BHEL
Bhel
Historical option data for BHEL
20 Dec 2024 04:12 PM IST
| BHEL 26DEC2024 200 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 235.30 | 43 | 0.90 | - | 4 | 0 | 8 | |||
| 19 Dec | 242.25 | 42.1 | -0.15 | - | 2 | 0 | 10 | |||
| 18 Dec | 239.85 | 42.25 | 1.80 | - | 3 | 1 | 8 | |||
| 17 Dec | 242.35 | 40.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 247.60 | 40.45 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 13 Dec | 242.75 | 40.45 | -4.55 | - | 2 | 0 | 8 | |||
| 12 Dec | 244.50 | 45 | -6.30 | - | 1 | 0 | 7 | |||
| 11 Dec | 253.70 | 51.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 248.60 | 51.3 | 0.30 | - | 2 | 0 | 7 | |||
| 9 Dec | 249.55 | 51 | -0.20 | - | 4 | 0 | 7 | |||
| 6 Dec | 249.05 | 51.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 251.80 | 51.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 4 Dec | 251.35 | 51.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 252.35 | 51.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 249.65 | 51.2 | 0.00 | 0.00 | 0 | -5 | 0 | |||
| 29 Nov | 251.09 | 51.2 | -2.80 | - | 6 | -3 | 9 | |||
| 28 Nov | 252.49 | 54 | 5.30 | - | 4 | 1 | 12 | |||
| 27 Nov | 247.66 | 48.7 | 2.70 | - | 2 | 0 | 9 | |||
| 26 Nov | 243.97 | 46 | -0.50 | 51.67 | 4 | 2 | 8 | |||
| 25 Nov | 241.22 | 46.5 | 8.50 | 58.10 | 1 | 1 | 5 | |||
| 22 Nov | 234.39 | 38 | 6.75 | 41.70 | 12 | 1 | 5 | |||
| 21 Nov | 227.94 | 31.25 | 1.25 | 37.41 | 7 | 2 | 4 | |||
| 20 Nov | 225.88 | 30 | 0.00 | 44.50 | 4 | 1 | 2 | |||
| 19 Nov | 225.88 | 30 | 4.00 | 44.50 | 4 | 1 | 2 | |||
| 18 Nov | 222.67 | 26 | -61.50 | 33.23 | 1 | 0 | 0 | |||
| 14 Nov | 223.71 | 87.5 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 222.56 | 87.5 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 230.22 | 87.5 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 247.98 | 87.5 | 87.50 | - | 0 | 0 | 0 | |||
| 21 Oct | 247.65 | 0 | - | 0 | 0 | 0 | ||||
For Bhel - strike price 200 expiring on 26DEC2024
Delta for 200 CE is -
Historical price for 200 CE is as follows
On 20 Dec BHEL was trading at 235.30. The strike last trading price was 43, which was 0.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 19 Dec BHEL was trading at 242.25. The strike last trading price was 42.1, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 18 Dec BHEL was trading at 239.85. The strike last trading price was 42.25, which was 1.80 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8
On 17 Dec BHEL was trading at 242.35. The strike last trading price was 40.45, 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 16 Dec BHEL was trading at 247.60. The strike last trading price was 40.45, which was 0.00 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 13 Dec BHEL was trading at 242.75. The strike last trading price was 40.45, which was -4.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 12 Dec BHEL was trading at 244.50. The strike last trading price was 45, which was -6.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 11 Dec BHEL was trading at 253.70. The strike last trading price was 51.3, 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 10 Dec BHEL was trading at 248.60. The strike last trading price was 51.3, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 9 Dec BHEL was trading at 249.55. The strike last trading price was 51, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 6 Dec BHEL was trading at 249.05. The strike last trading price was 51.2, 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 Dec BHEL was trading at 251.80. The strike last trading price was 51.2, 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 4 Dec BHEL was trading at 251.35. The strike last trading price was 51.2, 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 3 Dec BHEL was trading at 252.35. The strike last trading price was 51.2, 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 2 Dec BHEL was trading at 249.65. The strike last trading price was 51.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 29 Nov BHEL was trading at 251.09. The strike last trading price was 51.2, which was -2.80 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 9
On 28 Nov BHEL was trading at 252.49. The strike last trading price was 54, which was 5.30 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 12
