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BHEL
Bhel
210.94 3.24 (1.56%)

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Historical option data for BHEL

08 Apr 2025 04:02 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BHEL 24APR2025 230 CE
Delta: 0.21
Vega: 0.13
Theta: -0.20
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
8 Apr 210.94 2.35 0.1 45.43 1,488 -98 1,107
7 Apr 207.70 2.45 -0.25 49.11 1,732 -118 1,210
4 Apr 214.45 2.7 -1.25 37.96 4,105 78 1,327
3 Apr 218.68 4.4 1.9 36.95 2,199 104 1,256
2 Apr 212.58 2.4 -0.4 37.10 917 85 1,150
1 Apr 211.69 2.85 -1.3 39.38 1,730 108 1,070
28 Mar 216.43 3.9 -0.35 37.38 5,366 156 962
27 Mar 213.98 4.55 1.25 38.48 1,141 91 805
26 Mar 210.52 3.25 -1.2 39.14 694 134 714
25 Mar 213.60 4.35 -1.1 40.08 851 42 579
24 Mar 217.54 5.85 2.3 37.40 1,127 139 537
21 Mar 211.95 3.4 0.75 34.63 378 157 400
20 Mar 206.54 2.65 0 36.98 149 60 242
19 Mar 205.69 2.5 0.05 37.55 160 93 181
18 Mar 203.88 2.45 0.95 37.08 77 22 79
17 Mar 195.43 1.5 -0.1 39.55 22 3 55
13 Mar 193.33 1.6 0 39.77 34 19 52
12 Mar 193.63 1.6 -0.4 39.17 470 13 33
11 Mar 194.12 2 -0.15 40.04 9 1 20
10 Mar 192.11 2.15 -1.15 43.72 1 0 19
7 Mar 196.95 3.3 0 43.48 1 0 19
6 Mar 198.40 3.3 0.3 42.55 7 5 19
5 Mar 196.06 3 -7.35 41.77 18 14 14
4 Mar 192.75 10.35 0 12.72 0 0 0
3 Mar 185.47 10.35 0 0.00 0 0 0
26 Feb 194.20 10.35 0 10.85 0 0 0
25 Feb 194.61 10.35 0 10.85 0 0 0
21 Feb 196.41 10.35 0 9.30 0 0 0
19 Feb 195.09 10.35 0 10.98 0 0 0
17 Feb 193.47 10.35 0 11.37 0 0 0
14 Feb 193.31 10.35 0 10.79 0 0 0
13 Feb 201.82 10.35 0 6.57 0 0 0
12 Feb 198.83 10.35 0 9.62 0 0 0
11 Feb 199.71 10.35 0 9.13 0 0 0
10 Feb 202.98 10.35 0 6.75 0 0 0
7 Feb 202.84 10.35 0 6.54 0 0 0
6 Feb 204.84 10.35 0 5.21 0 0 0
5 Feb 209.01 10.35 0 4.96 0 0 0
4 Feb 206.72 10.35 0 5.40 0 0 0
3 Feb 196.24 10.35 0 9.29 0 0 0
1 Feb 200.02 10.35 0 3.84 0 0 0

For Bhel - strike price 230 expiring on 24APR2025

Delta for 230 CE is 0.21

Historical price for 230 CE is as follows

On 8 Apr BHEL was trading at 210.94. The strike last trading price was 2.35, which was 0.1 higher than the previous day. The implied volatity was 45.43, the open interest changed by -98 which decreased total open position to 1107


On 7 Apr BHEL was trading at 207.70. The strike last trading price was 2.45, which was -0.25 lower than the previous day. The implied volatity was 49.11, the open interest changed by -118 which decreased total open position to 1210


On 4 Apr BHEL was trading at 214.45. The strike last trading price was 2.7, which was -1.25 lower than the previous day. The implied volatity was 37.96, the open interest changed by 78 which increased total open position to 1327


On 3 Apr BHEL was trading at 218.68. The strike last trading price was 4.4, which was 1.9 higher than the previous day. The implied volatity was 36.95, the open interest changed by 104 which increased total open position to 1256


