BHEL
Bhel
Historical option data for BHEL
08 Apr 2025 04:02 PM IST
| BHEL 24APR2025 215 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 0.18
Theta: -0.27
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 210.94 | 6.8 | 0.4 | 45.25 | 2,418 | 113 | 794 | |||
| 7 Apr | 207.70 | 6.75 | -0.95 | 50.25 | 3,199 | -79 | 679 | |||
| 4 Apr | 214.45 | 7.85 | -2.55 | 37.55 | 2,726 | 49 | 759 | |||
| 3 Apr | 218.68 | 11.45 | 4.1 | 38.92 | 3,170 | 17 | 754 | |||
| 2 Apr | 212.58 | 7.15 | -0.45 | 37.09 | 2,180 | 109 | 742 | |||
| 1 Apr | 211.69 | 7.7 | -2.35 | 39.41 | 2,478 | 198 | 641 | |||
| 28 Mar | 216.43 | 9.5 | -0.35 | 37.03 | 3,631 | 43 | 443 | |||
| 27 Mar | 213.98 | 10.75 | 2.7 | 39.54 | 1,806 | 93 | 406 | |||
| 26 Mar | 210.52 | 8 | -2.05 | 39.39 | 931 | 149 | 320 | |||
| 25 Mar | 213.60 | 9.9 | -2.2 | 40.70 | 351 | 39 | 172 | |||
| 24 Mar | 217.54 | 12.6 | 3.9 | 37.46 | 562 | 24 | 138 | |||
| 21 Mar | 211.95 | 8.35 | 1.45 | 34.30 | 317 | 47 | 112 | |||
| 20 Mar | 206.54 | 6.9 | 0.25 | 38.14 | 33 | 12 | 64 | |||
| 19 Mar | 205.69 | 6.75 | 1.05 | 39.04 | 58 | 12 | 42 | |||
| 18 Mar | 203.88 | 5.7 | 1.75 | 35.97 | 38 | 12 | 30 | |||
| 17 Mar | 195.43 | 3.95 | 0.25 | 39.80 | 4 | 1 | 18 | |||
| 13 Mar | 193.33 | 3.6 | -0.4 | 38.21 | 8 | 3 | 17 | |||
| 12 Mar | 193.63 | 4 | -3.45 | 39.43 | 52 | 14 | 14 | |||
| 11 Mar | 194.12 | 7.45 | 0 | 7.13 | 0 | 0 | 0 | |||
| 10 Mar | 192.11 | 7.45 | 0 | 9.00 | 0 | 0 | 0 | |||
| 7 Mar | 196.95 | 7.45 | 0 | 6.10 | 0 | 0 | 0 | |||
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| 6 Mar | 198.40 | 7.45 | 0 | 5.87 | 0 | 0 | 0 | |||
| 5 Mar | 196.06 | 7.45 | 0 | 6.24 | 0 | 0 | 0 | |||
| 4 Mar | 192.75 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 185.47 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Bhel - strike price 215 expiring on 24APR2025
Delta for 215 CE is 0.47
Historical price for 215 CE is as follows
On 8 Apr BHEL was trading at 210.94. The strike last trading price was 6.8, which was 0.4 higher than the previous day. The implied volatity was 45.25, the open interest changed by 113 which increased total open position to 794
On 7 Apr BHEL was trading at 207.70. The strike last trading price was 6.75, which was -0.95 lower than the previous day. The implied volatity was 50.25, the open interest changed by -79 which decreased total open position to 679
On 4 Apr BHEL was trading at 214.45. The strike last trading price was 7.85, which was -2.55 lower than the previous day. The implied volatity was 37.55, the open interest changed by 49 which increased total open position to 759
On 3 Apr BHEL was trading at 218.68. The strike last trading price was 11.45, which was 4.1 higher than the previous day. The implied volatity was 38.92, the open interest changed by 17 which increased total open position to 754
On 2 Apr BHEL was trading at 212.58. The strike last trading price was 7.15, which was -0.45 lower than the previous day. The implied volatity was 37.09, the open interest changed by 109 which increased total open position to 742
On 1 Apr BHEL was trading at 211.69. The strike last trading price was 7.7, which was -2.35 lower than the previous day. The implied volatity was 39.41, the open interest changed by 198 which increased total open position to 641
On 28 Mar BHEL was trading at 216.43. The strike last trading price was 9.5, which was -0.35 lower than the previous day. The implied volatity was 37.03, the open interest changed by 43 which increased total open position to 443
On 27 Mar BHEL was trading at 213.98. The strike last trading price was 10.75, which was 2.7 higher than the previous day. The implied volatity was 39.54, the open interest changed by 93 which increased total open position to 406
On 26 Mar BHEL was trading at 210.52. The strike last trading price was 8, which was -2.05 lower than the previous day. The implied volatity was 39.39, the open interest changed by 149 which increased total open position to 320
On 25 Mar BHEL was trading at 213.60. The strike last trading price was 9.9, which was -2.2 lower than the previous day. The implied volatity was 40.70, the open interest changed by 39 which increased total open position to 172
On 24 Mar BHEL was trading at 217.54. The strike last trading price was 12.6, which was 3.9 higher than the previous day. The implied volatity was 37.46, the open interest changed by 24 which increased total open position to 138