On 27 Nov BHEL was trading at 247.66. The strike last trading price was 48.7, which was 2.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 26 Nov BHEL was trading at 243.97. The strike last trading price was 46, which was -0.50 lower than the previous day. The implied volatity was 51.67, the open interest changed by 2 which increased total open position to 8
On 25 Nov BHEL was trading at 241.22. The strike last trading price was 46.5, which was 8.50 higher than the previous day. The implied volatity was 58.10, the open interest changed by 1 which increased total open position to 5
On 22 Nov BHEL was trading at 234.39. The strike last trading price was 38, which was 6.75 higher than the previous day. The implied volatity was 41.70, the open interest changed by 1 which increased total open position to 5
On 21 Nov BHEL was trading at 227.94. The strike last trading price was 31.25, which was 1.25 higher than the previous day. The implied volatity was 37.41, the open interest changed by 2 which increased total open position to 4
On 20 Nov BHEL was trading at 225.88. The strike last trading price was 30, which was 0.00 lower than the previous day. The implied volatity was 44.50, the open interest changed by 1 which increased total open position to 2
On 19 Nov BHEL was trading at 225.88. The strike last trading price was 30, which was 4.00 higher than the previous day. The implied volatity was 44.50, the open interest changed by 1 which increased total open position to 2
On 18 Nov BHEL was trading at 222.67. The strike last trading price was 26, which was -61.50 lower than the previous day. The implied volatity was 33.23, the open interest changed by 0 which decreased total open position to 0
On 14 Nov BHEL was trading at 223.71. The strike last trading price was 87.5, 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 13 Nov BHEL was trading at 222.56. The strike last trading price was 87.5, 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 12 Nov BHEL was trading at 230.22. The strike last trading price was 87.5, 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 6 Nov BHEL was trading at 247.98. The strike last trading price was 87.5, which was 87.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Oct BHEL was trading at 247.65. 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 26DEC2024 200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 235.30 | 0.15 | 0.00 | - | 113 | -55 | 406 |
| 19 Dec | 242.25 | 0.15 | -0.05 | - | 97 | -6 | 462 |
| 18 Dec | 239.85 | 0.2 | 0.05 | - | 147 | -73 | 468 |
| 17 Dec | 242.35 | 0.15 | 0.00 | - | 59 | -38 | 542 |
| 16 Dec | 247.60 | 0.15 | -0.05 | - | 32 | 2 | 580 |
| 13 Dec | 242.75 | 0.2 | -0.05 | 52.92 | 263 | 53 | 579 |
| 12 Dec | 244.50 | 0.25 | 0.00 | 54.35 | 94 | -5 | 526 |
| 11 Dec | 253.70 | 0.25 | 0.00 | - | 78 | 7 | 543 |
| 10 Dec | 248.60 | 0.25 | -0.05 | - | 80 | 1 | 536 |
| 9 Dec | 249.55 | 0.3 | -0.05 | - | 121 | 20 | 536 |
| 6 Dec | 249.05 | 0.35 | 0.05 | 52.11 | 242 | 9 | 516 |
| 5 Dec | 251.80 | 0.3 | 0.05 | 51.92 | 291 | -65 | 506 |
| 4 Dec | 251.35 | 0.25 | -0.05 | 48.91 | 44 | -21 | 573 |
| 3 Dec | 252.35 | 0.3 | -0.15 | 49.71 | 187 | -11 | 591 |
| 2 Dec | 249.65 | 0.45 | -0.05 | 50.48 | 136 | 14 | 604 |
| 29 Nov | 251.09 | 0.5 | -0.05 | 49.48 | 218 | 28 | 588 |
| 28 Nov | 252.49 | 0.55 | -0.05 | 51.06 | 253 | 78 | 562 |
| 27 Nov | 247.66 | 0.6 | -0.10 | 47.55 | 131 | 39 | 483 |
| 26 Nov | 243.97 | 0.7 | -0.25 | 45.07 | 153 | 7 | 444 |
| 25 Nov | 241.22 | 0.95 | -0.45 | 47.22 | 363 | 247 | 435 |
| 22 Nov | 234.39 | 1.4 | -1.00 | 43.98 | 327 | 83 | 271 |
| 21 Nov | 227.94 | 2.4 | -0.15 | 44.78 | 335 | 128 | 188 |
| 20 Nov | 225.88 | 2.55 | 0.00 | 42.01 | 101 | 39 | 58 |
| 19 Nov | 225.88 | 2.55 | -0.75 | 42.01 | 101 | 37 | 58 |
| 18 Nov | 222.67 | 3.3 | 1.60 | 43.19 | 25 | 17 | 21 |
| 14 Nov | 223.71 | 1.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 222.56 | 1.7 | 0.00 | 0.00 | 0 | 2 | 0 |
| 12 Nov | 230.22 | 1.7 | 0.25 | 37.36 | 2 | 1 | 3 |
| 6 Nov | 247.98 | 1.45 | 1.45 | 45.44 | 5 | 1 | 2 |
| 21 Oct | 247.65 | 0 | - | 0 | 0 | 0 | |
For Bhel - strike price 200 expiring on 26DEC2024
Delta for 200 PE is -
Historical price for 200 PE is as follows
On 20 Dec BHEL was trading at 235.30. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -55 which decreased total open position to 406
On 19 Dec BHEL was trading at 242.25. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 462
On 18 Dec BHEL was trading at 239.85. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -73 which decreased total open position to 468
