BHEL
Bhel
Historical option data for BHEL
08 Apr 2025 04:02 PM IST
| BHEL 24APR2025 205 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 0.16
Theta: -0.27
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 210.94 | 12.35 | 1.1 | 47.02 | 524 | -135 | 284 | |||
| 7 Apr | 207.70 | 11.85 | -1.75 | 52.46 | 3,405 | 274 | 421 | |||
| 4 Apr | 214.45 | 13.55 | -3.85 | 35.82 | 118 | -5 | 146 | |||
| 3 Apr | 218.68 | 18.65 | 5.55 | 41.12 | 143 | 2 | 152 | |||
| 2 Apr | 212.58 | 12.95 | -0.05 | 38.38 | 230 | 21 | 152 | |||
| 1 Apr | 211.69 | 13.25 | -2.6 | 39.97 | 109 | 1 | 130 | |||
| 28 Mar | 216.43 | 15.6 | -0.15 | 37.59 | 322 | 5 | 129 | |||
| 27 Mar | 213.98 | 17.25 | 3.75 | 41.93 | 331 | 7 | 125 | |||
| 26 Mar | 210.52 | 13.35 | -2.2 | 40.54 | 276 | 41 | 117 | |||
| 25 Mar | 213.60 | 15.55 | -3.45 | 41.31 | 41 | -10 | 76 | |||
| 24 Mar | 217.54 | 19.05 | 5.3 | 37.11 | 59 | -10 | 85 | |||
| 21 Mar | 211.95 | 13.4 | 2 | 32.58 | 143 | -35 | 94 | |||
| 20 Mar | 206.54 | 11.35 | 0 | 38.13 | 141 | 58 | 129 | |||
| 19 Mar | 205.69 | 10.5 | 0.05 | 37.03 | 160 | 30 | 70 | |||
| 18 Mar | 203.88 | 10.5 | 3.5 | 38.15 | 51 | 22 | 38 | |||
| 17 Mar | 195.43 | 7 | 0.8 | 40.52 | 7 | 2 | 15 | |||
| 13 Mar | 193.33 | 6.2 | -0.5 | 37.81 | 4 | 0 | 12 | |||
| 12 Mar | 193.63 | 6.7 | -0.15 | 39.10 | 19 | 8 | 12 | |||
| 11 Mar | 194.12 | 6.85 | -3.3 | 37.02 | 3 | 2 | 3 | |||
| 10 Mar | 192.11 | 10.15 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 7 Mar | 196.95 | 10.15 | 0 | 0.00 | 0 | 1 | 0 | |||
| 6 Mar | 198.40 | 10.15 | -0.05 | 42.95 | 1 | 0 | 0 | |||
| 5 Mar | 196.06 | 10.2 | 0 | 2.83 | 0 | 0 | 0 | |||
| 4 Mar | 192.75 | 10.2 | 0 | 4.23 | 0 | 0 | 0 | |||
| 3 Mar | 185.47 | 10.2 | 0 | 6.41 | 0 | 0 | 0 | |||
For Bhel - strike price 205 expiring on 24APR2025
Delta for 205 CE is 0.66
Historical price for 205 CE is as follows
On 8 Apr BHEL was trading at 210.94. The strike last trading price was 12.35, which was 1.1 higher than the previous day. The implied volatity was 47.02, the open interest changed by -135 which decreased total open position to 284
On 7 Apr BHEL was trading at 207.70. The strike last trading price was 11.85, which was -1.75 lower than the previous day. The implied volatity was 52.46, the open interest changed by 274 which increased total open position to 421
On 4 Apr BHEL was trading at 214.45. The strike last trading price was 13.55, which was -3.85 lower than the previous day. The implied volatity was 35.82, the open interest changed by -5 which decreased total open position to 146
On 3 Apr BHEL was trading at 218.68. The strike last trading price was 18.65, which was 5.55 higher than the previous day. The implied volatity was 41.12, the open interest changed by 2 which increased total open position to 152
On 2 Apr BHEL was trading at 212.58. The strike last trading price was 12.95, which was -0.05 lower than the previous day. The implied volatity was 38.38, the open interest changed by 21 which increased total open position to 152
On 1 Apr BHEL was trading at 211.69. The strike last trading price was 13.25, which was -2.6 lower than the previous day. The implied volatity was 39.97, the open interest changed by 1 which increased total open position to 130
On 28 Mar BHEL was trading at 216.43. The strike last trading price was 15.6, which was -0.15 lower than the previous day. The implied volatity was 37.59, the open interest changed by 5 which increased total open position to 129
On 27 Mar BHEL was trading at 213.98. The strike last trading price was 17.25, which was 3.75 higher than the previous day. The implied volatity was 41.93, the open interest changed by 7 which increased total open position to 125
On 26 Mar BHEL was trading at 210.52. The strike last trading price was 13.35, which was -2.2 lower than the previous day. The implied volatity was 40.54, the open interest changed by 41 which increased total open position to 117
On 25 Mar BHEL was trading at 213.60. The strike last trading price was 15.55, which was -3.45 lower than the previous day. The implied volatity was 41.31, the open interest changed by -10 which decreased total open position to 76
On 24 Mar BHEL was trading at 217.54. The strike last trading price was 19.05, which was 5.3 higher than the previous day. The implied volatity was 37.11, the open interest changed by -10 which decreased total open position to 85
