BHEL
Bhel
Historical option data for BHEL
08 Apr 2025 04:02 PM IST
BHEL 24APR2025 180 CE | ||||||||||
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Delta: 0.88
Vega: 0.09
Theta: -0.23
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
8 Apr | 210.94 | 34.15 | 3.25 | 70.78 | 2 | -1 | 76 | |||
7 Apr | 207.70 | 31.6 | -9.3 | 66.36 | 111 | 36 | 78 | |||
4 Apr | 214.45 | 40.9 | 0.9 | 97.41 | 14 | 0 | 48 | |||
3 Apr | 218.68 | 40 | 7.5 | - | 9 | -1 | 49 | |||
2 Apr | 212.58 | 32.5 | 0 | 0.00 | 0 | 0 | 0 | |||
1 Apr | 211.69 | 32.5 | -8.05 | - | 2 | -1 | 49 | |||
28 Mar | 216.43 | 40.55 | 5.45 | 76.05 | 97 | 20 | 50 | |||
27 Mar | 213.98 | 35.1 | 0 | - | 1 | 0 | 31 | |||
26 Mar | 210.52 | 35.1 | -1.9 | 62.81 | 10 | 5 | 30 | |||
25 Mar | 213.60 | 37 | 0 | 0.00 | 0 | 2 | 0 | |||
24 Mar | 217.54 | 37 | 2.75 | - | 2 | 1 | 24 | |||
21 Mar | 211.95 | 34.25 | 6.55 | 38.26 | 8 | 4 | 23 | |||
20 Mar | 206.54 | 27.7 | -2.25 | - | 1 | 0 | 19 | |||
19 Mar | 205.69 | 29.95 | 2.25 | 53.11 | 15 | 13 | 18 | |||
18 Mar | 203.88 | 27.7 | 7.7 | 39.47 | 5 | 1 | 4 | |||
17 Mar | 195.43 | 20 | -3 | 37.38 | 1 | 0 | 3 | |||
13 Mar | 193.33 | 23 | 0 | 0.00 | 0 | 0 | 0 | |||
12 Mar | 193.63 | 23 | 0 | 0.00 | 0 | 0 | 0 | |||
11 Mar | 194.12 | 23 | 0 | 0.00 | 0 | 0 | 0 | |||
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10 Mar | 192.11 | 23 | -1.1 | 58.59 | 1 | 3 | 3 | |||
7 Mar | 196.95 | 24.1 | 0 | 0.00 | 0 | -1 | 0 | |||
6 Mar | 198.40 | 24.1 | 1.3 | 43.20 | 1 | 0 | 4 | |||
5 Mar | 196.06 | 22.8 | 3 | 40.52 | 4 | -1 | 4 | |||
4 Mar | 192.75 | 19.4 | 3.6 | 38.85 | 2 | 1 | 6 | |||
3 Mar | 185.47 | 15.8 | 3.3 | 41.66 | 4 | 3 | 4 | |||
28 Feb | 179.17 | 12.5 | -18.25 | 42.22 | 1 | 0 | 0 | |||
20 Feb | 200.17 | 30.75 | 0 | - | 0 | 0 | 0 | |||
19 Feb | 195.09 | 30.75 | 0 | - | 0 | 0 | 0 | |||
18 Feb | 186.57 | 30.75 | 0 | - | 0 | 0 | 0 | |||
17 Feb | 193.47 | 30.75 | 0 | - | 0 | 0 | 0 | |||
14 Feb | 193.31 | 30.75 | 0 | - | 0 | 0 | 0 | |||
13 Feb | 201.82 | 0 | 0 | - | 0 | 0 | 0 | |||
12 Feb | 198.83 | 0 | 0 | - | 0 | 0 | 0 | |||
11 Feb | 199.71 | 0 | 0 | - | 0 | 0 | 0 | |||
10 Feb | 202.98 | 0 | 0 | - | 0 | 0 | 0 | |||
7 Feb | 202.84 | 0 | 0 | - | 0 | 0 | 0 | |||
6 Feb | 204.84 | 0 | 0 | - | 0 | 0 | 0 | |||
5 Feb | 209.01 | 0 | 0 | - | 0 | 0 | 0 | |||
4 Feb | 206.72 | 0 | 0 | - | 0 | 0 | 0 | |||
3 Feb | 196.24 | 0 | 0 | - | 0 | 0 | 0 | |||
1 Feb | 200.02 | 0 | 0 | - | 0 | 0 | 0 |
For Bhel - strike price 180 expiring on 24APR2025
Delta for 180 CE is 0.88
Historical price for 180 CE is as follows
On 8 Apr BHEL was trading at 210.94. The strike last trading price was 34.15, which was 3.25 higher than the previous day. The implied volatity was 70.78, the open interest changed by -1 which decreased total open position to 76
On 7 Apr BHEL was trading at 207.70. The strike last trading price was 31.6, which was -9.3 lower than the previous day. The implied volatity was 66.36, the open interest changed by 36 which increased total open position to 78
On 4 Apr BHEL was trading at 214.45. The strike last trading price was 40.9, which was 0.9 higher than the previous day. The implied volatity was 97.41, the open interest changed by 0 which decreased total open position to 48
On 3 Apr BHEL was trading at 218.68. The strike last trading price was 40, which was 7.5 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 49
On 2 Apr BHEL was trading at 212.58. The strike last trading price was 32.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Apr BHEL was trading at 211.69. The strike last trading price was 32.5, which was -8.05 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 49
On 28 Mar BHEL was trading at 216.43. The strike last trading price was 40.55, which was 5.45 higher than the previous day. The implied volatity was 76.05, the open interest changed by 20 which increased total open position to 50
