BHEL
Bhel
Historical option data for BHEL
20 Dec 2024 04:12 PM IST
| BHEL 26DEC2024 215 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 235.30 | 35.9 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 242.25 | 35.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 239.85 | 35.9 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 242.35 | 35.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 247.60 | 35.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 242.75 | 35.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 244.50 | 35.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 253.70 | 35.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 248.60 | 35.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 249.55 | 35.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 249.05 | 35.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 251.80 | 35.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 4 Dec | 251.35 | 35.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 252.35 | 35.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 249.65 | 35.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 251.09 | 35.9 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 252.49 | 35.9 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 247.66 | 35.9 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 243.97 | 35.9 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 241.22 | 35.9 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 234.39 | 35.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 227.94 | 35.9 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 225.88 | 35.9 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 225.88 | 35.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 222.67 | 35.9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 223.71 | 35.9 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 222.56 | 35.9 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 230.22 | 35.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 239.22 | 35.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 239.04 | 35.9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 244.29 | 35.9 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 247.98 | 35.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 235.25 | 35.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 233.39 | 35.9 | 35.90 | - | 0 | 0 | 0 | |||
| 1 Nov | 241.97 | 0 | - | 0 | 0 | 0 | ||||
For Bhel - strike price 215 expiring on 26DEC2024
Delta for 215 CE is -
Historical price for 215 CE is as follows
On 20 Dec BHEL was trading at 235.30. The strike last trading price was 35.9, 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 Dec BHEL was trading at 242.25. The strike last trading price was 35.9, 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 Dec BHEL was trading at 239.85. The strike last trading price was 35.9, 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 17 Dec BHEL was trading at 242.35. The strike last trading price was 35.9, 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 35.9, 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 35.9, 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 12 Dec BHEL was trading at 244.50. The strike last trading price was 35.9, 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 35.9, 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 35.9, 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 35.9, 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 35.9, 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 35.9, 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 4 Dec BHEL was trading at 251.35. The strike last trading price was 35.9, 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 3 Dec BHEL was trading at 252.35. The strike last trading price was 35.9, 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 35.9, 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 35.9, 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 28 Nov BHEL was trading at 252.49. The strike last trading price was 35.9, 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 27 Nov BHEL was trading at 247.66. The strike last trading price was 35.9, 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 26 Nov BHEL was trading at 243.97. The strike last trading price was 35.9, 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 25 Nov BHEL was trading at 241.22. The strike last trading price was 35.9, 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 22 Nov BHEL was trading at 234.39. The strike last trading price was 35.9, 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 21 Nov BHEL was trading at 227.94. The strike last trading price was 35.9, 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 