On 21 Mar BHEL was trading at 211.95. The strike last trading price was 8.35, which was 1.45 higher than the previous day. The implied volatity was 34.30, the open interest changed by 47 which increased total open position to 112
On 20 Mar BHEL was trading at 206.54. The strike last trading price was 6.9, which was 0.25 higher than the previous day. The implied volatity was 38.14, the open interest changed by 12 which increased total open position to 64
On 19 Mar BHEL was trading at 205.69. The strike last trading price was 6.75, which was 1.05 higher than the previous day. The implied volatity was 39.04, the open interest changed by 12 which increased total open position to 42
On 18 Mar BHEL was trading at 203.88. The strike last trading price was 5.7, which was 1.75 higher than the previous day. The implied volatity was 35.97, the open interest changed by 12 which increased total open position to 30
On 17 Mar BHEL was trading at 195.43. The strike last trading price was 3.95, which was 0.25 higher than the previous day. The implied volatity was 39.80, the open interest changed by 1 which increased total open position to 18
On 13 Mar BHEL was trading at 193.33. The strike last trading price was 3.6, which was -0.4 lower than the previous day. The implied volatity was 38.21, the open interest changed by 3 which increased total open position to 17
On 12 Mar BHEL was trading at 193.63. The strike last trading price was 4, which was -3.45 lower than the previous day. The implied volatity was 39.43, the open interest changed by 14 which increased total open position to 14
On 11 Mar BHEL was trading at 194.12. The strike last trading price was 7.45, which was 0 lower than the previous day. The implied volatity was 7.13, the open interest changed by 0 which decreased total open position to 0
On 10 Mar BHEL was trading at 192.11. The strike last trading price was 7.45, which was 0 lower than the previous day. The implied volatity was 9.00, the open interest changed by 0 which decreased total open position to 0
On 7 Mar BHEL was trading at 196.95. The strike last trading price was 7.45, which was 0 lower than the previous day. The implied volatity was 6.10, 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 7.45, which was 0 lower than the previous day. The implied volatity was 5.87, 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 7.45, which was 0 lower than the previous day. The implied volatity was 6.24, 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 0, 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 3 Mar BHEL was trading at 185.47. The strike last trading price was 0, 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
| BHEL 24APR2025 215 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 0.18
Theta: -0.22
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 210.94 | 9.4 | -3.95 | 45.19 | 1,417 | -130 | 570 |
| 7 Apr | 207.70 | 12.3 | 4.4 | 51.89 | 778 | -179 | 699 |
| 4 Apr | 214.45 | 7.85 | 2.1 | 40.93 | 4,300 | -57 | 878 |
| 3 Apr | 218.68 | 5.3 | -3.2 | 38.38 | 1,646 | 241 | 940 |
| 2 Apr | 212.58 | 8.65 | -0.65 | 38.50 | 649 | 73 | 694 |
| 1 Apr | 211.69 | 9.25 | 1.15 | 39.93 | 1,788 | 132 | 619 |
| 28 Mar | 216.43 | 8.3 | -0.1 | 39.33 | 2,729 | 52 | 487 |
| 27 Mar | 213.98 | 8.1 | -2.75 | 39.47 | 957 | 172 | 438 |
| 26 Mar | 210.52 | 10.8 | 1.25 | 38.97 | 678 | 108 | 267 |
| 25 Mar | 213.60 | 9.85 | 1.55 | 40.33 | 508 | 30 | 159 |
| 24 Mar | 217.54 | 8 | -2.2 | 42.45 | 279 | 97 | 126 |
| 21 Mar | 211.95 | 10.5 | -3.25 | 38.53 | 56 | 26 | 30 |
| 20 Mar | 206.54 | 13.75 | -0.25 | 38.95 | 2 | 1 | 4 |
| 19 Mar | 205.69 | 14 | -18.65 | 36.47 | 3 | 2 | 2 |
| 18 Mar | 203.88 | 32.65 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 195.43 | 32.65 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 193.33 | 32.65 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 193.63 | 32.65 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 194.12 | 32.65 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 192.11 | 32.65 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 196.95 | 32.65 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 198.40 | 32.65 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 196.06 | 32.65 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 192.75 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 185.47 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Bhel - strike price 215 expiring on 24APR2025
Delta for 215 PE is -0.53
