BHEL
Bhel
Historical option data for BHEL
08 Apr 2025 04:02 PM IST
| BHEL 24APR2025 190 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 0.10
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 210.94 | 23.95 | 2.6 | 51.32 | 32 | 3 | 107 | |||
| 7 Apr | 207.70 | 21.65 | -4.35 | 49.41 | 141 | -1 | 106 | |||
| 4 Apr | 214.45 | 26 | -4.15 | 35.49 | 3 | 0 | 107 | |||
| 3 Apr | 218.68 | 32 | 6.6 | 48.82 | 13 | 0 | 110 | |||
| 2 Apr | 212.58 | 25.4 | 0.75 | 46.26 | 9 | 1 | 110 | |||
| 1 Apr | 211.69 | 24.65 | -3.55 | 40.33 | 26 | 2 | 109 | |||
| 28 Mar | 216.43 | 27.9 | -0.7 | 41.38 | 66 | 12 | 107 | |||
| 27 Mar | 213.98 | 29.1 | 4.3 | 44.19 | 35 | 10 | 95 | |||
| 26 Mar | 210.52 | 24.65 | -7.6 | 45.35 | 30 | 19 | 84 | |||
| 25 Mar | 213.60 | 32.25 | 0.75 | 74.68 | 110 | -16 | 65 | |||
| 24 Mar | 217.54 | 31.5 | 6.05 | 37.92 | 10 | -1 | 80 | |||
| 21 Mar | 211.95 | 25.5 | 4.5 | 38.02 | 41 | 25 | 81 | |||
| 20 Mar | 206.54 | 21 | 0.3 | 38.04 | 4 | 1 | 55 | |||
| 19 Mar | 205.69 | 20.15 | 4.2 | 40.13 | 43 | -11 | 54 | |||
| 18 Mar | 203.88 | 15.95 | 3 | - | 28 | 15 | 64 | |||
| 17 Mar | 195.43 | 12.95 | -0.65 | 36.04 | 22 | -2 | 49 | |||
| 13 Mar | 193.33 | 13.6 | 0 | 40.81 | 19 | 3 | 58 | |||
| 12 Mar | 193.63 | 13.6 | 0.1 | 39.98 | 51 | 17 | 51 | |||
| 11 Mar | 194.12 | 13.5 | 0.35 | 35.58 | 6 | 4 | 34 | |||
| 10 Mar | 192.11 | 13.15 | -3.6 | 41.75 | 6 | 30 | 30 | |||
| 7 Mar | 196.95 | 16.35 | -0.4 | 0.00 | 0 | -2 | 0 | |||
| 6 Mar | 198.40 | 16.35 | 0.6 | 38.45 | 6 | -2 | 25 | |||
| 5 Mar | 196.06 | 15.75 | 2.2 | 38.63 | 13 | -1 | 27 | |||
| 4 Mar | 192.75 | 13.45 | 2.35 | 39.03 | 61 | -5 | 31 | |||
| 3 Mar | 185.47 | 11.1 | 2.3 | 42.87 | 36 | 4 | 7 | |||
| 28 Feb | 179.17 | 8.8 | -16.4 | 44.00 | 8 | 2 | 2 | |||
| 19 Feb | 195.09 | 25.2 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 193.47 | 25.2 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 193.31 | 0 | 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 | |||
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| 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 190 expiring on 24APR2025
Delta for 190 CE is 0.86
Historical price for 190 CE is as follows
On 8 Apr BHEL was trading at 210.94. The strike last trading price was 23.95, which was 2.6 higher than the previous day. The implied volatity was 51.32, the open interest changed by 3 which increased total open position to 107
On 7 Apr BHEL was trading at 207.70. The strike last trading price was 21.65, which was -4.35 lower than the previous day. The implied volatity was 49.41, the open interest changed by -1 which decreased total open position to 106
On 4 Apr BHEL was trading at 214.45. The strike last trading price was 26, which was -4.15 lower than the previous day. The implied volatity was 35.49, the open interest changed by 0 which decreased total open position to 107
On 3 Apr BHEL was trading at 218.68. The strike last trading price was 32, which was 6.6 higher than the previous day. The implied volatity was 48.82, the open interest changed by 0 which decreased total open position to 110
On 2 Apr BHEL was trading at 212.58. The strike last trading price was 25.4, which was 0.75 higher than the previous day. The implied volatity was 46.26, the open interest changed by 1 which increased total open position to 110
On 1 Apr BHEL was trading at 211.69. The strike last trading price was 24.65, which was -3.55 lower than the previous day. The implied volatity was 40.33, the open interest changed by 2 which increased total open position to 109
On 28 Mar BHEL was trading at 216.43. The strike last trading price was 27.9, which was -0.7 lower than the previous day. The implied volatity was 41.38, the open interest changed by 12 which increased total open position to 107
