BHEL
Bhel
Historical option data for BHEL
20 Dec 2024 04:12 PM IST
| BHEL 26DEC2024 225 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0.03
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 235.30 | 12 | -6.10 | 25.29 | 79 | 2 | 31 | |||
| 19 Dec | 242.25 | 18.1 | 2.65 | 46.16 | 31 | -7 | 29 | |||
| 18 Dec | 239.85 | 15.45 | -9.80 | 25.98 | 8 | -4 | 37 | |||
| 17 Dec | 242.35 | 25.25 | 4.25 | 100.45 | 1 | 0 | 40 | |||
| 16 Dec | 247.60 | 21 | 5.95 | - | 3 | 2 | 41 | |||
| 13 Dec | 242.75 | 15.05 | -6.95 | - | 9 | 1 | 38 | |||
| 12 Dec | 244.50 | 22 | -2.90 | 45.77 | 2 | 1 | 37 | |||
| 11 Dec | 253.70 | 24.9 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 10 Dec | 248.60 | 24.9 | -2.70 | 33.52 | 1 | 0 | 37 | |||
| 9 Dec | 249.55 | 27.6 | 0.60 | 50.85 | 4 | 0 | 40 | |||
| 6 Dec | 249.05 | 27 | -1.05 | 43.45 | 6 | 1 | 45 | |||
| 5 Dec | 251.80 | 28.05 | -1.95 | - | 1 | 0 | 43 | |||
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| 4 Dec | 251.35 | 30 | 0.00 | 45.31 | 8 | -1 | 38 | |||
| 3 Dec | 252.35 | 30 | 1.60 | 40.03 | 1 | 0 | 40 | |||
| 2 Dec | 249.65 | 28.4 | -0.55 | 43.80 | 2 | -1 | 41 | |||
| 29 Nov | 251.09 | 28.95 | -0.75 | 35.78 | 3 | -1 | 42 | |||
| 28 Nov | 252.49 | 29.7 | 3.80 | - | 20 | 2 | 43 | |||
| 27 Nov | 247.66 | 25.9 | 2.55 | 32.18 | 6 | 2 | 42 | |||
| 26 Nov | 243.97 | 23.35 | 1.40 | 39.43 | 9 | 0 | 41 | |||
| 25 Nov | 241.22 | 21.95 | 4.85 | 33.00 | 23 | -16 | 40 | |||
| 22 Nov | 234.39 | 17.1 | 3.90 | 35.56 | 50 | -14 | 42 | |||
| 21 Nov | 227.94 | 13.2 | 0.80 | 37.68 | 105 | 20 | 57 | |||
| 20 Nov | 225.88 | 12.4 | 0.00 | 39.14 | 45 | 15 | 37 | |||
| 19 Nov | 225.88 | 12.4 | 1.90 | 39.14 | 45 | 15 | 37 | |||
| 18 Nov | 222.67 | 10.5 | -2.00 | 37.25 | 41 | 18 | 21 | |||
| 14 Nov | 223.71 | 12.5 | -0.55 | 39.11 | 1 | 0 | 2 | |||
| 13 Nov | 222.56 | 13.05 | -16.70 | 42.84 | 4 | 2 | 2 | |||
| 12 Nov | 230.22 | 29.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 239.22 | 29.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 239.04 | 29.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 244.29 | 29.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 247.98 | 29.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 235.25 | 29.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 233.39 | 29.75 | 29.75 | - | 0 | 0 | 0 | |||
| 1 Nov | 241.97 | 0 | - | 0 | 0 | 0 | ||||
For Bhel - strike price 225 expiring on 26DEC2024
Delta for 225 CE is 0.94
Historical price for 225 CE is as follows
On 20 Dec BHEL was trading at 235.30. The strike last trading price was 12, which was -6.10 lower than the previous day. The implied volatity was 25.29, the open interest changed by 2 which increased total open position to 31
On 19 Dec BHEL was trading at 242.25. The strike last trading price was 18.1, which was 2.65 higher than the previous day. The implied volatity was 46.16, the open interest changed by -7 which decreased total open position to 29
On 18 Dec BHEL was trading at 239.85. The strike last trading price was 15.45, which was -9.80 lower than the previous day. The implied volatity was 25.98, the open interest changed by -4 which decreased total open position to 37
On 17 Dec BHEL was trading at 242.35. The strike last trading price was 25.25, which was 4.25 higher than the previous day. The implied volatity was 100.45, the open interest changed by 0 which decreased total open position to 40
On 16 Dec BHEL was trading at 247.60. The strike last trading price was 21, which was 5.95 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 41
On 13 Dec BHEL was trading at 242.75. The strike last trading price was 15.05, which was -6.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 38
On 12 Dec BHEL was trading at 244.50. The strike last trading price was 22, which was -2.90 lower than the previous day. The implied volatity was 45.77, the open interest changed by 1 which increased total open position to 37
On 11 Dec BHEL was trading at 253.70. The strike last trading price was 24.9, 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 10 Dec BHEL was trading at 248.60. The strike last trading price was 24.9, which was -2.70 lower than the previous day. The implied volatity was 33.52, the open interest changed by 0 which decreased total open position to 37
On 9 Dec BHEL was trading at 249.55. The strike last trading price was 27.6, which was 0.60 higher than the previous day. The implied volatity was 50.85, the open interest changed by 0 which decreased total open position to 40
