BHEL
Bhel
Historical option data for BHEL
21 Nov 2024 04:12 PM IST
| BHEL 28NOV2024 210 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 0.06
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 227.94 | 19.4 | 1.70 | 54.30 | 48 | -1 | 104 | |||
| 20 Nov | 225.88 | 17.7 | 0.00 | 55.39 | 76 | -8 | 105 | |||
| 19 Nov | 225.88 | 17.7 | 3.50 | 55.39 | 76 | -8 | 105 | |||
| 18 Nov | 222.67 | 14.2 | -1.80 | 38.51 | 21 | 1 | 113 | |||
| 14 Nov | 223.71 | 16 | 0.95 | 36.18 | 19 | 10 | 112 | |||
| 13 Nov | 222.56 | 15.05 | -6.30 | 36.29 | 41 | 16 | 101 | |||
| 12 Nov | 230.22 | 21.35 | -10.55 | 36.84 | 19 | 8 | 85 | |||
| 11 Nov | 239.22 | 31.9 | 2.20 | 62.99 | 4 | 1 | 79 | |||
| 8 Nov | 239.04 | 29.7 | -9.80 | 36.97 | 2 | 1 | 78 | |||
| 7 Nov | 244.29 | 39.5 | 0.00 | 0.00 | 0 | -20 | 0 | |||
| 6 Nov | 247.98 | 39.5 | 11.45 | - | 28 | -17 | 80 | |||
| 5 Nov | 235.25 | 28.05 | 0.65 | 43.41 | 20 | 1 | 97 | |||
| 4 Nov | 233.39 | 27.4 | -5.35 | 49.10 | 54 | 21 | 96 | |||
| 1 Nov | 241.97 | 32.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 239.00 | 32.75 | 2.65 | - | 14 | 0 | 75 | |||
| 30 Oct | 236.60 | 30.1 | 1.35 | - | 38 | 3 | 76 | |||
| 29 Oct | 235.00 | 28.75 | 1.45 | - | 37 | 4 | 73 | |||
| 28 Oct | 229.75 | 27.3 | 7.10 | - | 266 | 34 | 70 | |||
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| 25 Oct | 216.85 | 20.2 | -68.60 | - | 80 | 36 | 36 | |||
| 24 Oct | 227.30 | 88.8 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 223.70 | 88.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 232.80 | 88.8 | - | 0 | 0 | 0 | ||||
For Bhel - strike price 210 expiring on 28NOV2024
Delta for 210 CE is 0.88
Historical price for 210 CE is as follows
On 21 Nov BHEL was trading at 227.94. The strike last trading price was 19.4, which was 1.70 higher than the previous day. The implied volatity was 54.30, the open interest changed by -1 which decreased total open position to 104
On 20 Nov BHEL was trading at 225.88. The strike last trading price was 17.7, which was 0.00 lower than the previous day. The implied volatity was 55.39, the open interest changed by -8 which decreased total open position to 105
On 19 Nov BHEL was trading at 225.88. The strike last trading price was 17.7, which was 3.50 higher than the previous day. The implied volatity was 55.39, the open interest changed by -8 which decreased total open position to 105
On 18 Nov BHEL was trading at 222.67. The strike last trading price was 14.2, which was -1.80 lower than the previous day. The implied volatity was 38.51, the open interest changed by 1 which increased total open position to 113
On 14 Nov BHEL was trading at 223.71. The strike last trading price was 16, which was 0.95 higher than the previous day. The implied volatity was 36.18, the open interest changed by 10 which increased total open position to 112
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 15.05, which was -6.30 lower than the previous day. The implied volatity was 36.29, the open interest changed by 16 which increased total open position to 101
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 21.35, which was -10.55 lower than the previous day. The implied volatity was 36.84, the open interest changed by 8 which increased total open position to 85
On 11 Nov BHEL was trading at 239.22. The strike last trading price was 31.9, which was 2.20 higher than the previous day. The implied volatity was 62.99, the open interest changed by 1 which increased total open position to 79
On 8 Nov BHEL was trading at 239.04. The strike last trading price was 29.7, which was -9.80 lower than the previous day. The implied volatity was 36.97, the open interest changed by 1 which increased total open position to 78
On 7 Nov BHEL was trading at 244.29. The strike last trading price was 39.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -20 which decreased total open position to 0
On 6 Nov BHEL was trading at 247.98. The strike last trading price was 39.5, which was 11.45 higher than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 80
On 5 Nov BHEL was trading at 235.25. The strike last trading price was 28.05, which was 0.65 higher than the previous day. The implied volatity was 43.41, the open interest changed by 1 which increased total open position to 97
On 4 Nov BHEL was trading at 233.39. The strike last trading price was 27.4, which was -5.35 lower than the previous day. The implied volatity was 49.10, the open interest changed by 21 which increased total open position to 96
On 1 Nov BHEL was trading at 241.97. The strike last trading price was 32.75, 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 31 Oct BHEL was trading at 239.00. The strike last trading price was 32.75, which was 2.65 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 30.1, which was 1.35 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 28.75, which was 1.45 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 27.3, which was 7.10 higher 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 20.2, which was -68.60 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 88.8, 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 88.8, 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 88.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BHEL 28NOV2024 210 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.13
