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[--[65.84.65.76]--]
BHEL
Bhel

210.94 3.24 (1.56%)

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Historical option data for BHEL

08 Apr 2025 04:02 PM IST
BHEL 24APR2025 210 CE
Delta: 0.57
Vega: 0.17
Theta: -0.28
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
8 Apr 210.94 9.35 0.75 46.20 2,128 26 776
7 Apr 207.70 9.05 -1.3 51.13 4,029 140 759
4 Apr 214.45 10.4 -3.2 36.58 1,501 -33 621
3 Apr 218.68 14.7 4.7 39.12 1,615 -21 668
2 Apr 212.58 9.8 -0.2 37.70 1,921 205 696
1 Apr 211.69 10.2 -2.65 39.48 1,079 71 493
28 Mar 216.43 12.3 -0.4 37.16 1,316 2 422
27 Mar 213.98 13.95 3.4 41.32 1,146 118 424
26 Mar 210.52 10.45 -2.35 39.88 654 45 301
25 Mar 213.60 12.6 -2.4 41.30 275 -17 256
24 Mar 217.54 15.5 4.4 36.73 526 -8 273
21 Mar 211.95 10.85 2.05 34.29 513 53 280
20 Mar 206.54 8.8 0.35 37.63 196 27 225
19 Mar 205.69 8.45 0.4 38.97 220 49 197
18 Mar 203.88 8.1 2.95 37.61 138 42 146
17 Mar 195.43 5.15 0.15 39.49 34 8 104
13 Mar 193.33 5 -0.25 39.06 49 29 95
12 Mar 193.63 5.2 -0.4 39.24 146 14 67
11 Mar 194.12 5.55 -0.2 38.25 25 12 53
10 Mar 192.11 5.75 -1.25 43.18 26 24 39
7 Mar 196.95 6.8 -0.45 38.58 14 8 15
6 Mar 198.40 7 -9.45 38.30 7 5 5
5 Mar 196.06 16.45 0 4.44 0 0 0
4 Mar 192.75 16.45 0 5.99 0 0 0
3 Mar 185.47 16.45 0 8.97 0 0 0
26 Feb 194.20 16.45 0 4.68 0 0 0
25 Feb 194.61 16.45 0 4.68 0 0 0
21 Feb 196.41 16.45 0 3.89 0 0 0
19 Feb 195.09 16.45 0 4.05 0 0 0
17 Feb 193.47 16.45 0 5.17 0 0 0
14 Feb 193.31 16.45 0 4.62 0 0 0
13 Feb 201.82 16.45 0 1.12 0 0 0
12 Feb 198.83 16.45 0 2.82 0 0 0
11 Feb 199.71 16.45 0 3.68 0 0 0
10 Feb 202.98 16.45 0 1.04 0 0 0
7 Feb 202.84 16.45 0 0.93 0 0 0
6 Feb 204.84 16.45 0 0.09 0 0 0
5 Feb 209.01 16.45 0 - 0 0 0
4 Feb 206.72 16.45 0 - 0 0 0
3 Feb 196.24 16.45 0 4.18 0 0 0
1 Feb 200.02 16.45 0 1.08 0 0 0


For Bhel - strike price 210 expiring on 24APR2025

Delta for 210 CE is 0.57

Historical price for 210 CE is as follows

On 8 Apr BHEL was trading at 210.94. The strike last trading price was 9.35, which was 0.75 higher than the previous day. The implied volatity was 46.20, the open interest changed by 26 which increased total open position to 776


On 7 Apr BHEL was trading at 207.70. The strike last trading price was 9.05, which was -1.3 lower than the previous day. The implied volatity was 51.13, the open interest changed by 140 which increased total open position to 759


On 4 Apr BHEL was trading at 214.45. The strike last trading price was 10.4, which was -3.2 lower than the previous day. The implied volatity was 36.58, the open interest changed by -33 which decreased total open position to 621


