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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 200 CE
Delta: 0.75
Vega: 0.14
Theta: -0.25
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
8 Apr 210.94 15.65 1.65 46.85 299 -9 590
7 Apr 207.70 15.2 -2.15 54.73 2,414 391 597
4 Apr 214.45 17.5 -3.75 37.12 135 14 203
3 Apr 218.68 22.9 6.2 43.38 114 0 188
2 Apr 212.58 16.6 0.05 39.45 164 22 190
1 Apr 211.69 16.55 -3.25 39.38 157 -17 171
28 Mar 216.43 19.45 -0.55 38.96 329 12 188
27 Mar 213.98 21.2 4.4 44.25 197 6 184
26 Mar 210.52 16.85 -2.55 42.26 169 22 174
25 Mar 213.60 19.15 -3.15 42.68 96 9 151
24 Mar 217.54 22.85 5.25 36.92 146 -2 142
21 Mar 211.95 17 2.5 33.45 132 -22 146
20 Mar 206.54 14.5 0.5 39.49 90 13 168
19 Mar 205.69 13.3 0.1 38.53 128 19 156
18 Mar 203.88 13.3 4.55 38.74 248 25 137
17 Mar 195.43 8.75 0.3 39.69 58 22 112
13 Mar 193.33 8.1 -0.55 38.05 124 10 90
12 Mar 193.63 8.35 -1.65 38.30 77 18 80
11 Mar 194.12 10 1.5 41.44 27 0 62
10 Mar 192.11 8.45 -2.75 41.05 39 6 61
7 Mar 196.95 11.2 -0.45 40.34 38 10 55
6 Mar 198.40 11.65 1.2 40.69 20 1 44
5 Mar 196.06 10.55 1.4 38.53 20 9 42
4 Mar 192.75 8.8 1.75 38.84 11 1 33
3 Mar 185.47 7.05 2 41.68 42 19 32
28 Feb 179.17 5.05 -3.25 41.15 19 8 12
27 Feb 187.44 8.3 -1.5 42.26 3 1 4
26 Feb 194.20 9.8 -4.05 35.64 3 2 2
25 Feb 194.61 9.8 -4.05 35.64 3 1 2
21 Feb 196.41 13.85 0.85 44.27 1 0 2
19 Feb 195.09 13 -7.45 42.00 3 1 1
17 Feb 193.47 20.45 0 2.00 0 0 0
14 Feb 193.31 20.45 0 1.43 0 0 0
13 Feb 201.82 20.45 0 - 0 0 0
12 Feb 198.83 20.45 0 - 0 0 0
11 Feb 199.71 20.45 0 0.46 0 0 0
10 Feb 202.98 20.45 0 - 0 0 0
7 Feb 202.84 20.45 0 - 0 0 0
6 Feb 204.84 20.45 0 - 0 0 0
5 Feb 209.01 20.45 0 - 0 0 0
4 Feb 206.72 20.45 0 - 0 0 0
3 Feb 196.24 20.45 0 0.13 0 0 0
1 Feb 200.02 20.45 0 - 0 0 0


For Bhel - strike price 200 expiring on 24APR2025

Delta for 200 CE is 0.75

Historical price for 200 CE is as follows

On 8 Apr BHEL was trading at 210.94. The strike last trading price was 15.65, which was 1.65 higher than the previous day. The implied volatity was 46.85, the open interest changed by -9 which decreased total open position to 590


On 7 Apr BHEL was trading at 207.70. The strike last trading price was 15.2, which was -2.15 lower than the previous day. The implied volatity was 54.73, the open interest changed by 391 which increased total open position to 597


On 4 Apr BHEL was trading at 214.45. The strike last trading price was 17.5, which was -3.75 lower than the previous day. The implied volatity was 37.12, the open interest changed by 14 which increased total open position to 203


On 3 Apr BHEL was trading at 218.68. The strike last trading price was 22.9, which was 6.2 higher than the previous day. The implied volatity was 43.38, the open interest changed by 0 which decreased total open position to 188


