BHEL
Bhel
Historical option data for BHEL
14 Nov 2024 04:12 PM IST
| BHEL 28NOV2024 200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.96
Vega: 0.04
Theta: -0.10
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 223.71 | 24.8 | -2.65 | 34.13 | 50 | 13 | 61 | |||
| 13 Nov | 222.56 | 27.45 | -4.90 | 73.90 | 28 | 3 | 48 | |||
|
|
||||||||||
| 12 Nov | 230.22 | 32.35 | -10.10 | 62.51 | 3 | 0 | 45 | |||
| 11 Nov | 239.22 | 42.45 | 0.45 | 83.72 | 6 | 2 | 45 | |||
| 8 Nov | 239.04 | 42 | -8.00 | 73.85 | 1 | 0 | 43 | |||
| 7 Nov | 244.29 | 50 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 6 Nov | 247.98 | 50 | 15.90 | 49.39 | 12 | 0 | 42 | |||
| 5 Nov | 235.25 | 34.1 | -2.05 | - | 5 | 1 | 42 | |||
| 4 Nov | 233.39 | 36.15 | -5.10 | 52.74 | 50 | 28 | 39 | |||
| 1 Nov | 241.97 | 41.25 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 31 Oct | 239.00 | 41.25 | 3.20 | - | 2 | -1 | 11 | |||
| 30 Oct | 236.60 | 38.05 | 0.25 | - | 6 | -1 | 12 | |||
| 29 Oct | 235.00 | 37.8 | 1.90 | - | 16 | -1 | 13 | |||
| 28 Oct | 229.75 | 35.9 | -61.45 | - | 51 | 14 | 14 | |||
| 25 Oct | 216.85 | 97.35 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 227.30 | 97.35 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 223.70 | 97.35 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 232.80 | 97.35 | - | 0 | 0 | 0 | ||||
For Bhel - strike price 200 expiring on 28NOV2024
Delta for 200 CE is 0.96
Historical price for 200 CE is as follows
On 14 Nov BHEL was trading at 223.71. The strike last trading price was 24.8, which was -2.65 lower than the previous day. The implied volatity was 34.13, the open interest changed by 13 which increased total open position to 61
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 27.45, which was -4.90 lower than the previous day. The implied volatity was 73.90, the open interest changed by 3 which increased total open position to 48
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 32.35, which was -10.10 lower than the previous day. The implied volatity was 62.51, the open interest changed by 0 which decreased total open position to 45
On 11 Nov BHEL was trading at 239.22. The strike last trading price was 42.45, which was 0.45 higher than the previous day. The implied volatity was 83.72, the open interest changed by 2 which increased total open position to 45
On 8 Nov BHEL was trading at 239.04. The strike last trading price was 42, which was -8.00 lower than the previous day. The implied volatity was 73.85, the open interest changed by 0 which decreased total open position to 43
On 7 Nov BHEL was trading at 244.29. The strike last trading price was 50, which was 0.00 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 Nov BHEL was trading at 247.98. The strike last trading price was 50, which was 15.90 higher than the previous day. The implied volatity was 49.39, the open interest changed by 0 which decreased total open position to 42
On 5 Nov BHEL was trading at 235.25. The strike last trading price was 34.1, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 42
On 4 Nov BHEL was trading at 233.39. The strike last trading price was 36.15, which was -5.10 lower than the previous day. The implied volatity was 52.74, the open interest changed by 28 which increased total open position to 39
On 1 Nov BHEL was trading at 241.97. The strike last trading price was 41.25, 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 31 Oct BHEL was trading at 239.00. The strike last trading price was 41.25, which was 3.20 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 38.05, which was 0.25 higher 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 37.8, which was 1.90 higher 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 35.9, which was -61.45 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 97.35, 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 24 Oct BHEL was trading at 227.30. The strike last trading price was 97.35, 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 97.35, 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 22 Oct BHEL was trading at 232.80. The strike last trading price was 97.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BHEL 28NOV2024 200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 0.07