On 27 Mar BHEL was trading at 213.98. The strike last trading price was 35.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 26 Mar BHEL was trading at 210.52. The strike last trading price was 35.1, which was -1.9 lower than the previous day. The implied volatity was 62.81, the open interest changed by 5 which increased total open position to 30
On 25 Mar BHEL was trading at 213.60. The strike last trading price was 37, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 24 Mar BHEL was trading at 217.54. The strike last trading price was 37, which was 2.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 24
On 21 Mar BHEL was trading at 211.95. The strike last trading price was 34.25, which was 6.55 higher than the previous day. The implied volatity was 38.26, the open interest changed by 4 which increased total open position to 23
On 20 Mar BHEL was trading at 206.54. The strike last trading price was 27.7, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 19 Mar BHEL was trading at 205.69. The strike last trading price was 29.95, which was 2.25 higher than the previous day. The implied volatity was 53.11, the open interest changed by 13 which increased total open position to 18
On 18 Mar BHEL was trading at 203.88. The strike last trading price was 27.7, which was 7.7 higher than the previous day. The implied volatity was 39.47, the open interest changed by 1 which increased total open position to 4
On 17 Mar BHEL was trading at 195.43. The strike last trading price was 20, which was -3 lower than the previous day. The implied volatity was 37.38, the open interest changed by 0 which decreased total open position to 3
On 13 Mar BHEL was trading at 193.33. The strike last trading price was 23, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Mar BHEL was trading at 193.63. The strike last trading price was 23, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Mar BHEL was trading at 194.12. The strike last trading price was 23, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Mar BHEL was trading at 192.11. The strike last trading price was 23, which was -1.1 lower than the previous day. The implied volatity was 58.59, the open interest changed by 3 which increased total open position to 3
On 7 Mar BHEL was trading at 196.95. The strike last trading price was 24.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Mar BHEL was trading at 198.40. The strike last trading price was 24.1, which was 1.3 higher than the previous day. The implied volatity was 43.20, the open interest changed by 0 which decreased total open position to 4
On 5 Mar BHEL was trading at 196.06. The strike last trading price was 22.8, which was 3 higher than the previous day. The implied volatity was 40.52, the open interest changed by -1 which decreased total open position to 4
On 4 Mar BHEL was trading at 192.75. The strike last trading price was 19.4, which was 3.6 higher than the previous day. The implied volatity was 38.85, the open interest changed by 1 which increased total open position to 6
On 3 Mar BHEL was trading at 185.47. The strike last trading price was 15.8, which was 3.3 higher than the previous day. The implied volatity was 41.66, the open interest changed by 3 which increased total open position to 4
On 28 Feb BHEL was trading at 179.17. The strike last trading price was 12.5, which was -18.25 lower than the previous day. The implied volatity was 42.22, the open interest changed by 0 which decreased total open position to 0
On 20 Feb BHEL was trading at 200.17. The strike last trading price was 30.75, 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 Feb BHEL was trading at 195.09. The strike last trading price was 30.75, 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 18 Feb BHEL was trading at 186.57. The strike last trading price was 30.75, 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 17 Feb BHEL was trading at 193.47. The strike last trading price was 30.75, 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 14 Feb BHEL was trading at 193.31. The strike last trading price was 30.75, 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 13 Feb BHEL was trading at 201.82. 