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[--[65.84.65.76]--]
BHEL
Bhel

235.3 -6.95 (-2.87%)

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Historical option data for BHEL

20 Dec 2024 04:12 PM IST
BHEL 26DEC2024 220 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 235.30 15.75 -7.25 - 37 -1 60
19 Dec 242.25 23 0.00 50.93 38 -8 64
18 Dec 239.85 23 -5.10 71.25 19 -12 72
17 Dec 242.35 28.1 0.00 0.00 0 0 0
16 Dec 247.60 28.1 4.70 46.90 5 0 84
13 Dec 242.75 23.4 -2.60 - 16 -1 86
12 Dec 244.50 26 -8.95 42.96 13 1 87
11 Dec 253.70 34.95 0.95 45.86 3 0 86
10 Dec 248.60 34 2.70 76.77 2 -1 86
9 Dec 249.55 31.3 0.55 45.25 10 -1 86
6 Dec 249.05 30.75 -3.20 36.90 4 0 87
5 Dec 251.80 33.95 0.10 36.35 6 -1 87
4 Dec 251.35 33.85 -0.10 40.50 6 0 92
3 Dec 252.35 33.95 0.95 32.73 6 -5 92
2 Dec 249.65 33 0.65 46.94 4 -3 97
29 Nov 251.09 32.35 -4.00 - 6 0 101
28 Nov 252.49 36.35 5.65 43.69 33 -3 101
27 Nov 247.66 30.7 3.55 35.74 13 3 104
26 Nov 243.97 27.15 1.40 38.79 19 4 101
25 Nov 241.22 25.75 5.50 30.83 35 -15 97
22 Nov 234.39 20.25 3.85 34.00 75 -16 96
21 Nov 227.94 16.4 1.70 38.75 230 65 111
20 Nov 225.88 14.7 0.00 38.10 80 5 39
19 Nov 225.88 14.7 1.55 38.10 80 -2 39
18 Nov 222.67 13.15 -0.85 37.74 142 9 41
14 Nov 223.71 14 0.00 35.33 15 0 31
13 Nov 222.56 14 -57.20 37.68 37 31 31
12 Nov 230.22 71.2 0.00 - 0 0 0
11 Nov 239.22 71.2 0.00 - 0 0 0
8 Nov 239.04 71.2 0.00 - 0 0 0
7 Nov 244.29 71.2 0.00 - 0 0 0
6 Nov 247.98 71.2 0.00 - 0 0 0
5 Nov 235.25 71.2 0.00 - 0 0 0
4 Nov 233.39 71.2 0.00 - 0 0 0
1 Nov 241.97 71.2 0.00 - 0 0 0
31 Oct 239.00 71.2 0.00 - 0 0 0
30 Oct 236.60 71.2 71.20 - 0 0 0
21 Oct 247.65 0 0.00 - 0 0 0
18 Oct 253.85 0 0.00 - 0 0 0
16 Oct 269.60 0 0.00 - 0 0 0
9 Oct 264.30 0 0.00 - 0 0 0
8 Oct 265.50 0 0.00 - 0 0 0
7 Oct 256.65 0 0.00 - 0 0 0
4 Oct 267.60 0 0.00 - 0 0 0
3 Oct 268.95 0 - 0 0 0


For Bhel - strike price 220 expiring on 26DEC2024

Delta for 220 CE is -

Historical price for 220 CE is as follows

On 20 Dec BHEL was trading at 235.30. The strike last trading price was 15.75, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 60


On 19 Dec BHEL was trading at 242.25. The strike last trading price was 23, which was 0.00 lower than the previous day. The implied volatity was 50.93, the open interest changed by -8 which decreased total open position to 64


On 18 Dec BHEL was trading at 239.85. The strike last trading price was 23, which was -5.10 lower than the previous day. The implied volatity was 71.25, the open interest changed by -12 which decreased total open position to 72