On 21 Mar BHEL was trading at 211.95. The strike last trading price was 13.4, which was 2 higher than the previous day. The implied volatity was 32.58, the open interest changed by -35 which decreased total open position to 94
On 20 Mar BHEL was trading at 206.54. The strike last trading price was 11.35, which was 0 lower than the previous day. The implied volatity was 38.13, the open interest changed by 58 which increased total open position to 129
On 19 Mar BHEL was trading at 205.69. The strike last trading price was 10.5, which was 0.05 higher than the previous day. The implied volatity was 37.03, the open interest changed by 30 which increased total open position to 70
On 18 Mar BHEL was trading at 203.88. The strike last trading price was 10.5, which was 3.5 higher than the previous day. The implied volatity was 38.15, the open interest changed by 22 which increased total open position to 38
On 17 Mar BHEL was trading at 195.43. The strike last trading price was 7, which was 0.8 higher than the previous day. The implied volatity was 40.52, the open interest changed by 2 which increased total open position to 15
On 13 Mar BHEL was trading at 193.33. The strike last trading price was 6.2, which was -0.5 lower than the previous day. The implied volatity was 37.81, the open interest changed by 0 which decreased total open position to 12
On 12 Mar BHEL was trading at 193.63. The strike last trading price was 6.7, which was -0.15 lower than the previous day. The implied volatity was 39.10, the open interest changed by 8 which increased total open position to 12
On 11 Mar BHEL was trading at 194.12. The strike last trading price was 6.85, which was -3.3 lower than the previous day. The implied volatity was 37.02, the open interest changed by 2 which increased total open position to 3
On 10 Mar BHEL was trading at 192.11. The strike last trading price was 10.15, 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 10.15, 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 10.15, which was -0.05 lower than the previous day. The implied volatity was 42.95, 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 10.2, which was 0 lower than the previous day. The implied volatity was 2.83, 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 10.2, which was 0 lower than the previous day. The implied volatity was 4.23, 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 10.2, which was 0 lower than the previous day. The implied volatity was 6.41, the open interest changed by 0 which decreased total open position to 0
| BHEL 24APR2025 205 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 0.16
Theta: -0.22
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 210.94 | 5.1 | -2.95 | 47.61 | 1,112 | 48 | 934 |
| 7 Apr | 207.70 | 7.55 | 3.7 | 54.71 | 3,019 | 269 | 885 |
| 4 Apr | 214.45 | 3.75 | 0.95 | 40.76 | 2,410 | -62 | 616 |
| 3 Apr | 218.68 | 2.55 | -1.85 | 40.36 | 1,297 | 194 | 689 |
| 2 Apr | 212.58 | 4.4 | -0.5 | 39.37 | 1,370 | -27 | 508 |
| 1 Apr | 211.69 | 4.85 | 0.5 | 40.48 | 1,450 | 48 | 540 |
| 28 Mar | 216.43 | 4.3 | -0.5 | 39.43 | 2,474 | 136 | 492 |
| 27 Mar | 213.98 | 4.5 | -1.75 | 40.97 | 594 | 73 | 361 |
| 26 Mar | 210.52 | 6.25 | 0.7 | 40.19 | 449 | 19 | 289 |
| 25 Mar | 213.60 | 5.6 | 1.05 | 40.98 | 371 | 51 | 271 |
| 24 Mar | 217.54 | 4.3 | -1.7 | 42.06 | 428 | 132 | 222 |
| 21 Mar | 211.95 | 6.25 | -1.85 | 39.75 | 58 | 7 | 87 |
| 20 Mar | 206.54 | 8.1 | -0.4 | 38.15 | 79 | 34 | 79 |
| 19 Mar | 205.69 | 8.9 | -0.6 | 38.65 | 53 | 35 | 45 |
| 18 Mar | 203.88 | 9.45 | -3.3 | 38.96 | 15 | 10 | 11 |
| 17 Mar | 195.43 | 12.75 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 193.33 | 12.75 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 193.63 | 12.75 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 194.12 | 12.75 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 192.11 | 12.75 | 0 | 0.00 | 0 | 1 | 0 |
| 7 Mar | 196.95 | 12.75 | -12.75 | 33.76 | 1 | 0 | 0 |
| 6 Mar | 198.40 | 25.5 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 196.06 | 25.5 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 192.75 | 25.5 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 185.47 | 25.5 | 0 | - | 0 | 0 | 0 |
For Bhel - strike price 205 expiring on 24APR2025
Delta for 205 PE is -0.34
Historical price for 205 PE is as follows
On 8 Apr BHEL was trading at 210.94. The strike last trading price was 5.1, which was -2.95 lower than the previous day. The implied volatity was 47.61, the open interest changed by 48 which increased total open position to 934
