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[--[65.84.65.76]--]
BHEL
Bhel

223.71 1.15 (0.52%)

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Historical option data for BHEL

14 Nov 2024 04:12 PM IST
BHEL 28NOV2024 225 CE
Delta: 0.50
Vega: 0.17
Theta: -0.24
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
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
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 0.50

Historical price for 225 CE is as follows

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: -0.50
Vega: 0.17
Theta: -0.19
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
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 -0.50

Historical price for 225 PE is as follows

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