Historical option data for BEL
29 Jun 2026 10:50 AM IST
| BEL 28-Jul-2026 (27d) 415 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 0
Theta: -0.25
Gamma: 0.01167
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 407.65 | 11.15 | 0.15 (1.36%) | 29.29 | 508 | 50 | 772 | |||||||||
| 25 Jun | 407.20 | 11.1 | -3.9 (-26.00%) | 26.65 | 1,274 | 311 | 723 | |||||||||
| 24 Jun | 413.55 | 14.8 | -3 (-16.85%) | 28.7 | 463 | 272 | 409 | |||||||||
| 23 Jun | 420.00 | 17.8 | -8.2 (-31.54%) | 27.14 | 46 | 16 | 133 | |||||||||
| 22 Jun | 431.50 | 26 | 5 (23.81%) | 26.85 | 7 | -2 | 116 | |||||||||
| 19 Jun | 426.90 | 21.05 | -1.95 (-8.48%) | 24.27 | 5 | -1 | 119 | |||||||||
| 18 Jun | 428.60 | 22.75 | 3.75 (19.74%) | 24.97 | 92 | -24 | 120 | |||||||||
| 17 Jun | 419.85 | 20.5 | 8.5 (70.83%) | 27.21 | 423 | 70 | 143 | |||||||||
| 16 Jun | 407.55 | 12.3 | -1.7 (-12.14%) | 26.27 | 26 | 6 | 73 | |||||||||
| 15 Jun | 409.55 | 14.1 | 1.1 (8.46%) | 27.2 | 46 | 22 | 66 | |||||||||
| 12 Jun | 406.50 | 13 | 2 (18.18%) | 26.78 | 4 | 1 | 43 | |||||||||
| 11 Jun | 402.30 | 11.15 | -4.85 (-30.31%) | 26.16 | 5 | 1 | 40 | |||||||||
| 10 Jun | 408.35 | 16 | -1 (-5.88%) | 26.74 | 17 | -2 | 39 | |||||||||
| 9 Jun | 412.05 | 16.9 | -0.1 (-0.59%) | 27.44 | 48 | 40 | 43 | |||||||||
| 8 Jun | 412.95 | 16.65 | -0.35 (-2.06%) | - | 2 | 0 | 3 | |||||||||
| 5 Jun | 408.20 | 16.65 | -0.35 (-2.06%) | 28.93 | 2 | 0 | 3 | |||||||||
| 4 Jun | 409.90 | 16.65 | -0.35 (-2.06%) | 28.93 | 2 | 2 | 3 | |||||||||
| 3 Jun | 406.60 | 21.5 | -0.5 (-2.27%) | 27.72 | 1 | 0 | 1 | |||||||||
| 2 Jun | 407.85 | 16.9 | -13.1 (-43.67%) | 27.72 | 1 | 1 | 1 | |||||||||
For Bharat Electronics Ltd - strike price 415 expiring on 28JUL2026
Delta for 415 CE is 0.45
Historical price for 415 CE is as follows
On 29 Jun BEL was trading at 407.65. The strike last trading price was 11.15, which was 0.15 higher than the previous day. The implied volatity was 29.29, the open interest changed by 50 which increased total open position to 772
On 25 Jun BEL was trading at 407.20. The strike last trading price was 11.1, which was -3.9 lower than the previous day. The implied volatity was 26.65, the open interest changed by 311 which increased total open position to 723
On 24 Jun BEL was trading at 413.55. The strike last trading price was 14.8, which was -3 lower than the previous day. The implied volatity was 28.7, the open interest changed by 272 which increased total open position to 409
On 23 Jun BEL was trading at 420.00. The strike last trading price was 17.8, which was -8.2 lower than the previous day. The implied volatity was 27.14, the open interest changed by 16 which increased total open position to 133
On 22 Jun BEL was trading at 431.50. The strike last trading price was 26, which was 5 higher than the previous day. The implied volatity was 26.85, the open interest changed by -2 which decreased total open position to 116
On 19 Jun BEL was trading at 426.90. The strike last trading price was 21.05, which was -1.95 lower than the previous day. The implied volatity was 24.27, the open interest changed by -1 which decreased total open position to 119
On 18 Jun BEL was trading at 428.60. The strike last trading price was 22.75, which was 3.75 higher than the previous day. The implied volatity was 24.97, the open interest changed by -24 which decreased total open position to 120
On 17 Jun BEL was trading at 419.85. The strike last trading price was 20.5, which was 8.5 higher than the previous day. The implied volatity was 27.21, the open interest changed by 70 which increased total open position to 143
On 16 Jun BEL was trading at 407.55. The strike last trading price was 12.3, which was -1.7 lower than the previous day. The implied volatity was 26.27, the open interest changed by 6 which increased total open position to 73
On 15 Jun BEL was trading at 409.55. The strike last trading price was 14.1, which was 1.1 higher than the previous day. The implied volatity was 27.2, the open interest changed by 22 which increased total open position to 66
On 12 Jun BEL was trading at 406.50. The strike last trading price was 13, which was 2 higher than the previous day. The implied volatity was 26.78, the open interest changed by 1 which increased total open position to 43
On 11 Jun BEL was trading at 402.30. The strike last trading price was 11.15, which was -4.85 lower than the previous day. The implied volatity was 26.16, the open interest changed by 1 which increased total open position to 40
On 10 Jun BEL was trading at 408.35. The strike last trading price was 16, which was -1 lower than the previous day. The implied volatity was 26.74, the open interest changed by -2 which decreased total open position to 39
On 9 Jun BEL was trading at 412.05. The strike last trading price was 16.9, which was -0.1 lower than the previous day. The implied volatity was 27.44, the open interest changed by 40 which increased total open position to 43
