BHEL
Bhel
Historical option data for BHEL
08 Apr 2025 04:02 PM IST
| BHEL 24APR2025 195 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 0.12
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 210.94 | 19.65 | 1.65 | 48.91 | 31 | -2 | 192 | |||
| 7 Apr | 207.70 | 18.8 | -2.45 | 56.47 | 490 | 31 | 197 | |||
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| 4 Apr | 214.45 | 21.4 | -5.35 | 34.49 | 10 | 3 | 166 | |||
| 3 Apr | 218.68 | 27.1 | 6.8 | 43.21 | 8 | -1 | 164 | |||
| 2 Apr | 212.58 | 20.3 | -0.75 | 38.07 | 15 | 1 | 165 | |||
| 1 Apr | 211.69 | 21.05 | -2.65 | 44.22 | 9 | 4 | 163 | |||
| 28 Mar | 216.43 | 23.25 | -1.2 | 37.87 | 151 | 62 | 159 | |||
| 27 Mar | 213.98 | 25.15 | 1.65 | 45.18 | 153 | 59 | 97 | |||
| 26 Mar | 210.52 | 23.5 | 0.35 | 58.91 | 1 | 0 | 38 | |||
| 25 Mar | 213.60 | 23.05 | -3.75 | 44.15 | 26 | 2 | 38 | |||
| 24 Mar | 217.54 | 26.8 | 4.95 | 35.22 | 11 | 2 | 35 | |||
| 21 Mar | 211.95 | 21.85 | 5.85 | 39.49 | 14 | 13 | 34 | |||
| 20 Mar | 206.54 | 16 | -2.1 | 31.21 | 2 | -1 | 22 | |||
| 19 Mar | 205.69 | 18.1 | 1.8 | 44.74 | 3 | 0 | 23 | |||
| 18 Mar | 203.88 | 16.2 | 4.95 | 39.07 | 22 | -2 | 22 | |||
| 17 Mar | 195.43 | 11.25 | 0.45 | 40.37 | 37 | 6 | 24 | |||
| 13 Mar | 193.33 | 10.8 | -0.25 | 39.94 | 7 | 3 | 17 | |||
| 12 Mar | 193.63 | 11.05 | -0.3 | 40.11 | 14 | 3 | 14 | |||
| 11 Mar | 194.12 | 11.35 | -0.05 | 37.81 | 8 | 3 | 10 | |||
| 10 Mar | 192.11 | 11.4 | -1.4 | 44.28 | 4 | 6 | 6 | |||
| 7 Mar | 196.95 | 12.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 198.40 | 12.8 | 0 | 0.00 | 0 | 4 | 0 | |||
| 5 Mar | 196.06 | 12.8 | -0.95 | 37.97 | 5 | 4 | 4 | |||
| 4 Mar | 192.75 | 13.75 | 0 | 0.24 | 0 | 0 | 0 | |||
| 3 Mar | 185.47 | 13.75 | 0 | 3.16 | 0 | 0 | 0 | |||
| 28 Feb | 179.17 | 13.75 | 0 | 5.39 | 0 | 0 | 0 | |||
For Bhel - strike price 195 expiring on 24APR2025
Delta for 195 CE is 0.81
Historical price for 195 CE is as follows
On 8 Apr BHEL was trading at 210.94. The strike last trading price was 19.65, which was 1.65 higher than the previous day. The implied volatity was 48.91, the open interest changed by -2 which decreased total open position to 192
On 7 Apr BHEL was trading at 207.70. The strike last trading price was 18.8, which was -2.45 lower than the previous day. The implied volatity was 56.47, the open interest changed by 31 which increased total open position to 197
On 4 Apr BHEL was trading at 214.45. The strike last trading price was 21.4, which was -5.35 lower than the previous day. The implied volatity was 34.49, the open interest changed by 3 which increased total open position to 166
On 3 Apr BHEL was trading at 218.68. The strike last trading price was 27.1, which was 6.8 higher than the previous day. The implied volatity was 43.21, the open interest changed by -1 which decreased total open position to 164
On 2 Apr BHEL was trading at 212.58. The strike last trading price was 20.3, which was -0.75 lower than the previous day. The implied volatity was 38.07, the open interest changed by 1 which increased total open position to 165
On 1 Apr BHEL was trading at 211.69. The strike last trading price was 21.05, which was -2.65 lower than the previous day. The implied volatity was 44.22, the open interest changed by 4 which increased total open position to 163
On 28 Mar BHEL was trading at 216.43. The strike last trading price was 23.25, which was -1.2 lower than the previous day. The implied volatity was 37.87, the open interest changed by 62 which increased total open position to 159
On 27 Mar BHEL was trading at 213.98. The strike last trading price was 25.15, which was 1.65 higher than the previous day. The implied volatity was 45.18, the open interest changed by 59 which increased total open position to 97
