Historical option data for BHARATFORG
23 Jun 2026 04:10 PM IST
| BHARATFORG 28-Jul-2026 (35d) 2060 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 0.01
Theta: -0.33
Gamma: 0.00237
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 2152.30 | 102.4 | 8.4 (8.94%) | 13.34 | 10 | 2 | 66 | |||||||||
| 22 Jun | 2103.80 | 97 | 16 (19.75%) | 23.82 | 183 | 64 | 64 | |||||||||
For Bharat Forge Ltd - strike price 2060 expiring on 28JUL2026
Delta for 2060 CE is 0.87
Historical price for 2060 CE is as follows
On 23 Jun BHARATFORG was trading at 2152.30. The strike last trading price was 102.4, which was 8.4 higher than the previous day. The implied volatity was 13.34, the open interest changed by 2 which increased total open position to 66
On 22 Jun BHARATFORG was trading at 2103.80. The strike last trading price was 97, which was 16 higher than the previous day. The implied volatity was 23.82, the open interest changed by 64 which increased total open position to 64
| BHARATFORG 28-Jul-2026 (35d) 2060 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.32
Vega: 0.02
Theta: -0.86
Gamma: 0.00171
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 2152.30 | 45.3 | -10.4 (-18.67%) | 31.37 | 42 | 26 | 48 |
| 22 Jun | 2103.80 | 57 | -132.3 (-69.89%) | 32 | 25 | 22 | 22 |
For Bharat Forge Ltd - strike price 2060 expiring on 28JUL2026
Delta for 2060 PE is -0.32
Historical price for 2060 PE is as follows
On 23 Jun BHARATFORG was trading at 2152.30. The strike last trading price was 45.3, which was -10.4 lower than the previous day. The implied volatity was 31.37, the open interest changed by 26 which increased total open position to 48
On 22 Jun BHARATFORG was trading at 2103.80. The strike last trading price was 57, which was -132.3 lower than the previous day. The implied volatity was 32, the open interest changed by 22 which increased total open position to 22