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 Feb BHEL was trading at 198.83. 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 Feb BHEL was trading at 199.71. 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 Feb BHEL was trading at 202.98. 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 7 Feb BHEL was trading at 202.84. 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 6 Feb BHEL was trading at 204.84. 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 Feb BHEL was trading at 209.01. 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 Feb BHEL was trading at 206.72. 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 Feb BHEL was trading at 196.24. 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 1 Feb BHEL was trading at 200.02. 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
BHEL 24APR2025 180 PE | |||||||
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Delta: -0.09
Vega: 0.07
Theta: -0.13
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
8 Apr | 210.94 | 1.15 | -1.4 | 61.12 | 801 | 45 | 1,016 |
7 Apr | 207.70 | 2.3 | 1.8 | 69.23 | 2,003 | 519 | 976 |
4 Apr | 214.45 | 0.5 | 0.05 | 48.00 | 176 | 19 | 481 |
3 Apr | 218.68 | 0.45 | -0.3 | 51.01 | 164 | -4 | 464 |
2 Apr | 212.58 | 0.8 | 0 | 48.94 | 167 | 38 | 471 |
1 Apr | 211.69 | 0.75 | -0.1 | 46.93 | 194 | 20 | 436 |
28 Mar | 216.43 | 0.85 | -0.2 | 47.48 | 370 | 23 | 416 |
27 Mar | 213.98 | 1 | -0.35 | 49.28 | 157 | 31 | 392 |
26 Mar | 210.52 | 1.35 | 0.15 | 47.20 | 91 | 30 | 361 |
25 Mar | 213.60 | 1.2 | 0.1 | 47.51 | 136 | 4 | 332 |
24 Mar | 217.54 | 1.05 | -0.1 | 50.06 | 141 | 45 | 326 |
21 Mar | 211.95 | 1.15 | -0.8 | 43.23 | 192 | 87 | 281 |
20 Mar | 206.54 | 1.95 | 0.05 | 44.42 | 153 | 68 | 185 |
19 Mar | 205.69 | 2 | -0.2 | 42.52 | 127 | 49 | 122 |
18 Mar | 203.88 | 2.15 | -1.8 | 42.71 | 54 | 19 | 70 |
17 Mar | 195.43 | 3.95 | -0.7 | 43.03 | 31 | 5 | 51 |
13 Mar | 193.33 | 4.7 | -0.35 | 42.77 | 25 | 2 | 49 |
12 Mar | 193.63 | 5.05 | -0.15 | 44.08 | 8 | 4 | 47 |
11 Mar | 194.12 | 5.2 | 0 | 45.98 | 21 | 11 | 44 |
10 Mar | 192.11 | 5.2 | 0.9 | 41.47 | 18 | 5 | 33 |
7 Mar | 196.95 | 4.3 | 0.15 | 42.16 | 21 | 7 | 28 |
6 Mar | 198.40 | 4.2 | -0.3 | 41.77 | 66 | 7 | 21 |
5 Mar | 196.06 | 4.5 | -1.4 | 41.54 | 10 | 6 | 13 |
4 Mar | 192.75 | 6 | -6 | 43.04 | 11 | 3 | 7 |
3 Mar | 185.47 | 12 | 0 | 0.00 | 0 | 1 | 0 |
28 Feb | 179.17 | 12 | 7.05 | 46.56 | 2 | 3 | 3 |
20 Feb | 200.17 | 4.95 | -4.1 | 43.96 | 1 | 0 | 3 |
19 Feb | 195.09 | 9.05 | 0.05 | 53.64 | 1 | 0 | 3 |
18 Feb | 186.57 | 9 | 4.5 | 43.02 | 2 | 0 | 1 |
17 Feb | 193.47 | 4.5 | 0 | 0.00 | 0 | 1 | 0 |
14 Feb | 193.31 | 4.5 | -6.9 | 34.22 | 1 | 0 | 0 |
13 Feb | 201.82 | 11.4 | 0 | 8.53 | 0 | 0 | 0 |
12 Feb | 198.83 | 11.4 | 0 | 7.59 | 0 | 0 | 0 |
11 Feb | 199.71 | 11.4 | 0 | 7.59 | 0 | 0 | 0 |
10 Feb | 202.98 | 11.4 | 0 | 9.00 | 0 | 0 | 0 |
7 Feb | 202.84 | 11.4 | 0 | 8.56 | 0 | 0 | 0 |
6 Feb | 204.84 | 11.4 | 0 | 9.23 | 0 | 0 | 0 |
5 Feb | 209.01 | 11.4 | 0 | 10.73 | 0 | 0 | 0 |
4 Feb | 206.72 | 11.4 | 0 | 9.00 | 0 | 0 | 0 |
3 Feb | 196.24 | 11.4 | 0 | 6.48 | 0 | 0 | 0 |
1 Feb | 200.02 | 11.4 | 0 | 8.07 | 0 | 0 | 0 |
For Bhel - strike price 180 expiring on 24APR2025
Delta for 180 PE is -0.09
Historical price for 180 PE is as follows
On 8 Apr BHEL was trading at 210.94. The strike last trading price was 1.15, which was -1.4 lower than the previous day. The implied volatity was 61.12, the open interest changed by 45 which increased total open position to 1016
On 7 Apr BHEL was trading at 207.70. The strike last trading price was 2.3, which was 1.8 higher than the previous day. The implied volatity was 69.23, the open interest changed by 519 which increased total open position to 976
On 4 Apr BHEL was trading at 214.45. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 48.00, the open interest changed by 19 which increased total open position to 481