On 26 Mar BHEL was trading at 210.52. The strike last trading price was 23.5, which was 0.35 higher than the previous day. The implied volatity was 58.91, the open interest changed by 0 which decreased total open position to 38
On 25 Mar BHEL was trading at 213.60. The strike last trading price was 23.05, which was -3.75 lower than the previous day. The implied volatity was 44.15, the open interest changed by 2 which increased total open position to 38
On 24 Mar BHEL was trading at 217.54. The strike last trading price was 26.8, which was 4.95 higher than the previous day. The implied volatity was 35.22, the open interest changed by 2 which increased total open position to 35
On 21 Mar BHEL was trading at 211.95. The strike last trading price was 21.85, which was 5.85 higher than the previous day. The implied volatity was 39.49, the open interest changed by 13 which increased total open position to 34
On 20 Mar BHEL was trading at 206.54. The strike last trading price was 16, which was -2.1 lower than the previous day. The implied volatity was 31.21, the open interest changed by -1 which decreased total open position to 22
On 19 Mar BHEL was trading at 205.69. The strike last trading price was 18.1, which was 1.8 higher than the previous day. The implied volatity was 44.74, the open interest changed by 0 which decreased total open position to 23
On 18 Mar BHEL was trading at 203.88. The strike last trading price was 16.2, which was 4.95 higher than the previous day. The implied volatity was 39.07, the open interest changed by -2 which decreased total open position to 22
On 17 Mar BHEL was trading at 195.43. The strike last trading price was 11.25, which was 0.45 higher than the previous day. The implied volatity was 40.37, the open interest changed by 6 which increased total open position to 24
On 13 Mar BHEL was trading at 193.33. The strike last trading price was 10.8, which was -0.25 lower than the previous day. The implied volatity was 39.94, the open interest changed by 3 which increased total open position to 17
On 12 Mar BHEL was trading at 193.63. The strike last trading price was 11.05, which was -0.3 lower than the previous day. The implied volatity was 40.11, the open interest changed by 3 which increased total open position to 14
On 11 Mar BHEL was trading at 194.12. The strike last trading price was 11.35, which was -0.05 lower than the previous day. The implied volatity was 37.81, the open interest changed by 3 which increased total open position to 10
On 10 Mar BHEL was trading at 192.11. The strike last trading price was 11.4, which was -1.4 lower than the previous day. The implied volatity was 44.28, the open interest changed by 6 which increased total open position to 6
On 7 Mar BHEL was trading at 196.95. The strike last trading price was 12.8, 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 6 Mar BHEL was trading at 198.40. The strike last trading price was 12.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 5 Mar BHEL was trading at 196.06. The strike last trading price was 12.8, which was -0.95 lower than the previous day. The implied volatity was 37.97, the open interest changed by 4 which increased total open position to 4
On 4 Mar BHEL was trading at 192.75. The strike last trading price was 13.75, which was 0 lower than the previous day. The implied volatity was 0.24, the open interest changed by 0 which decreased total open position to 0
On 3 Mar BHEL was trading at 185.47. The strike last trading price was 13.75, which was 0 lower than the previous day. The implied volatity was 3.16, the open interest changed by 0 which decreased total open position to 0