On 2 Apr BHEL was trading at 212.58. The strike last trading price was 2.4, which was -0.4 lower than the previous day. The implied volatity was 37.10, the open interest changed by 85 which increased total open position to 1150


On 1 Apr BHEL was trading at 211.69. The strike last trading price was 2.85, which was -1.3 lower than the previous day. The implied volatity was 39.38, the open interest changed by 108 which increased total open position to 1070


On 28 Mar BHEL was trading at 216.43. The strike last trading price was 3.9, which was -0.35 lower than the previous day. The implied volatity was 37.38, the open interest changed by 156 which increased total open position to 962


On 27 Mar BHEL was trading at 213.98. The strike last trading price was 4.55, which was 1.25 higher than the previous day. The implied volatity was 38.48, the open interest changed by 91 which increased total open position to 805


On 26 Mar BHEL was trading at 210.52. The strike last trading price was 3.25, which was -1.2 lower than the previous day. The implied volatity was 39.14, the open interest changed by 134 which increased total open position to 714


On 25 Mar BHEL was trading at 213.60. The strike last trading price was 4.35, which was -1.1 lower than the previous day. The implied volatity was 40.08, the open interest changed by 42 which increased total open position to 579


On 24 Mar BHEL was trading at 217.54. The strike last trading price was 5.85, which was 2.3 higher than the previous day. The implied volatity was 37.40, the open interest changed by 139 which increased total open position to 537


On 21 Mar BHEL was trading at 211.95. The strike last trading price was 3.4, which was 0.75 higher than the previous day. The implied volatity was 34.63, the open interest changed by 157 which increased total open position to 400


On 20 Mar BHEL was trading at 206.54. The strike last trading price was 2.65, which was 0 lower than the previous day. The implied volatity was 36.98, the open interest changed by 60 which increased total open position to 242


On 19 Mar BHEL was trading at 205.69. The strike last trading price was 2.5, which was 0.05 higher than the previous day. The implied volatity was 37.55, the open interest changed by 93 which increased total open position to 181


On 18 Mar BHEL was trading at 203.88. The strike last trading price was 2.45, which was 0.95 higher than the previous day. The implied volatity was 37.08, the open interest changed by 22 which increased total open position to 79


On 17 Mar BHEL was trading at 195.43. The strike last trading price was 1.5, which was -0.1 lower than the previous day. The implied volatity was 39.55, the open interest changed by 3 which increased total open position to 55


On 13 Mar BHEL was trading at 193.33. The strike last trading price was 1.6, which was 0 lower than the previous day. The implied volatity was 39.77, the open interest changed by 19 which increased total open position to 52


On 12 Mar BHEL was trading at 193.63. The strike last trading price was 1.6, which was -0.4 lower than the previous day. The implied volatity was 39.17, the open interest changed by 13 which increased total open position to 33


On 11 Mar BHEL was trading at 194.12. The strike last trading price was 2, which was -0.15 lower than the previous day. The implied volatity was 40.04, the open interest changed by 1 which increased total open position to 20


On 10 Mar BHEL was trading at 192.11. The strike last trading price was 2.15, which was -1.15 lower than the previous day. The implied volatity was 43.72, the open interest changed by 0 which decreased total open position to 19


On 7 Mar BHEL was trading at 196.95. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was 43.48, the open interest changed by 0 which decreased total open position to 19


On 6 Mar BHEL was trading at 198.40. The strike last trading price was 3.3, which was 0.3 higher than the previous day. The implied volatity was 42.55, the open interest changed by 5 which increased total open position to 19


On 5 Mar BHEL was trading at 196.06. The strike last trading price was 3, which was -7.35 lower than the previous day. The implied volatity was 41.77, the open interest changed by 14 which increased total open position to 14


On 4 Mar BHEL was trading at 192.75. The strike last trading price was 10.35, which was 0 lower than the previous day. The implied volatity was 12.72, 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 10.35, 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 26 Feb BHEL was trading at 194.20. The strike last trading price was 10.35, which was 0 lower than the previous day. The implied volatity was 10.85, the open interest changed by 0 which decreased total open position to 0


