`
[--[65.84.65.76]--]
BHEL
Bhel

192.83 -7.19 (-3.59%)

Back to Option Chain


Historical option data for BHEL

03 Feb 2025 09:32 AM IST
BHEL 27FEB2025 230 CE
Delta: 0.10
Vega: 0.09
Theta: -0.09
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
3 Feb 194.30 1.1 -0.5 47.55 242 -8 1,247
1 Feb 200.02 1.55 -1.75 44.00 4,929 442 1,258
31 Jan 208.09 3.4 1.35 44.29 2,470 211 826
30 Jan 196.37 2.05 -0.4 50.09 593 102 615
29 Jan 199.86 2.45 0.8 47.60 1,116 117 508
28 Jan 187.62 1.75 -0.55 55.85 483 101 385
27 Jan 194.54 2.25 -0.9 50.62 161 25 286
24 Jan 200.19 3.25 -1 47.38 178 28 260
23 Jan 206.49 4.2 0.00 44.94 88 17 232
22 Jan 205.46 4.2 -1.30 46.16 284 -12 213
21 Jan 209.55 5.5 -1.90 45.66 214 -1 224
20 Jan 216.92 7.4 0.80 42.71 156 -25 225
17 Jan 214.08 6.6 1.00 41.69 92 10 248
16 Jan 210.59 5.6 1.40 41.22 174 82 237
15 Jan 202.16 4.2 0.95 43.97 92 43 154
14 Jan 197.10 3.25 0.70 44.17 55 26 114
13 Jan 192.58 2.55 -1.60 45.59 50 17 86
10 Jan 204.49 4.15 -3.25 40.50 91 27 68
9 Jan 216.38 7.4 -1.75 36.48 30 6 42
8 Jan 221.37 9.15 -2.10 35.88 13 7 35
7 Jan 224.82 11.25 1.70 36.79 35 -11 29
6 Jan 219.82 9.55 -4.25 38.01 36 18 38
3 Jan 230.06 13.8 -1.30 33.99 14 3 19
2 Jan 232.74 15.1 -0.35 32.08 21 -3 17
1 Jan 233.23 15.45 1.95 32.83 12 -1 20
31 Dec 229.40 13.5 0.60 33.17 24 16 21
30 Dec 225.60 12.9 -29.00 33.51 8 6 6
27 Dec 235.40 41.9 41.90 - 0 0 0
26 Dec 241.75 0 0.00 - 0 0 0
24 Dec 239.35 0 0.00 - 0 0 0
23 Dec 240.95 0 0.00 - 0 0 0
20 Dec 235.30 0 0.00 - 0 0 0
19 Dec 242.25 0 0.00 - 0 0 0
18 Dec 239.85 0 0.00 - 0 0 0
17 Dec 242.35 0 0.00 - 0 0 0
16 Dec 247.60 0 0.00 - 0 0 0
13 Dec 242.75 0 0.00 - 0 0 0
12 Dec 244.50 0 0.00 - 0 0 0
11 Dec 253.70 0 0.00 - 0 0 0
10 Dec 248.60 0 0.00 - 0 0 0
9 Dec 249.55 0 0.00 - 0 0 0
6 Dec 249.05 0 0.00 - 0 0 0
5 Dec 251.80 0 0.00 - 0 0 0
4 Dec 251.35 0 0.00 - 0 0 0
3 Dec 252.35 0 0.00 - 0 0 0
2 Dec 249.65 0 - 0 0 0


For Bhel - strike price 230 expiring on 27FEB2025

Delta for 230 CE is 0.10

Historical price for 230 CE is as follows

On 3 Feb BHEL was trading at 194.30. The strike last trading price was 1.1, which was -0.5 lower than the previous day. The implied volatity was 47.55, the open interest changed by -8 which decreased total open position to 1247


On 1 Feb BHEL was trading at 200.02. The strike last trading price was 1.55, which was -1.75 lower than the previous day. The implied volatity was 44.00, the open interest changed by 442 which increased total open position to 1258


On 31 Jan BHEL was trading at 208.09. The strike last trading price was 3.4, which was 1.35 higher than the previous day. The implied volatity was 44.29, the open interest changed by 211 which increased total open position to 826


On 30 Jan BHEL was trading at 196.37. The strike last trading price was 2.05, which was -0.4 lower than the previous day. The implied volatity was 50.09, the open interest changed by 102 which increased total open position to 615


On 29 Jan BHEL was trading at 199.86. The strike last trading price was 2.45, which was 0.8 higher than the previous day. The implied volatity was 47.60, the open interest changed by 117 which increased total open position to 508