20 Nov BHEL was trading at 225.88. The strike last trading price was 35.9, 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 35.9, 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 35.9, 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 35.9, 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 35.9, 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 35.9, 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 35.9, 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 35.9, 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 35.9, 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 35.9, 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 35.9, 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 35.9, which was 35.90 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BHEL 26DEC2024 215 PE | |||||||
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Delta: -0.05
Vega: 0.03
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 235.30 | 0.3 | 0.05 | 46.64 | 226 | -3 | 456 |
| 19 Dec | 242.25 | 0.25 | -0.10 | 49.46 | 356 | -1 | 470 |
| 18 Dec | 239.85 | 0.35 | 0.05 | 46.56 | 260 | 9 | 471 |
| 17 Dec | 242.35 | 0.3 | 0.05 | 45.36 | 95 | -7 | 466 |
| 16 Dec | 247.60 | 0.25 | -0.10 | 47.24 | 281 | -14 | 473 |
| 13 Dec | 242.75 | 0.35 | -0.20 | 39.93 | 1,102 | -61 | 487 |
| 12 Dec | 244.50 | 0.55 | 0.20 | 44.08 | 440 | 12 | 543 |
| 11 Dec | 253.70 | 0.35 | -0.05 | 47.27 | 214 | 28 | 532 |
| 10 Dec | 248.60 | 0.4 | -0.10 | 42.48 | 623 | 135 | 504 |
| 9 Dec | 249.55 | 0.5 | 0.05 | 44.01 | 538 | -81 | 378 |
| 6 Dec | 249.05 | 0.45 | -0.05 | 39.58 | 101 | 1 | 459 |
| 5 Dec | 251.80 | 0.5 | 0.00 | 42.17 | 194 | 3 | 461 |
| 4 Dec | 251.35 | 0.5 | -0.05 | 40.83 | 140 | -22 | 458 |
| 3 Dec | 252.35 | 0.55 | -0.35 | 41.20 | 374 | 67 | 482 |
| 2 Dec | 249.65 | 0.9 | -0.05 | 42.97 | 205 | 38 | 414 |
| 29 Nov | 251.09 | 0.95 | -0.20 | 42.26 | 242 | 41 | 378 |
| 28 Nov | 252.49 | 1.15 | -0.15 | 45.22 | 326 | 60 | 338 |
| 27 Nov | 247.66 | 1.3 | -0.45 | 41.76 | 260 | 174 | 278 |
| 26 Nov | 243.97 | 1.75 | -0.25 | 40.78 | 78 | 42 | 104 |
| 25 Nov | 241.22 | 2 | -1.40 | 41.56 | 81 | 12 | 57 |
| 22 Nov | 234.39 | 3.4 | -2.05 | 40.75 | 64 | -5 | 40 |
| 21 Nov | 227.94 | 5.45 | -0.35 | 42.03 | 68 | 13 | 45 |
| 20 Nov | 225.88 | 5.8 | 0.00 | 39.15 | 29 | 11 | 34 |
| 19 Nov | 225.88 | 5.8 | -2.40 | 39.15 | 29 | 13 | 34 |
| 18 Nov | 222.67 | 8.2 | 1.85 | 44.33 | 2 | 1 | 21 |
| 14 Nov | 223.71 | 6.35 | -0.35 | 37.57 | 13 | 9 | 20 |
| 13 Nov | 222.56 | 6.7 | -2.80 | 36.81 | 13 | 9 | 9 |
| 12 Nov | 230.22 | 9.5 | 0.00 | 6.50 | 0 | 0 | 0 |
| 11 Nov | 239.22 | 9.5 | 0.00 | 9.88 | 0 | 0 | 0 |
| 8 Nov | 239.04 | 9.5 | 0.00 | 8.90 | 0 | 0 | 0 |
| 7 Nov | 244.29 | 9.5 | 0.00 | 11.39 | 0 | 0 | 0 |
| 6 Nov | 247.98 | 9.5 | 0.00 | 12.29 | 0 | 0 | 0 |
| 5 Nov | 235.25 | 9.5 | 0.00 | 7.89 | 0 | 0 | 0 |
| 4 Nov | 233.39 | 9.5 | 0.00 | 7.28 | 0 | 0 | 0 |
| 1 Nov | 241.97 | 9.5 | 9.53 | 0 | 0 | 0 | |
For Bhel - strike price 215 expiring on 26DEC2024
Delta for 215 PE is -0.05
Historical price for 215 PE is as follows
On 20 Dec BHEL was trading at 235.30. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 46.64, the open interest changed by -3 which decreased total open position to 456
On 19 Dec BHEL was trading at 242.25. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 49.46, the open interest changed by -1 which decreased total open position to 470
On 18 Dec BHEL was trading at 239.85. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 46.56, the open interest changed by 9 which increased total open position to 471
On 17 Dec BHEL was trading at 242.35. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 45.36, the open interest changed by -7 which decreased total open position to 466
On 16 Dec BHEL was trading at 247.60. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 47.24, the open interest changed by -14 which decreased total open position to 473
On 13 Dec BHEL was trading at 242.75. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was 39.93, the open interest changed by -61 which decreased total open position to 487
On 12 Dec BHEL was trading at 244.50. The strike last trading price was 0.55, which was 0.20 higher than the previous day. The implied volatity was 44.08, the open interest changed by 12 which increased total open position to 543
On 11 Dec BHEL was trading at 253.70. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 47.27, the open interest changed by 28 which increased total open position to 532
On 10 Dec BHEL was trading at 248.60. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 42.48, the open interest changed by 135 which increased total open position to 504
