BHEL
Bhel
Historical option data for BHEL
20 Dec 2024 04:12 PM IST
| BHEL 26DEC2024 210 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 | 30.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 242.25 | 30.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 239.85 | 30.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 242.35 | 30.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 247.60 | 30.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 242.75 | 30.7 | -11.30 | - | 1 | 0 | 5 | |||
| 12 Dec | 244.50 | 42 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 253.70 | 42 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 248.60 | 42 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 249.55 | 42 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 249.05 | 42 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 251.80 | 42 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Dec | 251.35 | 42 | -2.65 | - | 1 | 0 | 4 | |||
| 3 Dec | 252.35 | 44.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 249.65 | 44.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 251.09 | 44.65 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 28 Nov | 252.49 | 44.65 | 9.05 | - | 2 | 0 | 3 | |||
| 27 Nov | 247.66 | 35.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 243.97 | 35.6 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 25 Nov | 241.22 | 35.6 | 7.10 | 39.71 | 3 | 0 | 2 | |||
| 22 Nov | 234.39 | 28.5 | 5.20 | 35.41 | 2 | 0 | 2 | |||
| 21 Nov | 227.94 | 23.3 | -55.85 | 38.95 | 2 | 0 | 0 | |||
| 20 Nov | 225.88 | 79.15 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 225.88 | 79.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 222.67 | 79.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 223.71 | 79.15 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 222.56 | 79.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 230.22 | 79.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 239.22 | 79.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 239.04 | 79.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 244.29 | 79.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 247.98 | 79.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 235.25 | 79.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 233.39 | 79.15 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 241.97 | 79.15 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 239.00 | 79.15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 236.60 | 79.15 | 79.15 | - | 0 | 0 | 0 | |||
| 21 Oct | 247.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 253.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Oct | 256.65 | 0 | - | 0 | 0 | 0 | ||||
For Bhel - strike price 210 expiring on 26DEC2024
Delta for 210 CE is 0.00
Historical price for 210 CE is as follows
On 20 Dec BHEL was trading at 235.30. The strike last trading price was 30.7, 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 30.7, 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 30.7, 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 30.7, 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 30.7, 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 30.7, which was -11.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 12 Dec BHEL was trading at 244.50. The strike last trading price was 42, 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, 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, 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, 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, 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, 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 4 Dec BHEL was trading at 251.35. The strike last trading price was 42, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 3 Dec BHEL was trading at 252.35. The strike last trading price was 44.65, 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 44.65, 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 44.65, 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 28 Nov BHEL was trading at 252.49. The strike last trading price was 44.65, which was 9.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 27 Nov BHEL was trading at 247.66. The strike last trading price was 35.6, 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 26 Nov BHEL was trading at 243.97. The strike last trading price was 35.6, 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 25 Nov BHEL was trading at 241.22. The strike last trading price was 35.6, which was 7.10 higher than the previous day. The implied volatity was 39.71, the open interest changed by 0 which decreased total open position to 2
On 22 Nov BHEL was trading at 234.39. The strike last trading price was 28.5, which was 5.20 higher than the previous day. The implied volatity was 35.41, the open interest changed by 0 which decreased total open position to 2
