BHEL
Bhel
Historical option data for BHEL
14 Nov 2024 04:12 PM IST
| BHEL 28NOV2024 215 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.76
Vega: 0.14
Theta: -0.20
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 223.71 | 11.7 | 0.30 | 32.90 | 81 | 8 | 133 | |||
| 13 Nov | 222.56 | 11.4 | -5.60 | 36.43 | 60 | 26 | 120 | |||
| 12 Nov | 230.22 | 17 | -8.20 | 35.63 | 22 | 12 | 94 | |||
| 11 Nov | 239.22 | 25.2 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 8 Nov | 239.04 | 25.2 | -6.30 | 37.10 | 9 | 5 | 82 | |||
| 7 Nov | 244.29 | 31.5 | -0.75 | 38.35 | 4 | -2 | 79 | |||
| 6 Nov | 247.98 | 32.25 | 8.60 | - | 11 | 1 | 82 | |||
| 5 Nov | 235.25 | 23.65 | -0.20 | 41.34 | 25 | 6 | 81 | |||
| 4 Nov | 233.39 | 23.85 | -4.65 | 50.51 | 41 | 22 | 74 | |||
| 1 Nov | 241.97 | 28.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 239.00 | 28.5 | -2.50 | - | 2 | 0 | 52 | |||
| 30 Oct | 236.60 | 31 | 5.80 | - | 21 | -9 | 52 | |||
| 29 Oct | 235.00 | 25.2 | 1.20 | - | 26 | 1 | 61 | |||
| 28 Oct | 229.75 | 24 | 7.00 | - | 430 | 19 | 60 | |||
| 25 Oct | 216.85 | 17 | -5.05 | - | 77 | 40 | 41 | |||
| 24 Oct | 227.30 | 22.05 | -49.60 | - | 1 | 0 | 0 | |||
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| 23 Oct | 223.70 | 71.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 232.80 | 71.65 | - | 0 | 0 | 0 | ||||
For Bhel - strike price 215 expiring on 28NOV2024
Delta for 215 CE is 0.76
Historical price for 215 CE is as follows
On 14 Nov BHEL was trading at 223.71. The strike last trading price was 11.7, which was 0.30 higher than the previous day. The implied volatity was 32.90, the open interest changed by 8 which increased total open position to 133
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 11.4, which was -5.60 lower than the previous day. The implied volatity was 36.43, the open interest changed by 26 which increased total open position to 120
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 17, which was -8.20 lower than the previous day. The implied volatity was 35.63, the open interest changed by 12 which increased total open position to 94
On 11 Nov BHEL was trading at 239.22. The strike last trading price was 25.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 8 Nov BHEL was trading at 239.04. The strike last trading price was 25.2, which was -6.30 lower than the previous day. The implied volatity was 37.10, the open interest changed by 5 which increased total open position to 82
On 7 Nov BHEL was trading at 244.29. The strike last trading price was 31.5, which was -0.75 lower than the previous day. The implied volatity was 38.35, the open interest changed by -2 which decreased total open position to 79
On 6 Nov BHEL was trading at 247.98. The strike last trading price was 32.25, which was 8.60 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 82
On 5 Nov BHEL was trading at 235.25. The strike last trading price was 23.65, which was -0.20 lower than the previous day. The implied volatity was 41.34, the open interest changed by 6 which increased total open position to 81
On 4 Nov BHEL was trading at 233.39. The strike last trading price was 23.85, which was -4.65 lower than the previous day. The implied volatity was 50.51, the open interest changed by 22 which increased total open position to 74
On 1 Nov BHEL was trading at 241.97. The strike last trading price was 28.5, 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 28.5, which was -2.50 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 31, which was 5.80 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 25.2, which was 1.20 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 24, which was 7.00 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 17, which was -5.05 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 22.05, which was -49.60 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 71.65, 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 71.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BHEL 28NOV2024 215 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.26
