BHEL
Bhel
Historical option data for BHEL
08 Apr 2025 04:02 PM IST
| BHEL 24APR2025 225 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.29
Vega: 0.15
Theta: -0.23
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 210.94 | 3.4 | 0.1 | 45.10 | 1,074 | 26 | 825 | |||
| 7 Apr | 207.70 | 3.45 | -0.45 | 48.93 | 1,360 | -114 | 808 | |||
| 4 Apr | 214.45 | 3.9 | -1.7 | 37.45 | 5,272 | 24 | 926 | |||
| 3 Apr | 218.68 | 6.2 | 2.5 | 37.71 | 2,338 | 65 | 889 | |||
| 2 Apr | 212.58 | 3.65 | -0.3 | 37.58 | 1,397 | 122 | 828 | |||
| 1 Apr | 211.69 | 4 | -1.65 | 39.00 | 2,203 | 56 | 708 | |||
| 28 Mar | 216.43 | 5.35 | -0.25 | 37.22 | 5,830 | 259 | 652 | |||
| 27 Mar | 213.98 | 6.2 | 1.7 | 38.75 | 1,057 | 72 | 396 | |||
| 26 Mar | 210.52 | 4.5 | -1.55 | 39.31 | 582 | 112 | 322 | |||
| 25 Mar | 213.60 | 5.75 | -1.6 | 39.89 | 554 | 43 | 210 | |||
| 24 Mar | 217.54 | 7.6 | 2.8 | 37.02 | 489 | 101 | 173 | |||
| 21 Mar | 211.95 | 4.6 | 0.95 | 34.19 | 101 | 36 | 72 | |||
| 20 Mar | 206.54 | 3.65 | 0 | 36.92 | 17 | 6 | 36 | |||
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| 19 Mar | 205.69 | 3.45 | 0.05 | 37.01 | 15 | 8 | 29 | |||
| 18 Mar | 203.88 | 3.4 | 1.3 | 37.56 | 18 | 7 | 21 | |||
| 17 Mar | 195.43 | 2.1 | -0.15 | 39.62 | 3 | 1 | 13 | |||
| 13 Mar | 193.33 | 2.25 | 0.25 | 40.39 | 12 | 5 | 13 | |||
| 12 Mar | 193.63 | 2 | -0.6 | 38.01 | 74 | 6 | 9 | |||
| 11 Mar | 194.12 | 2.6 | -1.2 | 39.64 | 1 | 0 | 2 | |||
| 10 Mar | 192.11 | 3.8 | 0 | 0.00 | 0 | 2 | 0 | |||
| 7 Mar | 196.95 | 3.8 | -1.55 | 41.69 | 3 | 1 | 1 | |||
| 6 Mar | 198.40 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 196.06 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 192.75 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 185.47 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Bhel - strike price 225 expiring on 24APR2025
Delta for 225 CE is 0.29
Historical price for 225 CE is as follows
On 8 Apr BHEL was trading at 210.94. The strike last trading price was 3.4, which was 0.1 higher than the previous day. The implied volatity was 45.10, the open interest changed by 26 which increased total open position to 825
On 7 Apr BHEL was trading at 207.70. The strike last trading price was 3.45, which was -0.45 lower than the previous day. The implied volatity was 48.93, the open interest changed by -114 which decreased total open position to 808
On 4 Apr BHEL was trading at 214.45. The strike last trading price was 3.9, which was -1.7 lower than the previous day. The implied volatity was 37.45, the open interest changed by 24 which increased total open position to 926
On 3 Apr BHEL was trading at 218.68. The strike last trading price was 6.2, which was 2.5 higher than the previous day. The implied volatity was 37.71, the open interest changed by 65 which increased total open position to 889
On 2 Apr BHEL was trading at 212.58. The strike last trading price was 3.65, which was -0.3 lower than the previous day. The implied volatity was 37.58, the open interest changed by 122 which increased total open position to 828
On 1 Apr BHEL was trading at 211.69. The strike last trading price was 4, which was -1.65 lower than the previous day. The implied volatity was 39.00, the open interest changed by 56 which increased total open position to 708
On 28 Mar BHEL was trading at 216.43. The strike last trading price was 5.35, which was -0.25 lower than the previous day. The implied volatity was 37.22, the open interest changed by 259 which increased total open position to 652
On 27 Mar BHEL was trading at 213.98. The strike last trading price was 6.2, which was 1.7 higher than the previous day. The implied volatity was 38.75, the open interest changed by 72 which increased total open position to 396
On 26 Mar BHEL was trading at 210.52. The strike last trading price was 4.5, which was -1.55 lower than the previous day. The implied volatity was 39.31, the open interest changed by 112 which increased total open position to 322
On 25 Mar BHEL was trading at 213.60. The strike last trading price was 5.75, which was -1.6 lower than the previous day. The implied volatity was 39.89, the open interest changed by 43 which increased total open position to 210
On 24 Mar BHEL was trading at 217.54. The strike last trading price was 7.6, which was 2.8 higher than the previous day. The implied volatity was 37.02, the open interest changed by 101 which increased total open position to 173