On 6 Dec BHEL was trading at 249.05. The strike last trading price was 27, which was -1.05 lower than the previous day. The implied volatity was 43.45, the open interest changed by 1 which increased total open position to 45
On 5 Dec BHEL was trading at 251.80. The strike last trading price was 28.05, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43
On 4 Dec BHEL was trading at 251.35. The strike last trading price was 30, which was 0.00 lower than the previous day. The implied volatity was 45.31, the open interest changed by -1 which decreased total open position to 38
On 3 Dec BHEL was trading at 252.35. The strike last trading price was 30, which was 1.60 higher than the previous day. The implied volatity was 40.03, the open interest changed by 0 which decreased total open position to 40
On 2 Dec BHEL was trading at 249.65. The strike last trading price was 28.4, which was -0.55 lower than the previous day. The implied volatity was 43.80, the open interest changed by -1 which decreased total open position to 41
On 29 Nov BHEL was trading at 251.09. The strike last trading price was 28.95, which was -0.75 lower than the previous day. The implied volatity was 35.78, the open interest changed by -1 which decreased total open position to 42
On 28 Nov BHEL was trading at 252.49. The strike last trading price was 29.7, which was 3.80 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 43
On 27 Nov BHEL was trading at 247.66. The strike last trading price was 25.9, which was 2.55 higher than the previous day. The implied volatity was 32.18, the open interest changed by 2 which increased total open position to 42
On 26 Nov BHEL was trading at 243.97. The strike last trading price was 23.35, which was 1.40 higher than the previous day. The implied volatity was 39.43, the open interest changed by 0 which decreased total open position to 41
On 25 Nov BHEL was trading at 241.22. The strike last trading price was 21.95, which was 4.85 higher than the previous day. The implied volatity was 33.00, the open interest changed by -16 which decreased total open position to 40
On 22 Nov BHEL was trading at 234.39. The strike last trading price was 17.1, which was 3.90 higher than the previous day. The implied volatity was 35.56, the open interest changed by -14 which decreased total open position to 42
On 21 Nov BHEL was trading at 227.94. The strike last trading price was 13.2, which was 0.80 higher than the previous day. The implied volatity was 37.68, the open interest changed by 20 which increased total open position to 57
On 20 Nov BHEL was trading at 225.88. The strike last trading price was 12.4, which was 0.00 lower than the previous day. The implied volatity was 39.14, the open interest changed by 15 which increased total open position to 37
On 19 Nov BHEL was trading at 225.88. The strike last trading price was 12.4, which was 1.90 higher than the previous day. The implied volatity was 39.14, the open interest changed by 15 which increased total open position to 37
On 18 Nov BHEL was trading at 222.67. The strike last trading price was 10.5, which was -2.00 lower than the previous day. The implied volatity was 37.25, the open interest changed by 18 which increased total open position to 21
On 14 Nov BHEL was trading at 223.71. The strike last trading price was 12.5, which was -0.55 lower than the previous day. The implied volatity was 39.11, the open interest changed by 0 which decreased total open position to 2
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 13.05, which was -16.70 lower than the previous day. The implied volatity was 42.84, the open interest changed by 2 which increased total open position to 2
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 29.75, 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 29.75, 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 29.75, 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 29.75, 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 29.75, 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 29.75, 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 29.75, which was 29.75 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BHEL 26DEC2024 225 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 0.07
Theta: -0.21