On 17 Dec BHEL was trading at 242.35. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -38 which decreased total open position to 542
On 16 Dec BHEL was trading at 247.60. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 580
On 13 Dec BHEL was trading at 242.75. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 52.92, the open interest changed by 53 which increased total open position to 579
On 12 Dec BHEL was trading at 244.50. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 54.35, the open interest changed by -5 which decreased total open position to 526
On 11 Dec BHEL was trading at 253.70. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 543
On 10 Dec BHEL was trading at 248.60. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 536
On 9 Dec BHEL was trading at 249.55. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 536
On 6 Dec BHEL was trading at 249.05. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 52.11, the open interest changed by 9 which increased total open position to 516
On 5 Dec BHEL was trading at 251.80. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 51.92, the open interest changed by -65 which decreased total open position to 506
On 4 Dec BHEL was trading at 251.35. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 48.91, the open interest changed by -21 which decreased total open position to 573
On 3 Dec BHEL was trading at 252.35. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 49.71, the open interest changed by -11 which decreased total open position to 591
On 2 Dec BHEL was trading at 249.65. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 50.48, the open interest changed by 14 which increased total open position to 604
On 29 Nov BHEL was trading at 251.09. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 49.48, the open interest changed by 28 which increased total open position to 588
On 28 Nov BHEL was trading at 252.49. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 51.06, the open interest changed by 78 which increased total open position to 562
On 27 Nov BHEL was trading at 247.66. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 47.55, the open interest changed by 39 which increased total open position to 483
On 26 Nov BHEL was trading at 243.97. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 45.07, the open interest changed by 7 which increased total open position to 444
On 25 Nov BHEL was trading at 241.22. The strike last trading price was 0.95, which was -0.45 lower than the previous day. The implied volatity was 47.22, the open interest changed by 247 which increased total open position to 435
On 22 Nov BHEL was trading at 234.39. The strike last trading price was 1.4, which was -1.00 lower than the previous day. The implied volatity was 43.98, the open interest changed by 83 which increased total open position to 271
On 21 Nov BHEL was trading at 227.94. The strike last trading price was 2.4, which was -0.15 lower than the previous day. The implied volatity was 44.78, the open interest changed by 128 which increased total open position to 188
On 20 Nov BHEL was trading at 225.88. The strike last trading price was 2.55, which was 0.00 lower than the previous day. The implied volatity was 42.01, the open interest changed by 39 which increased total open position to 58
On 19 Nov BHEL was trading at 225.88. The strike last trading price was 2.55, which was -0.75 lower than the previous day. The implied volatity was 42.01, the open interest changed by 37 which increased total open position to 58
On 18 Nov BHEL was trading at 222.67. The strike last trading price was 3.3, which was 1.60 higher than the previous day. The implied volatity was 43.19, the open interest changed by 17 which increased total open position to 21
On 14 Nov BHEL was trading at 223.71. The strike last trading price was 1.7, 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 1.7, which was 0.00 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 12 Nov BHEL was trading at 230.22. The strike last trading price was 1.7, which was 0.25 higher than the previous day. The implied volatity was 37.36, the open interest changed by 1 which increased total open position to 3
On 6 Nov BHEL was trading at 247.98. The strike last trading price was 1.45, which was 1.45 higher than the previous day. The implied volatity was 45.44, the open interest changed by 1 which increased total open position to 2
On 21 Oct BHEL was trading at 247.65. 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