On 21 Mar BHEL was trading at 211.95. The strike last trading price was 4.6, which was 0.95 higher than the previous day. The implied volatity was 34.19, the open interest changed by 36 which increased total open position to 72
On 20 Mar BHEL was trading at 206.54. The strike last trading price was 3.65, which was 0 lower than the previous day. The implied volatity was 36.92, the open interest changed by 6 which increased total open position to 36
On 19 Mar BHEL was trading at 205.69. The strike last trading price was 3.45, which was 0.05 higher than the previous day. The implied volatity was 37.01, the open interest changed by 8 which increased total open position to 29
On 18 Mar BHEL was trading at 203.88. The strike last trading price was 3.4, which was 1.3 higher than the previous day. The implied volatity was 37.56, the open interest changed by 7 which increased total open position to 21
On 17 Mar BHEL was trading at 195.43. The strike last trading price was 2.1, which was -0.15 lower than the previous day. The implied volatity was 39.62, the open interest changed by 1 which increased total open position to 13
On 13 Mar BHEL was trading at 193.33. The strike last trading price was 2.25, which was 0.25 higher than the previous day. The implied volatity was 40.39, the open interest changed by 5 which increased total open position to 13
On 12 Mar BHEL was trading at 193.63. The strike last trading price was 2, which was -0.6 lower than the previous day. The implied volatity was 38.01, the open interest changed by 6 which increased total open position to 9
On 11 Mar BHEL was trading at 194.12. The strike last trading price was 2.6, which was -1.2 lower than the previous day. The implied volatity was 39.64, the open interest changed by 0 which decreased total open position to 2
On 10 Mar BHEL was trading at 192.11. The strike last trading price was 3.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 7 Mar BHEL was trading at 196.95. The strike last trading price was 3.8, which was -1.55 lower than the previous day. The implied volatity was 41.69, the open interest changed by 1 which increased total open position to 1
On 6 Mar BHEL was trading at 198.40. The strike last trading price was 0, 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 5 Mar BHEL was trading at 196.06. The strike last trading price was 0, 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 4 Mar BHEL was trading at 192.75. The strike last trading price was 0, 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 3 Mar BHEL was trading at 185.47. The strike last trading price was 0, 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
| BHEL 24APR2025 225 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 0.15
Theta: -0.18
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 210.94 | 16.2 | -3.9 | 46.64 | 18 | -2 | 239 |
| 7 Apr | 207.70 | 19.1 | 5.1 | 51.82 | 190 | -43 | 244 |
| 4 Apr | 214.45 | 14.05 | 3.55 | 42.22 | 977 | 77 | 288 |
| 3 Apr | 218.68 | 10.1 | -4.75 | 37.71 | 223 | -42 | 212 |
| 2 Apr | 212.58 | 14.95 | -0.8 | 38.41 | 50 | -10 | 254 |
| 1 Apr | 211.69 | 15.55 | 1.85 | 39.92 | 264 | 29 | 264 |
| 28 Mar | 216.43 | 14.05 | -0.15 | 39.50 | 1,318 | 89 | 235 |
| 27 Mar | 213.98 | 13.2 | -4 | 37.49 | 197 | 50 | 147 |
| 26 Mar | 210.52 | 17.15 | 2.05 | 38.50 | 158 | 13 | 99 |
| 25 Mar | 213.60 | 15.1 | 1.4 | 37.23 | 90 | 42 | 85 |
| 24 Mar | 217.54 | 13.1 | -7.9 | 42.56 | 38 | 29 | 42 |
| 21 Mar | 211.95 | 21 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 206.54 | 21 | 0 | 0.00 | 0 | 13 | 0 |
| 19 Mar | 205.69 | 21 | -19.45 | 35.83 | 13 | 11 | 11 |
| 18 Mar | 203.88 | 40.45 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 195.43 | 40.45 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 193.33 | 40.45 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 193.63 | 40.45 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 194.12 | 40.45 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 192.11 | 40.45 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 196.95 | 40.45 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 198.40 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 196.06 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 192.75 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 185.47 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Bhel - strike price 225 expiring on 24APR2025