On 2 Apr BHEL was trading at 212.58. The strike last trading price was 16.6, which was 0.05 higher than the previous day. The implied volatity was 39.45, the open interest changed by 22 which increased total open position to 190


On 1 Apr BHEL was trading at 211.69. The strike last trading price was 16.55, which was -3.25 lower than the previous day. The implied volatity was 39.38, the open interest changed by -17 which decreased total open position to 171


On 28 Mar BHEL was trading at 216.43. The strike last trading price was 19.45, which was -0.55 lower than the previous day. The implied volatity was 38.96, the open interest changed by 12 which increased total open position to 188


On 27 Mar BHEL was trading at 213.98. The strike last trading price was 21.2, which was 4.4 higher than the previous day. The implied volatity was 44.25, the open interest changed by 6 which increased total open position to 184


On 26 Mar BHEL was trading at 210.52. The strike last trading price was 16.85, which was -2.55 lower than the previous day. The implied volatity was 42.26, the open interest changed by 22 which increased total open position to 174


On 25 Mar BHEL was trading at 213.60. The strike last trading price was 19.15, which was -3.15 lower than the previous day. The implied volatity was 42.68, the open interest changed by 9 which increased total open position to 151


On 24 Mar BHEL was trading at 217.54. The strike last trading price was 22.85, which was 5.25 higher than the previous day. The implied volatity was 36.92, the open interest changed by -2 which decreased total open position to 142


On 21 Mar BHEL was trading at 211.95. The strike last trading price was 17, which was 2.5 higher than the previous day. The implied volatity was 33.45, the open interest changed by -22 which decreased total open position to 146


On 20 Mar BHEL was trading at 206.54. The strike last trading price was 14.5, which was 0.5 higher than the previous day. The implied volatity was 39.49, the open interest changed by 13 which increased total open position to 168


On 19 Mar BHEL was trading at 205.69. The strike last trading price was 13.3, which was 0.1 higher than the previous day. The implied volatity was 38.53, the open interest changed by 19 which increased total open position to 156


On 18 Mar BHEL was trading at 203.88. The strike last trading price was 13.3, which was 4.55 higher than the previous day. The implied volatity was 38.74, the open interest changed by 25 which increased total open position to 137


On 17 Mar BHEL was trading at 195.43. The strike last trading price was 8.75, which was 0.3 higher than the previous day. The implied volatity was 39.69, the open interest changed by 22 which increased total open position to 112


On 13 Mar BHEL was trading at 193.33. The strike last trading price was 8.1, which was -0.55 lower than the previous day. The implied volatity was 38.05, the open interest changed by 10 which increased total open position to 90


On 12 Mar BHEL was trading at 193.63. The strike last trading price was 8.35, which was -1.65 lower than the previous day. The implied volatity was 38.30, the open interest changed by 18 which increased total open position to 80


On 11 Mar BHEL was trading at 194.12. The strike last trading price was 10, which was 1.5 higher than the previous day. The implied volatity was 41.44, the open interest changed by 0 which decreased total open position to 62


On 10 Mar BHEL was trading at 192.11. The strike last trading price was 8.45, which was -2.75 lower than the previous day. The implied volatity was 41.05, the open interest changed by 6 which increased total open position to 61


On 7 Mar BHEL was trading at 196.95. The strike last trading price was 11.2, which was -0.45 lower than the previous day. The implied volatity was 40.34, the open interest changed by 10 which increased total open position to 55


On 6 Mar BHEL was trading at 198.40. The strike last trading price was 11.65, which was 1.2 higher than the previous day. The implied volatity was 40.69, the open interest changed by 1 which increased total open position to 44


On 5 Mar BHEL was trading at 196.06. The strike last trading price was 10.55, which was 1.4 higher than the previous day. The implied volatity was 38.53, the open interest changed by 9 which increased total open position to 42


On 4 Mar BHEL was trading at 192.75. The strike last trading price was 8.8, which was 1.75 higher than the previous day. The implied volatity was 38.84, the open interest changed by 1 which increased total open position to 33