On 8 Jun BEL was trading at 412.95. The strike last trading price was 16.65, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Jun BEL was trading at 408.20. The strike last trading price was 16.65, which was -0.35 lower than the previous day. The implied volatity was 28.93, the open interest changed by 0 which decreased total open position to 3
On 4 Jun BEL was trading at 409.90. The strike last trading price was 16.65, which was -0.35 lower than the previous day. The implied volatity was 28.93, the open interest changed by 2 which increased total open position to 3
On 3 Jun BEL was trading at 406.60. The strike last trading price was 21.5, which was -0.5 lower than the previous day. The implied volatity was 27.72, the open interest changed by 0 which decreased total open position to 1
On 2 Jun BEL was trading at 407.85. The strike last trading price was 16.9, which was -13.1 lower than the previous day. The implied volatity was 27.72, the open interest changed by 1 which increased total open position to 1
| BEL 28-Jul-2026 (27d) 415 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.55
Vega: 0
Theta: -0.17
Gamma: 0.01265
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 407.65 | 15 | -1 (-6.25%) | 26.96 | 142 | 35 | 573 |
| 25 Jun | 407.20 | 15 | 2 (15.38%) | 26.2 | 925 | 329 | 538 |
| 24 Jun | 413.55 | 13 | 3 (30.00%) | 26.4 | 190 | 40 | 209 |
| 23 Jun | 420.00 | 10.3 | 4.85 (88.99%) | 26.4 | 121 | 53 | 169 |
| 22 Jun | 431.50 | 5.4 | -1.7 (-23.94%) | 23.74 | 120 | 53 | 116 |
| 19 Jun | 426.90 | 7.1 | 0.6 (9.23%) | 24.1 | 40 | -5 | 64 |
| 18 Jun | 428.60 | 6.55 | -2.65 (-28.80%) | 22.81 | 113 | 53 | 68 |
| 17 Jun | 419.85 | 9.2 | -11.15 (-54.79%) | 24.02 | 18 | 14 | 14 |
| 16 Jun | 407.55 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 409.55 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 406.50 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 402.30 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 408.35 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 412.05 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 412.95 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 408.20 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 409.90 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 406.60 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 407.85 | 0 | 0 | - | 0 | 0 | 0 |
For Bharat Electronics Ltd - strike price 415 expiring on 28JUL2026
Delta for 415 PE is -0.55
Historical price for 415 PE is as follows
On 29 Jun BEL was trading at 407.65. The strike last trading price was 15, which was -1 lower than the previous day. The implied volatity was 26.96, the open interest changed by 35 which increased total open position to 573
On 25 Jun BEL was trading at 407.20. The strike last trading price was 15, which was 2 higher than the previous day. The implied volatity was 26.2, the open interest changed by 329 which increased total open position to 538
On 24 Jun BEL was trading at 413.55. The strike last trading price was 13, which was 3 higher than the previous day. The implied volatity was 26.4, the open interest changed by 40 which increased total open position to 209
On 23 Jun BEL was trading at 420.00. The strike last trading price was 10.3, which was 4.85 higher than the previous day. The implied volatity was 26.4, the open interest changed by 53 which increased total open position to 169
On 22 Jun BEL was trading at 431.50. The strike last trading price was 5.4, which was -1.7 lower than the previous day. The implied volatity was 23.74, the open interest changed by 53 which increased total open position to 116
On 19 Jun BEL was trading at 426.90. The strike last trading price was 7.1, which was 0.6 higher than the previous day. The implied volatity was 24.1, the open interest changed by -5 which decreased total open position to 64
On 18 Jun BEL was trading at 428.60. The strike last trading price was 6.55, which was -2.65 lower than the previous day. The implied volatity was 22.81, the open interest changed by 53 which increased total open position to 68
On 17 Jun BEL was trading at 419.85. The strike last trading price was 9.2, which was -11.15 lower than the previous day. The implied volatity was 24.02, the open interest changed by 14 which increased total open position to 14
On 16 Jun BEL was trading at 407.55. 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 15 Jun BEL was trading at 409.55. 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 12 Jun BEL was trading at 406.50. 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 11 Jun BEL was trading at 402.30. 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 10 Jun BEL was trading at 408.35. 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 9 Jun BEL was trading at 412.05. 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 8 Jun BEL was trading at 412.95. 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 5 Jun BEL was trading at 408.20. 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 4 Jun BEL was trading at 409.90. 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 3 Jun BEL was trading at 406.60. 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 2 Jun BEL was trading at 407.85. 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