Delta for 225 PE is -0.71
Historical price for 225 PE is as follows
On 8 Apr BHEL was trading at 210.94. The strike last trading price was 16.2, which was -3.9 lower than the previous day. The implied volatity was 46.64, the open interest changed by -2 which decreased total open position to 239
On 7 Apr BHEL was trading at 207.70. The strike last trading price was 19.1, which was 5.1 higher than the previous day. The implied volatity was 51.82, the open interest changed by -43 which decreased total open position to 244
On 4 Apr BHEL was trading at 214.45. The strike last trading price was 14.05, which was 3.55 higher than the previous day. The implied volatity was 42.22, the open interest changed by 77 which increased total open position to 288
On 3 Apr BHEL was trading at 218.68. The strike last trading price was 10.1, which was -4.75 lower than the previous day. The implied volatity was 37.71, the open interest changed by -42 which decreased total open position to 212
On 2 Apr BHEL was trading at 212.58. The strike last trading price was 14.95, which was -0.8 lower than the previous day. The implied volatity was 38.41, the open interest changed by -10 which decreased total open position to 254
On 1 Apr BHEL was trading at 211.69. The strike last trading price was 15.55, which was 1.85 higher than the previous day. The implied volatity was 39.92, the open interest changed by 29 which increased total open position to 264
On 28 Mar BHEL was trading at 216.43. The strike last trading price was 14.05, which was -0.15 lower than the previous day. The implied volatity was 39.50, the open interest changed by 89 which increased total open position to 235
On 27 Mar BHEL was trading at 213.98. The strike last trading price was 13.2, which was -4 lower than the previous day. The implied volatity was 37.49, the open interest changed by 50 which increased total open position to 147
On 26 Mar BHEL was trading at 210.52. The strike last trading price was 17.15, which was 2.05 higher than the previous day. The implied volatity was 38.50, the open interest changed by 13 which increased total open position to 99
On 25 Mar BHEL was trading at 213.60. The strike last trading price was 15.1, which was 1.4 higher than the previous day. The implied volatity was 37.23, the open interest changed by 42 which increased total open position to 85
On 24 Mar BHEL was trading at 217.54. The strike last trading price was 13.1, which was -7.9 lower than the previous day. The implied volatity was 42.56, the open interest changed by 29 which increased total open position to 42
On 21 Mar BHEL was trading at 211.95. The strike last trading price was 21, 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 20 Mar BHEL was trading at 206.54. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 19 Mar BHEL was trading at 205.69. The strike last trading price was 21, which was -19.45 lower than the previous day. The implied volatity was 35.83, the open interest changed by 11 which increased total open position to 11
On 18 Mar BHEL was trading at 203.88. The strike last trading price was 40.45, 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 Mar BHEL was trading at 195.43. The strike last trading price was 40.45, 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 Mar BHEL was trading at 193.33. The strike last trading price was 40.45, 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 Mar BHEL was trading at 193.63. The strike last trading price was 40.45, 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 Mar BHEL was trading at 194.12. The strike last trading price was 40.45, 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 Mar BHEL was trading at 192.11. The strike last trading price was 40.45, 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 Mar BHEL was trading at 196.95. The strike last trading price was 40.45, 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 0, 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 5 Mar BHEL was trading at 196.06. The strike last trading price was 0, 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 4 Mar BHEL was trading at 192.75. The strike last trading price was 0, 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 3 Mar BHEL was trading at 185.47. The strike last trading price was 0, 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
