BHEL
Bhel
Historical option data for BHEL
08 Apr 2025 04:02 PM IST
BHEL 24APR2025 220 CE | ||||||||||
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Delta: 0.37
Vega: 0.17
Theta: -0.26
Gamma: 0.02
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
8 Apr | 210.94 | 4.85 | 0.2 | 44.98 | 2,981 | 25 | 2,362 | |||
7 Apr | 207.70 | 4.9 | -0.7 | 49.56 | 3,713 | -92 | 2,342 | |||
4 Apr | 214.45 | 5.6 | -2.15 | 37.36 | 9,103 | 655 | 2,446 | |||
3 Apr | 218.68 | 8.5 | 3.25 | 37.92 | 4,732 | 9 | 1,792 | |||
2 Apr | 212.58 | 5.2 | -0.3 | 37.47 | 2,363 | 112 | 1,784 | |||
1 Apr | 211.69 | 5.65 | -2 | 39.29 | 3,812 | 112 | 1,677 | |||
28 Mar | 216.43 | 7.15 | -0.3 | 36.87 | 7,943 | 654 | 1,565 | |||
27 Mar | 213.98 | 8.35 | 2.25 | 39.48 | 2,178 | 190 | 908 | |||
26 Mar | 210.52 | 6.05 | -1.8 | 39.30 | 1,321 | 176 | 717 | |||
25 Mar | 213.60 | 7.65 | -1.9 | 40.36 | 1,243 | 65 | 540 | |||
24 Mar | 217.54 | 10 | 3.45 | 37.65 | 1,603 | 256 | 622 | |||
21 Mar | 211.95 | 6.15 | 1.1 | 33.76 | 510 | 89 | 364 | |||
20 Mar | 206.54 | 4.9 | 0.1 | 36.69 | 194 | 23 | 273 | |||
19 Mar | 205.69 | 4.65 | 0.2 | 37.51 | 151 | 16 | 248 | |||
18 Mar | 203.88 | 4.6 | 1.8 | 37.18 | 281 | 154 | 232 | |||
17 Mar | 195.43 | 2.75 | -0.05 | 38.90 | 27 | 12 | 77 | |||
13 Mar | 193.33 | 2.8 | -0.2 | 38.96 | 16 | -3 | 65 | |||
12 Mar | 193.63 | 2.95 | -0.5 | 39.13 | 177 | 16 | 68 | |||
11 Mar | 194.12 | 3.45 | 0.3 | 39.56 | 13 | 7 | 54 | |||
10 Mar | 192.11 | 3.15 | -0.9 | 41.34 | 30 | 11 | 45 | |||
7 Mar | 196.95 | 4.05 | -0.4 | 38.38 | 5 | 1 | 34 | |||
6 Mar | 198.40 | 4.35 | 0.05 | 38.71 | 29 | 22 | 33 | |||
5 Mar | 196.06 | 4.3 | -8.8 | 39.38 | 14 | 11 | 11 | |||
4 Mar | 192.75 | 13.1 | 0 | 9.91 | 0 | 0 | 0 | |||
3 Mar | 185.47 | 13.1 | 0 | 12.01 | 0 | 0 | 0 | |||
26 Feb | 194.20 | 13.1 | 0 | 7.82 | 0 | 0 | 0 | |||
25 Feb | 194.61 | 13.1 | 0 | 7.82 | 0 | 0 | 0 | |||
21 Feb | 196.41 | 13.1 | 0 | 7.00 | 0 | 0 | 0 | |||
19 Feb | 195.09 | 13.1 | 0 | 7.10 | 0 | 0 | 0 | |||
17 Feb | 193.47 | 13.1 | 0 | 8.07 | 0 | 0 | 0 | |||
14 Feb | 193.31 | 13.1 | 0 | 7.51 | 0 | 0 | 0 | |||
13 Feb | 201.82 | 13.1 | 0 | 4.21 | 0 | 0 | 0 | |||
12 Feb | 198.83 | 13.1 | 0 | 5.82 | 0 | 0 | 0 | |||
11 Feb | 199.71 | 13.1 | 0 | 6.59 | 0 | 0 | 0 | |||
10 Feb | 202.98 | 13.1 | 0 | 4.05 | 0 | 0 | 0 | |||
7 Feb | 202.84 | 13.1 | 0 | 4.23 | 0 | 0 | 0 | |||
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6 Feb | 204.84 | 13.1 | 0 | 3.39 | 0 | 0 | 0 | |||
5 Feb | 209.01 | 13.1 | 0 | 2.47 | 0 | 0 | 0 | |||
4 Feb | 206.72 | 13.1 | 0 | 2.93 | 0 | 0 | 0 | |||
3 Feb | 196.24 | 13.1 | 0 | 6.91 | 0 | 0 | 0 | |||
1 Feb | 200.02 | 13.1 | 0 | 2.70 | 0 | 0 | 0 |
For Bhel - strike price 220 expiring on 24APR2025
Delta for 220 CE is 0.37
Historical price for 220 CE is as follows
On 8 Apr BHEL was trading at 210.94. The strike last trading price was 4.85, which was 0.2 higher than the previous day. The implied volatity was 44.98, the open interest changed by 25 which increased total open position to 2362
On 7 Apr BHEL was trading at 207.70. The strike last trading price was 4.9, which was -0.7 lower than the previous day. The implied volatity was 49.56, the open interest changed by -92 which decreased total open position to 2342
On 4 Apr BHEL was trading at 214.45. The strike last trading price was 5.6, which was -2.15 lower than the previous day. The implied volatity was 37.36, the open interest changed by 655 which increased total open position to 2446
On 3 Apr BHEL was trading at 218.68. The strike last trading price was 8.5, which was 3.25 higher than the previous day. The implied volatity was 37.92, the open interest changed by 9 which increased total open position to 1792
On 2 Apr BHEL was trading at 212.58. The strike last trading price was 5.2, which was -0.3 lower than the previous day. The implied volatity was 37.47, the open interest changed by 112 which increased total open position to 1784
On 1 Apr BHEL was trading at 211.69. The strike last trading price was 5.65, which was -2 lower than the previous day. The implied volatity was 39.29, the open interest changed by 112 which increased total open position to 1677
