BHEL
Bhel
Historical option data for BHEL
14 Nov 2024 04:12 PM IST
| BHEL 28NOV2024 220 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 0.16
Theta: -0.23
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 223.71 | 8.3 | 0.25 | 32.83 | 1,269 | 11 | 378 | |||
| 13 Nov | 222.56 | 8.05 | -4.80 | 35.08 | 717 | 50 | 367 | |||
| 12 Nov | 230.22 | 12.85 | -7.40 | 33.54 | 122 | -19 | 316 | |||
| 11 Nov | 239.22 | 20.25 | -0.65 | 33.72 | 18 | 0 | 334 | |||
| 8 Nov | 239.04 | 20.9 | -6.15 | 36.70 | 27 | -4 | 334 | |||
| 7 Nov | 244.29 | 27.05 | -3.55 | 38.64 | 8 | -1 | 339 | |||
| 6 Nov | 247.98 | 30.6 | 10.40 | 37.70 | 211 | -81 | 341 | |||
| 5 Nov | 235.25 | 20.2 | 0.70 | 43.57 | 232 | -32 | 421 | |||
| 4 Nov | 233.39 | 19.5 | -5.65 | 46.15 | 203 | 51 | 453 | |||
| 1 Nov | 241.97 | 25.15 | 0.80 | 34.90 | 52 | -1 | 400 | |||
| 31 Oct | 239.00 | 24.35 | 2.30 | - | 105 | 8 | 401 | |||
| 30 Oct | 236.60 | 22.05 | 0.85 | - | 260 | 18 | 394 | |||
| 29 Oct | 235.00 | 21.2 | 1.05 | - | 600 | 31 | 376 | |||
| 28 Oct | 229.75 | 20.15 | 5.65 | - | 2,915 | 11 | 346 | |||
| 25 Oct | 216.85 | 14.5 | -5.15 | - | 607 | 188 | 335 | |||
| 24 Oct | 227.30 | 19.65 | 0.75 | - | 390 | 34 | 147 | |||
| 23 Oct | 223.70 | 18.9 | -3.60 | - | 142 | 103 | 111 | |||
| 22 Oct | 232.80 | 22.5 | -58.15 | - | 11 | 8 | 8 | |||
| 21 Oct | 247.65 | 80.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Oct | 253.85 | 80.65 | 80.65 | - | 0 | 0 | 0 | |||
| 17 Sept | 264.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 269.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 264.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 263.80 | 0 | - | 0 | 0 | 0 | ||||
For Bhel - strike price 220 expiring on 28NOV2024
Delta for 220 CE is 0.64
Historical price for 220 CE is as follows
On 14 Nov BHEL was trading at 223.71. The strike last trading price was 8.3, which was 0.25 higher than the previous day. The implied volatity was 32.83, the open interest changed by 11 which increased total open position to 378
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 8.05, which was -4.80 lower than the previous day. The implied volatity was 35.08, the open interest changed by 50 which increased total open position to 367
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 12.85, which was -7.40 lower than the previous day. The implied volatity was 33.54, the open interest changed by -19 which decreased total open position to 316
On 11 Nov BHEL was trading at 239.22. The strike last trading price was 20.25, which was -0.65 lower than the previous day. The implied volatity was 33.72, the open interest changed by 0 which decreased total open position to 334
On 8 Nov BHEL was trading at 239.04. The strike last trading price was 20.9, which was -6.15 lower than the previous day. The implied volatity was 36.70, the open interest changed by -4 which decreased total open position to 334
On 7 Nov BHEL was trading at 244.29. The strike last trading price was 27.05, which was -3.55 lower than the previous day. The implied volatity was 38.64, the open interest changed by -1 which decreased total open position to 339
On 6 Nov BHEL was trading at 247.98. The strike last trading price was 30.6, which was 10.40 higher than the previous day. The implied volatity was 37.70, the open interest changed by -81 which decreased total open position to 341
On 5 Nov BHEL was trading at 235.25. The strike last trading price was 20.2, which was 0.70 higher than the previous day. The implied volatity was 43.57, the open interest changed by -32 which decreased total open position to 421
On 4 Nov BHEL was trading at 233.39. The strike last trading price was 19.5, which was -5.65 lower than the previous day. The implied volatity was 46.15, the open interest changed by 51 which increased total open position to 453
On 1 Nov BHEL was trading at 241.97. The strike last trading price was 25.15, which was 0.80 higher than the previous day. The implied volatity was 34.90, the open interest changed by -1 which decreased total open position to 400
On 31 Oct BHEL was trading at 239.00. The strike last trading price was 24.35, which was 2.30 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 22.05, which was 0.85 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 21.2, which was 1.05 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 20.15, which was 5.65 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 14.5, which was -5.15 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 19.65, which was 0.75 higher 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 18.9, which was -3.60 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 22.5, which was -58.15 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 80.65, 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 18 Oct BHEL was trading at 253.85. The strike last trading price was 80.65, which was 80.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept BHEL was trading at 264.85. 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 Sept BHEL was trading at 269.50. 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 13 Sept 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 6 Sept BHEL was trading at 263.80. 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 28NOV2024 220 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 0.17