On 17 Dec BHEL was trading at 242.35. The strike last trading price was 28.1, 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 28.1, which was 4.70 higher than the previous day. The implied volatity was 46.90, the open interest changed by 0 which decreased total open position to 84


On 13 Dec BHEL was trading at 242.75. The strike last trading price was 23.4, which was -2.60 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 86


On 12 Dec BHEL was trading at 244.50. The strike last trading price was 26, which was -8.95 lower than the previous day. The implied volatity was 42.96, the open interest changed by 1 which increased total open position to 87


On 11 Dec BHEL was trading at 253.70. The strike last trading price was 34.95, which was 0.95 higher than the previous day. The implied volatity was 45.86, the open interest changed by 0 which decreased total open position to 86


On 10 Dec BHEL was trading at 248.60. The strike last trading price was 34, which was 2.70 higher than the previous day. The implied volatity was 76.77, the open interest changed by -1 which decreased total open position to 86


On 9 Dec BHEL was trading at 249.55. The strike last trading price was 31.3, which was 0.55 higher than the previous day. The implied volatity was 45.25, the open interest changed by -1 which decreased total open position to 86


On 6 Dec BHEL was trading at 249.05. The strike last trading price was 30.75, which was -3.20 lower than the previous day. The implied volatity was 36.90, the open interest changed by 0 which decreased total open position to 87


On 5 Dec BHEL was trading at 251.80. The strike last trading price was 33.95, which was 0.10 higher than the previous day. The implied volatity was 36.35, the open interest changed by -1 which decreased total open position to 87


On 4 Dec BHEL was trading at 251.35. The strike last trading price was 33.85, which was -0.10 lower than the previous day. The implied volatity was 40.50, the open interest changed by 0 which decreased total open position to 92


On 3 Dec BHEL was trading at 252.35. The strike last trading price was 33.95, which was 0.95 higher than the previous day. The implied volatity was 32.73, the open interest changed by -5 which decreased total open position to 92


On 2 Dec BHEL was trading at 249.65. The strike last trading price was 33, which was 0.65 higher than the previous day. The implied volatity was 46.94, the open interest changed by -3 which decreased total open position to 97


On 29 Nov BHEL was trading at 251.09. The strike last trading price was 32.35, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 101


On 28 Nov BHEL was trading at 252.49. The strike last trading price was 36.35, which was 5.65 higher than the previous day. The implied volatity was 43.69, the open interest changed by -3 which decreased total open position to 101


On 27 Nov BHEL was trading at 247.66. The strike last trading price was 30.7, which was 3.55 higher than the previous day. The implied volatity was 35.74, the open interest changed by 3 which increased total open position to 104


On 26 Nov BHEL was trading at 243.97. The strike last trading price was 27.15, which was 1.40 higher than the previous day. The implied volatity was 38.79, the open interest changed by 4 which increased total open position to 101


On 25 Nov BHEL was trading at 241.22. The strike last trading price was 25.75, which was 5.50 higher than the previous day. The implied volatity was 30.83, the open interest changed by -15 which decreased total open position to 97


On 22 Nov BHEL was trading at 234.39. The strike last trading price was 20.25, which was 3.85 higher than the previous day. The implied volatity was 34.00, the open interest changed by -16 which decreased total open position to 96


On 21 Nov BHEL was trading at 227.94. The strike last trading price was 16.4, which was 1.70 higher than the previous day. The implied volatity was 38.75, the open interest changed by 65 which increased total open position to 111


On 20 Nov BHEL was trading at 225.88. The strike last trading price was 14.7, which was 0.00 lower than the previous day. The implied volatity was 38.10, the open interest changed by 5 which increased total open position to 39


On 19 Nov BHEL was trading at 225.88. The strike last trading price was 14.7, which was 1.55 higher than the previous day. The implied volatity was 38.10, the open interest changed by -2 which decreased total open position to 39