On 28 Mar BHEL was trading at 216.43. The strike last trading price was 7.15, which was -0.3 lower than the previous day. The implied volatity was 36.87, the open interest changed by 654 which increased total open position to 1565
On 27 Mar BHEL was trading at 213.98. The strike last trading price was 8.35, which was 2.25 higher than the previous day. The implied volatity was 39.48, the open interest changed by 190 which increased total open position to 908
On 26 Mar BHEL was trading at 210.52. The strike last trading price was 6.05, which was -1.8 lower than the previous day. The implied volatity was 39.30, the open interest changed by 176 which increased total open position to 717
On 25 Mar BHEL was trading at 213.60. The strike last trading price was 7.65, which was -1.9 lower than the previous day. The implied volatity was 40.36, the open interest changed by 65 which increased total open position to 540
On 24 Mar BHEL was trading at 217.54. The strike last trading price was 10, which was 3.45 higher than the previous day. The implied volatity was 37.65, the open interest changed by 256 which increased total open position to 622
On 21 Mar BHEL was trading at 211.95. The strike last trading price was 6.15, which was 1.1 higher than the previous day. The implied volatity was 33.76, the open interest changed by 89 which increased total open position to 364
On 20 Mar BHEL was trading at 206.54. The strike last trading price was 4.9, which was 0.1 higher than the previous day. The implied volatity was 36.69, the open interest changed by 23 which increased total open position to 273
On 19 Mar BHEL was trading at 205.69. The strike last trading price was 4.65, which was 0.2 higher than the previous day. The implied volatity was 37.51, the open interest changed by 16 which increased total open position to 248
On 18 Mar BHEL was trading at 203.88. The strike last trading price was 4.6, which was 1.8 higher than the previous day. The implied volatity was 37.18, the open interest changed by 154 which increased total open position to 232
On 17 Mar BHEL was trading at 195.43. The strike last trading price was 2.75, which was -0.05 lower than the previous day. The implied volatity was 38.90, the open interest changed by 12 which increased total open position to 77
On 13 Mar BHEL was trading at 193.33. The strike last trading price was 2.8, which was -0.2 lower than the previous day. The implied volatity was 38.96, the open interest changed by -3 which decreased total open position to 65
On 12 Mar BHEL was trading at 193.63. The strike last trading price was 2.95, which was -0.5 lower than the previous day. The implied volatity was 39.13, the open interest changed by 16 which increased total open position to 68
On 11 Mar BHEL was trading at 194.12. The strike last trading price was 3.45, which was 0.3 higher than the previous day. The implied volatity was 39.56, the open interest changed by 7 which increased total open position to 54
On 10 Mar BHEL was trading at 192.11. The strike last trading price was 3.15, which was -0.9 lower than the previous day. The implied volatity was 41.34, the open interest changed by 11 which increased total open position to 45
On 7 Mar BHEL was trading at 196.95. The strike last trading price was 4.05, which was -0.4 lower than the previous day. The implied volatity was 38.38, the open interest changed by 1 which increased total open position to 34
On 6 Mar BHEL was trading at 198.40. The strike last trading price was 4.35, which was 0.05 higher than the previous day. The implied volatity was 38.71, the open interest changed by 22 which increased total open position to 33
On 5 Mar BHEL was trading at 196.06. The strike last trading price was 4.3, which was -8.8 lower than the previous day. The implied volatity was 39.38, the open interest changed by 11 which increased total open position to 11
On 4 Mar BHEL was trading at 192.75. The strike last trading price was 13.1, which was 0 lower than the previous day. The implied volatity was 9.91, 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 13.1, which was 0 lower than the previous day. The implied volatity was 12.01, the open interest changed by 0 which decreased total open position to 0
