BHEL
Bhel
Historical option data for BHEL
20 Dec 2024 04:12 PM IST
| BHEL 26DEC2024 205 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 235.30 | 42.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 242.25 | 42.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 239.85 | 42.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 242.35 | 42.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 247.60 | 42.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 242.75 | 42.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 244.50 | 42.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 253.70 | 42.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 248.60 | 42.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 249.55 | 42.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 249.05 | 42.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 251.80 | 42.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 251.35 | 42.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 252.35 | 42.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 249.65 | 42.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 251.09 | 42.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 252.49 | 42.8 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 247.66 | 42.8 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 243.97 | 42.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 241.22 | 42.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 234.39 | 42.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 227.94 | 42.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 20 Nov | 225.88 | 42.8 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 225.88 | 42.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 222.67 | 42.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 223.71 | 42.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 222.56 | 42.8 | 42.80 | - | 0 | 0 | 0 | |||
| 12 Nov | 230.22 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 247.98 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Bhel - strike price 205 expiring on 26DEC2024
Delta for 205 CE is 0.00
Historical price for 205 CE is as follows
On 20 Dec BHEL was trading at 235.30. The strike last trading price was 42.8, 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 19 Dec BHEL was trading at 242.25. The strike last trading price was 42.8, 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 18 Dec BHEL was trading at 239.85. The strike last trading price was 42.8, 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 17 Dec BHEL was trading at 242.35. The strike last trading price was 42.8, 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 42.8, 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 Dec BHEL was trading at 242.75. The strike last trading price was 42.8, 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 Dec BHEL was trading at 244.50. The strike last trading price was 42.8, 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 Dec BHEL was trading at 253.70. The strike last trading price was 42.8, 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 42.8, 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 9 Dec BHEL was trading at 249.55. The strike last trading price was 42.8, 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 Dec BHEL was trading at 249.05. The strike last trading price was 42.8, 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 42.8, 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 42.8, 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 42.8, 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 42.8, 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 29 Nov BHEL was trading at 251.09. The strike last trading price was 42.8, 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 28 Nov BHEL was trading at 252.49. The strike last trading price was 42.8, 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 27 Nov BHEL was trading at 247.66. The strike last trading price was 42.8, 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 26 Nov BHEL was trading at 243.97. The strike last trading price was 42.8, 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 25 Nov BHEL was trading at 241.22. The strike last trading price was 42.8, 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 22 Nov BHEL was trading at 234.39. The strike last trading price was 42.8, 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 21 Nov BHEL was trading at 227.94. The strike last trading price was 42.8, 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 20 Nov BHEL was trading at 225.88. The strike last trading price was 42.8, 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 19 Nov BHEL was trading at 225.88. The strike last trading price was 42.8, 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 18 Nov BHEL was trading at 222.67. The strike last trading price was 42.8, 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 14 Nov BHEL was trading at 223.71. The strike last trading price was 42.8, 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 42.8, which was 42.80 higher 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 0, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| BHEL 26DEC2024 205 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.02
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 235.30 | 0.15 | 0.05 | 56.65 | 4 | 0 | 176 |
| 19 Dec | 242.25 | 0.1 | -0.05 | - | 75 | 0 | 177 |
| 18 Dec | 239.85 | 0.15 | 0.00 | 53.73 | 4 | -2 | 178 |
| 17 Dec | 242.35 | 0.15 | -0.05 | - | 3 | -1 | 182 |
| 16 Dec | 247.60 | 0.2 | 0.00 | - | 2 | 0 | 183 |
| 13 Dec | 242.75 | 0.2 | -0.10 | 47.21 | 56 | 2 | 183 |
| 12 Dec | 244.50 | 0.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 253.70 | 0.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 248.60 | 0.3 | 0.00 | 0.00 | 0 | -4 | 0 |