Historical price for 215 PE is as follows
On 8 Apr BHEL was trading at 210.94. The strike last trading price was 9.4, which was -3.95 lower than the previous day. The implied volatity was 45.19, the open interest changed by -130 which decreased total open position to 570
On 7 Apr BHEL was trading at 207.70. The strike last trading price was 12.3, which was 4.4 higher than the previous day. The implied volatity was 51.89, the open interest changed by -179 which decreased total open position to 699
On 4 Apr BHEL was trading at 214.45. The strike last trading price was 7.85, which was 2.1 higher than the previous day. The implied volatity was 40.93, the open interest changed by -57 which decreased total open position to 878
On 3 Apr BHEL was trading at 218.68. The strike last trading price was 5.3, which was -3.2 lower than the previous day. The implied volatity was 38.38, the open interest changed by 241 which increased total open position to 940
On 2 Apr BHEL was trading at 212.58. The strike last trading price was 8.65, which was -0.65 lower than the previous day. The implied volatity was 38.50, the open interest changed by 73 which increased total open position to 694
On 1 Apr BHEL was trading at 211.69. The strike last trading price was 9.25, which was 1.15 higher than the previous day. The implied volatity was 39.93, the open interest changed by 132 which increased total open position to 619
On 28 Mar BHEL was trading at 216.43. The strike last trading price was 8.3, which was -0.1 lower than the previous day. The implied volatity was 39.33, the open interest changed by 52 which increased total open position to 487
On 27 Mar BHEL was trading at 213.98. The strike last trading price was 8.1, which was -2.75 lower than the previous day. The implied volatity was 39.47, the open interest changed by 172 which increased total open position to 438
On 26 Mar BHEL was trading at 210.52. The strike last trading price was 10.8, which was 1.25 higher than the previous day. The implied volatity was 38.97, the open interest changed by 108 which increased total open position to 267
On 25 Mar BHEL was trading at 213.60. The strike last trading price was 9.85, which was 1.55 higher than the previous day. The implied volatity was 40.33, the open interest changed by 30 which increased total open position to 159
On 24 Mar BHEL was trading at 217.54. The strike last trading price was 8, which was -2.2 lower than the previous day. The implied volatity was 42.45, the open interest changed by 97 which increased total open position to 126
On 21 Mar BHEL was trading at 211.95. The strike last trading price was 10.5, which was -3.25 lower than the previous day. The implied volatity was 38.53, the open interest changed by 26 which increased total open position to 30
On 20 Mar BHEL was trading at 206.54. The strike last trading price was 13.75, which was -0.25 lower than the previous day. The implied volatity was 38.95, the open interest changed by 1 which increased total open position to 4
On 19 Mar BHEL was trading at 205.69. The strike last trading price was 14, which was -18.65 lower than the previous day. The implied volatity was 36.47, the open interest changed by 2 which increased total open position to 2
On 18 Mar BHEL was trading at 203.88. The strike last trading price was 32.65, 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 Mar BHEL was trading at 195.43. The strike last trading price was 32.65, 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 Mar BHEL was trading at 193.33. The strike last trading price was 32.65, 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 Mar BHEL was trading at 193.63. The strike last trading price was 32.65, 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 Mar BHEL was trading at 194.12. The strike last trading price was 32.65, 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 Mar BHEL was trading at 192.11. The strike last trading price was 32.65, 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 Mar BHEL was trading at 196.95. The strike last trading price was 32.65, 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 32.65, 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 32.65, 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 0, 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 3 Mar BHEL was trading at 185.47. The strike last trading price was 0, 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