On 26 Feb BHEL was trading at 194.20. The strike last trading price was 13.1, which was 0 lower than the previous day. The implied volatity was 7.82, the open interest changed by 0 which decreased total open position to 0
On 25 Feb BHEL was trading at 194.61. The strike last trading price was 13.1, which was 0 lower than the previous day. The implied volatity was 7.82, the open interest changed by 0 which decreased total open position to 0
On 21 Feb BHEL was trading at 196.41. The strike last trading price was 13.1, which was 0 lower than the previous day. The implied volatity was 7.00, the open interest changed by 0 which decreased total open position to 0
On 19 Feb BHEL was trading at 195.09. The strike last trading price was 13.1, which was 0 lower than the previous day. The implied volatity was 7.10, the open interest changed by 0 which decreased total open position to 0
On 17 Feb BHEL was trading at 193.47. The strike last trading price was 13.1, which was 0 lower than the previous day. The implied volatity was 8.07, the open interest changed by 0 which decreased total open position to 0
On 14 Feb BHEL was trading at 193.31. The strike last trading price was 13.1, which was 0 lower than the previous day. The implied volatity was 7.51, the open interest changed by 0 which decreased total open position to 0
On 13 Feb BHEL was trading at 201.82. The strike last trading price was 13.1, which was 0 lower than the previous day. The implied volatity was 4.21, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BHEL was trading at 198.83. The strike last trading price was 13.1, which was 0 lower than the previous day. The implied volatity was 5.82, the open interest changed by 0 which decreased total open position to 0
On 11 Feb BHEL was trading at 199.71. The strike last trading price was 13.1, which was 0 lower than the previous day. The implied volatity was 6.59, the open interest changed by 0 which decreased total open position to 0
On 10 Feb BHEL was trading at 202.98. The strike last trading price was 13.1, which was 0 lower than the previous day. The implied volatity was 4.05, the open interest changed by 0 which decreased total open position to 0
On 7 Feb BHEL was trading at 202.84. The strike last trading price was 13.1, which was 0 lower than the previous day. The implied volatity was 4.23, the open interest changed by 0 which decreased total open position to 0
On 6 Feb BHEL was trading at 204.84. The strike last trading price was 13.1, which was 0 lower than the previous day. The implied volatity was 3.39, the open interest changed by 0 which decreased total open position to 0
On 5 Feb BHEL was trading at 209.01. The strike last trading price was 13.1, which was 0 lower than the previous day. The implied volatity was 2.47, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BHEL was trading at 206.72. The strike last trading price was 13.1, which was 0 lower than the previous day. The implied volatity was 2.93, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BHEL was trading at 196.24. The strike last trading price was 13.1, which was 0 lower than the previous day. The implied volatity was 6.91, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BHEL was trading at 200.02. The strike last trading price was 13.1, which was 0 lower than the previous day. The implied volatity was 2.70, the open interest changed by 0 which decreased total open position to 0
BHEL 24APR2025 220 PE | |||||||
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Delta: -0.63
Vega: 0.17
Theta: -0.20
Gamma: 0.02
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
8 Apr | 210.94 | 12.5 | -4 | 45.36 | 602 | -26 | 651 |
7 Apr | 207.70 | 15.5 | 4.75 | 51.73 | 642 | -135 | 676 |
4 Apr | 214.45 | 10.5 | 2.6 | 40.41 | 3,377 | 75 | 812 |
3 Apr | 218.68 | 7.45 | -4 | 38.02 | 1,215 | -11 | 729 |
2 Apr | 212.58 | 11.55 | -0.75 | 38.32 | 666 | -72 | 744 |
1 Apr | 211.69 | 12.05 | 1.45 | 39.25 | 778 | -14 | 814 |
28 Mar | 216.43 | 11.05 | 0 | 39.76 | 3,391 | 223 | 828 |
27 Mar | 213.98 | 10.35 | -3.4 | 38.10 | 643 | 62 | 610 |
26 Mar | 210.52 | 13.8 | 1.5 | 38.82 | 532 | 10 | 547 |
25 Mar | 213.60 | 12.55 | 1.8 | 39.95 | 654 | 44 | 537 |