On 18 Nov BHEL was trading at 222.67. The strike last trading price was 13.15, which was -0.85 lower than the previous day. The implied volatity was 37.74, the open interest changed by 9 which increased total open position to 41


On 14 Nov BHEL was trading at 223.71. The strike last trading price was 14, which was 0.00 lower than the previous day. The implied volatity was 35.33, the open interest changed by 0 which decreased total open position to 31


On 13 Nov BHEL was trading at 222.56. The strike last trading price was 14, which was -57.20 lower than the previous day. The implied volatity was 37.68, the open interest changed by 31 which increased total open position to 31


On 12 Nov BHEL was trading at 230.22. The strike last trading price was 71.2, 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 71.2, 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 71.2, 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 71.2, 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 71.2, 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 71.2, 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 71.2, 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 1 Nov BHEL was trading at 241.97. The strike last trading price was 71.2, 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 31 Oct BHEL was trading at 239.00. The strike last trading price was 71.2, 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 30 Oct BHEL was trading at 236.60. The strike last trading price was 71.2, which was 71.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct BHEL was trading at 247.65. The strike last trading price was 0, 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 18 Oct BHEL was trading at 253.85. The strike last trading price was 0, 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 16 Oct BHEL was trading at 269.60. The strike last trading price was 0, 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 9 Oct BHEL was trading at 264.30. The strike last trading price was 0, 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 8 Oct BHEL was trading at 265.50. The strike last trading price was 0, 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 7 Oct BHEL was trading at 256.65. The strike last trading price was 0, 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 4 Oct BHEL was trading at 267.60. The strike last trading price was 0, 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 3 Oct BHEL was trading at 268.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BHEL 26DEC2024 220 PE
Delta: -0.09
Vega: 0.05
Theta: -0.17
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 235.30 0.55 0.25 43.47 1,150 90 811
19 Dec 242.25 0.3 -0.20 43.08 824 -15 726
18 Dec 239.85 0.5 0.05 42.02 613 -23 744
17 Dec 242.35 0.45 0.05 42.06 404 -68 775
16 Dec 247.60 0.4 -0.20 44.75 867 -10 846
13 Dec 242.75 0.6 -0.20 38.29 2,278 -66 862
12 Dec 244.50 0.8 0.40 41.57 1,308 132 926
11 Dec 253.70 0.4 -0.25 43.00 434 -13 795
10 Dec 248.60 0.65 -0.05 41.24 983 -30 812
9 Dec 249.55 0.7 0.00 41.65 370 28 838
6 Dec 249.05 0.7 0.05 38.28 304 31 813
5 Dec 251.80 0.65 -0.05 39.57 468 99 790
4 Dec 251.35 0.7 -0.05 38.93 587 161 691
3 Dec 252.35 0.75 -0.45 39.20 540 8 530
2 Dec 249.65 1.2 -0.10 40.98 359 5 522
29 Nov 251.09 1.3 -0.15 40.80 590 86 518
28 Nov 252.49 1.45 -0.30 43.12 518 89 431
27 Nov 247.66 1.75 -0.75 40.31 310 91 341
26 Nov 243.97 2.5 -0.35 40.29 155 30 249
25 Nov 241.22 2.85 -1.55 41.31 316 92 219
22 Nov 234.39 4.4 -2.60 39.42 179 15 142
21 Nov 227.94 7 -0.70 41.08 266 55 127
20 Nov 225.88 7.7 0.00 38.90 120 -1 70
19 Nov 225.88 7.7 -1.15 38.90 120 -3 70
18 Nov 222.67 8.85 -0.95 38.88 54 24 72
14 Nov 223.71 9.8 0.10 42.61 10 5 48
13 Nov 222.56 9.7 2.85 39.97 36 21 42
12 Nov 230.22 6.85 1.85 38.65 21 4 20
11 Nov 239.22 5 0.75 40.28 14 12 16
8 Nov 239.04 4.25 0.55 36.15 1 0 4
7 Nov 244.29 3.7 0.20 38.96 2 0 4
6 Nov 247.98 3.5 -4.35 40.62 3 2 3
5 Nov 235.25 7.85 0.00 0.00 0 1 0
4 Nov 233.39 7.85 0.45 43.04 1 0 0
1 Nov 241.97 7.4 0.00 0.00 0 -1 0
31 Oct 239.00 7.4 1.20 - 1 0 1
30 Oct 236.60 6.2 -0.40 - 1 0 0
21 Oct 247.65 6.6 0.00 - 0 0 0
18 Oct 253.85 6.6 0.00 - 0 0 0
16 Oct 269.60 6.6 0.00 - 0 0 0
9 Oct 264.30 6.6 0.00 - 0 0 0
8 Oct 265.50 6.6 0.00 - 0 0 0
7 Oct 256.65 6.6 0.00 - 0 0 0
4 Oct 267.60 6.6 6.60 - 0 0 0
3 Oct 268.95 0 - 0 0 0


