BHEL
Bhel
Historical option data for BHEL
21 Nov 2024 04:12 PM IST
| BHEL 28NOV2024 225 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 0.12
Theta: -0.40
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 227.94 | 7.15 | 1.10 | 42.57 | 4,830 | 112 | 748 | |||
| 20 Nov | 225.88 | 6.05 | 0.00 | 40.99 | 2,715 | -300 | 637 | |||
| 19 Nov | 225.88 | 6.05 | 1.50 | 40.99 | 2,715 | -299 | 637 | |||
| 18 Nov | 222.67 | 4.55 | -1.05 | 37.38 | 3,258 | 266 | 934 | |||
| 14 Nov | 223.71 | 5.6 | 0.00 | 32.97 | 2,933 | 60 | 666 | |||
| 13 Nov | 222.56 | 5.6 | -4.05 | 35.48 | 2,200 | 374 | 603 | |||
| 12 Nov | 230.22 | 9.65 | -10.65 | 34.57 | 123 | 10 | 225 | |||
| 11 Nov | 239.22 | 20.3 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 8 Nov | 239.04 | 20.3 | -1.65 | 55.02 | 11 | 3 | 211 | |||
| 7 Nov | 244.29 | 21.95 | -4.15 | 31.77 | 7 | 2 | 208 | |||
| 6 Nov | 247.98 | 26.1 | 9.90 | 36.91 | 144 | 10 | 207 | |||
| 5 Nov | 235.25 | 16.2 | 0.10 | 40.85 | 234 | 34 | 194 | |||
| 4 Nov | 233.39 | 16.1 | -5.10 | 45.41 | 161 | 49 | 159 | |||
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| 1 Nov | 241.97 | 21.2 | 0.15 | 35.58 | 8 | -1 | 110 | |||
| 31 Oct | 239.00 | 21.05 | 2.65 | - | 138 | -37 | 111 | |||
| 30 Oct | 236.60 | 18.4 | 0.95 | - | 143 | -18 | 148 | |||
| 29 Oct | 235.00 | 17.45 | 0.35 | - | 344 | 15 | 170 | |||
| 28 Oct | 229.75 | 17.1 | 4.65 | - | 938 | 45 | 155 | |||
| 25 Oct | 216.85 | 12.45 | -4.65 | - | 230 | 59 | 110 | |||
| 24 Oct | 227.30 | 17.1 | 1.55 | - | 74 | 25 | 50 | |||
| 23 Oct | 223.70 | 15.55 | -47.85 | - | 30 | 21 | 21 | |||
| 22 Oct | 232.80 | 63.4 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 247.65 | 63.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 253.85 | 63.4 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 254.20 | 63.4 | - | 0 | 0 | 0 | ||||
For Bhel - strike price 225 expiring on 28NOV2024
Delta for 225 CE is 0.61
Historical price for 225 CE is as follows
On 21 Nov BHEL was trading at 227.94. The strike last trading price was 7.15, which was 1.10 higher than the previous day. The implied volatity was 42.57, the open interest changed by 112 which increased total open position to 748
On 20 Nov BHEL was trading at 225.88. The strike last trading price was 6.05, which was 0.00 lower than the previous day. The implied volatity was 40.99, the open interest changed by -300 which decreased total open position to 637
On 19 Nov BHEL was trading at 225.88. The strike last trading price was 6.05, which was 1.50 higher than the previous day. The implied volatity was 40.99, the open interest changed by -299 which decreased total open position to 637
On 18 Nov BHEL was trading at 222.67. The strike last trading price was 4.55, which was -1.05 lower than the previous day. The implied volatity was 37.38, the open interest changed by 266 which increased total open position to 934
On 14 Nov BHEL was trading at 223.71. The strike last trading price was 5.6, which was 0.00 lower than the previous day. The implied volatity was 32.97, the open interest changed by 60 which increased total open position to 666
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 5.6, which was -4.05 lower than the previous day. The implied volatity was 35.48, the open interest changed by 374 which increased total open position to 603
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 9.65, which was -10.65 lower than the previous day. The implied volatity was 34.57, the open interest changed by 10 which increased total open position to 225
On 11 Nov BHEL was trading at 239.22. The strike last trading price was 20.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 8 Nov BHEL was trading at 239.04. The strike last trading price was 20.3, which was -1.65 lower than the previous day. The implied volatity was 55.02, the open interest changed by 3 which increased total open position to 211
