`
[--[65.84.65.76]--]
BHEL
Bhel

210.94 3.24 (1.56%)

Back to Option Chain


Historical option data for BHEL

08 Apr 2025 04:02 PM IST
BHEL 24APR2025 220 CE
Delta: 0.37
Vega: 0.17
Theta: -0.26
Gamma: 0.02
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
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
Delta: -0.63
Vega: 0.17
Theta: -0.20
Gamma: 0.02
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