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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 215 CE
Delta: 0.76
Vega: 0.14
Theta: -0.20
Gamma: 0.02
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
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
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