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[--[65.84.65.76]--]
BHEL
Bhel

223.71 1.15 (0.52%)

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Historical option data for BHEL

14 Nov 2024 04:12 PM IST
BHEL 28NOV2024 210 CE
Delta: 0.84
Vega: 0.11
Theta: -0.19
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
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
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 0.84

Historical price for 210 CE is as follows

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
Delta: -0.18
Vega: 0.12
Theta: -0.15
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
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 -0.18

Historical price for 210 PE is as follows

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