On 21 Nov BHEL was trading at 227.94. The strike last trading price was 23.3, which was -55.85 lower than the previous day. The implied volatity was 38.95, 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 79.15, 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 79.15, 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 79.15, 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 79.15, 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 79.15, 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 12 Nov BHEL was trading at 230.22. The strike last trading price was 79.15, 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 11 Nov BHEL was trading at 239.22. The strike last trading price was 79.15, 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 8 Nov BHEL was trading at 239.04. The strike last trading price was 79.15, 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 7 Nov BHEL was trading at 244.29. The strike last trading price was 79.15, 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 6 Nov BHEL was trading at 247.98. The strike last trading price was 79.15, 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 5 Nov BHEL was trading at 235.25. The strike last trading price was 79.15, 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 4 Nov BHEL was trading at 233.39. The strike last trading price was 79.15, 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 1 Nov BHEL was trading at 241.97. The strike last trading price was 79.15, 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 31 Oct BHEL was trading at 239.00. The strike last trading price was 79.15, 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 79.15, which was 79.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BHEL was trading at 247.65. 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 18 Oct BHEL was trading at 253.85. 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 7 Oct BHEL was trading at 256.65. 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 26DEC2024 210 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.02
Theta: -0.11
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 235.30 | 0.25 | 0.05 | 53.71 | 171 | 8 | 372 |
| 19 Dec | 242.25 | 0.2 | 0.00 | 55.13 | 178 | 1 | 367 |
| 18 Dec | 239.85 | 0.2 | 0.00 | 49.02 | 65 | -9 | 368 |
| 17 Dec | 242.35 | 0.2 | 0.00 | 49.12 | 18 | -5 | 376 |
| 16 Dec | 247.60 | 0.2 | -0.05 | 51.72 | 96 | -12 | 382 |
| 13 Dec | 242.75 | 0.25 | -0.15 | 43.20 | 354 | 21 | 395 |
| 12 Dec | 244.50 | 0.4 | 0.15 | 47.09 | 222 | -20 | 374 |
| 11 Dec | 253.70 | 0.25 | -0.10 | 49.70 | 84 | 37 | 394 |
| 10 Dec | 248.60 | 0.35 | -0.10 | 46.73 | 111 | -7 | 359 |
| 9 Dec | 249.55 | 0.45 | 0.05 | 48.41 | 187 | -67 | 366 |
| 6 Dec | 249.05 | 0.4 | 0.00 | 43.52 | 454 | -94 | 430 |
| 5 Dec | 251.80 | 0.4 | 0.00 | 45.03 | 83 | 10 | 524 |
| 4 Dec | 251.35 | 0.4 | 0.00 | 43.64 | 119 | -17 | 514 |
| 3 Dec | 252.35 | 0.4 | -0.30 | 43.13 | 417 | 111 | 537 |
| 2 Dec | 249.65 | 0.7 | -0.05 | 45.33 | 165 | 24 | 428 |
| 29 Nov | 251.09 | 0.75 | -0.10 | 44.53 | 315 | 16 | 402 |
| 28 Nov | 252.49 | 0.85 | -0.05 | 46.56 | 418 | 43 | 388 |
| 27 Nov | 247.66 | 0.9 | -0.35 | 42.54 | 116 | 37 | 346 |
| 26 Nov | 243.97 | 1.25 | -0.35 | 41.78 | 234 | 86 | 303 |
| 25 Nov | 241.22 | 1.6 | -1.05 | 43.75 | 246 | -4 | 216 |
| 22 Nov | 234.39 | 2.65 | -1.40 | 42.34 | 103 | 27 | 247 |
| 21 Nov | 227.94 | 4.05 | -0.70 | 42.13 | 302 | 25 | 218 |
| 20 Nov | 225.88 | 4.75 | 0.00 | 41.18 | 351 | 31 | 188 |
| 19 Nov | 225.88 | 4.75 | -0.95 | 41.18 | 351 | 26 | 188 |
| 18 Nov | 222.67 | 5.7 | 0.25 | 41.71 | 49 | 13 | 159 |
| 14 Nov | 223.71 | 5.45 | -0.85 | 40.57 | 44 | 10 | 145 |
| 13 Nov | 222.56 | 6.3 | 2.10 | 41.95 | 175 | 93 | 135 |
| 12 Nov | 230.22 | 4.2 | 2.00 | 40.28 | 13 | 4 | 43 |
| 11 Nov | 239.22 | 2.2 | -0.75 | 37.45 | 16 | 2 | 39 |
| 8 Nov | 239.04 | 2.95 | 0.50 | 40.12 | 40 | 5 | 36 |
| 7 Nov | 244.29 | 2.45 | 0.20 | 41.86 | 22 | 1 | 31 |
| 6 Nov | 247.98 | 2.25 | -2.65 | 42.88 | 56 | 2 | 30 |
| 5 Nov | 235.25 | 4.9 | 0.05 | 45.27 | 18 | 6 | 28 |
| 4 Nov | 233.39 | 4.85 | 1.15 | 43.14 | 2 | 0 | 22 |
| 1 Nov | 241.97 | 3.7 | -1.00 | 44.04 | 3 | 0 | 21 |
| 31 Oct | 239.00 | 4.7 | 0.80 | - | 10 | 2 | 20 |
| 30 Oct | 236.60 | 3.9 | 3.90 | - | 31 | 17 | 17 |
| 21 Oct | 247.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 253.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 256.65 | 0 | - | 0 | 0 | 0 | |
For Bhel - strike price 210 expiring on 26DEC2024
Delta for 210 PE is -0.04
Historical price for 210 PE is as follows
On 20 Dec BHEL was trading at 235.30. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 53.71, the open interest changed by 8 which increased total open position to 372
On 19 Dec BHEL was trading at 242.25. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 55.13, the open interest changed by 1 which increased total open position to 367
On 18 Dec BHEL was trading at 239.85. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 49.02, the open interest changed by -9 which decreased total open position to 368
On 17 Dec BHEL was trading at 242.35. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 49.12, the open interest changed by -5 which decreased total open position to 376
On 16 Dec BHEL was trading at 247.60. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 51.72, the open interest changed by -12 which decreased total open position to 382
On 13 Dec BHEL was trading at 242.75. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 43.20, the open interest changed by 21 which increased total open position to 395
On 12 Dec BHEL was trading at 244.50. The strike last trading price was 0.4, which was 0.15 higher than the previous day. The implied volatity was 47.09, the open interest changed by -20 which decreased total open position to 374
On 11 Dec BHEL was trading at 253.70. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 49.70, the open interest changed by 37 which increased total open position to 394
On 10 Dec BHEL was trading at 248.60. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 46.73, the open interest changed by -7 which decreased total open position to 359
On 9 Dec BHEL was trading at 249.55. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 48.41, the open interest changed by -67 which decreased total open position to 366
On 6 Dec BHEL was trading at 249.05. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 43.52, the open interest changed by -94 which decreased total open position to 430