For Bhel - strike price 220 expiring on 26DEC2024

Delta for 220 PE is -0.09

Historical price for 220 PE is as follows

On 20 Dec BHEL was trading at 235.30. The strike last trading price was 0.55, which was 0.25 higher than the previous day. The implied volatity was 43.47, the open interest changed by 90 which increased total open position to 811


On 19 Dec BHEL was trading at 242.25. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 43.08, the open interest changed by -15 which decreased total open position to 726


On 18 Dec BHEL was trading at 239.85. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 42.02, the open interest changed by -23 which decreased total open position to 744


On 17 Dec BHEL was trading at 242.35. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 42.06, the open interest changed by -68 which decreased total open position to 775


On 16 Dec BHEL was trading at 247.60. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 44.75, the open interest changed by -10 which decreased total open position to 846


On 13 Dec BHEL was trading at 242.75. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 38.29, the open interest changed by -66 which decreased total open position to 862


On 12 Dec BHEL was trading at 244.50. The strike last trading price was 0.8, which was 0.40 higher than the previous day. The implied volatity was 41.57, the open interest changed by 132 which increased total open position to 926


On 11 Dec BHEL was trading at 253.70. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 43.00, the open interest changed by -13 which decreased total open position to 795


On 10 Dec BHEL was trading at 248.60. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 41.24, the open interest changed by -30 which decreased total open position to 812


On 9 Dec BHEL was trading at 249.55. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 41.65, the open interest changed by 28 which increased total open position to 838


On 6 Dec BHEL was trading at 249.05. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 38.28, the open interest changed by 31 which increased total open position to 813


On 5 Dec BHEL was trading at 251.80. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 39.57, the open interest changed by 99 which increased total open position to 790


On 4 Dec BHEL was trading at 251.35. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 38.93, the open interest changed by 161 which increased total open position to 691


On 3 Dec BHEL was trading at 252.35. The strike last trading price was 0.75, which was -0.45 lower than the previous day. The implied volatity was 39.20, the open interest changed by 8 which increased total open position to 530


On 2 Dec BHEL was trading at 249.65. The strike last trading price was 1.2, which was -0.10 lower than the previous day. The implied volatity was 40.98, the open interest changed by 5 which increased total open position to 522


On 29 Nov BHEL was trading at 251.09. The strike last trading price was 1.3, which was -0.15 lower than the previous day. The implied volatity was 40.80, the open interest changed by 86 which increased total open position to 518


On 28 Nov BHEL was trading at 252.49. The strike last trading price was 1.45, which was -0.30 lower than the previous day. The implied volatity was 43.12, the open interest changed by 89 which increased total open position to 431


On 27 Nov BHEL was trading at 247.66. The strike last trading price was 1.75, which was -0.75 lower than the previous day. The implied volatity was 40.31, the open interest changed by 91 which increased total open position to 341