On 3 Apr BHEL was trading at 218.68. The strike last trading price was 14.7, which was 4.7 higher than the previous day. The implied volatity was 39.12, the open interest changed by -21 which decreased total open position to 668


On 2 Apr BHEL was trading at 212.58. The strike last trading price was 9.8, which was -0.2 lower than the previous day. The implied volatity was 37.70, the open interest changed by 205 which increased total open position to 696


On 1 Apr BHEL was trading at 211.69. The strike last trading price was 10.2, which was -2.65 lower than the previous day. The implied volatity was 39.48, the open interest changed by 71 which increased total open position to 493


On 28 Mar BHEL was trading at 216.43. The strike last trading price was 12.3, which was -0.4 lower than the previous day. The implied volatity was 37.16, the open interest changed by 2 which increased total open position to 422


On 27 Mar BHEL was trading at 213.98. The strike last trading price was 13.95, which was 3.4 higher than the previous day. The implied volatity was 41.32, the open interest changed by 118 which increased total open position to 424


On 26 Mar BHEL was trading at 210.52. The strike last trading price was 10.45, which was -2.35 lower than the previous day. The implied volatity was 39.88, the open interest changed by 45 which increased total open position to 301


On 25 Mar BHEL was trading at 213.60. The strike last trading price was 12.6, which was -2.4 lower than the previous day. The implied volatity was 41.30, the open interest changed by -17 which decreased total open position to 256


On 24 Mar BHEL was trading at 217.54. The strike last trading price was 15.5, which was 4.4 higher than the previous day. The implied volatity was 36.73, the open interest changed by -8 which decreased total open position to 273


On 21 Mar BHEL was trading at 211.95. The strike last trading price was 10.85, which was 2.05 higher than the previous day. The implied volatity was 34.29, the open interest changed by 53 which increased total open position to 280


On 20 Mar BHEL was trading at 206.54. The strike last trading price was 8.8, which was 0.35 higher than the previous day. The implied volatity was 37.63, the open interest changed by 27 which increased total open position to 225


On 19 Mar BHEL was trading at 205.69. The strike last trading price was 8.45, which was 0.4 higher than the previous day. The implied volatity was 38.97, the open interest changed by 49 which increased total open position to 197


On 18 Mar BHEL was trading at 203.88. The strike last trading price was 8.1, which was 2.95 higher than the previous day. The implied volatity was 37.61, the open interest changed by 42 which increased total open position to 146


On 17 Mar BHEL was trading at 195.43. The strike last trading price was 5.15, which was 0.15 higher than the previous day. The implied volatity was 39.49, the open interest changed by 8 which increased total open position to 104


On 13 Mar BHEL was trading at 193.33. The strike last trading price was 5, which was -0.25 lower than the previous day. The implied volatity was 39.06, the open interest changed by 29 which increased total open position to 95


On 12 Mar BHEL was trading at 193.63. The strike last trading price was 5.2, which was -0.4 lower than the previous day. The implied volatity was 39.24, the open interest changed by 14 which increased total open position to 67


On 11 Mar BHEL was trading at 194.12. The strike last trading price was 5.55, which was -0.2 lower than the previous day. The implied volatity was 38.25, the open interest changed by 12 which increased total open position to 53


On 10 Mar BHEL was trading at 192.11. The strike last trading price was 5.75, which was -1.25 lower than the previous day. The implied volatity was 43.18, the open interest changed by 24 which increased total open position to 39


On 7 Mar BHEL was trading at 196.95. The strike last trading price was 6.8, which was -0.45 lower than the previous day. The implied volatity was 38.58, the open interest changed by 8 which increased total open position to 15


On 6 Mar BHEL was trading at 198.40. The strike last trading price was 7, which was -9.45 lower than the previous day. The implied volatity was 38.30, the open interest changed by 5 which increased total open position to 5