On 28 Jan BHEL was trading at 187.62. The strike last trading price was 1.75, which was -0.55 lower than the previous day. The implied volatity was 55.85, the open interest changed by 101 which increased total open position to 385


On 27 Jan BHEL was trading at 194.54. The strike last trading price was 2.25, which was -0.9 lower than the previous day. The implied volatity was 50.62, the open interest changed by 25 which increased total open position to 286


On 24 Jan BHEL was trading at 200.19. The strike last trading price was 3.25, which was -1 lower than the previous day. The implied volatity was 47.38, the open interest changed by 28 which increased total open position to 260


On 23 Jan BHEL was trading at 206.49. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 44.94, the open interest changed by 17 which increased total open position to 232


On 22 Jan BHEL was trading at 205.46. The strike last trading price was 4.2, which was -1.30 lower than the previous day. The implied volatity was 46.16, the open interest changed by -12 which decreased total open position to 213


On 21 Jan BHEL was trading at 209.55. The strike last trading price was 5.5, which was -1.90 lower than the previous day. The implied volatity was 45.66, the open interest changed by -1 which decreased total open position to 224


On 20 Jan BHEL was trading at 216.92. The strike last trading price was 7.4, which was 0.80 higher than the previous day. The implied volatity was 42.71, the open interest changed by -25 which decreased total open position to 225


On 17 Jan BHEL was trading at 214.08. The strike last trading price was 6.6, which was 1.00 higher than the previous day. The implied volatity was 41.69, the open interest changed by 10 which increased total open position to 248


On 16 Jan BHEL was trading at 210.59. The strike last trading price was 5.6, which was 1.40 higher than the previous day. The implied volatity was 41.22, the open interest changed by 82 which increased total open position to 237


On 15 Jan BHEL was trading at 202.16. The strike last trading price was 4.2, which was 0.95 higher than the previous day. The implied volatity was 43.97, the open interest changed by 43 which increased total open position to 154


On 14 Jan BHEL was trading at 197.10. The strike last trading price was 3.25, which was 0.70 higher than the previous day. The implied volatity was 44.17, the open interest changed by 26 which increased total open position to 114


On 13 Jan BHEL was trading at 192.58. The strike last trading price was 2.55, which was -1.60 lower than the previous day. The implied volatity was 45.59, the open interest changed by 17 which increased total open position to 86


On 10 Jan BHEL was trading at 204.49. The strike last trading price was 4.15, which was -3.25 lower than the previous day. The implied volatity was 40.50, the open interest changed by 27 which increased total open position to 68


On 9 Jan BHEL was trading at 216.38. The strike last trading price was 7.4, which was -1.75 lower than the previous day. The implied volatity was 36.48, the open interest changed by 6 which increased total open position to 42


On 8 Jan BHEL was trading at 221.37. The strike last trading price was 9.15, which was -2.10 lower than the previous day. The implied volatity was 35.88, the open interest changed by 7 which increased total open position to 35


On 7 Jan BHEL was trading at 224.82. The strike last trading price was 11.25, which was 1.70 higher than the previous day. The implied volatity was 36.79, the open interest changed by -11 which decreased total open position to 29


On 6 Jan BHEL was trading at 219.82. The strike last trading price was 9.55, which was -4.25 lower than the previous day. The implied volatity was 38.01, the open interest changed by 18 which increased total open position to 38


On 3 Jan BHEL was trading at 230.06. The strike last trading price was 13.8, which was -1.30 lower than the previous day. The implied volatity was 33.99, the open interest changed by 3 which increased total open position to 19


On 2 Jan BHEL was trading at 232.74. The strike last trading price was 15.1, which was -0.35 lower than the previous day. The implied volatity was 32.08, the open interest changed by -3 which decreased total open position to 17


On 1 Jan BHEL was trading at 233.23. The strike last trading price was 15.45, which was 1.95 higher than the previous day. The implied volatity was 32.83, the open interest changed by -1 which decreased total open position to 20


On 31 Dec BHEL was trading at 229.40. The strike last trading price was 13.5, which was 0.60 higher than the previous day. The implied volatity was 33.17, the open interest changed by 16 which increased total open position to 21


On 30 Dec BHEL was trading at 225.60. The strike last trading price was 12.9, which was -29.00 lower than the previous day. The implied volatity was 33.51, the open interest changed by 6 which increased total open position to 6


On 27 Dec BHEL was trading at 235.40. The strike last trading price was 41.9, which was 41.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Dec BHEL was trading at 241.75. 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 0 which decreased total open position to 0