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 235.30 | 0.85 | 0.25 | 38.07 | 2,369 | 163 | 762 |
| 19 Dec | 242.25 | 0.6 | -0.25 | 41.26 | 1,658 | -2 | 594 |
| 18 Dec | 239.85 | 0.85 | 0.15 | 39.05 | 1,144 | -13 | 597 |
| 17 Dec | 242.35 | 0.7 | 0.05 | 38.59 | 820 | -43 | 604 |
| 16 Dec | 247.60 | 0.65 | -0.30 | 42.41 | 923 | 2 | 647 |
| 13 Dec | 242.75 | 0.95 | -0.30 | 35.99 | 1,898 | 69 | 651 |
| 12 Dec | 244.50 | 1.25 | 0.60 | 39.85 | 1,307 | 23 | 582 |
| 11 Dec | 253.70 | 0.65 | -0.25 | 41.75 | 701 | 57 | 560 |
| 10 Dec | 248.60 | 0.9 | -0.10 | 38.51 | 663 | 2 | 513 |
| 9 Dec | 249.55 | 1 | -0.05 | 39.48 | 409 | -5 | 514 |
| 6 Dec | 249.05 | 1.05 | 0.05 | 36.76 | 424 | 72 | 527 |
| 5 Dec | 251.80 | 1 | -0.05 | 38.53 | 471 | -5 | 460 |
| 4 Dec | 251.35 | 1.05 | 0.00 | 37.70 | 406 | 119 | 467 |
| 3 Dec | 252.35 | 1.05 | -0.65 | 37.42 | 629 | -108 | 351 |
| 2 Dec | 249.65 | 1.7 | -0.10 | 39.73 | 607 | 221 | 461 |
| 29 Nov | 251.09 | 1.8 | -0.15 | 39.57 | 381 | 23 | 241 |
| 28 Nov | 252.49 | 1.95 | -0.35 | 41.83 | 408 | 11 | 220 |
| 27 Nov | 247.66 | 2.3 | -1.15 | 38.62 | 178 | 30 | 208 |
| 26 Nov | 243.97 | 3.45 | -0.55 | 39.64 | 209 | 23 | 173 |
| 25 Nov | 241.22 | 4 | -2.25 | 41.30 | 221 | 81 | 151 |
| 22 Nov | 234.39 | 6.25 | -2.75 | 40.49 | 121 | 17 | 87 |
| 21 Nov | 227.94 | 9 | -0.75 | 40.93 | 161 | 44 | 72 |
| 20 Nov | 225.88 | 9.75 | 0.00 | 38.19 | 50 | 28 | 29 |
| 19 Nov | 225.88 | 9.75 | -3.50 | 38.19 | 50 | 29 | 29 |
| 18 Nov | 222.67 | 13.25 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 223.71 | 13.25 | 0.00 | 0.70 | 0 | 0 | 0 |
| 13 Nov | 222.56 | 13.25 | 0.00 | 0.03 | 0 | 0 | 0 |
| 12 Nov | 230.22 | 13.25 | 0.00 | 3.07 | 0 | 0 | 0 |
| 11 Nov | 239.22 | 13.25 | 0.00 | 5.88 | 0 | 0 | 0 |
| 8 Nov | 239.04 | 13.25 | 0.00 | 5.65 | 0 | 0 | 0 |
| 7 Nov | 244.29 | 13.25 | 0.00 | 7.60 | 0 | 0 | 0 |
| 6 Nov | 247.98 | 13.25 | 0.00 | 8.61 | 0 | 0 | 0 |
| 5 Nov | 235.25 | 13.25 | 0.00 | 4.62 | 0 | 0 | 0 |
| 4 Nov | 233.39 | 13.25 | 0.00 | 3.98 | 0 | 0 | 0 |
| 1 Nov | 241.97 | 13.25 | 6.57 | 0 | 0 | 0 | |
For Bhel - strike price 225 expiring on 26DEC2024
Delta for 225 PE is -0.14
Historical price for 225 PE is as follows
On 20 Dec BHEL was trading at 235.30. The strike last trading price was 0.85, which was 0.25 higher than the previous day. The implied volatity was 38.07, the open interest changed by 163 which increased total open position to 762
On 19 Dec BHEL was trading at 242.25. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 41.26, the open interest changed by -2 which decreased total open position to 594
On 18 Dec BHEL was trading at 239.85. The strike last trading price was 0.85, which was 0.15 higher than the previous day. The implied volatity was 39.05, the open interest changed by -13 which decreased total open position to 597
On 17 Dec BHEL was trading at 242.35. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 38.59, the open interest changed by -43 which decreased total open position to 604
On 16 Dec BHEL was trading at 247.60. The strike last trading price was 0.65, which was -0.30 lower than the previous day. The implied volatity was 42.41, the open interest changed by 2 which increased total open position to 647
On 13 Dec BHEL was trading at 242.75. The strike last trading price was 0.95, which was -0.30 lower than the previous day. The implied volatity was 35.99, the open interest changed by 69 which increased total open position to 651
On 12 Dec BHEL was trading at 244.50. The strike last trading price was 1.25, which was 0.60 higher than the previous day. The implied volatity was 39.85, the open interest changed by 23 which increased total open position to 582
On 11 Dec BHEL was trading at 253.70. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 41.75, the open interest changed by 57 which increased total open position to 560
On 10 Dec BHEL was trading at 248.60. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 38.51, the open interest changed by 2 which increased total open position to 513
On 9 Dec BHEL was trading at 249.55. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 39.48, the open interest changed by -5 which decreased total open position to 514
On 6 Dec BHEL was trading at 249.05. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 36.76, the open interest changed by 72 which increased total open position to 527