On 3 Mar BHEL was trading at 185.47. The strike last trading price was 7.05, which was 2 higher than the previous day. The implied volatity was 41.68, the open interest changed by 19 which increased total open position to 32


On 28 Feb BHEL was trading at 179.17. The strike last trading price was 5.05, which was -3.25 lower than the previous day. The implied volatity was 41.15, the open interest changed by 8 which increased total open position to 12


On 27 Feb BHEL was trading at 187.44. The strike last trading price was 8.3, which was -1.5 lower than the previous day. The implied volatity was 42.26, the open interest changed by 1 which increased total open position to 4


On 26 Feb BHEL was trading at 194.20. The strike last trading price was 9.8, which was -4.05 lower than the previous day. The implied volatity was 35.64, the open interest changed by 2 which increased total open position to 2


On 25 Feb BHEL was trading at 194.61. The strike last trading price was 9.8, which was -4.05 lower than the previous day. The implied volatity was 35.64, the open interest changed by 1 which increased total open position to 2


On 21 Feb BHEL was trading at 196.41. The strike last trading price was 13.85, which was 0.85 higher than the previous day. The implied volatity was 44.27, the open interest changed by 0 which decreased total open position to 2


On 19 Feb BHEL was trading at 195.09. The strike last trading price was 13, which was -7.45 lower than the previous day. The implied volatity was 42.00, the open interest changed by 1 which increased total open position to 1


On 17 Feb BHEL was trading at 193.47. The strike last trading price was 20.45, which was 0 lower than the previous day. The implied volatity was 2.00, 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 20.45, which was 0 lower than the previous day. The implied volatity was 1.43, 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 20.45, 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 20.45, 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 20.45, which was 0 lower than the previous day. The implied volatity was 0.46, 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 20.45, 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 20.45, 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 20.45, 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 20.45, 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 20.45, 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 20.45, which was 0 lower than the previous day. The implied volatity was 0.13, 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 20.45, 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 200 PE
Delta: -0.26
Vega: 0.14
Theta: -0.21
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
8 Apr 210.94 3.65 -2.9 49.12 1,808 -22 1,202
7 Apr 207.70 5.85 3.25 56.70 5,499 284 1,229
4 Apr 214.45 2.55 0.65 41.78 2,363 -130 946
3 Apr 218.68 1.8 -1.3 42.23 1,821 266 1,061
2 Apr 212.58 3.05 -0.4 40.39 1,694 164 800
1 Apr 211.69 3.35 0.2 40.98 2,010 2 642
28 Mar 216.43 3.15 -0.3 40.86 2,800 78 640
27 Mar 213.98 3.4 -1.15 42.67 1,096 126 563
26 Mar 210.52 4.65 0.5 41.19 627 -12 435
25 Mar 213.60 4.2 0.8 42.11 637 84 446
24 Mar 217.54 3.25 -0.95 43.39 588 128 359
21 Mar 211.95 4.4 -1.7 39.18 378 45 230
20 Mar 206.54 6.1 -0.55 38.68 182 12 187
19 Mar 205.69 6.7 -0.65 38.09 169 18 168
18 Mar 203.88 7.2 -4.1 39.17 143 51 149
17 Mar 195.43 11.3 -1.15 39.14 35 22 97
13 Mar 193.33 12.45 -1.4 38.58 2 0 74
12 Mar 193.63 13.85 0.45 43.76 11 3 75
11 Mar 194.12 13.7 -0.8 45.47 4 0 72
10 Mar 192.11 14.5 3.9 41.39 49 30 71
7 Mar 196.95 10.6 -0.9 36.16 5 3 41
6 Mar 198.40 11.55 -0.65 39.84 9 2 36
5 Mar 196.06 12.2 -3.1 39.81 45 26 33
4 Mar 192.75 15.3 -8.95 43.00 2 0 6
3 Mar 185.47 24.25 4.25 61.84 1 0 5
28 Feb 179.17 20 3 27.36 1 4 4
27 Feb 187.44 17 0 0.00 0 1 0
26 Feb 194.20 17 -3 50.39 1 1 3
25 Feb 194.61 17 -3 50.39 1 0 3
21 Feb 196.41 20 0 0.00 0 0 0
19 Feb 195.09 20 0 0.00 0 3 0
17 Feb 193.47 20.75 0 - 0 0 0
14 Feb 193.31 20.75 0 - 0 0 0
13 Feb 201.82 20.75 0 2.06 0 0 0
12 Feb 198.83 20.75 0 1.03 0 0 0
11 Feb 199.71 20.75 0 0.94 0 0 0
10 Feb 202.98 20.75 0 2.42 0 0 0
7 Feb 202.84 20.75 0 2.43 0 0 0
6 Feb 204.84 20.75 0 3.01 0 0 0
5 Feb 209.01 20.75 0 4.29 0 0 0
4 Feb 206.72 20.75 0 3.38 0 0 0
3 Feb 196.24 20.75 0 0.70 0 0 0
1 Feb 200.02 20.75 0 4.73 0 0 0