On 27 Mar BHEL was trading at 213.98. The strike last trading price was 29.1, which was 4.3 higher than the previous day. The implied volatity was 44.19, the open interest changed by 10 which increased total open position to 95
On 26 Mar BHEL was trading at 210.52. The strike last trading price was 24.65, which was -7.6 lower than the previous day. The implied volatity was 45.35, the open interest changed by 19 which increased total open position to 84
On 25 Mar BHEL was trading at 213.60. The strike last trading price was 32.25, which was 0.75 higher than the previous day. The implied volatity was 74.68, the open interest changed by -16 which decreased total open position to 65
On 24 Mar BHEL was trading at 217.54. The strike last trading price was 31.5, which was 6.05 higher than the previous day. The implied volatity was 37.92, the open interest changed by -1 which decreased total open position to 80
On 21 Mar BHEL was trading at 211.95. The strike last trading price was 25.5, which was 4.5 higher than the previous day. The implied volatity was 38.02, the open interest changed by 25 which increased total open position to 81
On 20 Mar BHEL was trading at 206.54. The strike last trading price was 21, which was 0.3 higher than the previous day. The implied volatity was 38.04, the open interest changed by 1 which increased total open position to 55
On 19 Mar BHEL was trading at 205.69. The strike last trading price was 20.15, which was 4.2 higher than the previous day. The implied volatity was 40.13, the open interest changed by -11 which decreased total open position to 54
On 18 Mar BHEL was trading at 203.88. The strike last trading price was 15.95, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 64
On 17 Mar BHEL was trading at 195.43. The strike last trading price was 12.95, which was -0.65 lower than the previous day. The implied volatity was 36.04, the open interest changed by -2 which decreased total open position to 49
On 13 Mar BHEL was trading at 193.33. The strike last trading price was 13.6, which was 0 lower than the previous day. The implied volatity was 40.81, the open interest changed by 3 which increased total open position to 58
On 12 Mar BHEL was trading at 193.63. The strike last trading price was 13.6, which was 0.1 higher than the previous day. The implied volatity was 39.98, the open interest changed by 17 which increased total open position to 51
On 11 Mar BHEL was trading at 194.12. The strike last trading price was 13.5, which was 0.35 higher than the previous day. The implied volatity was 35.58, the open interest changed by 4 which increased total open position to 34
On 10 Mar BHEL was trading at 192.11. The strike last trading price was 13.15, which was -3.6 lower than the previous day. The implied volatity was 41.75, the open interest changed by 30 which increased total open position to 30
On 7 Mar BHEL was trading at 196.95. The strike last trading price was 16.35, which was -0.4 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 6 Mar BHEL was trading at 198.40. The strike last trading price was 16.35, which was 0.6 higher than the previous day. The implied volatity was 38.45, the open interest changed by -2 which decreased total open position to 25
On 5 Mar BHEL was trading at 196.06. The strike last trading price was 15.75, which was 2.2 higher than the previous day. The implied volatity was 38.63, the open interest changed by -1 which decreased total open position to 27
