BHEL
Bhel
Historical option data for BHEL
14 Nov 2024 04:12 PM IST
| BHEL 28NOV2024 205 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.90
Vega: 0.08
Theta: -0.15
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 223.71 | 20.35 | 1.05 | 37.06 | 30 | 11 | 20 | |||
| 13 Nov | 222.56 | 19.3 | -21.75 | 37.54 | 10 | 5 | 8 | |||
| 12 Nov | 230.22 | 41.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 239.22 | 41.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 8 Nov | 239.04 | 41.05 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 7 Nov | 244.29 | 41.05 | 8.60 | 41.05 | 1 | 0 | 2 | |||
| 6 Nov | 247.98 | 32.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 235.25 | 32.45 | 0.80 | 44.03 | 4 | -1 | 1 | |||
| 4 Nov | 233.39 | 31.65 | 4.65 | 50.51 | 1 | 0 | 1 | |||
| 1 Nov | 241.97 | 27 | 27.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 239.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 236.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 235.00 | 0 | 0.00 | - | 0 | 1 | 0 | |||
| 28 Oct | 229.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 216.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 227.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 223.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 232.80 | 0 | - | 0 | 0 | 0 | ||||
For Bhel - strike price 205 expiring on 28NOV2024
Delta for 205 CE is 0.90
Historical price for 205 CE is as follows
On 14 Nov BHEL was trading at 223.71. The strike last trading price was 20.35, which was 1.05 higher than the previous day. The implied volatity was 37.06, the open interest changed by 11 which increased total open position to 20
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 19.3, which was -21.75 lower than the previous day. The implied volatity was 37.54, the open interest changed by 5 which increased total open position to 8
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 41.05, 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 Nov BHEL was trading at 239.22. The strike last trading price was 41.05, 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 8 Nov BHEL was trading at 239.04. The strike last trading price was 41.05, 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 7 Nov BHEL was trading at 244.29. The strike last trading price was 41.05, which was 8.60 higher than the previous day. The implied volatity was 41.05, the open interest changed by 0 which decreased total open position to 2
On 6 Nov BHEL was trading at 247.98. The strike last trading price was 32.45, 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 5 Nov BHEL was trading at 235.25. The strike last trading price was 32.45, which was 0.80 higher than the previous day. The implied volatity was 44.03, the open interest changed by -1 which decreased total open position to 1
On 4 Nov BHEL was trading at 233.39. The strike last trading price was 31.65, which was 4.65 higher than the previous day. The implied volatity was 50.51, the open interest changed by 0 which decreased total open position to 1
On 1 Nov BHEL was trading at 241.97. The strike last trading price was 27, which was 27.00 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Oct BHEL was trading at 239.00. The strike last trading price was 0, 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 30 Oct BHEL was trading at 236.60. The strike last trading price was 0, 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 29 Oct BHEL was trading at 235.00. The strike last trading price was 0, 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 28 Oct BHEL was trading at 229.75. The strike last trading price was 0, 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 25 Oct BHEL was trading at 216.85. The strike last trading price was 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BHEL 28NOV2024 205 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 0.09
Theta: -0.13
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 223.71 | 1.2 | -0.50 | 42.28 | 719 | 10 | 226 |
| 13 Nov | 222.56 | 1.7 | 0.85 | 43.92 | 701 | 58 | 211 |
| 12 Nov | 230.22 | 0.85 | 0.35 | 42.59 | 268 | 48 | 157 |
| 11 Nov | 239.22 | 0.5 | -0.20 | 44.92 | 79 | -5 | 106 |
| 8 Nov | 239.04 | 0.7 | 0.15 | 44.59 | 48 | 12 | 111 |
| 7 Nov | 244.29 | 0.55 | -0.05 | 46.82 | 123 | -10 | 98 |
| 6 Nov | 247.98 | 0.6 | -1.05 | 49.69 | 202 | -28 | 117 |
| 5 Nov | 235.25 | 1.65 | -0.55 | 49.22 | 241 | 7 | 147 |
| 4 Nov | 233.39 | 2.2 | 0.15 | 50.84 | 180 | 19 | 138 |
| 1 Nov | 241.97 | 2.05 | 2.05 | 0.00 | 0 | 28 | 0 |
| 31 Oct | 239.00 | 0 | 0.00 | - | 0 | 11 | 0 |
| 30 Oct | 236.60 | 0 | 0.00 | - | 0 | -31 | 0 |
| 29 Oct | 235.00 | 0 | 0.00 | - | 0 | 72 | 0 |
| 28 Oct | 229.75 | 0 | 0.00 | - | 0 | 28 | 0 |
| 25 Oct | 216.85 | 0 | 0.00 | - | 0 | 11 | 0 |
| 24 Oct | 227.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 223.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 232.80 | 0 | - | 0 | 0 | 0 | |
For Bhel - strike price 205 expiring on 28NOV2024
Delta for 205 PE is -0.13
Historical price for 205 PE is as follows
On 14 Nov BHEL was trading at 223.71. The strike last trading price was 1.2, which was -0.50 lower than the previous day. The implied volatity was 42.28, the open interest changed by 10 which increased total open position to 226
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 1.7, which was 0.85 higher than the previous day. The implied volatity was 43.92, the open interest changed by 58 which increased total open position to 211
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 0.85, which was 0.35 higher than the previous day. The implied volatity was 42.59, the open interest changed by 48 which increased total open position to 157
On 11 Nov BHEL was trading at 239.22. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 44.92, the open interest changed by -5 which decreased total open position to 106
On 8 Nov BHEL was trading at 239.04. The strike last trading price was 0.7, which was 0.15 higher than the previous day. The implied volatity was 44.59, the open interest changed by 12 which increased total open position to 111
On 7 Nov BHEL was trading at 244.29. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 46.82, the open interest changed by -10 which decreased total open position to 98
On 6 Nov BHEL was trading at 247.98. The strike last trading price was 0.6, which was -1.05 lower than the previous day. The implied volatity was 49.69, the open interest changed by -28 which decreased total open position to 117
On 5 Nov BHEL was trading at 235.25. The strike last trading price was 1.65, which was -0.55 lower than the previous day. The implied volatity was 49.22, the open interest changed by 7 which increased total open position to 147
On 4 Nov BHEL was trading at 233.39. The strike last trading price was 2.2, which was 0.15 higher than the previous day. The implied volatity was 50.84, the open interest changed by 19 which increased total open position to 138
On 1 Nov BHEL was trading at 241.97. The strike last trading price was 2.05, which was 2.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 28 which increased total open position to 0
On 31 Oct BHEL was trading at 239.00. The strike last trading price was 0, 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 30 Oct BHEL was trading at 236.60. The strike last trading price was 0, 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 29 Oct BHEL was trading at 235.00. The strike last trading price was 0, 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 28 Oct BHEL was trading at 229.75. The strike last trading price was 0, 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 25 Oct BHEL was trading at 216.85. The strike last trading price was 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