On 3 Apr BHEL was trading at 218.68. The strike last trading price was 0.45, which was -0.3 lower than the previous day. The implied volatity was 51.01, the open interest changed by -4 which decreased total open position to 464
On 2 Apr BHEL was trading at 212.58. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 48.94, the open interest changed by 38 which increased total open position to 471
On 1 Apr BHEL was trading at 211.69. The strike last trading price was 0.75, which was -0.1 lower than the previous day. The implied volatity was 46.93, the open interest changed by 20 which increased total open position to 436
On 28 Mar BHEL was trading at 216.43. The strike last trading price was 0.85, which was -0.2 lower than the previous day. The implied volatity was 47.48, the open interest changed by 23 which increased total open position to 416
On 27 Mar BHEL was trading at 213.98. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was 49.28, the open interest changed by 31 which increased total open position to 392
On 26 Mar BHEL was trading at 210.52. The strike last trading price was 1.35, which was 0.15 higher than the previous day. The implied volatity was 47.20, the open interest changed by 30 which increased total open position to 361
On 25 Mar BHEL was trading at 213.60. The strike last trading price was 1.2, which was 0.1 higher than the previous day. The implied volatity was 47.51, the open interest changed by 4 which increased total open position to 332
On 24 Mar BHEL was trading at 217.54. The strike last trading price was 1.05, which was -0.1 lower than the previous day. The implied volatity was 50.06, the open interest changed by 45 which increased total open position to 326
On 21 Mar BHEL was trading at 211.95. The strike last trading price was 1.15, which was -0.8 lower than the previous day. The implied volatity was 43.23, the open interest changed by 87 which increased total open position to 281
On 20 Mar BHEL was trading at 206.54. The strike last trading price was 1.95, which was 0.05 higher than the previous day. The implied volatity was 44.42, the open interest changed by 68 which increased total open position to 185
On 19 Mar BHEL was trading at 205.69. The strike last trading price was 2, which was -0.2 lower than the previous day. The implied volatity was 42.52, the open interest changed by 49 which increased total open position to 122
On 18 Mar BHEL was trading at 203.88. The strike last trading price was 2.15, which was -1.8 lower than the previous day. The implied volatity was 42.71, the open interest changed by 19 which increased total open position to 70
On 17 Mar BHEL was trading at 195.43. The strike last trading price was 3.95, which was -0.7 lower than the previous day. The implied volatity was 43.03, the open interest changed by 5 which increased total open position to 51
On 13 Mar BHEL was trading at 193.33. The strike last trading price was 4.7, which was -0.35 lower than the previous day. The implied volatity was 42.77, the open interest changed by 2 which increased total open position to 49
On 12 Mar BHEL was trading at 193.63. The strike last trading price was 5.05, which was -0.15 lower than the previous day. The implied volatity was 44.08, the open interest changed by 4 which increased total open position to 47
On 11 Mar BHEL was trading at 194.12. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was 45.98, the open interest changed by 11 which increased total open position to 44
On 10 Mar BHEL was trading at 192.11. The strike last trading price was 5.2, which was 0.9 higher than the previous day. The implied volatity was 41.47, the open interest changed by 5 which increased total open position to 33
On 7 Mar BHEL was trading at 196.95. The strike last trading price was 4.3, which was 0.15 higher than the previous day. The implied volatity was 42.16, the open interest changed by 7 which increased total open position to 28
On 6 Mar BHEL was trading at 198.40. The strike last trading price was 4.2, which was -0.3 lower than the previous day. The implied volatity was 41.77, the open interest changed by 7 which increased total open position to 21