On 5 Mar BHEL was trading at 196.06. The strike last trading price was 16.45, which was 0 lower than the previous day. The implied volatity was 4.44, 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 16.45, which was 0 lower than the previous day. The implied volatity was 5.99, 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 16.45, which was 0 lower than the previous day. The implied volatity was 8.97, the open interest changed by 0 which decreased total open position to 0


On 26 Feb BHEL was trading at 194.20. The strike last trading price was 16.45, which was 0 lower than the previous day. The implied volatity was 4.68, the open interest changed by 0 which decreased total open position to 0


On 25 Feb BHEL was trading at 194.61. The strike last trading price was 16.45, which was 0 lower than the previous day. The implied volatity was 4.68, the open interest changed by 0 which decreased total open position to 0


On 21 Feb BHEL was trading at 196.41. The strike last trading price was 16.45, which was 0 lower than the previous day. The implied volatity was 3.89, the open interest changed by 0 which decreased total open position to 0


On 19 Feb BHEL was trading at 195.09. The strike last trading price was 16.45, which was 0 lower than the previous day. The implied volatity was 4.05, the open interest changed by 0 which decreased total open position to 0


On 17 Feb BHEL was trading at 193.47. The strike last trading price was 16.45, which was 0 lower than the previous day. The implied volatity was 5.17, the open interest changed by 0 which decreased total open position to 0


On 14 Feb BHEL was trading at 193.31. The strike last trading price was 16.45, which was 0 lower than the previous day. The implied volatity was 4.62, the open interest changed by 0 which decreased total open position to 0


On 13 Feb BHEL was trading at 201.82. The strike last trading price was 16.45, which was 0 lower than the previous day. The implied volatity was 1.12, the open interest changed by 0 which decreased total open position to 0


On 12 Feb BHEL was trading at 198.83. The strike last trading price was 16.45, which was 0 lower than the previous day. The implied volatity was 2.82, the open interest changed by 0 which decreased total open position to 0


On 11 Feb BHEL was trading at 199.71. The strike last trading price was 16.45, which was 0 lower than the previous day. The implied volatity was 3.68, the open interest changed by 0 which decreased total open position to 0


On 10 Feb BHEL was trading at 202.98. The strike last trading price was 16.45, which was 0 lower than the previous day. The implied volatity was 1.04, the open interest changed by 0 which decreased total open position to 0


On 7 Feb BHEL was trading at 202.84. The strike last trading price was 16.45, which was 0 lower than the previous day. The implied volatity was 0.93, the open interest changed by 0 which decreased total open position to 0


On 6 Feb BHEL was trading at 204.84. The strike last trading price was 16.45, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0


On 5 Feb BHEL was trading at 209.01. The strike last trading price was 16.45, 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 Feb BHEL was trading at 206.72. The strike last trading price was 16.45, 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 Feb BHEL was trading at 196.24. The strike last trading price was 16.45, which was 0 lower than the previous day. The implied volatity was 4.18, the open interest changed by 0 which decreased total open position to 0


On 1 Feb BHEL was trading at 200.02. The strike last trading price was 16.45, which was 0 lower than the previous day. The implied volatity was 1.08, the open interest changed by 0 which decreased total open position to 0


