Historical option data for BEL
22 Jun 2026 01:19 PM IST
| BEL 28-Jul-2026 (36d) 420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 0.01
Theta: -0.2
Gamma: 0.0107
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 428.95 | 20 | 0 (0.00%) | 25.77 | 87 | 13 | 564 | |||||||||
| 19 Jun | 426.90 | 19.6 | -0.4 (-2.00%) | 26.44 | 253 | 44 | 551 | |||||||||
| 18 Jun | 428.60 | 19.9 | 3.9 (24.37%) | 24.86 | 549 | 58 | 507 | |||||||||
| 17 Jun | 419.85 | 17.35 | 7.35 (73.50%) | 26.31 | 844 | -2 | 444 | |||||||||
| 16 Jun | 407.55 | 10.35 | -1.65 (-13.75%) | 25.94 | 81 | 28 | 445 | |||||||||
| 15 Jun | 409.55 | 11.7 | 0.7 (6.36%) | 27.12 | 302 | 107 | 413 | |||||||||
| 12 Jun | 406.50 | 11.1 | 2.1 (23.33%) | 26.36 | 190 | 80 | 305 | |||||||||
| 11 Jun | 402.30 | 9.25 | -2.75 (-22.92%) | 26.36 | 220 | 95 | 225 | |||||||||
| 10 Jun | 408.35 | 12 | -3 (-20.00%) | 26.79 | 76 | 26 | 128 | |||||||||
| 9 Jun | 412.05 | 14.75 | 0.75 (5.36%) | 27.88 | 51 | 3 | 103 | |||||||||
| 8 Jun | 412.95 | 14.2 | 0.2 (1.43%) | 27.04 | 72 | 1 | 100 | |||||||||
| 5 Jun | 408.20 | 13.5 | -0.5 (-3.57%) | 27.82 | 25 | -7 | 98 | |||||||||
| 4 Jun | 409.90 | 14.1 | 0.1 (0.71%) | 27.32 | 29 | 9 | 106 | |||||||||
| 3 Jun | 406.60 | 13.4 | -0.6 (-4.29%) | 28.22 | 38 | 4 | 98 | |||||||||
| 2 Jun | 407.85 | 14.3 | 1.3 (10.00%) | 27.5 | 91 | 13 | 84 | |||||||||
| 1 Jun | 407.20 | 12.9 | -3.1 (-19.37%) | 26.99 | 37 | 15 | 71 | |||||||||
| 29 May | 410.75 | 16.55 | -3.45 (-17.25%) | 28.82 | 39 | 23 | 55 | |||||||||
| 27 May | 419.10 | 20 | -2 (-9.09%) | 26.08 | 14 | 5 | 33 | |||||||||
| 26 May | 420.10 | 22.45 | -0.55 (-2.39%) | 29.17 | 4 | -1 | 27 | |||||||||
| 25 May | 421.85 | 22.55 | 2.55 (12.75%) | 27.83 | 13 | 4 | 27 | |||||||||
| 22 May | 416.55 | 20.25 | -2.75 (-11.96%) | 27.52 | 19 | 14 | 23 | |||||||||
| 21 May | 420.40 | 23.4 | 1.4 (6.36%) | 29.38 | 5 | 2 | 8 | |||||||||
| 20 May | 413.30 | 22.25 | -20.75 (-48.26%) | 32.28 | 5 | 4 | 6 | |||||||||
| 19 May | 422.95 | 43.05 | 0.05 (0.12%) | 49.98 | 0 | 0 | 2 | |||||||||
| 11 May | 431.95 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
| 30 Apr | 431.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 437.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bharat Electronics Ltd - strike price 420 expiring on 28JUL2026
Delta for 420 CE is 0.64
Historical price for 420 CE is as follows
On 22 Jun BEL was trading at 428.95. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 25.77, the open interest changed by 13 which increased total open position to 564
On 19 Jun BEL was trading at 426.90. The strike last trading price was 19.6, which was -0.4 lower than the previous day. The implied volatity was 26.44, the open interest changed by 44 which increased total open position to 551
On 18 Jun BEL was trading at 428.60. The strike last trading price was 19.9, which was 3.9 higher than the previous day. The implied volatity was 24.86, the open interest changed by 58 which increased total open position to 507
On 17 Jun BEL was trading at 419.85. The strike last trading price was 17.35, which was 7.35 higher than the previous day. The implied volatity was 26.31, the open interest changed by -2 which decreased total open position to 444
On 16 Jun BEL was trading at 407.55. The strike last trading price was 10.35, which was -1.65 lower than the previous day. The implied volatity was 25.94, the open interest changed by 28 which increased total open position to 445
On 15 Jun BEL was trading at 409.55. The strike last trading price was 11.7, which was 0.7 higher than the previous day. The implied volatity was 27.12, the open interest changed by 107 which increased total open position to 413
On 12 Jun BEL was trading at 406.50. The strike last trading price was 11.1, which was 2.1 higher than the previous day. The implied volatity was 26.36, the open interest changed by 80 which increased total open position to 305
