Historical option data for BEL
23 Jun 2026 04:10 PM IST
| BEL 28-Jul-2026 (35d) 425 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.49
Vega: 0.01
Theta: -0.23
Gamma: 0.01113
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 420.00 | 13.1 | -5.9 (-31.05%) | 27.41 | 384 | 149 | 269 | |||||||||
| 22 Jun | 431.50 | 18.7 | 2.7 (16.87%) | 26.17 | 140 | 1 | 120 | |||||||||
| 19 Jun | 426.90 | 16.15 | -0.85 (-5.00%) | 25.34 | 146 | 26 | 119 | |||||||||
| 18 Jun | 428.60 | 16.7 | 2.7 (19.29%) | 23.99 | 237 | 33 | 96 | |||||||||
| 17 Jun | 419.85 | 14.65 | 5.65 (62.78%) | 26.08 | 116 | 31 | 62 | |||||||||
| 16 Jun | 407.55 | 8.7 | -0.3 (-3.33%) | 26.56 | 19 | 12 | 31 | |||||||||
| 15 Jun | 409.55 | 9.3 | 0.3 (3.33%) | 25.8 | 16 | 8 | 18 | |||||||||
| 12 Jun | 406.50 | 8.6 | 0.6 (7.50%) | 26.23 | 8 | 2 | 9 | |||||||||
| 11 Jun | 402.30 | 7.95 | -17.05 (-68.20%) | 26.41 | 8 | 7 | 7 | |||||||||
For Bharat Electronics Ltd - strike price 425 expiring on 28JUL2026
Delta for 425 CE is 0.49
Historical price for 425 CE is as follows
On 23 Jun BEL was trading at 420.00. The strike last trading price was 13.1, which was -5.9 lower than the previous day. The implied volatity was 27.41, the open interest changed by 149 which increased total open position to 269
On 22 Jun BEL was trading at 431.50. The strike last trading price was 18.7, which was 2.7 higher than the previous day. The implied volatity was 26.17, the open interest changed by 1 which increased total open position to 120
On 19 Jun BEL was trading at 426.90. The strike last trading price was 16.15, which was -0.85 lower than the previous day. The implied volatity was 25.34, the open interest changed by 26 which increased total open position to 119
On 18 Jun BEL was trading at 428.60. The strike last trading price was 16.7, which was 2.7 higher than the previous day. The implied volatity was 23.99, the open interest changed by 33 which increased total open position to 96
On 17 Jun BEL was trading at 419.85. The strike last trading price was 14.65, which was 5.65 higher than the previous day. The implied volatity was 26.08, the open interest changed by 31 which increased total open position to 62
On 16 Jun BEL was trading at 407.55. The strike last trading price was 8.7, which was -0.3 lower than the previous day. The implied volatity was 26.56, the open interest changed by 12 which increased total open position to 31
On 15 Jun BEL was trading at 409.55. The strike last trading price was 9.3, which was 0.3 higher than the previous day. The implied volatity was 25.8, the open interest changed by 8 which increased total open position to 18
On 12 Jun BEL was trading at 406.50. The strike last trading price was 8.6, which was 0.6 higher than the previous day. The implied volatity was 26.23, the open interest changed by 2 which increased total open position to 9
On 11 Jun BEL was trading at 402.30. The strike last trading price was 7.95, which was -17.05 lower than the previous day. The implied volatity was 26.41, the open interest changed by 7 which increased total open position to 7
| BEL 28-Jul-2026 (35d) 425 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0.01
Theta: -0.16
Gamma: 0.01148
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 420.00 | 15.25 | 6.6 (76.30%) | 26.56 | 212 | 102 | 215 |
| 22 Jun | 431.50 | 8.65 | -2 (-18.78%) | 23.39 | 82 | 11 | 114 |
| 19 Jun | 426.90 | 10.65 | 0.65 (6.50%) | 22.55 | 74 | 16 | 102 |
| 18 Jun | 428.60 | 10 | -4.15 (-29.33%) | 23 | 101 | 34 | 87 |
| 17 Jun | 419.85 | 13.6 | -7.7 (-36.15%) | 23.77 | 76 | 29 | 53 |
| 16 Jun | 407.55 | 21.3 | 0.9 (4.41%) | 22.94 | 21 | 17 | 24 |
| 15 Jun | 409.55 | 20.4 | -2.6 (-11.30%) | 23.98 | 6 | 6 | 7 |
| 12 Jun | 406.50 | 23 | -2.3 (-9.09%) | 25.11 | 1 | 1 | 1 |
| 11 Jun | 402.30 | 0 | 0 | - | 0 | 0 | 0 |
For Bharat Electronics Ltd - strike price 425 expiring on 28JUL2026
Delta for 425 PE is -0.51
Historical price for 425 PE is as follows
On 23 Jun BEL was trading at 420.00. The strike last trading price was 15.25, which was 6.6 higher than the previous day. The implied volatity was 26.56, the open interest changed by 102 which increased total open position to 215
On 22 Jun BEL was trading at 431.50. The strike last trading price was 8.65, which was -2 lower than the previous day. The implied volatity was 23.39, the open interest changed by 11 which increased total open position to 114
On 19 Jun BEL was trading at 426.90. The strike last trading price was 10.65, which was 0.65 higher than the previous day. The implied volatity was 22.55, the open interest changed by 16 which increased total open position to 102
On 18 Jun BEL was trading at 428.60. The strike last trading price was 10, which was -4.15 lower than the previous day. The implied volatity was 23, the open interest changed by 34 which increased total open position to 87
On 17 Jun BEL was trading at 419.85. The strike last trading price was 13.6, which was -7.7 lower than the previous day. The implied volatity was 23.77, the open interest changed by 29 which increased total open position to 53
On 16 Jun BEL was trading at 407.55. The strike last trading price was 21.3, which was 0.9 higher than the previous day. The implied volatity was 22.94, the open interest changed by 17 which increased total open position to 24
On 15 Jun BEL was trading at 409.55. The strike last trading price was 20.4, which was -2.6 lower than the previous day. The implied volatity was 23.98, the open interest changed by 6 which increased total open position to 7
On 12 Jun BEL was trading at 406.50. The strike last trading price was 23, which was -2.3 lower than the previous day. The implied volatity was 25.11, the open interest changed by 1 which increased total open position to 1
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
