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[--[65.84.65.76]--]
BHEL
Bhel

223.71 1.15 (0.52%)

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Historical option data for BHEL

14 Nov 2024 04:12 PM IST
BHEL 28NOV2024 195 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 223.71 77.55 0.00 0.00 0 0 0
13 Nov 222.56 77.55 0.00 0.00 0 0 0
12 Nov 230.22 77.55 0.00 0.00 0 0 0
11 Nov 239.22 77.55 0.00 0.00 0 0 0
8 Nov 239.04 77.55 0.00 0.00 0 0 0
7 Nov 244.29 77.55 0.00 0.00 0 0 0
6 Nov 247.98 77.55 0.00 0.00 0 0 0
5 Nov 235.25 77.55 0.00 - 0 0 0
4 Nov 233.39 77.55 0.00 - 0 0 0
1 Nov 241.97 77.55 0.00 - 0 0 0
31 Oct 239.00 77.55 0.00 - 0 0 0
30 Oct 236.60 77.55 0.00 - 0 0 0
29 Oct 235.00 77.55 0.00 - 0 0 0
28 Oct 229.75 77.55 0.00 - 0 0 0
25 Oct 216.85 77.55 77.55 - 0 0 0
24 Oct 227.30 0 0.00 - 0 0 0
23 Oct 223.70 0 - 0 0 0


For Bhel - strike price 195 expiring on 28NOV2024

Delta for 195 CE is 0.00

Historical price for 195 CE is as follows

On 14 Nov BHEL was trading at 223.71. The strike last trading price was 77.55, which was 0.00 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 13 Nov BHEL was trading at 222.56. The strike last trading price was 77.55, which was 0.00 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 Nov BHEL was trading at 230.22. The strike last trading price was 77.55, which was 0.00 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 Nov BHEL was trading at 239.22. The strike last trading price was 77.55, which was 0.00 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 8 Nov BHEL was trading at 239.04. The strike last trading price was 77.55, which was 0.00 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 Nov BHEL was trading at 244.29. The strike last trading price was 77.55, which was 0.00 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 Nov BHEL was trading at 247.98. The strike last trading price was 77.55, which was 0.00 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 5 Nov BHEL was trading at 235.25. The strike last trading price was 77.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov BHEL was trading at 233.39. The strike last trading price was 77.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Nov BHEL was trading at 241.97. The strike last trading price was 77.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct BHEL was trading at 239.00. The strike last trading price was 77.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct BHEL was trading at 236.60. The strike last trading price was 77.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct BHEL was trading at 235.00. The strike last trading price was 77.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct BHEL was trading at 229.75. The strike last trading price was 77.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct BHEL was trading at 216.85. The strike last trading price was 77.55, which was 77.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct BHEL was trading at 227.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct BHEL was trading at 223.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BHEL 28NOV2024 195 PE
Delta: -0.06
Vega: 0.05
Theta: -0.08
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 223.71 0.55 -0.30 47.69 119 3 89
13 Nov 222.56 0.85 0.45 49.51 160 -4 84
12 Nov 230.22 0.4 0.05 47.49 39 18 87
11 Nov 239.22 0.35 0.00 52.91 4 0 68
8 Nov 239.04 0.35 -0.05 48.71 7 0 68
7 Nov 244.29 0.4 0.00 53.80 26 -11 70
6 Nov 247.98 0.4 -0.50 55.43 106 -21 88
5 Nov 235.25 0.9 -0.35 52.63 62 19 111
4 Nov 233.39 1.25 0.25 54.19 150 48 95
1 Nov 241.97 1 -0.35 55.63 11 7 48
31 Oct 239.00 1.35 0.35 - 49 11 41
30 Oct 236.60 1 -0.10 - 18 -6 29
29 Oct 235.00 1.1 -1.40 - 61 -5 33
28 Oct 229.75 2.5 1.05 - 150 37 37
25 Oct 216.85 1.45 1.45 - 0 0 0
24 Oct 227.30 0 0.00 - 0 0 0
23 Oct 223.70 0 - 0 0 0


For Bhel - strike price 195 expiring on 28NOV2024

Delta for 195 PE is -0.06

Historical price for 195 PE is as follows

On 14 Nov BHEL was trading at 223.71. The strike last trading price was 0.55, which was -0.30 lower than the previous day. The implied volatity was 47.69, the open interest changed by 3 which increased total open position to 89


On 13 Nov BHEL was trading at 222.56. The strike last trading price was 0.85, which was 0.45 higher than the previous day. The implied volatity was 49.51, the open interest changed by -4 which decreased total open position to 84


On 12 Nov BHEL was trading at 230.22. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 47.49, the open interest changed by 18 which increased total open position to 87


On 11 Nov BHEL was trading at 239.22. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 52.91, the open interest changed by 0 which decreased total open position to 68


On 8 Nov BHEL was trading at 239.04. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 48.71, the open interest changed by 0 which decreased total open position to 68


On 7 Nov BHEL was trading at 244.29. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 53.80, the open interest changed by -11 which decreased total open position to 70


On 6 Nov BHEL was trading at 247.98. The strike last trading price was 0.4, which was -0.50 lower than the previous day. The implied volatity was 55.43, the open interest changed by -21 which decreased total open position to 88


On 5 Nov BHEL was trading at 235.25. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 52.63, the open interest changed by 19 which increased total open position to 111


On 4 Nov BHEL was trading at 233.39. The strike last trading price was 1.25, which was 0.25 higher than the previous day. The implied volatity was 54.19, the open interest changed by 48 which increased total open position to 95


On 1 Nov BHEL was trading at 241.97. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was 55.63, the open interest changed by 7 which increased total open position to 48


On 31 Oct BHEL was trading at 239.00. The strike last trading price was 1.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct BHEL was trading at 236.60. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct BHEL was trading at 235.00. The strike last trading price was 1.1, which was -1.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct BHEL was trading at 229.75. The strike last trading price was 2.5, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct BHEL was trading at 216.85. The strike last trading price was 1.45, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct BHEL was trading at 227.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct BHEL was trading at 223.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to