For Bhel - strike price 200 expiring on 24APR2025

Delta for 200 PE is -0.26

Historical price for 200 PE is as follows

On 8 Apr BHEL was trading at 210.94. The strike last trading price was 3.65, which was -2.9 lower than the previous day. The implied volatity was 49.12, the open interest changed by -22 which decreased total open position to 1202


On 7 Apr BHEL was trading at 207.70. The strike last trading price was 5.85, which was 3.25 higher than the previous day. The implied volatity was 56.70, the open interest changed by 284 which increased total open position to 1229


On 4 Apr BHEL was trading at 214.45. The strike last trading price was 2.55, which was 0.65 higher than the previous day. The implied volatity was 41.78, the open interest changed by -130 which decreased total open position to 946


On 3 Apr BHEL was trading at 218.68. The strike last trading price was 1.8, which was -1.3 lower than the previous day. The implied volatity was 42.23, the open interest changed by 266 which increased total open position to 1061


On 2 Apr BHEL was trading at 212.58. The strike last trading price was 3.05, which was -0.4 lower than the previous day. The implied volatity was 40.39, the open interest changed by 164 which increased total open position to 800


On 1 Apr BHEL was trading at 211.69. The strike last trading price was 3.35, which was 0.2 higher than the previous day. The implied volatity was 40.98, the open interest changed by 2 which increased total open position to 642


On 28 Mar BHEL was trading at 216.43. The strike last trading price was 3.15, which was -0.3 lower than the previous day. The implied volatity was 40.86, the open interest changed by 78 which increased total open position to 640


On 27 Mar BHEL was trading at 213.98. The strike last trading price was 3.4, which was -1.15 lower than the previous day. The implied volatity was 42.67, the open interest changed by 126 which increased total open position to 563


On 26 Mar BHEL was trading at 210.52. The strike last trading price was 4.65, which was 0.5 higher than the previous day. The implied volatity was 41.19, the open interest changed by -12 which decreased total open position to 435


On 25 Mar BHEL was trading at 213.60. The strike last trading price was 4.2, which was 0.8 higher than the previous day. The implied volatity was 42.11, the open interest changed by 84 which increased total open position to 446


On 24 Mar BHEL was trading at 217.54. The strike last trading price was 3.25, which was -0.95 lower than the previous day. The implied volatity was 43.39, the open interest changed by 128 which increased total open position to 359


On 21 Mar BHEL was trading at 211.95. The strike last trading price was 4.4, which was -1.7 lower than the previous day. The implied volatity was 39.18, the open interest changed by 45 which increased total open position to 230


On 20 Mar BHEL was trading at 206.54. The strike last trading price was 6.1, which was -0.55 lower than the previous day. The implied volatity was 38.68, the open interest changed by 12 which increased total open position to 187


On 19 Mar BHEL was trading at 205.69. The strike last trading price was 6.7, which was -0.65 lower than the previous day. The implied volatity was 38.09, the open interest changed by 18 which increased total open position to 168