On 4 Mar BHEL was trading at 192.75. The strike last trading price was 13.45, which was 2.35 higher than the previous day. The implied volatity was 39.03, the open interest changed by -5 which decreased total open position to 31
On 3 Mar BHEL was trading at 185.47. The strike last trading price was 11.1, which was 2.3 higher than the previous day. The implied volatity was 42.87, the open interest changed by 4 which increased total open position to 7
On 28 Feb BHEL was trading at 179.17. The strike last trading price was 8.8, which was -16.4 lower than the previous day. The implied volatity was 44.00, the open interest changed by 2 which increased total open position to 2
On 19 Feb BHEL was trading at 195.09. The strike last trading price was 25.2, 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 25.2, 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 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 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 190 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 0.10
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 210.94 | 1.95 | -1.95 | 54.13 | 1,064 | 35 | 665 |
| 7 Apr | 207.70 | 3.55 | 2.4 | 61.95 | 2,602 | 16 | 630 |
| 4 Apr | 214.45 | 1.1 | 0.25 | 44.10 | 485 | 10 | 610 |
| 3 Apr | 218.68 | 0.8 | -0.65 | 45.01 | 460 | -2 | 600 |
| 2 Apr | 212.58 | 1.45 | -0.2 | 43.47 | 655 | 58 | 604 |
| 1 Apr | 211.69 | 1.6 | 0.05 | 43.60 | 555 | -34 | 549 |
| 28 Mar | 216.43 | 1.6 | -0.3 | 43.58 | 1,079 | 223 | 583 |
| 27 Mar | 213.98 | 1.8 | -0.7 | 45.35 | 476 | 104 | 367 |
| 26 Mar | 210.52 | 2.55 | 0.35 | 44.07 | 192 | 52 | 263 |
| 25 Mar | 213.60 | 2.2 | 0.3 | 44.06 | 295 | -26 | 211 |
| 24 Mar | 217.54 | 1.8 | -0.5 | 46.14 | 325 | 102 | 238 |
| 21 Mar | 211.95 | 2.4 | -1 | 41.61 | 171 | 33 | 136 |
| 20 Mar | 206.54 | 3.35 | -0.35 | 40.58 | 84 | 11 | 102 |
| 19 Mar | 205.69 | 3.75 | -0.3 | 40.10 | 83 | -5 | 91 |
| 18 Mar | 203.88 | 4.05 | -2.95 | 40.72 | 106 | 43 | 95 |
| 17 Mar | 195.43 | 7 | -1.1 | 41.39 | 30 | 8 | 51 |
| 13 Mar | 193.33 | 8.15 | -0.15 | 41.70 | 8 | -1 | 42 |
| 12 Mar | 193.63 | 8.3 | -0.25 | 42.04 | 4 | -2 | 42 |
| 11 Mar | 194.12 | 8.45 | -1.3 | 44.29 | 17 | 8 | 44 |
| 10 Mar | 192.11 | 9.8 | 2.8 | 43.92 | 25 | 7 | 36 |
| 7 Mar | 196.95 | 7 | 0 | 39.70 | 20 | 9 | 29 |
| 6 Mar | 198.40 | 6.95 | -0.65 | 39.68 | 11 | 6 | 22 |
| 5 Mar | 196.06 | 7.6 | -1.9 | 40.25 | 16 | 8 | 16 |
| 4 Mar | 192.75 | 9.65 | -4.4 | 41.71 | 6 | 4 | 7 |
| 3 Mar | 185.47 | 14.05 | -3.75 | 46.82 | 1 | 0 | 2 |
| 28 Feb | 179.17 | 17.8 | 5.8 | 47.07 | 3 | 2 | 2 |
| 19 Feb | 195.09 | 15.65 | 0 | 3.17 | 0 | 0 | 0 |
| 17 Feb | 193.47 | 15.65 | 0 | 2.89 | 0 | 0 | 0 |
| 14 Feb | 193.31 | 15.65 | 0 | 2.56 | 0 | 0 | 0 |
| 13 Feb | 201.82 | 15.65 | 0 | 5.28 | 0 | 0 | 0 |
| 12 Feb | 198.83 | 15.65 | 0 | 4.40 | 0 | 0 | 0 |
| 11 Feb | 199.71 | 15.65 | 0 | 4.28 | 0 | 0 | 0 |
| 10 Feb | 202.98 | 15.65 | 0 | 5.54 | 0 | 0 | 0 |
| 7 Feb | 202.84 | 15.65 | 0 | 5.46 | 0 | 0 | 0 |
| 6 Feb | 204.84 | 15.65 | 0 | 6.17 | 0 | 0 | 0 |
| 5 Feb | 209.01 | 15.65 | 0 | 7.08 | 0 | 0 | 0 |
| 4 Feb | 206.72 | 15.65 | 0 | 6.02 | 0 | 0 | 0 |
| 3 Feb | 196.24 | 15.65 | 0 | 3.24 | 0 | 0 | 0 |
| 1 Feb | 200.02 | 15.65 | 0 | 8.02 | 0 | 0 | 0 |
For Bhel - strike price 190 expiring on 24APR2025
Delta for 190 PE is -0.15
Historical price for 190 PE is as follows
On 8 Apr BHEL was trading at 210.94. The strike last trading price was 1.95, which was -1.95 lower than the previous day. The implied volatity was 54.13, the open interest changed by 35 which increased total open position to 665
On 7 Apr BHEL was trading at 207.70. The strike last trading price was 3.55, which was 2.4 higher than the previous day. The implied volatity was 61.95, the open interest changed by 16 which increased total open position to 630