Theta: -0.11
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 223.71 | 0.85 | -0.30 | 45.54 | 1,052 | 41 | 1,256 |
| 13 Nov | 222.56 | 1.15 | 0.50 | 46.11 | 2,256 | 380 | 1,223 |
| 12 Nov | 230.22 | 0.65 | 0.20 | 46.18 | 246 | 20 | 847 |
| 11 Nov | 239.22 | 0.45 | -0.10 | 49.76 | 197 | 5 | 827 |
| 8 Nov | 239.04 | 0.55 | 0.05 | 47.61 | 245 | 15 | 822 |
| 7 Nov | 244.29 | 0.5 | 0.00 | 50.97 | 258 | 19 | 806 |
| 6 Nov | 247.98 | 0.5 | -0.80 | 52.78 | 626 | -136 | 787 |
| 5 Nov | 235.25 | 1.3 | -0.30 | 51.76 | 701 | 140 | 924 |
| 4 Nov | 233.39 | 1.6 | 0.30 | 51.91 | 988 | 46 | 784 |
| 1 Nov | 241.97 | 1.3 | -0.45 | 53.94 | 134 | 3 | 737 |
| 31 Oct | 239.00 | 1.75 | 0.15 | - | 517 | 176 | 732 |
| 30 Oct | 236.60 | 1.6 | 0.15 | - | 501 | 122 | 552 |
| 29 Oct | 235.00 | 1.45 | -1.45 | - | 816 | -29 | 418 |
| 28 Oct | 229.75 | 2.9 | -4.00 | - | 1,770 | 196 | 442 |
| 25 Oct | 216.85 | 6.9 | 2.35 | - | 503 | 86 | 246 |
| 24 Oct | 227.30 | 4.55 | -1.35 | - | 113 | 22 | 161 |
| 23 Oct | 223.70 | 5.9 | 2.90 | - | 356 | 149 | 151 |
| 22 Oct | 232.80 | 3 | - | 8 | 1 | 1 | |
For Bhel - strike price 200 expiring on 28NOV2024
Delta for 200 PE is -0.09
Historical price for 200 PE is as follows
On 14 Nov BHEL was trading at 223.71. The strike last trading price was 0.85, which was -0.30 lower than the previous day. The implied volatity was 45.54, the open interest changed by 41 which increased total open position to 1256
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 1.15, which was 0.50 higher than the previous day. The implied volatity was 46.11, the open interest changed by 380 which increased total open position to 1223
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 0.65, which was 0.20 higher than the previous day. The implied volatity was 46.18, the open interest changed by 20 which increased total open position to 847
On 11 Nov BHEL was trading at 239.22. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 49.76, the open interest changed by 5 which increased total open position to 827
On 8 Nov BHEL was trading at 239.04. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 47.61, the open interest changed by 15 which increased total open position to 822
On 7 Nov BHEL was trading at 244.29. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 50.97, the open interest changed by 19 which increased total open position to 806
On 6 Nov BHEL was trading at 247.98. The strike last trading price was 0.5, which was -0.80 lower than the previous day. The implied volatity was 52.78, the open interest changed by -136 which decreased total open position to 787
On 5 Nov BHEL was trading at 235.25. The strike last trading price was 1.3, which was -0.30 lower than the previous day. The implied volatity was 51.76, the open interest changed by 140 which increased total open position to 924
On 4 Nov BHEL was trading at 233.39. The strike last trading price was 1.6, which was 0.30 higher than the previous day. The implied volatity was 51.91, the open interest changed by 46 which increased total open position to 784
On 1 Nov BHEL was trading at 241.97. The strike last trading price was 1.3, which was -0.45 lower than the previous day. The implied volatity was 53.94, the open interest changed by 3 which increased total open position to 737
On 31 Oct BHEL was trading at 239.00. The strike last trading price was 1.75, which was 0.15 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 1.6, which was 0.15 higher 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 1.45, which was -1.45 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 2.9, which was -4.00 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 6.9, which was 2.35 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 4.55, which was -1.35 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 5.9, which was 2.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BHEL was trading at 232.80. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