On 5 Dec BHEL was trading at 251.80. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 38.53, the open interest changed by -5 which decreased total open position to 460
On 4 Dec BHEL was trading at 251.35. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 37.70, the open interest changed by 119 which increased total open position to 467
On 3 Dec BHEL was trading at 252.35. The strike last trading price was 1.05, which was -0.65 lower than the previous day. The implied volatity was 37.42, the open interest changed by -108 which decreased total open position to 351
On 2 Dec BHEL was trading at 249.65. The strike last trading price was 1.7, which was -0.10 lower than the previous day. The implied volatity was 39.73, the open interest changed by 221 which increased total open position to 461
On 29 Nov BHEL was trading at 251.09. The strike last trading price was 1.8, which was -0.15 lower than the previous day. The implied volatity was 39.57, the open interest changed by 23 which increased total open position to 241
On 28 Nov BHEL was trading at 252.49. The strike last trading price was 1.95, which was -0.35 lower than the previous day. The implied volatity was 41.83, the open interest changed by 11 which increased total open position to 220
On 27 Nov BHEL was trading at 247.66. The strike last trading price was 2.3, which was -1.15 lower than the previous day. The implied volatity was 38.62, the open interest changed by 30 which increased total open position to 208
On 26 Nov BHEL was trading at 243.97. The strike last trading price was 3.45, which was -0.55 lower than the previous day. The implied volatity was 39.64, the open interest changed by 23 which increased total open position to 173
On 25 Nov BHEL was trading at 241.22. The strike last trading price was 4, which was -2.25 lower than the previous day. The implied volatity was 41.30, the open interest changed by 81 which increased total open position to 151
On 22 Nov BHEL was trading at 234.39. The strike last trading price was 6.25, which was -2.75 lower than the previous day. The implied volatity was 40.49, the open interest changed by 17 which increased total open position to 87
On 21 Nov BHEL was trading at 227.94. The strike last trading price was 9, which was -0.75 lower than the previous day. The implied volatity was 40.93, the open interest changed by 44 which increased total open position to 72
On 20 Nov BHEL was trading at 225.88. The strike last trading price was 9.75, which was 0.00 lower than the previous day. The implied volatity was 38.19, the open interest changed by 28 which increased total open position to 29
On 19 Nov BHEL was trading at 225.88. The strike last trading price was 9.75, which was -3.50 lower than the previous day. The implied volatity was 38.19, the open interest changed by 29 which increased total open position to 29
On 18 Nov BHEL was trading at 222.67. The strike last trading price was 13.25, 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 14 Nov BHEL was trading at 223.71. The strike last trading price was 13.25, which was 0.00 lower than the previous day. The implied volatity was 0.70, the open interest changed by 0 which decreased total open position to 0
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 13.25, which was 0.00 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 13.25, which was 0.00 lower than the previous day. The implied volatity was 3.07, 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 13.25, which was 0.00 lower than the previous day. The implied volatity was 5.88, 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 13.25, which was 0.00 lower than the previous day. The implied volatity was 5.65, 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 13.25, which was 0.00 lower than the previous day. The implied volatity was 7.60, 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 13.25, which was 0.00 lower than the previous day. The implied volatity was 8.61, 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 13.25, which was 0.00 lower than the previous day. The implied volatity was 4.62, 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 13.25, which was 0.00 lower than the previous day. The implied volatity was 3.98, 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 13.25, which was lower than the previous day. The implied volatity was 6.57, the open interest changed by 0 which decreased total open position to 0