On 5 Mar BHEL was trading at 196.06. The strike last trading price was 4.5, which was -1.4 lower than the previous day. The implied volatity was 41.54, the open interest changed by 6 which increased total open position to 13
On 4 Mar BHEL was trading at 192.75. The strike last trading price was 6, which was -6 lower than the previous day. The implied volatity was 43.04, the open interest changed by 3 which increased total open position to 7
On 3 Mar BHEL was trading at 185.47. The strike last trading price was 12, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 28 Feb BHEL was trading at 179.17. The strike last trading price was 12, which was 7.05 higher than the previous day. The implied volatity was 46.56, the open interest changed by 3 which increased total open position to 3
On 20 Feb BHEL was trading at 200.17. The strike last trading price was 4.95, which was -4.1 lower than the previous day. The implied volatity was 43.96, the open interest changed by 0 which decreased total open position to 3
On 19 Feb BHEL was trading at 195.09. The strike last trading price was 9.05, which was 0.05 higher than the previous day. The implied volatity was 53.64, the open interest changed by 0 which decreased total open position to 3
On 18 Feb BHEL was trading at 186.57. The strike last trading price was 9, which was 4.5 higher than the previous day. The implied volatity was 43.02, the open interest changed by 0 which decreased total open position to 1
On 17 Feb BHEL was trading at 193.47. The strike last trading price was 4.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 14 Feb BHEL was trading at 193.31. The strike last trading price was 4.5, which was -6.9 lower than the previous day. The implied volatity was 34.22, the open interest changed by 0 which decreased total open position to 0
On 13 Feb BHEL was trading at 201.82. The strike last trading price was 11.4, which was 0 lower than the previous day. The implied volatity was 8.53, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BHEL was trading at 198.83. The strike last trading price was 11.4, which was 0 lower than the previous day. The implied volatity was 7.59, the open interest changed by 0 which decreased total open position to 0
On 11 Feb BHEL was trading at 199.71. The strike last trading price was 11.4, which was 0 lower than the previous day. The implied volatity was 7.59, the open interest changed by 0 which decreased total open position to 0
On 10 Feb BHEL was trading at 202.98. The strike last trading price was 11.4, which was 0 lower than the previous day. The implied volatity was 9.00, the open interest changed by 0 which decreased total open position to 0
On 7 Feb BHEL was trading at 202.84. The strike last trading price was 11.4, which was 0 lower than the previous day. The implied volatity was 8.56, the open interest changed by 0 which decreased total open position to 0
On 6 Feb BHEL was trading at 204.84. The strike last trading price was 11.4, which was 0 lower than the previous day. The implied volatity was 9.23, the open interest changed by 0 which decreased total open position to 0
On 5 Feb BHEL was trading at 209.01. The strike last trading price was 11.4, which was 0 lower than the previous day. The implied volatity was 10.73, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BHEL was trading at 206.72. The strike last trading price was 11.4, which was 0 lower than the previous day. The implied volatity was 9.00, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BHEL was trading at 196.24. The strike last trading price was 11.4, which was 0 lower than the previous day. The implied volatity was 6.48, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BHEL was trading at 200.02. The strike last trading price was 11.4, which was 0 lower than the previous day. The implied volatity was 8.07, the open interest changed by 0 which decreased total open position to 0