22.98%) | - | 0 | 0 | 2 |
| 30 Apr | 431.30 | 12.4 | -2.75 (-18.15%) | 30.7 | 2 | 0 | 0 |
| 29 Apr | 437.55 | 0 | 0 | - | 0 | 0 | 0 |
For Bharat Electronics Ltd - strike price 415 expiring on 30JUN2026
Delta for 415 PE is -0.64
Historical price for 415 PE is as follows
On 16 Jun BEL was trading at 407.55. The strike last trading price was 10.95, which was -0.05 lower than the previous day. The implied volatity was 22.08, the open interest changed by -13 which decreased total open position to 1050
On 15 Jun BEL was trading at 409.55. The strike last trading price was 10.8, which was -1.9 lower than the previous day. The implied volatity was 25.19, the open interest changed by 13 which increased total open position to 1061
On 12 Jun BEL was trading at 406.50. The strike last trading price was 12.2, which was -3.7 lower than the previous day. The implied volatity was 23.57, the open interest changed by -13 which decreased total open position to 1048
On 11 Jun BEL was trading at 402.30. The strike last trading price was 15.8, which was 3.35 higher than the previous day. The implied volatity was 24.27, the open interest changed by 3 which increased total open position to 1062
On 10 Jun BEL was trading at 408.35. The strike last trading price was 12.55, which was 2.85 higher than the previous day. The implied volatity was 24.56, the open interest changed by 3 which increased total open position to 1059
On 9 Jun BEL was trading at 412.05. The strike last trading price was 9.4, which was -1.35 lower than the previous day. The implied volatity was 22.17, the open interest changed by 74 which increased total open position to 1057
On 8 Jun BEL was trading at 412.95. The strike last trading price was 11.2, which was -1.8 lower than the previous day. The implied volatity was 25.85, the open interest changed by -35 which decreased total open position to 982
On 5 Jun BEL was trading at 408.20. The strike last trading price was 12.65, which was 0.65 higher than the previous day. The implied volatity was 23.08, the open interest changed by 47 which increased total open position to 1018
On 4 Jun BEL was trading at 409.90. The strike last trading price was 12.35, which was -1.15 lower than the previous day. The implied volatity was 24.07, the open interest changed by 49 which increased total open position to 973
On 3 Jun BEL was trading at 406.60. The strike last trading price was 13.75, which was 1 higher than the previous day. The implied volatity was 21.76, the open interest changed by -24 which decreased total open position to 925
On 2 Jun BEL was trading at 407.85. The strike last trading price was 12.45, which was -2.15 lower than the previous day. The implied volatity was 21.56, the open interest changed by 28 which increased total open position to 948
On 1 Jun BEL was trading at 407.20. The strike last trading price was 14.45, which was 2.9 higher than the previous day. The implied volatity was 24.05, the open interest changed by 3 which increased total open position to 921
On 29 May BEL was trading at 410.75. The strike last trading price was 11.65, which was 3.25 higher than the previous day. The implied volatity was 21.73, the open interest changed by 240 which increased total open position to 920
On 27 May BEL was trading at 419.10. The strike last trading price was 7.9, which was -1.1 lower than the previous day. The implied volatity was 21.21, the open interest changed by 208 which increased total open position to 681
On 26 May BEL was trading at 420.10. The strike last trading price was 9.1, which was -0.05 lower than the previous day. The implied volatity was 24.49, the open interest changed by 82 which increased total open position to 473
On 25 May BEL was trading at 421.85. The strike last trading price was 9.1, which was -3.1 lower than the previous day. The implied volatity was 25.02, the open interest changed by 56 which increased total open position to 383
On 22 May BEL was trading at 416.55. The strike last trading price was 12.3, which was 1.2 higher than the previous day. The implied volatity was 25.98, the open interest changed by 62 which increased total open position to 326
On 21 May BEL was trading at 420.40. The strike last trading price was 11, which was -4.4 lower than the previous day. The implied volatity was 26.33, the open interest changed by 7 which increased total open position to 264
On 20 May BEL was trading at 413.30. The strike last trading price was 15.2, which was 0.5 higher than the previous day. The implied volatity was 28.38, the open interest changed by 224 which increased total open position to 256
On 19 May BEL was trading at 422.95. The strike last trading price was 14.8, which was 2.05 higher than the previous day. The implied volatity was 35.13, the open interest changed by 10 which increased total open position to 30
On 18 May BEL was trading at 426.60. The strike last trading price was 12.75, which was 1.05 higher than the previous day. The implied volatity was 32.35, the open interest changed by 4 which increased total open position to 20
On 15 May BEL was trading at 423.65. The strike last trading price was 11.7, which was -1.2 lower than the previous day. The implied volatity was 30.22, the open interest changed by 3 which increased total open position to 15
On 14 May BEL was trading at 428.85. The strike last trading price was 12.9, which was 2.5 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 11
On 13 May BEL was trading at 428.25. The strike last trading price was 10, which was 1 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 10
On 12 May BEL was trading at 416.50. The strike last trading price was 9, 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 9
On 11 May BEL was trading at 431.95. The strike last trading price was 9, 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 9
On 8 May BEL was trading at 439.70. The strike last trading price was 9, which was -0.25 lower than the previous day. The implied volatity was 30.25, the open interest changed by 5 which increased total open position to 8
On 7 May BEL was trading at 439.45. The strike last trading price was 9.25, which was -3.15 lower than the previous day. The implied volatity was 29.09, the open interest changed by 1 which increased total open position to 3
On 6 May BEL was trading at 438.20. The strike last trading price was 12.4, which was 12.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 May BEL was trading at 433.35. The strike last trading price was 12.4, which was -3.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 May BEL was trading at 433.55. The strike last trading price was 12.4, which was -3.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Apr BEL was trading at 431.30. The strike last trading price was 12.4, which was -2.75 lower than the previous day. The implied volatity was 30.7, 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