On 28 Feb BHEL was trading at 179.17. The strike last trading price was 13.75, which was 0 lower than the previous day. The implied volatity was 5.39, the open interest changed by 0 which decreased total open position to 0
| BHEL 24APR2025 195 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.20
Vega: 0.12
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 210.94 | 2.6 | -2.4 | 51.00 | 1,005 | 24 | 498 |
| 7 Apr | 207.70 | 4.5 | 2.75 | 58.84 | 1,886 | -39 | 477 |
| 4 Apr | 214.45 | 1.7 | 0.4 | 42.96 | 740 | 62 | 516 |
| 3 Apr | 218.68 | 1.15 | -1 | 42.98 | 721 | 60 | 450 |
| 2 Apr | 212.58 | 2.1 | -0.3 | 41.77 | 817 | 52 | 394 |
| 1 Apr | 211.69 | 2.35 | 0.15 | 42.36 | 641 | 101 | 348 |
| 28 Mar | 216.43 | 2.2 | -0.3 | 41.78 | 865 | 81 | 247 |
| 27 Mar | 213.98 | 2.5 | -0.9 | 44.06 | 319 | 18 | 172 |
| 26 Mar | 210.52 | 3.4 | 0.25 | 42.25 | 122 | 33 | 154 |
| 25 Mar | 213.60 | 3.15 | 0.65 | 43.55 | 61 | 18 | 122 |
| 24 Mar | 217.54 | 2.4 | -0.65 | 44.55 | 75 | 29 | 104 |
| 21 Mar | 211.95 | 3.1 | -1.45 | 39.45 | 50 | 17 | 75 |
| 20 Mar | 206.54 | 4.55 | -0.4 | 39.56 | 47 | 18 | 57 |
| 19 Mar | 205.69 | 5 | -0.5 | 39.45 | 46 | 16 | 38 |
| 18 Mar | 203.88 | 5.5 | -3.25 | 39.71 | 31 | 9 | 21 |
| 17 Mar | 195.43 | 8.75 | -0.8 | 39.40 | 11 | 5 | 12 |
| 13 Mar | 193.33 | 9.55 | -1.15 | 37.95 | 4 | 2 | 7 |
| 12 Mar | 193.63 | 10.6 | 2.1 | 41.76 | 6 | 3 | 4 |
| 11 Mar | 194.12 | 8.5 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 192.11 | 8.5 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 196.95 | 8.5 | 0 | 0.00 | 0 | 1 | 0 |
| 6 Mar | 198.40 | 8.5 | -10.7 | 37.70 | 1 | 0 | 0 |
| 5 Mar | 196.06 | 19.2 | 0 | 1.73 | 0 | 0 | 0 |
| 4 Mar | 192.75 | 19.2 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 185.47 | 19.2 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 179.17 | 19.2 | 0 | - | 0 | 0 | 0 |
For Bhel - strike price 195 expiring on 24APR2025
Delta for 195 PE is -0.20
Historical price for 195 PE is as follows
On 8 Apr BHEL was trading at 210.94. The strike last trading price was 2.6, which was -2.4 lower than the previous day. The implied volatity was 51.00, the open interest changed by 24 which increased total open position to 498
On 7 Apr BHEL was trading at 207.70. The strike last trading price was 4.5, which was 2.75 higher than the previous day. The implied volatity was 58.84, the open interest changed by -39 which decreased total open position to 477
On 4 Apr BHEL was trading at 214.45. The strike last trading price was 1.7, which was 0.4 higher than the previous day. The implied volatity was 42.96, the open interest changed by 62 which increased total open position to 516
On 3 Apr BHEL was trading at 218.68. The strike last trading price was 1.15, which was -1 lower than the previous day. The implied volatity was 42.98, the open interest changed by 60 which increased total open position to 450
On 2 Apr BHEL was trading at 212.58. The strike last trading price was 2.1, which was -0.3 lower than the previous day. The implied volatity was 41.77, the open interest changed by 52 which increased total open position to 394
On 1 Apr BHEL was trading at 211.69. The strike last trading price was 2.35, which was 0.15 higher than the previous day. The implied volatity was 42.36, the open interest changed by 101 which increased total open position to 348
On 28 Mar BHEL was trading at 216.43. The strike last trading price was 2.2, which was -0.3 lower than the previous day. The implied volatity was 41.78, the open interest changed by 81 which increased total open position to 247