Vega: 0.07
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 227.94 | 1.15 | -0.45 | 55.10 | 3,186 | 53 | 1,199 |
| 20 Nov | 225.88 | 1.6 | 0.00 | 49.11 | 2,124 | 48 | 1,154 |
| 19 Nov | 225.88 | 1.6 | -0.30 | 49.11 | 2,124 | 56 | 1,154 |
| 18 Nov | 222.67 | 1.9 | 0.15 | 44.81 | 1,833 | 160 | 1,098 |
| 14 Nov | 223.71 | 1.75 | -0.65 | 39.35 | 1,585 | 79 | 944 |
| 13 Nov | 222.56 | 2.4 | 1.15 | 41.06 | 2,074 | 205 | 869 |
| 12 Nov | 230.22 | 1.25 | 0.60 | 40.23 | 564 | 69 | 673 |
| 11 Nov | 239.22 | 0.65 | -0.25 | 41.81 | 423 | -32 | 604 |
| 8 Nov | 239.04 | 0.9 | 0.15 | 41.56 | 334 | -60 | 636 |
| 7 Nov | 244.29 | 0.75 | 0.00 | 44.72 | 277 | -86 | 696 |
| 6 Nov | 247.98 | 0.75 | -1.45 | 46.96 | 803 | -93 | 786 |
| 5 Nov | 235.25 | 2.2 | -0.65 | 47.46 | 763 | 66 | 878 |
| 4 Nov | 233.39 | 2.85 | 0.85 | 48.94 | 996 | 139 | 814 |
| 1 Nov | 241.97 | 2 | -0.60 | 49.34 | 120 | 50 | 666 |
| 31 Oct | 239.00 | 2.6 | 0.00 | - | 523 | 92 | 611 |
| 30 Oct | 236.60 | 2.6 | 0.00 | - | 658 | 74 | 514 |
| 29 Oct | 235.00 | 2.6 | -2.10 | - | 899 | 74 | 440 |
| 28 Oct | 229.75 | 4.7 | -5.60 | - | 1,760 | 232 | 364 |
| 25 Oct | 216.85 | 10.3 | 3.50 | - | 303 | -21 | 132 |
| 24 Oct | 227.30 | 6.8 | -1.30 | - | 133 | 56 | 153 |
| 23 Oct | 223.70 | 8.1 | 3.15 | - | 221 | 42 | 89 |
| 22 Oct | 232.80 | 4.95 | - | 91 | 45 | 45 | |
For Bhel - strike price 210 expiring on 28NOV2024
Delta for 210 PE is -0.13
Historical price for 210 PE is as follows
On 21 Nov BHEL was trading at 227.94. The strike last trading price was 1.15, which was -0.45 lower than the previous day. The implied volatity was 55.10, the open interest changed by 53 which increased total open position to 1199
On 20 Nov BHEL was trading at 225.88. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 49.11, the open interest changed by 48 which increased total open position to 1154
On 19 Nov BHEL was trading at 225.88. The strike last trading price was 1.6, which was -0.30 lower than the previous day. The implied volatity was 49.11, the open interest changed by 56 which increased total open position to 1154
On 18 Nov BHEL was trading at 222.67. The strike last trading price was 1.9, which was 0.15 higher than the previous day. The implied volatity was 44.81, the open interest changed by 160 which increased total open position to 1098
On 14 Nov BHEL was trading at 223.71. The strike last trading price was 1.75, which was -0.65 lower than the previous day. The implied volatity was 39.35, the open interest changed by 79 which increased total open position to 944
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 2.4, which was 1.15 higher than the previous day. The implied volatity was 41.06, the open interest changed by 205 which increased total open position to 869
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 1.25, which was 0.60 higher than the previous day. The implied volatity was 40.23, the open interest changed by 69 which increased total open position to 673
On 11 Nov BHEL was trading at 239.22. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 41.81, the open interest changed by -32 which decreased total open position to 604
On 8 Nov BHEL was trading at 239.04. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 41.56, the open interest changed by -60 which decreased total open position to 636
On 7 Nov BHEL was trading at 244.29. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 44.72, the open interest changed by -86 which decreased total open position to 696
On 6 Nov BHEL was trading at 247.98. The strike last trading price was 0.75, which was -1.45 lower than the previous day. The implied volatity was 46.96, the open interest changed by -93 which decreased total open position to 786
On 5 Nov BHEL was trading at 235.25. The strike last trading price was 2.2, which was -0.65 lower than the previous day. The implied volatity was 47.46, the open interest changed by 66 which increased total open position to 878
On 4 Nov BHEL was trading at 233.39. The strike last trading price was 2.85, which was 0.85 higher than the previous day. The implied volatity was 48.94, the open interest changed by 139 which increased total open position to 814
On 1 Nov BHEL was trading at 241.97. The strike last trading price was 2, which was -0.60 lower than the previous day. The implied volatity was 49.34, the open interest changed by 50 which increased total open position to 666
On 31 Oct BHEL was trading at 239.00. The strike last trading price was 2.6, 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 2.6, 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 2.6, which was -2.10 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 4.7, which was -5.60 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 10.3, which was 3.50 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 6.8, which was -1.30 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 8.1, which was 3.15 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 4.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