On 18 Mar BHEL was trading at 203.88. The strike last trading price was 7.2, which was -4.1 lower than the previous day. The implied volatity was 39.17, the open interest changed by 51 which increased total open position to 149


On 17 Mar BHEL was trading at 195.43. The strike last trading price was 11.3, which was -1.15 lower than the previous day. The implied volatity was 39.14, the open interest changed by 22 which increased total open position to 97


On 13 Mar BHEL was trading at 193.33. The strike last trading price was 12.45, which was -1.4 lower than the previous day. The implied volatity was 38.58, the open interest changed by 0 which decreased total open position to 74


On 12 Mar BHEL was trading at 193.63. The strike last trading price was 13.85, which was 0.45 higher than the previous day. The implied volatity was 43.76, the open interest changed by 3 which increased total open position to 75


On 11 Mar BHEL was trading at 194.12. The strike last trading price was 13.7, which was -0.8 lower than the previous day. The implied volatity was 45.47, the open interest changed by 0 which decreased total open position to 72


On 10 Mar BHEL was trading at 192.11. The strike last trading price was 14.5, which was 3.9 higher than the previous day. The implied volatity was 41.39, the open interest changed by 30 which increased total open position to 71


On 7 Mar BHEL was trading at 196.95. The strike last trading price was 10.6, which was -0.9 lower than the previous day. The implied volatity was 36.16, the open interest changed by 3 which increased total open position to 41


On 6 Mar BHEL was trading at 198.40. The strike last trading price was 11.55, which was -0.65 lower than the previous day. The implied volatity was 39.84, the open interest changed by 2 which increased total open position to 36


On 5 Mar BHEL was trading at 196.06. The strike last trading price was 12.2, which was -3.1 lower than the previous day. The implied volatity was 39.81, the open interest changed by 26 which increased total open position to 33


On 4 Mar BHEL was trading at 192.75. The strike last trading price was 15.3, which was -8.95 lower than the previous day. The implied volatity was 43.00, the open interest changed by 0 which decreased total open position to 6


On 3 Mar BHEL was trading at 185.47. The strike last trading price was 24.25, which was 4.25 higher than the previous day. The implied volatity was 61.84, the open interest changed by 0 which decreased total open position to 5


On 28 Feb BHEL was trading at 179.17. The strike last trading price was 20, which was 3 higher than the previous day. The implied volatity was 27.36, the open interest changed by 4 which increased total open position to 4


On 27 Feb BHEL was trading at 187.44. The strike last trading price was 17, 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 26 Feb BHEL was trading at 194.20. The strike last trading price was 17, which was -3 lower than the previous day. The implied volatity was 50.39, the open interest changed by 1 which increased total open position to 3


On 25 Feb BHEL was trading at 194.61. The strike last trading price was 17, which was -3 lower than the previous day. The implied volatity was 50.39, the open interest changed by 0 which decreased total open position to 3


On 21 Feb BHEL was trading at 196.41. The strike last trading price was 20, 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 19 Feb BHEL was trading at 195.09. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 17 Feb BHEL was trading at 193.47. The strike last trading price was 20.75, 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 20.75, 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 20.75, which was 0 lower than the previous day. The implied volatity was 2.06, 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 20.75, which was 0 lower than the previous day. The implied volatity was 1.03, 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 20.75, which was 0 lower than the previous day. The implied volatity was 0.94, 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 20.75, which was 0 lower than the previous day. The implied volatity was 2.42, 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 20.75, which was 0 lower than the previous day. The implied volatity was 2.43, 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 20.75, which was 0 lower than the previous day. The implied volatity was 3.01, 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 20.75, which was 0 lower than the previous day. The implied volatity was 4.29, 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 20.75, which was 0 lower than the previous day. The implied volatity was 3.38, 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 20.75, which was 0 lower than the previous day. The implied volatity was 0.70, 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 20.75, which was 0 lower than the previous day. The implied volatity was 4.73, the open interest changed by 0 which decreased total open position to 0