On 24 Dec BHEL was trading at 239.35. 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 0 which decreased total open position to 0


On 23 Dec BHEL was trading at 240.95. 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 0 which decreased total open position to 0


On 20 Dec BHEL was trading at 235.30. 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 0 which decreased total open position to 0


On 19 Dec BHEL was trading at 242.25. 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 0 which decreased total open position to 0


On 18 Dec BHEL was trading at 239.85. 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 0 which decreased total open position to 0


On 17 Dec BHEL was trading at 242.35. 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 0 which decreased total open position to 0


On 16 Dec BHEL was trading at 247.60. 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 0 which decreased total open position to 0


On 13 Dec BHEL was trading at 242.75. 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 0 which decreased total open position to 0


On 12 Dec BHEL was trading at 244.50. 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 0 which decreased total open position to 0


On 11 Dec BHEL was trading at 253.70. 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 0 which decreased total open position to 0


On 10 Dec BHEL was trading at 248.60. 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 0 which decreased total open position to 0


On 9 Dec BHEL was trading at 249.55. 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 0 which decreased total open position to 0


On 6 Dec BHEL was trading at 249.05. 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 0 which decreased total open position to 0


On 5 Dec BHEL was trading at 251.80. 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 0 which decreased total open position to 0


On 4 Dec BHEL was trading at 251.35. 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 0 which decreased total open position to 0


On 3 Dec BHEL was trading at 252.35. 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 0 which decreased total open position to 0


On 2 Dec BHEL was trading at 249.65. 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 27FEB2025 230 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Feb 194.30 29.65 0.1 0.00 0 8 0
1 Feb 200.02 29.65 5.25 36.38 166 8 190
31 Jan 208.09 24.25 -9.15 49.46 34 2 182
30 Jan 196.37 33.4 1.95 44.28 37 27 179
29 Jan 199.86 31.3 -11.7 51.45 112 24 152
28 Jan 187.62 43 6.95 60.39 15 8 127
27 Jan 194.54 35.7 4.6 51.30 61 14 120
24 Jan 200.19 31.05 4.25 51.40 12 0 106
23 Jan 206.49 26.8 0.55 49.86 3 2 105
22 Jan 205.46 26.25 2.20 41.17 41 31 103
21 Jan 209.55 24.05 5.25 45.96 5 0 72
20 Jan 216.92 18.8 -2.20 43.43 7 3 72
17 Jan 214.08 21 -7.20 44.01 1 0 68
16 Jan 210.59 28.2 0.00 0.00 0 1 0
15 Jan 202.16 28.2 -6.25 40.72 3 0 67
14 Jan 197.10 34.45 5.30 53.32 1 0 67
13 Jan 192.58 29.15 1.35 - 4 1 66
10 Jan 204.49 27.8 10.50 40.69 3 0 65
9 Jan 216.38 17.3 0.00 0.00 0 0 0
8 Jan 221.37 17.3 3.35 42.41 3 0 65
7 Jan 224.82 13.95 -3.40 37.96 11 3 65
6 Jan 219.82 17.35 6.75 40.31 23 1 62
3 Jan 230.06 10.6 1.20 34.66 40 25 61
2 Jan 232.74 9.4 -0.10 34.40 18 4 35
1 Jan 233.23 9.5 -1.55 34.57 8 0 32
31 Dec 229.40 11.05 -1.00 34.35 22 4 32
30 Dec 225.60 12.05 3.40 35.25 19 3 28
27 Dec 235.40 8.65 1.40 34.14 30 20 23
26 Dec 241.75 7.25 -0.60 35.69 2 1 2
24 Dec 239.35 7.85 -0.15 34.40 1 0 1
23 Dec 240.95 8 -7.25 36.31 1 0 0
20 Dec 235.30 15.25 0.00 3.26 0 0 0
19 Dec 242.25 15.25 0.00 4.76 0 0 0
18 Dec 239.85 15.25 0.00 4.18 0 0 0
17 Dec 242.35 15.25 0.00 4.82 0 0 0
16 Dec 247.60 15.25 0.00 5.89 0 0 0
13 Dec 242.75 15.25 0.00 4.85 0 0 0
12 Dec 244.50 15.25 0.00 5.42 0 0 0
11 Dec 253.70 15.25 0.00 7.36 0 0 0
10 Dec 248.60 15.25 0.00 6.36 0 0 0
9 Dec 249.55 15.25 0.00 6.35 0 0 0
6 Dec 249.05 15.25 0.00 6.24 0 0 0
5 Dec 251.80 15.25 0.00 7.06 0 0 0
4 Dec 251.35 15.25 0.00 6.66 0 0 0
3 Dec 252.35 15.25 0.00 6.97 0 0 0
2 Dec 249.65 15.25 6.34 0 0 0