| 9 Dec | 249.55 | 0.3 | 0.00 | 49.98 | 18 | -4 | 181 |
| 6 Dec | 249.05 | 0.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 251.80 | 0.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 251.35 | 0.3 | -0.05 | 45.90 | 17 | 0 | 185 |
| 3 Dec | 252.35 | 0.35 | -0.15 | 46.54 | 120 | 9 | 187 |
| 2 Dec | 249.65 | 0.5 | -0.10 | 46.84 | 205 | 136 | 180 |
| 29 Nov | 251.09 | 0.6 | 0.10 | 46.88 | 107 | 18 | 43 |
| 28 Nov | 252.49 | 0.5 | -0.20 | 45.87 | 9 | 1 | 24 |
| 27 Nov | 247.66 | 0.7 | -0.25 | 44.61 | 7 | -4 | 23 |
| 26 Nov | 243.97 | 0.95 | -0.20 | 43.56 | 21 | 4 | 27 |
| 25 Nov | 241.22 | 1.15 | -1.85 | 44.67 | 14 | 5 | 22 |
| 22 Nov | 234.39 | 3 | -0.10 | 49.92 | 12 | 7 | 24 |
| 21 Nov | 227.94 | 3.1 | -0.10 | 43.38 | 13 | 4 | 16 |
| 20 Nov | 225.88 | 3.2 | 0.00 | 40.15 | 1 | 0 | 12 |
| 19 Nov | 225.88 | 3.2 | -0.90 | 40.15 | 1 | 0 | 12 |
| 18 Nov | 222.67 | 4.1 | -0.25 | 41.18 | 30 | 2 | 10 |
| 14 Nov | 223.71 | 4.35 | 0.00 | 0.00 | 0 | 8 | 0 |
| 13 Nov | 222.56 | 4.35 | 4.35 | 40.19 | 9 | 1 | 1 |
| 12 Nov | 230.22 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 247.98 | 0 | 0.00 | 0 | 0 | 0 | |
For Bhel - strike price 205 expiring on 26DEC2024
Delta for 205 PE is -0.02
Historical price for 205 PE is as follows
On 20 Dec BHEL was trading at 235.30. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 56.65, the open interest changed by 0 which decreased total open position to 176
On 19 Dec BHEL was trading at 242.25. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 177
On 18 Dec BHEL was trading at 239.85. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 53.73, the open interest changed by -2 which decreased total open position to 178
On 17 Dec BHEL was trading at 242.35. 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 -1 which decreased total open position to 182
On 16 Dec BHEL was trading at 247.60. The strike last trading price was 0.2, 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 183
On 13 Dec BHEL was trading at 242.75. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 47.21, the open interest changed by 2 which increased total open position to 183
On 12 Dec BHEL was trading at 244.50. The strike last trading price was 0.3, 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 11 Dec BHEL was trading at 253.70. The strike last trading price was 0.3, 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 0.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 9 Dec BHEL was trading at 249.55. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 49.98, the open interest changed by -4 which decreased total open position to 181
On 6 Dec BHEL was trading at 249.05. The strike last trading price was 0.3, 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 5 Dec BHEL was trading at 251.80. The strike last trading price was 0.3, 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 4 Dec BHEL was trading at 251.35. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 45.90, the open interest changed by 0 which decreased total open position to 185
On 3 Dec BHEL was trading at 252.35. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 46.54, the open interest changed by 9 which increased total open position to 187
On 2 Dec BHEL was trading at 249.65. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 46.84, the open interest changed by 136 which increased total open position to 180
On 29 Nov BHEL was trading at 251.09. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 46.88, the open interest changed by 18 which increased total open position to 43
On 28 Nov BHEL was trading at 252.49. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 45.87, the open interest changed by 1 which increased total open position to 24
On 27 Nov BHEL was trading at 247.66. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 44.61, the open interest changed by -4 which decreased total open position to 23
On 26 Nov BHEL was trading at 243.97. The strike last trading price was 0.95, which was -0.20 lower than the previous day. The implied volatity was 43.56, the open interest changed by 4 which increased total open position to 27
On 25 Nov BHEL was trading at 241.22. The strike last trading price was 1.15, which was -1.85 lower than the previous day. The implied volatity was 44.67, the open interest changed by 5 which increased total open position to 22
On 22 Nov BHEL was trading at 234.39. The strike last trading price was 3, which was -0.10 lower than the previous day. The implied volatity was 49.92, the open interest changed by 7 which increased total open position to 24
On 21 Nov BHEL was trading at 227.94. The strike last trading price was 3.1, which was -0.10 lower than the previous day. The implied volatity was 43.38, the open interest changed by 4 which increased total open position to 16
On 20 Nov BHEL was trading at 225.88. The strike last trading price was 3.2, which was 0.00 lower than the previous day. The implied volatity was 40.15, the open interest changed by 0 which decreased total open position to 12
On 19 Nov BHEL was trading at 225.88. The strike last trading price was 3.2, which was -0.90 lower than the previous day. The implied volatity was 40.15, the open interest changed by 0 which decreased total open position to 12
On 18 Nov BHEL was trading at 222.67. The strike last trading price was 4.1, which was -0.25 lower than the previous day. The implied volatity was 41.18, the open interest changed by 2 which increased total open position to 10
On 14 Nov BHEL was trading at 223.71. The strike last trading price was 4.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 4.35, which was 4.35 higher than the previous day. The implied volatity was 40.19, the open interest changed by 1 which increased total open position to 1
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 0, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