On 4 Apr BHEL was trading at 214.45. The strike last trading price was 1.1, which was 0.25 higher than the previous day. The implied volatity was 44.10, the open interest changed by 10 which increased total open position to 610
On 3 Apr BHEL was trading at 218.68. The strike last trading price was 0.8, which was -0.65 lower than the previous day. The implied volatity was 45.01, the open interest changed by -2 which decreased total open position to 600
On 2 Apr BHEL was trading at 212.58. The strike last trading price was 1.45, which was -0.2 lower than the previous day. The implied volatity was 43.47, the open interest changed by 58 which increased total open position to 604
On 1 Apr BHEL was trading at 211.69. The strike last trading price was 1.6, which was 0.05 higher than the previous day. The implied volatity was 43.60, the open interest changed by -34 which decreased total open position to 549
On 28 Mar BHEL was trading at 216.43. The strike last trading price was 1.6, which was -0.3 lower than the previous day. The implied volatity was 43.58, the open interest changed by 223 which increased total open position to 583
On 27 Mar BHEL was trading at 213.98. The strike last trading price was 1.8, which was -0.7 lower than the previous day. The implied volatity was 45.35, the open interest changed by 104 which increased total open position to 367
On 26 Mar BHEL was trading at 210.52. The strike last trading price was 2.55, which was 0.35 higher than the previous day. The implied volatity was 44.07, the open interest changed by 52 which increased total open position to 263
On 25 Mar BHEL was trading at 213.60. The strike last trading price was 2.2, which was 0.3 higher than the previous day. The implied volatity was 44.06, the open interest changed by -26 which decreased total open position to 211
On 24 Mar BHEL was trading at 217.54. The strike last trading price was 1.8, which was -0.5 lower than the previous day. The implied volatity was 46.14, the open interest changed by 102 which increased total open position to 238
On 21 Mar BHEL was trading at 211.95. The strike last trading price was 2.4, which was -1 lower than the previous day. The implied volatity was 41.61, the open interest changed by 33 which increased total open position to 136
On 20 Mar BHEL was trading at 206.54. The strike last trading price was 3.35, which was -0.35 lower than the previous day. The implied volatity was 40.58, the open interest changed by 11 which increased total open position to 102
On 19 Mar BHEL was trading at 205.69. The strike last trading price was 3.75, which was -0.3 lower than the previous day. The implied volatity was 40.10, the open interest changed by -5 which decreased total open position to 91
On 18 Mar BHEL was trading at 203.88. The strike last trading price was 4.05, which was -2.95 lower than the previous day. The implied volatity was 40.72, the open interest changed by 43 which increased total open position to 95
On 17 Mar BHEL was trading at 195.43. The strike last trading price was 7, which was -1.1 lower than the previous day. The implied volatity was 41.39, the open interest changed by 8 which increased total open position to 51
On 13 Mar BHEL was trading at 193.33. The strike last trading price was 8.15, which was -0.15 lower than the previous day. The implied volatity was 41.70, the open interest changed by -1 which decreased total open position to 42
On 12 Mar BHEL was trading at 193.63. The strike last trading price was 8.3, which was -0.25 lower than the previous day. The implied volatity was 42.04, the open interest changed by -2 which decreased total open position to 42
