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[--[65.84.65.76]--]
BHEL
Bhel

210.94 3.24 (1.56%)

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Historical option data for BHEL

08 Apr 2025 04:02 PM IST
BHEL 24APR2025 180 CE
Delta: 0.88
Vega: 0.09
Theta: -0.23
Gamma: 0.01
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
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
Delta: -0.09
Vega: 0.07
Theta: -0.13
Gamma: 0.01
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