On 27 Mar BHEL was trading at 213.98. The strike last trading price was 2.5, which was -0.9 lower than the previous day. The implied volatity was 44.06, the open interest changed by 18 which increased total open position to 172
On 26 Mar BHEL was trading at 210.52. The strike last trading price was 3.4, which was 0.25 higher than the previous day. The implied volatity was 42.25, the open interest changed by 33 which increased total open position to 154
On 25 Mar BHEL was trading at 213.60. The strike last trading price was 3.15, which was 0.65 higher than the previous day. The implied volatity was 43.55, the open interest changed by 18 which increased total open position to 122
On 24 Mar BHEL was trading at 217.54. The strike last trading price was 2.4, which was -0.65 lower than the previous day. The implied volatity was 44.55, the open interest changed by 29 which increased total open position to 104
On 21 Mar BHEL was trading at 211.95. The strike last trading price was 3.1, which was -1.45 lower than the previous day. The implied volatity was 39.45, the open interest changed by 17 which increased total open position to 75
On 20 Mar BHEL was trading at 206.54. The strike last trading price was 4.55, which was -0.4 lower than the previous day. The implied volatity was 39.56, the open interest changed by 18 which increased total open position to 57
On 19 Mar BHEL was trading at 205.69. The strike last trading price was 5, which was -0.5 lower than the previous day. The implied volatity was 39.45, the open interest changed by 16 which increased total open position to 38
On 18 Mar BHEL was trading at 203.88. The strike last trading price was 5.5, which was -3.25 lower than the previous day. The implied volatity was 39.71, the open interest changed by 9 which increased total open position to 21
On 17 Mar BHEL was trading at 195.43. The strike last trading price was 8.75, which was -0.8 lower than the previous day. The implied volatity was 39.40, the open interest changed by 5 which increased total open position to 12
On 13 Mar BHEL was trading at 193.33. The strike last trading price was 9.55, which was -1.15 lower than the previous day. The implied volatity was 37.95, the open interest changed by 2 which increased total open position to 7
On 12 Mar BHEL was trading at 193.63. The strike last trading price was 10.6, which was 2.1 higher than the previous day. The implied volatity was 41.76, the open interest changed by 3 which increased total open position to 4
On 11 Mar BHEL was trading at 194.12. The strike last trading price was 8.5, 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 10 Mar BHEL was trading at 192.11. The strike last trading price was 8.5, 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 7 Mar BHEL was trading at 196.95. The strike last trading price was 8.5, 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 6 Mar BHEL was trading at 198.40. The strike last trading price was 8.5, which was -10.7 lower than the previous day. The implied volatity was 37.70, the open interest changed by 0 which decreased total open position to 0
On 5 Mar BHEL was trading at 196.06. The strike last trading price was 19.2, which was 0 lower than the previous day. The implied volatity was 1.73, the open interest changed by 0 which decreased total open position to 0
On 4 Mar BHEL was trading at 192.75. The strike last trading price was 19.2, 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 3 Mar BHEL was trading at 185.47. The strike last trading price was 19.2, 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 28 Feb BHEL was trading at 179.17. The strike last trading price was 19.2, 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