On 7 Nov BHEL was trading at 244.29. The strike last trading price was 21.95, which was -4.15 lower than the previous day. The implied volatity was 31.77, the open interest changed by 2 which increased total open position to 208
On 6 Nov BHEL was trading at 247.98. The strike last trading price was 26.1, which was 9.90 higher than the previous day. The implied volatity was 36.91, the open interest changed by 10 which increased total open position to 207
On 5 Nov BHEL was trading at 235.25. The strike last trading price was 16.2, which was 0.10 higher than the previous day. The implied volatity was 40.85, the open interest changed by 34 which increased total open position to 194
On 4 Nov BHEL was trading at 233.39. The strike last trading price was 16.1, which was -5.10 lower than the previous day. The implied volatity was 45.41, the open interest changed by 49 which increased total open position to 159
On 1 Nov BHEL was trading at 241.97. The strike last trading price was 21.2, which was 0.15 higher than the previous day. The implied volatity was 35.58, the open interest changed by -1 which decreased total open position to 110
On 31 Oct BHEL was trading at 239.00. The strike last trading price was 21.05, which was 2.65 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 18.4, which was 0.95 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 17.45, which was 0.35 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 17.1, 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 25 Oct BHEL was trading at 216.85. The strike last trading price was 12.45, which was -4.65 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 17.1, which was 1.55 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 15.55, which was -47.85 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 63.4, 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 21 Oct BHEL was trading at 247.65. The strike last trading price was 63.4, 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 63.4, 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 17 Oct BHEL was trading at 254.20. The strike last trading price was 63.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BHEL 28NOV2024 225 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.40
Vega: 0.12
Theta: -0.37
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 227.94 | 4.2 | -1.40 | 45.71 | 2,660 | 220 | 959 |
| 20 Nov | 225.88 | 5.6 | 0.00 | 41.73 | 3,523 | 11 | 758 |
| 19 Nov | 225.88 | 5.6 | -1.25 | 41.73 | 3,523 | 30 | 758 |
| 18 Nov | 222.67 | 6.85 | 0.55 | 39.13 | 1,243 | 5 | 728 |
| 14 Nov | 223.71 | 6.3 | -1.45 | 35.03 | 1,365 | 39 | 721 |
| 13 Nov | 222.56 | 7.75 | 2.90 | 38.11 | 2,144 | 162 | 679 |
| 12 Nov | 230.22 | 4.85 | 2.40 | 38.37 | 1,297 | 98 | 517 |
| 11 Nov | 239.22 | 2.45 | -0.35 | 37.85 | 471 | 12 | 423 |
| 8 Nov | 239.04 | 2.8 | 0.90 | 37.10 | 998 | 12 | 409 |
| 7 Nov | 244.29 | 1.9 | 0.00 | 38.39 | 755 | 39 | 396 |
| 6 Nov | 247.98 | 1.9 | -3.60 | 41.65 | 1,098 | -42 | 357 |
| 5 Nov | 235.25 | 5.5 | -1.00 | 44.56 | 687 | 26 | 400 |
| 4 Nov | 233.39 | 6.5 | 1.90 | 45.52 | 931 | 18 | 374 |
| 1 Nov | 241.97 | 4.6 | -0.80 | 46.21 | 84 | 17 | 351 |
| 31 Oct | 239.00 | 5.4 | -0.60 | - | 462 | 27 | 337 |
| 30 Oct | 236.60 | 6 | -0.25 | - | 456 | 65 | 310 |
| 29 Oct | 235.00 | 6.25 | -2.85 | - | 507 | 35 | 250 |
| 28 Oct | 229.75 | 9.1 | -9.00 | - | 480 | 131 | 214 |
| 25 Oct | 216.85 | 18.1 | 5.65 | - | 79 | 8 | 83 |
| 24 Oct | 227.30 | 12.45 | -2.60 | - | 74 | 23 | 76 |
| 23 Oct | 223.70 | 15.05 | 5.40 | - | 114 | 34 | 51 |
| 22 Oct | 232.80 | 9.65 | 4.90 | - | 25 | 11 | 18 |
| 21 Oct | 247.65 | 4.75 | 0.55 | - | 2 | -1 | 7 |
| 18 Oct | 253.85 | 4.2 | 0.40 | - | 2 | 1 | 7 |
| 17 Oct | 254.20 | 3.8 | - | 27 | 7 | 7 | |
For Bhel - strike price 225 expiring on 28NOV2024
Delta for 225 PE is -0.40
Historical price for 225 PE is as follows
On 21 Nov BHEL was trading at 227.94. The strike last trading price was 4.2, which was -1.40 lower than the previous day. The implied volatity was 45.71, the open interest changed by 220 which increased total open position to 959