24 Mar | 217.54 | 10.3 | -2.75 | 42.23 | 1,043 | 313 | 493 |
21 Mar | 211.95 | 13.05 | -3 | 37.12 | 190 | 97 | 180 |
20 Mar | 206.54 | 16 | -1.5 | 34.53 | 20 | 11 | 78 |
19 Mar | 205.69 | 17.5 | -0.65 | 35.48 | 19 | 4 | 61 |
18 Mar | 203.88 | 18 | -7 | 36.35 | 50 | 41 | 56 |
17 Mar | 195.43 | 25 | -0.5 | 37.88 | 9 | 8 | 14 |
13 Mar | 193.33 | 25.5 | -2 | 31.47 | 7 | 5 | 8 |
12 Mar | 193.63 | 27.5 | 0 | 0.00 | 0 | 0 | 0 |
11 Mar | 194.12 | 27.5 | 0 | 0.00 | 0 | 3 | 0 |
10 Mar | 192.11 | 27.5 | -5.55 | 36.70 | 3 | 1 | 1 |
7 Mar | 196.95 | 33.05 | 0 | - | 0 | 0 | 0 |
6 Mar | 198.40 | 33.05 | 0 | - | 0 | 0 | 0 |
5 Mar | 196.06 | 33.05 | 0 | - | 0 | 0 | 0 |
4 Mar | 192.75 | 33.05 | 0 | - | 0 | 0 | 0 |
3 Mar | 185.47 | 33.05 | 0 | - | 0 | 0 | 0 |
26 Feb | 194.20 | 0 | 0 | - | 0 | 0 | 0 |
25 Feb | 194.61 | 0 | 0 | - | 0 | 0 | 0 |
21 Feb | 196.41 | 0 | 0 | - | 0 | 0 | 0 |
19 Feb | 195.09 | 0 | 0 | - | 0 | 0 | 0 |
17 Feb | 193.47 | 0 | 0 | - | 0 | 0 | 0 |
14 Feb | 193.31 | 0 | 0 | - | 0 | 0 | 0 |
13 Feb | 201.82 | 0 | 0 | - | 0 | 0 | 0 |
12 Feb | 198.83 | 0 | 0 | - | 0 | 0 | 0 |
11 Feb | 199.71 | 0 | 0 | - | 0 | 0 | 0 |
10 Feb | 202.98 | 0 | 0 | - | 0 | 0 | 0 |
7 Feb | 202.84 | 0 | 0 | - | 0 | 0 | 0 |
6 Feb | 204.84 | 0 | 0 | - | 0 | 0 | 0 |
5 Feb | 209.01 | 0 | 0 | - | 0 | 0 | 0 |
4 Feb | 206.72 | 0 | 0 | - | 0 | 0 | 0 |
3 Feb | 196.24 | 0 | 0 | - | 0 | 0 | 0 |
1 Feb | 200.02 | 0 | 0 | - | 0 | 0 | 0 |
For Bhel - strike price 220 expiring on 24APR2025
Delta for 220 PE is -0.63
Historical price for 220 PE is as follows
On 8 Apr BHEL was trading at 210.94. The strike last trading price was 12.5, which was -4 lower than the previous day. The implied volatity was 45.36, the open interest changed by -26 which decreased total open position to 651
On 7 Apr BHEL was trading at 207.70. The strike last trading price was 15.5, which was 4.75 higher than the previous day. The implied volatity was 51.73, the open interest changed by -135 which decreased total open position to 676
On 4 Apr BHEL was trading at 214.45. The strike last trading price was 10.5, which was 2.6 higher than the previous day. The implied volatity was 40.41, the open interest changed by 75 which increased total open position to 812
On 3 Apr BHEL was trading at 218.68. The strike last trading price was 7.45, which was -4 lower than the previous day. The implied volatity was 38.02, the open interest changed by -11 which decreased total open position to 729
On 2 Apr BHEL was trading at 212.58. The strike last trading price was 11.55, which was -0.75 lower than the previous day. The implied volatity was 38.32, the open interest changed by -72 which decreased total open position to 744
On 1 Apr BHEL was trading at 211.69. The strike last trading price was 12.05, which was 1.45 higher than the previous day. The implied volatity was 39.25, the open interest changed by -14 which decreased total open position to 814
On 28 Mar BHEL was trading at 216.43. The strike last trading price was 11.05, which was 0 lower than the previous day. The implied volatity was 39.76, the open interest changed by 223 which increased total open position to 828
On 27 Mar BHEL was trading at 213.98. The strike last trading price was 10.35, which was -3.4 lower than the previous day. The implied volatity was 38.10, the open interest changed by 62 which increased total open position to 610
On 26 Mar BHEL was trading at 210.52. The strike last trading price was 13.8, which was 1.5 higher than the previous day. The implied volatity was 38.82, the open interest changed by 10 which increased total open position to 547
On 25 Mar BHEL was trading at 213.60. The strike last trading price was 12.55, which was 1.8 higher than the previous day. The implied volatity was 39.95, the open interest changed by 44 which increased total open position to 537
On 24 Mar BHEL was trading at 217.54. The strike last trading price was 10.3, which was -2.75 lower than the previous day. The implied volatity was 42.23, the open interest changed by 313 which increased total open position to 493