BHEL 24APR2025 210 PE
Delta: -0.43
Vega: 0.17
Theta: -0.22
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
8 Apr 210.94 6.95 -3.4 46.02 2,531 76 860
7 Apr 207.70 9.8 4.2 53.73 1,952 -163 784
4 Apr 214.45 5.4 1.4 40.01 5,084 -197 950
3 Apr 218.68 3.75 -2.4 39.49 2,196 244 1,120
2 Apr 212.58 6.2 -0.7 38.50 2,345 183 886
1 Apr 211.69 6.8 0.75 40.10 2,334 -41 705
28 Mar 216.43 6.15 -0.25 39.66 3,601 70 746
27 Mar 213.98 6 -2.3 39.73 1,514 263 672
26 Mar 210.52 8.3 0.9 39.50 1,076 72 407
25 Mar 213.60 7.4 1.1 40.11 617 40 336
24 Mar 217.54 5.85 -2 41.74 601 61 298
21 Mar 211.95 8.15 -2.4 39.05 293 154 235
20 Mar 206.54 10.45 -0.45 37.45 58 28 81
19 Mar 205.69 11.25 -0.8 36.59 27 16 53
18 Mar 203.88 12.05 -4.95 38.61 31 20 37
17 Mar 195.43 17 -2.4 36.26 3 2 16
13 Mar 193.33 19.4 -1 40.35 11 7 10
12 Mar 193.63 20.4 0 0.00 0 0 0
11 Mar 194.12 20.4 0 0.00 0 3 0
10 Mar 192.11 20.4 -6.15 38.80 3 2 2
7 Mar 196.95 26.55 0 - 0 0 0
6 Mar 198.40 26.55 0 - 0 0 0
5 Mar 196.06 26.55 0 - 0 0 0
4 Mar 192.75 26.55 0 - 0 0 0
3 Mar 185.47 26.55 0 - 0 0 0
26 Feb 194.20 26.55 0 - 0 0 0
25 Feb 194.61 26.55 0 - 0 0 0
21 Feb 196.41 26.55 0 - 0 0 0
19 Feb 195.09 26.55 0 - 0 0 0
17 Feb 193.47 26.55 0 - 0 0 0
14 Feb 193.31 26.55 0 - 0 0 0
13 Feb 201.82 26.55 0 - 0 0 0
12 Feb 198.83 26.55 0 - 0 0 0
11 Feb 199.71 26.55 0 - 0 0 0
10 Feb 202.98 26.55 0 - 0 0 0
7 Feb 202.84 26.55 0 - 0 0 0
6 Feb 204.84 26.55 0 - 0 0 0
5 Feb 209.01 26.55 0 1.65 0 0 0
4 Feb 206.72 26.55 0 0.38 0 0 0
3 Feb 196.24 26.55 0 - 0 0 0
1 Feb 200.02 26.55 0 2.45 0 0 0


For Bhel - strike price 210 expiring on 24APR2025

Delta for 210 PE is -0.43

Historical price for 210 PE is as follows

On 8 Apr BHEL was trading at 210.94. The strike last trading price was 6.95, which was -3.4 lower than the previous day. The implied volatity was 46.02, the open interest changed by 76 which increased total open position to 860


On 7 Apr BHEL was trading at 207.70. The strike last trading price was 9.8, which was 4.2 higher than the previous day. The implied volatity was 53.73, the open interest changed by -163 which decreased total open position to 784


On 4 Apr BHEL was trading at 214.45. The strike last trading price was 5.4, which was 1.4 higher than the previous day. The implied volatity was 40.01, the open interest changed by -197 which decreased total open position to 950


On 3 Apr BHEL was trading at 218.68. The strike last trading price was 3.75, which was -2.4 lower than the previous day. The implied volatity was 39.49, the open interest changed by 244 which increased total open position to 1120


On 2 Apr BHEL was trading at 212.58. The strike last trading price was 6.2, which was -0.7 lower than the previous day. The implied volatity was 38.50, the open interest changed by 183 which increased total open position to 886


On 1 Apr BHEL was trading at 211.69. The strike last trading price was 6.8, which was 0.75 higher than the previous day. The implied volatity was 40.10, the open interest changed by -41 which decreased total open position to 705


On 28 Mar BHEL was trading at 216.43. The strike last trading price was 6.15, which was -0.25 lower than the previous day. The implied volatity was 39.66, the open interest changed by 70 which increased total open position to 746


On 27 Mar BHEL was trading at 213.98. The strike last trading price was 6, which was -2.3 lower than the previous day. The implied volatity was 39.73, the open interest changed by 263 which increased total open position to 672


On 26 Mar BHEL was trading at 210.52. The strike last trading price was 8.3, which was 0.9 higher than the previous day. The implied volatity was 39.50, the open interest changed by 72 which increased total open position to 407