On 20 Nov BHEL was trading at 225.88. The strike last trading price was 5.6, which was 0.00 lower than the previous day. The implied volatity was 41.73, the open interest changed by 11 which increased total open position to 758
On 19 Nov BHEL was trading at 225.88. The strike last trading price was 5.6, which was -1.25 lower than the previous day. The implied volatity was 41.73, the open interest changed by 30 which increased total open position to 758
On 18 Nov BHEL was trading at 222.67. The strike last trading price was 6.85, which was 0.55 higher than the previous day. The implied volatity was 39.13, the open interest changed by 5 which increased total open position to 728
On 14 Nov BHEL was trading at 223.71. The strike last trading price was 6.3, which was -1.45 lower than the previous day. The implied volatity was 35.03, the open interest changed by 39 which increased total open position to 721
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 7.75, which was 2.90 higher than the previous day. The implied volatity was 38.11, the open interest changed by 162 which increased total open position to 679
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 4.85, which was 2.40 higher than the previous day. The implied volatity was 38.37, the open interest changed by 98 which increased total open position to 517
On 11 Nov BHEL was trading at 239.22. The strike last trading price was 2.45, which was -0.35 lower than the previous day. The implied volatity was 37.85, the open interest changed by 12 which increased total open position to 423
On 8 Nov BHEL was trading at 239.04. The strike last trading price was 2.8, which was 0.90 higher than the previous day. The implied volatity was 37.10, the open interest changed by 12 which increased total open position to 409
On 7 Nov BHEL was trading at 244.29. The strike last trading price was 1.9, which was 0.00 lower than the previous day. The implied volatity was 38.39, the open interest changed by 39 which increased total open position to 396
On 6 Nov BHEL was trading at 247.98. The strike last trading price was 1.9, which was -3.60 lower than the previous day. The implied volatity was 41.65, the open interest changed by -42 which decreased total open position to 357
On 5 Nov BHEL was trading at 235.25. The strike last trading price was 5.5, which was -1.00 lower than the previous day. The implied volatity was 44.56, the open interest changed by 26 which increased total open position to 400
On 4 Nov BHEL was trading at 233.39. The strike last trading price was 6.5, which was 1.90 higher than the previous day. The implied volatity was 45.52, the open interest changed by 18 which increased total open position to 374
On 1 Nov BHEL was trading at 241.97. The strike last trading price was 4.6, which was -0.80 lower than the previous day. The implied volatity was 46.21, the open interest changed by 17 which increased total open position to 351
On 31 Oct BHEL was trading at 239.00. The strike last trading price was 5.4, which was -0.60 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 6, which was -0.25 lower 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 6.25, which was -2.85 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 9.1, which was -9.00 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 18.1, 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 24 Oct BHEL was trading at 227.30. The strike last trading price was 12.45, which was -2.60 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 15.05, which was 5.40 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 9.65, which was 4.90 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 4.75, which was 0.55 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 4.2, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct BHEL was trading at 254.20. The strike last trading price was 3.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