On 11 Mar BHEL was trading at 194.12. The strike last trading price was 8.45, which was -1.3 lower than the previous day. The implied volatity was 44.29, the open interest changed by 8 which increased total open position to 44
On 10 Mar BHEL was trading at 192.11. The strike last trading price was 9.8, which was 2.8 higher than the previous day. The implied volatity was 43.92, the open interest changed by 7 which increased total open position to 36
On 7 Mar BHEL was trading at 196.95. The strike last trading price was 7, which was 0 lower than the previous day. The implied volatity was 39.70, the open interest changed by 9 which increased total open position to 29
On 6 Mar BHEL was trading at 198.40. The strike last trading price was 6.95, which was -0.65 lower than the previous day. The implied volatity was 39.68, the open interest changed by 6 which increased total open position to 22
On 5 Mar BHEL was trading at 196.06. The strike last trading price was 7.6, which was -1.9 lower than the previous day. The implied volatity was 40.25, the open interest changed by 8 which increased total open position to 16
On 4 Mar BHEL was trading at 192.75. The strike last trading price was 9.65, which was -4.4 lower than the previous day. The implied volatity was 41.71, the open interest changed by 4 which increased total open position to 7
On 3 Mar BHEL was trading at 185.47. The strike last trading price was 14.05, which was -3.75 lower than the previous day. The implied volatity was 46.82, the open interest changed by 0 which decreased total open position to 2
On 28 Feb BHEL was trading at 179.17. The strike last trading price was 17.8, which was 5.8 higher than the previous day. The implied volatity was 47.07, the open interest changed by 2 which increased total open position to 2
On 19 Feb BHEL was trading at 195.09. The strike last trading price was 15.65, which was 0 lower than the previous day. The implied volatity was 3.17, 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 15.65, which was 0 lower than the previous day. The implied volatity was 2.89, 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 15.65, which was 0 lower than the previous day. The implied volatity was 2.56, 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 15.65, which was 0 lower than the previous day. The implied volatity was 5.28, 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 15.65, which was 0 lower than the previous day. The implied volatity was 4.40, 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 15.65, which was 0 lower than the previous day. The implied volatity was 4.28, 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 15.65, which was 0 lower than the previous day. The implied volatity was 5.54, 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 15.65, which was 0 lower than the previous day. The implied volatity was 5.46, 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 15.65, which was 0 lower than the previous day. The implied volatity was 6.17, 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 15.65, which was 0 lower than the previous day. The implied volatity was 7.08, 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 15.65, which was 0 lower than the previous day. The implied volatity was 6.02, 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 15.65, which was 0 lower than the previous day. The implied volatity was 3.24, 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 15.65, which was 0 lower than the previous day. The implied volatity was 8.02, the open interest changed by 0 which decreased total open position to 0