On 25 Mar BHEL was trading at 213.60. The strike last trading price was 7.4, which was 1.1 higher than the previous day. The implied volatity was 40.11, the open interest changed by 40 which increased total open position to 336


On 24 Mar BHEL was trading at 217.54. The strike last trading price was 5.85, which was -2 lower than the previous day. The implied volatity was 41.74, the open interest changed by 61 which increased total open position to 298


On 21 Mar BHEL was trading at 211.95. The strike last trading price was 8.15, which was -2.4 lower than the previous day. The implied volatity was 39.05, the open interest changed by 154 which increased total open position to 235


On 20 Mar BHEL was trading at 206.54. The strike last trading price was 10.45, which was -0.45 lower than the previous day. The implied volatity was 37.45, the open interest changed by 28 which increased total open position to 81


On 19 Mar BHEL was trading at 205.69. The strike last trading price was 11.25, which was -0.8 lower than the previous day. The implied volatity was 36.59, the open interest changed by 16 which increased total open position to 53


On 18 Mar BHEL was trading at 203.88. The strike last trading price was 12.05, which was -4.95 lower than the previous day. The implied volatity was 38.61, the open interest changed by 20 which increased total open position to 37


On 17 Mar BHEL was trading at 195.43. The strike last trading price was 17, which was -2.4 lower than the previous day. The implied volatity was 36.26, the open interest changed by 2 which increased total open position to 16


On 13 Mar BHEL was trading at 193.33. The strike last trading price was 19.4, which was -1 lower than the previous day. The implied volatity was 40.35, the open interest changed by 7 which increased total open position to 10


On 12 Mar BHEL was trading at 193.63. The strike last trading price was 20.4, 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 20.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 10 Mar BHEL was trading at 192.11. The strike last trading price was 20.4, which was -6.15 lower than the previous day. The implied volatity was 38.80, the open interest changed by 2 which increased total open position to 2


On 7 Mar BHEL was trading at 196.95. The strike last trading price was 26.55, 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 6 Mar BHEL was trading at 198.40. The strike last trading price was 26.55, 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 26.55, 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 26.55, 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 26.55, 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 26 Feb BHEL was trading at 194.20. The strike last trading price was 26.55, 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 25 Feb BHEL was trading at 194.61. The strike last trading price was 26.55, 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 21 Feb BHEL was trading at 196.41. The strike last trading price was 26.55, 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 19 Feb BHEL was trading at 195.09. The strike last trading price was 26.55, 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 17 Feb BHEL was trading at 193.47. The strike last trading price was 26.55, 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 14 Feb BHEL was trading at 193.31. The strike last trading price was 26.55, 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 13 Feb BHEL was trading at 201.82. The strike last trading price was 26.55, 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 12 Feb BHEL was trading at 198.83. The strike last trading price was 26.55, 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 11 Feb BHEL was trading at 199.71. The strike last trading price was 26.55, 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 10 Feb BHEL was trading at 202.98. The strike last trading price was 26.55, 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 7 Feb BHEL was trading at 202.84. The strike last trading price was 26.55, 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 6 Feb BHEL was trading at 204.84. The strike last trading price was 26.55, 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 Feb BHEL was trading at 209.01. The strike last trading price was 26.55, which was 0 lower than the previous day. The implied volatity was 1.65, the open interest changed by 0 which decreased total open position to 0


On 4 Feb BHEL was trading at 206.72. The strike last trading price was 26.55, which was 0 lower than the previous day. The implied volatity was 0.38, the open interest changed by 0 which decreased total open position to 0


On 3 Feb BHEL was trading at 196.24. The strike last trading price was 26.55, 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 1 Feb BHEL was trading at 200.02. The strike last trading price was 26.55, which was 0 lower than the previous day. The implied volatity was 2.45, the open interest changed by 0 which decreased total open position to 0