On 11 Jun BEL was trading at 402.30. The strike last trading price was 9.25, which was -2.75 lower than the previous day. The implied volatity was 26.36, the open interest changed by 95 which increased total open position to 225
On 10 Jun BEL was trading at 408.35. The strike last trading price was 12, which was -3 lower than the previous day. The implied volatity was 26.79, the open interest changed by 26 which increased total open position to 128
On 9 Jun BEL was trading at 412.05. The strike last trading price was 14.75, which was 0.75 higher than the previous day. The implied volatity was 27.88, the open interest changed by 3 which increased total open position to 103
On 8 Jun BEL was trading at 412.95. The strike last trading price was 14.2, which was 0.2 higher than the previous day. The implied volatity was 27.04, the open interest changed by 1 which increased total open position to 100
On 5 Jun BEL was trading at 408.20. The strike last trading price was 13.5, which was -0.5 lower than the previous day. The implied volatity was 27.82, the open interest changed by -7 which decreased total open position to 98
On 4 Jun BEL was trading at 409.90. The strike last trading price was 14.1, which was 0.1 higher than the previous day. The implied volatity was 27.32, the open interest changed by 9 which increased total open position to 106
On 3 Jun BEL was trading at 406.60. The strike last trading price was 13.4, which was -0.6 lower than the previous day. The implied volatity was 28.22, the open interest changed by 4 which increased total open position to 98
On 2 Jun BEL was trading at 407.85. The strike last trading price was 14.3, which was 1.3 higher than the previous day. The implied volatity was 27.5, the open interest changed by 13 which increased total open position to 84
On 1 Jun BEL was trading at 407.20. The strike last trading price was 12.9, which was -3.1 lower than the previous day. The implied volatity was 26.99, the open interest changed by 15 which increased total open position to 71
On 29 May BEL was trading at 410.75. The strike last trading price was 16.55, which was -3.45 lower than the previous day. The implied volatity was 28.82, the open interest changed by 23 which increased total open position to 55
On 27 May BEL was trading at 419.10. The strike last trading price was 20, which was -2 lower than the previous day. The implied volatity was 26.08, the open interest changed by 5 which increased total open position to 33
On 26 May BEL was trading at 420.10. The strike last trading price was 22.45, which was -0.55 lower than the previous day. The implied volatity was 29.17, the open interest changed by -1 which decreased total open position to 27
On 25 May BEL was trading at 421.85. The strike last trading price was 22.55, which was 2.55 higher than the previous day. The implied volatity was 27.83, the open interest changed by 4 which increased total open position to 27
On 22 May BEL was trading at 416.55. The strike last trading price was 20.25, which was -2.75 lower than the previous day. The implied volatity was 27.52, the open interest changed by 14 which increased total open position to 23
On 21 May BEL was trading at 420.40. The strike last trading price was 23.4, which was 1.4 higher than the previous day. The implied volatity was 29.38, the open interest changed by 2 which increased total open position to 8
On 20 May BEL was trading at 413.30. The strike last trading price was 22.25, which was -20.75 lower than the previous day. The implied volatity was 32.28, the open interest changed by 4 which increased total open position to 6