On 9 Dec BHEL was trading at 249.55. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 44.01, the open interest changed by -81 which decreased total open position to 378
On 6 Dec BHEL was trading at 249.05. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 39.58, the open interest changed by 1 which increased total open position to 459
On 5 Dec BHEL was trading at 251.80. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 42.17, the open interest changed by 3 which increased total open position to 461
On 4 Dec BHEL was trading at 251.35. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 40.83, the open interest changed by -22 which decreased total open position to 458
On 3 Dec BHEL was trading at 252.35. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 41.20, the open interest changed by 67 which increased total open position to 482
On 2 Dec BHEL was trading at 249.65. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 42.97, the open interest changed by 38 which increased total open position to 414
On 29 Nov BHEL was trading at 251.09. The strike last trading price was 0.95, which was -0.20 lower than the previous day. The implied volatity was 42.26, the open interest changed by 41 which increased total open position to 378
On 28 Nov BHEL was trading at 252.49. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was 45.22, the open interest changed by 60 which increased total open position to 338
On 27 Nov BHEL was trading at 247.66. The strike last trading price was 1.3, which was -0.45 lower than the previous day. The implied volatity was 41.76, the open interest changed by 174 which increased total open position to 278
On 26 Nov BHEL was trading at 243.97. The strike last trading price was 1.75, which was -0.25 lower than the previous day. The implied volatity was 40.78, the open interest changed by 42 which increased total open position to 104
On 25 Nov BHEL was trading at 241.22. The strike last trading price was 2, which was -1.40 lower than the previous day. The implied volatity was 41.56, the open interest changed by 12 which increased total open position to 57
On 22 Nov BHEL was trading at 234.39. The strike last trading price was 3.4, which was -2.05 lower than the previous day. The implied volatity was 40.75, the open interest changed by -5 which decreased total open position to 40
On 21 Nov BHEL was trading at 227.94. The strike last trading price was 5.45, which was -0.35 lower than the previous day. The implied volatity was 42.03, the open interest changed by 13 which increased total open position to 45
On 20 Nov BHEL was trading at 225.88. The strike last trading price was 5.8, which was 0.00 lower than the previous day. The implied volatity was 39.15, the open interest changed by 11 which increased total open position to 34
On 19 Nov BHEL was trading at 225.88. The strike last trading price was 5.8, which was -2.40 lower than the previous day. The implied volatity was 39.15, the open interest changed by 13 which increased total open position to 34
On 18 Nov BHEL was trading at 222.67. The strike last trading price was 8.2, which was 1.85 higher than the previous day. The implied volatity was 44.33, the open interest changed by 1 which increased total open position to 21
On 14 Nov BHEL was trading at 223.71. The strike last trading price was 6.35, which was -0.35 lower than the previous day. The implied volatity was 37.57, the open interest changed by 9 which increased total open position to 20
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 6.7, which was -2.80 lower than the previous day. The implied volatity was 36.81, the open interest changed by 9 which increased total open position to 9
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 9.5, which was 0.00 lower than the previous day. The implied volatity was 6.50, 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 9.5, which was 0.00 lower than the previous day. The implied volatity was 9.88, 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 9.5, which was 0.00 lower than the previous day. The implied volatity was 8.90, 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 9.5, which was 0.00 lower than the previous day. The implied volatity was 11.39, 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 9.5, which was 0.00 lower than the previous day. The implied volatity was 12.29, 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 9.5, which was 0.00 lower than the previous day. The implied volatity was 7.89, 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 9.5, which was 0.00 lower than the previous day. The implied volatity was 7.28, 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 9.5, which was lower than the previous day. The implied volatity was 9.53, the open interest changed by 0 which decreased total open position to 0