On 7 Apr BHEL was trading at 207.70. The strike last trading price was 7.55, which was 3.7 higher than the previous day. The implied volatity was 54.71, the open interest changed by 269 which increased total open position to 885
On 4 Apr BHEL was trading at 214.45. The strike last trading price was 3.75, which was 0.95 higher than the previous day. The implied volatity was 40.76, the open interest changed by -62 which decreased total open position to 616
On 3 Apr BHEL was trading at 218.68. The strike last trading price was 2.55, which was -1.85 lower than the previous day. The implied volatity was 40.36, the open interest changed by 194 which increased total open position to 689
On 2 Apr BHEL was trading at 212.58. The strike last trading price was 4.4, which was -0.5 lower than the previous day. The implied volatity was 39.37, the open interest changed by -27 which decreased total open position to 508
On 1 Apr BHEL was trading at 211.69. The strike last trading price was 4.85, which was 0.5 higher than the previous day. The implied volatity was 40.48, the open interest changed by 48 which increased total open position to 540
On 28 Mar BHEL was trading at 216.43. The strike last trading price was 4.3, which was -0.5 lower than the previous day. The implied volatity was 39.43, the open interest changed by 136 which increased total open position to 492
On 27 Mar BHEL was trading at 213.98. The strike last trading price was 4.5, which was -1.75 lower than the previous day. The implied volatity was 40.97, the open interest changed by 73 which increased total open position to 361
On 26 Mar BHEL was trading at 210.52. The strike last trading price was 6.25, which was 0.7 higher than the previous day. The implied volatity was 40.19, the open interest changed by 19 which increased total open position to 289
On 25 Mar BHEL was trading at 213.60. The strike last trading price was 5.6, which was 1.05 higher than the previous day. The implied volatity was 40.98, the open interest changed by 51 which increased total open position to 271
On 24 Mar BHEL was trading at 217.54. The strike last trading price was 4.3, which was -1.7 lower than the previous day. The implied volatity was 42.06, the open interest changed by 132 which increased total open position to 222
On 21 Mar BHEL was trading at 211.95. The strike last trading price was 6.25, which was -1.85 lower than the previous day. The implied volatity was 39.75, the open interest changed by 7 which increased total open position to 87
On 20 Mar BHEL was trading at 206.54. The strike last trading price was 8.1, which was -0.4 lower than the previous day. The implied volatity was 38.15, the open interest changed by 34 which increased total open position to 79
On 19 Mar BHEL was trading at 205.69. The strike last trading price was 8.9, which was -0.6 lower than the previous day. The implied volatity was 38.65, the open interest changed by 35 which increased total open position to 45
On 18 Mar BHEL was trading at 203.88. The strike last trading price was 9.45, which was -3.3 lower than the previous day. The implied volatity was 38.96, the open interest changed by 10 which increased total open position to 11
On 17 Mar BHEL was trading at 195.43. The strike last trading price was 12.75, 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 13 Mar BHEL was trading at 193.33. The strike last trading price was 12.75, 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 12 Mar BHEL was trading at 193.63. The strike last trading price was 12.75, 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 11 Mar BHEL was trading at 194.12. The strike last trading price was 12.75, 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 12.75, 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 7 Mar BHEL was trading at 196.95. The strike last trading price was 12.75, which was -12.75 lower than the previous day. The implied volatity was 33.76, 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 25.5, 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 Mar BHEL was trading at 196.06. The strike last trading price was 25.5, 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 Mar BHEL was trading at 192.75. The strike last trading price was 25.5, 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 25.5, 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