For Bhel - strike price 230 expiring on 27FEB2025

Delta for 230 PE is 0.00

Historical price for 230 PE is as follows

On 3 Feb BHEL was trading at 194.30. The strike last trading price was 29.65, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0


On 1 Feb BHEL was trading at 200.02. The strike last trading price was 29.65, which was 5.25 higher than the previous day. The implied volatity was 36.38, the open interest changed by 8 which increased total open position to 190


On 31 Jan BHEL was trading at 208.09. The strike last trading price was 24.25, which was -9.15 lower than the previous day. The implied volatity was 49.46, the open interest changed by 2 which increased total open position to 182


On 30 Jan BHEL was trading at 196.37. The strike last trading price was 33.4, which was 1.95 higher than the previous day. The implied volatity was 44.28, the open interest changed by 27 which increased total open position to 179


On 29 Jan BHEL was trading at 199.86. The strike last trading price was 31.3, which was -11.7 lower than the previous day. The implied volatity was 51.45, the open interest changed by 24 which increased total open position to 152


On 28 Jan BHEL was trading at 187.62. The strike last trading price was 43, which was 6.95 higher than the previous day. The implied volatity was 60.39, the open interest changed by 8 which increased total open position to 127


On 27 Jan BHEL was trading at 194.54. The strike last trading price was 35.7, which was 4.6 higher than the previous day. The implied volatity was 51.30, the open interest changed by 14 which increased total open position to 120


On 24 Jan BHEL was trading at 200.19. The strike last trading price was 31.05, which was 4.25 higher than the previous day. The implied volatity was 51.40, the open interest changed by 0 which decreased total open position to 106


On 23 Jan BHEL was trading at 206.49. The strike last trading price was 26.8, which was 0.55 higher than the previous day. The implied volatity was 49.86, the open interest changed by 2 which increased total open position to 105


On 22 Jan BHEL was trading at 205.46. The strike last trading price was 26.25, which was 2.20 higher than the previous day. The implied volatity was 41.17, the open interest changed by 31 which increased total open position to 103


On 21 Jan BHEL was trading at 209.55. The strike last trading price was 24.05, which was 5.25 higher than the previous day. The implied volatity was 45.96, the open interest changed by 0 which decreased total open position to 72


On 20 Jan BHEL was trading at 216.92. The strike last trading price was 18.8, which was -2.20 lower than the previous day. The implied volatity was 43.43, the open interest changed by 3 which increased total open position to 72


On 17 Jan BHEL was trading at 214.08. The strike last trading price was 21, which was -7.20 lower than the previous day. The implied volatity was 44.01, the open interest changed by 0 which decreased total open position to 68


On 16 Jan BHEL was trading at 210.59. The strike last trading price was 28.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 15 Jan BHEL was trading at 202.16. The strike last trading price was 28.2, which was -6.25 lower than the previous day. The implied volatity was 40.72, the open interest changed by 0 which decreased total open position to 67


On 14 Jan BHEL was trading at 197.10. The strike last trading price was 34.45, which was 5.30 higher than the previous day. The implied volatity was 53.32, the open interest changed by 0 which decreased total open position to 67


On 13 Jan BHEL was trading at 192.58. The strike last trading price was 29.15, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 66


On 10 Jan BHEL was trading at 204.49. The strike last trading price was 27.8, which was 10.50 higher than the previous day. The implied volatity was 40.69, the open interest changed by 0 which decreased total open position to 65


On 9 Jan BHEL was trading at 216.38. The strike last trading price was 17.3, which was 0.00 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 8 Jan BHEL was trading at 221.37. The strike last trading price was 17.3, which was 3.35 higher than the previous day. The implied volatity was 42.41, the open interest changed by 0 which decreased total open position to 65


On 7 Jan BHEL was trading at 224.82. The strike last trading price was 13.95, which was -3.40 lower than the previous day. The implied volatity was 37.96, the open interest changed by 3 which increased total open position to 65


On 6 Jan BHEL was trading at 219.82. The strike last trading price was 17.35, which was 6.75 higher than the previous day. The implied volatity was 40.31, the open interest changed by 1 which increased total open position to 62


On 3 Jan BHEL was trading at 230.06. The strike last trading price was 10.6, which was 1.20 higher than the previous day. The implied volatity was 34.66, the open interest changed by 25 which increased total open position to 61