On 21 Mar BHEL was trading at 211.95. The strike last trading price was 13.05, which was -3 lower than the previous day. The implied volatity was 37.12, the open interest changed by 97 which increased total open position to 180
On 20 Mar BHEL was trading at 206.54. The strike last trading price was 16, which was -1.5 lower than the previous day. The implied volatity was 34.53, the open interest changed by 11 which increased total open position to 78
On 19 Mar BHEL was trading at 205.69. The strike last trading price was 17.5, which was -0.65 lower than the previous day. The implied volatity was 35.48, the open interest changed by 4 which increased total open position to 61
On 18 Mar BHEL was trading at 203.88. The strike last trading price was 18, which was -7 lower than the previous day. The implied volatity was 36.35, the open interest changed by 41 which increased total open position to 56
On 17 Mar BHEL was trading at 195.43. The strike last trading price was 25, which was -0.5 lower than the previous day. The implied volatity was 37.88, the open interest changed by 8 which increased total open position to 14
On 13 Mar BHEL was trading at 193.33. The strike last trading price was 25.5, which was -2 lower than the previous day. The implied volatity was 31.47, the open interest changed by 5 which increased total open position to 8
On 12 Mar BHEL was trading at 193.63. The strike last trading price was 27.5, 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 11 Mar BHEL was trading at 194.12. The strike last trading price was 27.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 10 Mar BHEL was trading at 192.11. The strike last trading price was 27.5, which was -5.55 lower than the previous day. The implied volatity was 36.70, the open interest changed by 1 which increased total open position to 1
On 7 Mar BHEL was trading at 196.95. The strike last trading price was 33.05, 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 33.05, 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 33.05, 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 33.05, 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 3 Mar BHEL was trading at 185.47. The strike last trading price was 33.05, 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 26 Feb BHEL was trading at 194.20. The strike last trading price was 0, 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 25 Feb BHEL was trading at 194.61. The strike last trading price was 0, 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 21 Feb BHEL was trading at 196.41. The strike last trading price was 0, 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 19 Feb BHEL was trading at 195.09. The strike last trading price was 0, 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 Feb BHEL was trading at 193.47. The strike last trading price was 0, 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 14 Feb BHEL was trading at 193.31. The strike last trading price was 0, 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 Feb BHEL was trading at 201.82. The strike last trading price was 0, 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 Feb BHEL was trading at 198.83. The strike last trading price was 0, 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 Feb BHEL was trading at 199.71. The strike last trading price was 0, 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 Feb BHEL was trading at 202.98. The strike last trading price was 0, 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 Feb BHEL was trading at 202.84. The strike last trading price was 0, 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 Feb BHEL was trading at 204.84. The strike last trading price was 0, 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 Feb BHEL was trading at 209.01. The strike last trading price was 0, 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 Feb BHEL was trading at 206.72. The strike last trading price was 0, 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 3 Feb BHEL was trading at 196.24. The strike last trading price was 0, 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 1 Feb BHEL was trading at 200.02. The strike last trading price was 0, 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