On 26 Nov BHEL was trading at 243.97. The strike last trading price was 2.5, which was -0.35 lower than the previous day. The implied volatity was 40.29, the open interest changed by 30 which increased total open position to 249


On 25 Nov BHEL was trading at 241.22. The strike last trading price was 2.85, which was -1.55 lower than the previous day. The implied volatity was 41.31, the open interest changed by 92 which increased total open position to 219


On 22 Nov BHEL was trading at 234.39. The strike last trading price was 4.4, which was -2.60 lower than the previous day. The implied volatity was 39.42, the open interest changed by 15 which increased total open position to 142


On 21 Nov BHEL was trading at 227.94. The strike last trading price was 7, which was -0.70 lower than the previous day. The implied volatity was 41.08, the open interest changed by 55 which increased total open position to 127


On 20 Nov BHEL was trading at 225.88. The strike last trading price was 7.7, which was 0.00 lower than the previous day. The implied volatity was 38.90, the open interest changed by -1 which decreased total open position to 70


On 19 Nov BHEL was trading at 225.88. The strike last trading price was 7.7, which was -1.15 lower than the previous day. The implied volatity was 38.90, the open interest changed by -3 which decreased total open position to 70


On 18 Nov BHEL was trading at 222.67. The strike last trading price was 8.85, which was -0.95 lower than the previous day. The implied volatity was 38.88, the open interest changed by 24 which increased total open position to 72


On 14 Nov BHEL was trading at 223.71. The strike last trading price was 9.8, which was 0.10 higher than the previous day. The implied volatity was 42.61, the open interest changed by 5 which increased total open position to 48


On 13 Nov BHEL was trading at 222.56. The strike last trading price was 9.7, which was 2.85 higher than the previous day. The implied volatity was 39.97, the open interest changed by 21 which increased total open position to 42


On 12 Nov BHEL was trading at 230.22. The strike last trading price was 6.85, which was 1.85 higher than the previous day. The implied volatity was 38.65, the open interest changed by 4 which increased total open position to 20


On 11 Nov BHEL was trading at 239.22. The strike last trading price was 5, which was 0.75 higher than the previous day. The implied volatity was 40.28, the open interest changed by 12 which increased total open position to 16


On 8 Nov BHEL was trading at 239.04. The strike last trading price was 4.25, which was 0.55 higher than the previous day. The implied volatity was 36.15, the open interest changed by 0 which decreased total open position to 4


On 7 Nov BHEL was trading at 244.29. The strike last trading price was 3.7, which was 0.20 higher than the previous day. The implied volatity was 38.96, the open interest changed by 0 which decreased total open position to 4


On 6 Nov BHEL was trading at 247.98. The strike last trading price was 3.5, which was -4.35 lower than the previous day. The implied volatity was 40.62, the open interest changed by 2 which increased total open position to 3


On 5 Nov BHEL was trading at 235.25. The strike last trading price was 7.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 4 Nov BHEL was trading at 233.39. The strike last trading price was 7.85, which was 0.45 higher than the previous day. The implied volatity was 43.04, 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 7.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 31 Oct BHEL was trading at 239.00. The strike last trading price was 7.4, 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 30 Oct BHEL was trading at 236.60. The strike last trading price was 6.2, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct BHEL was trading at 247.65. The strike last trading price was 6.6, 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 18 Oct BHEL was trading at 253.85. The strike last trading price was 6.6, 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 16 Oct BHEL was trading at 269.60. The strike last trading price was 6.6, 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 9 Oct BHEL was trading at 264.30. The strike last trading price was 6.6, 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 8 Oct BHEL was trading at 265.50. The strike last trading price was 6.6, 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 7 Oct BHEL was trading at 256.65. The strike last trading price was 6.6, 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 4 Oct BHEL was trading at 267.60. The strike last trading price was 6.6, 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 3 Oct BHEL was trading at 268.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to