On 2 Jan BHEL was trading at 232.74. The strike last trading price was 9.4, which was -0.10 lower than the previous day. The implied volatity was 34.40, the open interest changed by 4 which increased total open position to 35


On 1 Jan BHEL was trading at 233.23. The strike last trading price was 9.5, which was -1.55 lower than the previous day. The implied volatity was 34.57, the open interest changed by 0 which decreased total open position to 32


On 31 Dec BHEL was trading at 229.40. The strike last trading price was 11.05, which was -1.00 lower than the previous day. The implied volatity was 34.35, the open interest changed by 4 which increased total open position to 32


On 30 Dec BHEL was trading at 225.60. The strike last trading price was 12.05, which was 3.40 higher than the previous day. The implied volatity was 35.25, the open interest changed by 3 which increased total open position to 28


On 27 Dec BHEL was trading at 235.40. The strike last trading price was 8.65, which was 1.40 higher than the previous day. The implied volatity was 34.14, the open interest changed by 20 which increased total open position to 23


On 26 Dec BHEL was trading at 241.75. The strike last trading price was 7.25, which was -0.60 lower than the previous day. The implied volatity was 35.69, the open interest changed by 1 which increased total open position to 2


On 24 Dec BHEL was trading at 239.35. The strike last trading price was 7.85, which was -0.15 lower than the previous day. The implied volatity was 34.40, the open interest changed by 0 which decreased total open position to 1


On 23 Dec BHEL was trading at 240.95. The strike last trading price was 8, which was -7.25 lower than the previous day. The implied volatity was 36.31, the open interest changed by 0 which decreased total open position to 0


On 20 Dec BHEL was trading at 235.30. The strike last trading price was 15.25, which was 0.00 lower than the previous day. The implied volatity was 3.26, the open interest changed by 0 which decreased total open position to 0


On 19 Dec BHEL was trading at 242.25. The strike last trading price was 15.25, which was 0.00 lower than the previous day. The implied volatity was 4.76, the open interest changed by 0 which decreased total open position to 0


On 18 Dec BHEL was trading at 239.85. The strike last trading price was 15.25, which was 0.00 lower than the previous day. The implied volatity was 4.18, the open interest changed by 0 which decreased total open position to 0


On 17 Dec BHEL was trading at 242.35. The strike last trading price was 15.25, which was 0.00 lower than the previous day. The implied volatity was 4.82, the open interest changed by 0 which decreased total open position to 0


On 16 Dec BHEL was trading at 247.60. The strike last trading price was 15.25, which was 0.00 lower than the previous day. The implied volatity was 5.89, the open interest changed by 0 which decreased total open position to 0


On 13 Dec BHEL was trading at 242.75. The strike last trading price was 15.25, which was 0.00 lower than the previous day. The implied volatity was 4.85, the open interest changed by 0 which decreased total open position to 0


On 12 Dec BHEL was trading at 244.50. The strike last trading price was 15.25, which was 0.00 lower than the previous day. The implied volatity was 5.42, the open interest changed by 0 which decreased total open position to 0


On 11 Dec BHEL was trading at 253.70. The strike last trading price was 15.25, which was 0.00 lower than the previous day. The implied volatity was 7.36, the open interest changed by 0 which decreased total open position to 0


On 10 Dec BHEL was trading at 248.60. The strike last trading price was 15.25, which was 0.00 lower than the previous day. The implied volatity was 6.36, the open interest changed by 0 which decreased total open position to 0


On 9 Dec BHEL was trading at 249.55. The strike last trading price was 15.25, which was 0.00 lower than the previous day. The implied volatity was 6.35, the open interest changed by 0 which decreased total open position to 0


On 6 Dec BHEL was trading at 249.05. The strike last trading price was 15.25, which was 0.00 lower than the previous day. The implied volatity was 6.24, the open interest changed by 0 which decreased total open position to 0


On 5 Dec BHEL was trading at 251.80. The strike last trading price was 15.25, which was 0.00 lower than the previous day. The implied volatity was 7.06, the open interest changed by 0 which decreased total open position to 0


On 4 Dec BHEL was trading at 251.35. The strike last trading price was 15.25, which was 0.00 lower than the previous day. The implied volatity was 6.66, the open interest changed by 0 which decreased total open position to 0


On 3 Dec BHEL was trading at 252.35. The strike last trading price was 15.25, which was 0.00 lower than the previous day. The implied volatity was 6.97, the open interest changed by 0 which decreased total open position to 0


On 2 Dec BHEL was trading at 249.65. The strike last trading price was 15.25, which was lower than the previous day. The implied volatity was 6.34, the open interest changed by 0 which decreased total open position to 0