Theta: -0.19
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 223.71 | 4.2 | -1.20 | 36.12 | 2,158 | 92 | 1,215 |
| 13 Nov | 222.56 | 5.4 | 2.20 | 38.81 | 3,225 | 26 | 1,137 |
| 12 Nov | 230.22 | 3.2 | 1.65 | 38.80 | 1,786 | 137 | 1,143 |
| 11 Nov | 239.22 | 1.55 | -0.40 | 38.58 | 869 | -19 | 1,002 |
| 8 Nov | 239.04 | 1.95 | 0.55 | 38.57 | 1,054 | -48 | 1,023 |
| 7 Nov | 244.29 | 1.4 | 0.10 | 40.56 | 812 | -47 | 1,072 |
| 6 Nov | 247.98 | 1.3 | -2.70 | 42.51 | 2,477 | 85 | 1,119 |
| 5 Nov | 235.25 | 4 | -1.00 | 44.83 | 1,114 | -58 | 1,039 |
| 4 Nov | 233.39 | 5 | 1.50 | 46.61 | 1,808 | 111 | 1,103 |
| 1 Nov | 241.97 | 3.5 | -0.75 | 47.08 | 210 | 56 | 992 |
| 31 Oct | 239.00 | 4.25 | -0.35 | - | 932 | -48 | 937 |
| 30 Oct | 236.60 | 4.6 | 0.10 | - | 932 | 117 | 984 |
| 29 Oct | 235.00 | 4.5 | -2.80 | - | 1,541 | 243 | 868 |
| 28 Oct | 229.75 | 7.3 | -7.65 | - | 2,612 | 392 | 627 |
| 25 Oct | 216.85 | 14.95 | 4.50 | - | 605 | 37 | 235 |
| 24 Oct | 227.30 | 10.45 | -1.75 | - | 189 | -10 | 198 |
| 23 Oct | 223.70 | 12.2 | 4.65 | - | 354 | 53 | 213 |
| 22 Oct | 232.80 | 7.55 | 3.80 | - | 300 | 48 | 161 |
| 21 Oct | 247.65 | 3.75 | 1.30 | - | 141 | 77 | 112 |
| 18 Oct | 253.85 | 2.45 | -3.25 | - | 64 | 34 | 34 |
| 17 Sept | 264.85 | 5.7 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 269.50 | 5.7 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 264.30 | 5.7 | 5.70 | - | 0 | 0 | 0 |
| 6 Sept | 263.80 | 0 | - | 0 | 0 | 0 | |
For Bhel - strike price 220 expiring on 28NOV2024
Delta for 220 PE is -0.37
Historical price for 220 PE is as follows
On 14 Nov BHEL was trading at 223.71. The strike last trading price was 4.2, which was -1.20 lower than the previous day. The implied volatity was 36.12, the open interest changed by 92 which increased total open position to 1215
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 5.4, which was 2.20 higher than the previous day. The implied volatity was 38.81, the open interest changed by 26 which increased total open position to 1137
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 3.2, which was 1.65 higher than the previous day. The implied volatity was 38.80, the open interest changed by 137 which increased total open position to 1143
On 11 Nov BHEL was trading at 239.22. The strike last trading price was 1.55, which was -0.40 lower than the previous day. The implied volatity was 38.58, the open interest changed by -19 which decreased total open position to 1002
On 8 Nov BHEL was trading at 239.04. The strike last trading price was 1.95, which was 0.55 higher than the previous day. The implied volatity was 38.57, the open interest changed by -48 which decreased total open position to 1023
On 7 Nov BHEL was trading at 244.29. The strike last trading price was 1.4, which was 0.10 higher than the previous day. The implied volatity was 40.56, the open interest changed by -47 which decreased total open position to 1072
On 6 Nov BHEL was trading at 247.98. The strike last trading price was 1.3, which was -2.70 lower than the previous day. The implied volatity was 42.51, the open interest changed by 85 which increased total open position to 1119
On 5 Nov BHEL was trading at 235.25. The strike last trading price was 4, which was -1.00 lower than the previous day. The implied volatity was 44.83, the open interest changed by -58 which decreased total open position to 1039
On 4 Nov BHEL was trading at 233.39. The strike last trading price was 5, which was 1.50 higher than the previous day. The implied volatity was 46.61, the open interest changed by 111 which increased total open position to 1103
On 1 Nov BHEL was trading at 241.97. The strike last trading price was 3.5, which was -0.75 lower than the previous day. The implied volatity was 47.08, the open interest changed by 56 which increased total open position to 992
On 31 Oct BHEL was trading at 239.00. The strike last trading price was 4.25, which was -0.35 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 4.6, which was 0.10 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 4.5, which was -2.80 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 7.3, which was -7.65 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 14.95, which was 4.50 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 10.45, which was -1.75 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 12.2, which was 4.65 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 7.55, which was 3.80 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 3.75, which was 1.30 higher 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 2.45, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept BHEL was trading at 264.85. The strike last trading price was 5.7, 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 Sept BHEL was trading at 269.50. The strike last trading price was 5.7, 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 13 Sept BHEL was trading at 264.30. The strike last trading price was 5.7, which was 5.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept BHEL was trading at 263.80. 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