On 19 May BEL was trading at 422.95. The strike last trading price was 43.05, which was 0.05 higher than the previous day. The implied volatity was 49.98, the open interest changed by 0 which decreased total open position to 2
On 11 May BEL was trading at 431.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
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 28-Jul-2026 (36d) 420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.01
Theta: -0.13
Gamma: 0.01145
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 428.95 | 8 | -0.5 (-5.88%) | 23.91 | 87 | 28 | 439 |
| 19 Jun | 426.90 | 8.5 | 0.35 (4.29%) | 22.66 | 151 | 44 | 410 |
| 18 Jun | 428.60 | 8.25 | -3.55 (-30.08%) | 22.78 | 432 | 217 | 364 |
| 17 Jun | 419.85 | 11.45 | -6.6 (-36.57%) | 24.04 | 113 | 11 | 145 |
| 16 Jun | 407.55 | 17.85 | 0.35 (2.00%) | 22.56 | 42 | 17 | 133 |
| 15 Jun | 409.55 | 17.5 | -1.75 (-9.09%) | 23.9 | 27 | 13 | 116 |
| 12 Jun | 406.50 | 19.25 | -3.3 (-14.63%) | 22.94 | 12 | 8 | 104 |
| 11 Jun | 402.30 | 22.55 | 3.15 (16.24%) | 23.64 | 19 | 0 | 96 |
| 10 Jun | 408.35 | 19.75 | 3.5 (21.54%) | 24.9 | 9 | 0 | 96 |
| 9 Jun | 412.05 | 16.25 | -1.75 (-9.72%) | 22.98 | 10 | 5 | 95 |
| 8 Jun | 412.95 | 18 | -1.4 (-7.22%) | 25.5 | 29 | 10 | 89 |
| 5 Jun | 408.20 | 19.4 | 0.35 (1.84%) | 23.77 | 9 | -1 | 78 |
| 4 Jun | 409.90 | 19.15 | 0.05 (0.26%) | 24.07 | 10 | 7 | 80 |
| 3 Jun | 406.60 | 27.1 | 27.1 (-9.48%) | 22.6 | 27 | 0 | 73 |
| 2 Jun | 407.85 | 19.1 | -2 (-9.48%) | 22.6 | 27 | 18 | 73 |
| 1 Jun | 407.20 | 21.1 | 3.25 (18.21%) | 24.86 | 16 | 1 | 55 |
| 29 May | 410.75 | 18.2 | 4.45 (32.36%) | 22.98 | 13 | 4 | 51 |
| 27 May | 419.10 | 13.8 | -0.7 (-4.83%) | 22.77 | 65 | 12 | 47 |
| 26 May | 420.10 | 14.35 | -4.35 (-23.26%) | 23.4 | 6 | 5 | 34 |
| 25 May | 421.85 | 18.7 | 18.7 (9.68%) | 27.08 | 8 | 0 | 29 |
| 22 May | 416.55 | 18.7 | 1.65 (9.68%) | 27.08 | 8 | 1 | 29 |
| 21 May | 420.40 | 16.75 | -4.55 (-21.36%) | 26.17 | 37 | 28 | 28 |
| 20 May | 413.30 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 422.95 | 0 | 0 | - | 0 | 0 | 0 |
| 11 May | 431.95 | 0 | 0 | - | 0 | 10 | 10 |
| 30 Apr | 431.30 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 437.55 | 0 | 0 | - | 0 | 0 | 0 |
For Bharat Electronics Ltd - strike price 420 expiring on 28JUL2026
Delta for 420 PE is -0.35
Historical price for 420 PE is as follows
On 22 Jun BEL was trading at 428.95. The strike last trading price was 8, which was -0.5 lower than the previous day. The implied volatity was 23.91, the open interest changed by 28 which increased total open position to 439
On 19 Jun BEL was trading at 426.90. The strike last trading price was 8.5, which was 0.35 higher than the previous day. The implied volatity was 22.66, the open interest changed by 44 which increased total open position to 410
On 18 Jun BEL was trading at 428.60. The strike last trading price was 8.25, which was -3.55 lower than the previous day. The implied volatity was 22.78, the open interest changed by 217 which increased total open position to 364
On 17 Jun BEL was trading at 419.85. The strike last trading price was 11.45, which was -6.6 lower than the previous day. The implied volatity was 24.04, the open interest changed by 11 which increased total open position to 145
On 16 Jun BEL was trading at 407.55. The strike last trading price was 17.85, which was 0.35 higher than the previous day. The implied volatity was 22.56, the open interest changed by 17 which increased total open position to 133
On 15 Jun BEL was trading at 409.55. The strike last trading price was 17.5, which was -1.75 lower than the previous day. The implied volatity was 23.9, the open interest changed by 13 which increased total open position to 116
On 12 Jun BEL was trading at 406.50. The strike last trading price was 19.25, which was -3.3 lower than the previous day. The implied volatity was 22.94, the open interest changed by 8 which increased total open position to 104