On 5 Dec BHEL was trading at 251.80. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 45.03, the open interest changed by 10 which increased total open position to 524
On 4 Dec BHEL was trading at 251.35. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 43.64, the open interest changed by -17 which decreased total open position to 514
On 3 Dec BHEL was trading at 252.35. The strike last trading price was 0.4, which was -0.30 lower than the previous day. The implied volatity was 43.13, the open interest changed by 111 which increased total open position to 537
On 2 Dec BHEL was trading at 249.65. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 45.33, the open interest changed by 24 which increased total open position to 428
On 29 Nov BHEL was trading at 251.09. The strike last trading price was 0.75, which was -0.10 lower than the previous day. The implied volatity was 44.53, the open interest changed by 16 which increased total open position to 402
On 28 Nov BHEL was trading at 252.49. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 46.56, the open interest changed by 43 which increased total open position to 388
On 27 Nov BHEL was trading at 247.66. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 42.54, the open interest changed by 37 which increased total open position to 346
On 26 Nov BHEL was trading at 243.97. The strike last trading price was 1.25, which was -0.35 lower than the previous day. The implied volatity was 41.78, the open interest changed by 86 which increased total open position to 303
On 25 Nov BHEL was trading at 241.22. The strike last trading price was 1.6, which was -1.05 lower than the previous day. The implied volatity was 43.75, the open interest changed by -4 which decreased total open position to 216
On 22 Nov BHEL was trading at 234.39. The strike last trading price was 2.65, which was -1.40 lower than the previous day. The implied volatity was 42.34, the open interest changed by 27 which increased total open position to 247
On 21 Nov BHEL was trading at 227.94. The strike last trading price was 4.05, which was -0.70 lower than the previous day. The implied volatity was 42.13, the open interest changed by 25 which increased total open position to 218
On 20 Nov BHEL was trading at 225.88. The strike last trading price was 4.75, which was 0.00 lower than the previous day. The implied volatity was 41.18, the open interest changed by 31 which increased total open position to 188
On 19 Nov BHEL was trading at 225.88. The strike last trading price was 4.75, which was -0.95 lower than the previous day. The implied volatity was 41.18, the open interest changed by 26 which increased total open position to 188
On 18 Nov BHEL was trading at 222.67. The strike last trading price was 5.7, which was 0.25 higher than the previous day. The implied volatity was 41.71, the open interest changed by 13 which increased total open position to 159
On 14 Nov BHEL was trading at 223.71. The strike last trading price was 5.45, which was -0.85 lower than the previous day. The implied volatity was 40.57, the open interest changed by 10 which increased total open position to 145
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 6.3, which was 2.10 higher than the previous day. The implied volatity was 41.95, the open interest changed by 93 which increased total open position to 135
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 4.2, which was 2.00 higher than the previous day. The implied volatity was 40.28, the open interest changed by 4 which increased total open position to 43
On 11 Nov BHEL was trading at 239.22. The strike last trading price was 2.2, which was -0.75 lower than the previous day. The implied volatity was 37.45, the open interest changed by 2 which increased total open position to 39
On 8 Nov BHEL was trading at 239.04. The strike last trading price was 2.95, which was 0.50 higher than the previous day. The implied volatity was 40.12, the open interest changed by 5 which increased total open position to 36
On 7 Nov BHEL was trading at 244.29. The strike last trading price was 2.45, which was 0.20 higher than the previous day. The implied volatity was 41.86, the open interest changed by 1 which increased total open position to 31
On 6 Nov BHEL was trading at 247.98. The strike last trading price was 2.25, which was -2.65 lower than the previous day. The implied volatity was 42.88, the open interest changed by 2 which increased total open position to 30
On 5 Nov BHEL was trading at 235.25. The strike last trading price was 4.9, which was 0.05 higher than the previous day. The implied volatity was 45.27, the open interest changed by 6 which increased total open position to 28
On 4 Nov BHEL was trading at 233.39. The strike last trading price was 4.85, which was 1.15 higher than the previous day. The implied volatity was 43.14, the open interest changed by 0 which decreased total open position to 22
On 1 Nov BHEL was trading at 241.97. The strike last trading price was 3.7, which was -1.00 lower than the previous day. The implied volatity was 44.04, the open interest changed by 0 which decreased total open position to 21
On 31 Oct BHEL was trading at 239.00. The strike last trading price was 4.7, which was 0.80 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 3.9, which was 3.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BHEL was trading at 247.65. 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 18 Oct BHEL was trading at 253.85. 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 7 Oct BHEL was trading at 256.65. 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