Vega: 0.14
Theta: -0.17
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 223.71 | 2.7 | -0.80 | 37.37 | 1,298 | 67 | 930 |
| 13 Nov | 222.56 | 3.5 | 1.45 | 38.88 | 1,828 | 214 | 864 |
| 12 Nov | 230.22 | 2.05 | 1.05 | 39.55 | 1,007 | 45 | 660 |
| 11 Nov | 239.22 | 1 | -0.25 | 39.97 | 365 | 95 | 618 |
| 8 Nov | 239.04 | 1.25 | 0.30 | 39.35 | 555 | 60 | 530 |
| 7 Nov | 244.29 | 0.95 | -0.10 | 41.81 | 303 | -1 | 468 |
| 6 Nov | 247.98 | 1.05 | -2.00 | 45.44 | 763 | 31 | 474 |
| 5 Nov | 235.25 | 3.05 | -0.70 | 46.54 | 277 | 40 | 443 |
| 4 Nov | 233.39 | 3.75 | 1.10 | 47.48 | 935 | 156 | 403 |
| 1 Nov | 241.97 | 2.65 | -0.60 | 48.14 | 59 | 23 | 251 |
| 31 Oct | 239.00 | 3.25 | -0.05 | - | 339 | 13 | 229 |
| 30 Oct | 236.60 | 3.3 | -0.25 | - | 317 | -15 | 213 |
| 29 Oct | 235.00 | 3.55 | -2.65 | - | 399 | 38 | 229 |
| 28 Oct | 229.75 | 6.2 | -6.60 | - | 1,030 | 133 | 189 |
| 25 Oct | 216.85 | 12.8 | 4.70 | - | 127 | 35 | 56 |
| 24 Oct | 227.30 | 8.1 | -1.80 | - | 16 | 2 | 21 |
| 23 Oct | 223.70 | 9.9 | 6.60 | - | 27 | 17 | 17 |
| 22 Oct | 232.80 | 3.3 | - | 0 | 0 | 0 | |
For Bhel - strike price 215 expiring on 28NOV2024
Delta for 215 PE is -0.26
Historical price for 215 PE is as follows
On 14 Nov BHEL was trading at 223.71. The strike last trading price was 2.7, which was -0.80 lower than the previous day. The implied volatity was 37.37, the open interest changed by 67 which increased total open position to 930
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 3.5, which was 1.45 higher than the previous day. The implied volatity was 38.88, the open interest changed by 214 which increased total open position to 864
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 2.05, which was 1.05 higher than the previous day. The implied volatity was 39.55, the open interest changed by 45 which increased total open position to 660
On 11 Nov BHEL was trading at 239.22. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 39.97, the open interest changed by 95 which increased total open position to 618
On 8 Nov BHEL was trading at 239.04. The strike last trading price was 1.25, which was 0.30 higher than the previous day. The implied volatity was 39.35, the open interest changed by 60 which increased total open position to 530
On 7 Nov BHEL was trading at 244.29. The strike last trading price was 0.95, which was -0.10 lower than the previous day. The implied volatity was 41.81, the open interest changed by -1 which decreased total open position to 468
On 6 Nov BHEL was trading at 247.98. The strike last trading price was 1.05, which was -2.00 lower than the previous day. The implied volatity was 45.44, the open interest changed by 31 which increased total open position to 474
On 5 Nov BHEL was trading at 235.25. The strike last trading price was 3.05, which was -0.70 lower than the previous day. The implied volatity was 46.54, the open interest changed by 40 which increased total open position to 443
On 4 Nov BHEL was trading at 233.39. The strike last trading price was 3.75, which was 1.10 higher than the previous day. The implied volatity was 47.48, the open interest changed by 156 which increased total open position to 403
On 1 Nov BHEL was trading at 241.97. The strike last trading price was 2.65, which was -0.60 lower than the previous day. The implied volatity was 48.14, the open interest changed by 23 which increased total open position to 251
On 31 Oct BHEL was trading at 239.00. The strike last trading price was 3.25, which was -0.05 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 3.3, which was -0.25 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 3.55, which was -2.65 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 6.2, which was -6.60 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 12.8, which was 4.70 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 8.1, which was -1.80 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 9.9, which was 6.60 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 3.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