On 11 Jun BEL was trading at 402.30. The strike last trading price was 22.55, which was 3.15 higher than the previous day. The implied volatity was 23.64, the open interest changed by 0 which decreased total open position to 96
On 10 Jun BEL was trading at 408.35. The strike last trading price was 19.75, which was 3.5 higher than the previous day. The implied volatity was 24.9, the open interest changed by 0 which decreased total open position to 96
On 9 Jun BEL was trading at 412.05. The strike last trading price was 16.25, which was -1.75 lower than the previous day. The implied volatity was 22.98, the open interest changed by 5 which increased total open position to 95
On 8 Jun BEL was trading at 412.95. The strike last trading price was 18, which was -1.4 lower than the previous day. The implied volatity was 25.5, the open interest changed by 10 which increased total open position to 89
On 5 Jun BEL was trading at 408.20. The strike last trading price was 19.4, which was 0.35 higher than the previous day. The implied volatity was 23.77, the open interest changed by -1 which decreased total open position to 78
On 4 Jun BEL was trading at 409.90. The strike last trading price was 19.15, which was 0.05 higher than the previous day. The implied volatity was 24.07, the open interest changed by 7 which increased total open position to 80
On 3 Jun BEL was trading at 406.60. The strike last trading price was 27.1, which was 27.1 higher than the previous day. The implied volatity was 22.6, the open interest changed by 0 which decreased total open position to 73
On 2 Jun BEL was trading at 407.85. The strike last trading price was 19.1, which was -2 lower than the previous day. The implied volatity was 22.6, the open interest changed by 18 which increased total open position to 73
On 1 Jun BEL was trading at 407.20. The strike last trading price was 21.1, which was 3.25 higher than the previous day. The implied volatity was 24.86, the open interest changed by 1 which increased total open position to 55
On 29 May BEL was trading at 410.75. The strike last trading price was 18.2, which was 4.45 higher than the previous day. The implied volatity was 22.98, the open interest changed by 4 which increased total open position to 51
On 27 May BEL was trading at 419.10. The strike last trading price was 13.8, which was -0.7 lower than the previous day. The implied volatity was 22.77, the open interest changed by 12 which increased total open position to 47
On 26 May BEL was trading at 420.10. The strike last trading price was 14.35, which was -4.35 lower than the previous day. The implied volatity was 23.4, the open interest changed by 5 which increased total open position to 34
On 25 May BEL was trading at 421.85. The strike last trading price was 18.7, which was 18.7 higher than the previous day. The implied volatity was 27.08, the open interest changed by 0 which decreased total open position to 29
On 22 May BEL was trading at 416.55. The strike last trading price was 18.7, which was 1.65 higher than the previous day. The implied volatity was 27.08, the open interest changed by 1 which increased total open position to 29
On 21 May BEL was trading at 420.40. The strike last trading price was 16.75, which was -4.55 lower than the previous day. The implied volatity was 26.17, the open interest changed by 28 which increased total open position to 28
On 20 May BEL was trading at 413.30. 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 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 11 May BEL was trading at 431.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
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