On 25 Feb BHEL was trading at 194.61. The strike last trading price was 10.35, which was 0 lower than the previous day. The implied volatity was 10.85, the open interest changed by 0 which decreased total open position to 0


On 21 Feb BHEL was trading at 196.41. The strike last trading price was 10.35, which was 0 lower than the previous day. The implied volatity was 9.30, the open interest changed by 0 which decreased total open position to 0


On 19 Feb BHEL was trading at 195.09. The strike last trading price was 10.35, which was 0 lower than the previous day. The implied volatity was 10.98, the open interest changed by 0 which decreased total open position to 0


On 17 Feb BHEL was trading at 193.47. The strike last trading price was 10.35, which was 0 lower than the previous day. The implied volatity was 11.37, the open interest changed by 0 which decreased total open position to 0


On 14 Feb BHEL was trading at 193.31. The strike last trading price was 10.35, which was 0 lower than the previous day. The implied volatity was 10.79, the open interest changed by 0 which decreased total open position to 0


On 13 Feb BHEL was trading at 201.82. The strike last trading price was 10.35, which was 0 lower than the previous day. The implied volatity was 6.57, the open interest changed by 0 which decreased total open position to 0


On 12 Feb BHEL was trading at 198.83. The strike last trading price was 10.35, which was 0 lower than the previous day. The implied volatity was 9.62, the open interest changed by 0 which decreased total open position to 0


On 11 Feb BHEL was trading at 199.71. The strike last trading price was 10.35, which was 0 lower than the previous day. The implied volatity was 9.13, the open interest changed by 0 which decreased total open position to 0


On 10 Feb BHEL was trading at 202.98. The strike last trading price was 10.35, which was 0 lower than the previous day. The implied volatity was 6.75, the open interest changed by 0 which decreased total open position to 0


On 7 Feb BHEL was trading at 202.84. The strike last trading price was 10.35, which was 0 lower than the previous day. The implied volatity was 6.54, the open interest changed by 0 which decreased total open position to 0


On 6 Feb BHEL was trading at 204.84. The strike last trading price was 10.35, which was 0 lower than the previous day. The implied volatity was 5.21, the open interest changed by 0 which decreased total open position to 0


On 5 Feb BHEL was trading at 209.01. The strike last trading price was 10.35, which was 0 lower than the previous day. The implied volatity was 4.96, the open interest changed by 0 which decreased total open position to 0


On 4 Feb BHEL was trading at 206.72. The strike last trading price was 10.35, which was 0 lower than the previous day. The implied volatity was 5.40, the open interest changed by 0 which decreased total open position to 0


On 3 Feb BHEL was trading at 196.24. The strike last trading price was 10.35, which was 0 lower than the previous day. The implied volatity was 9.29, the open interest changed by 0 which decreased total open position to 0


On 1 Feb BHEL was trading at 200.02. The strike last trading price was 10.35, which was 0 lower than the previous day. The implied volatity was 3.84, the open interest changed by 0 which decreased total open position to 0


BHEL 24APR2025 230 PE
Delta: -0.77
Vega: 0.14
Theta: -0.16
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
8 Apr 210.94 20.35 -3.4 48.87 78 -9 330
7 Apr 207.70 22.8 5.05 50.33 285 38 338
4 Apr 214.45 17.65 3.4 42.28 308 0 306
3 Apr 218.68 13.45 -5.1 39.79 86 -13 304
2 Apr 212.58 18.75 -0.9 38.56 22 -7 315
1 Apr 211.69 19.3 1.95 40.00 163 49 323
28 Mar 216.43 17.65 0.55 40.29 549 10 274
27 Mar 213.98 16.4 -4.6 36.59 195 93 262
26 Mar 210.52 20.8 2.2 37.91 55 16 174
25 Mar 213.60 18.6 1.95 36.88 55 13 156
24 Mar 217.54 16.25 -3.55 42.91 78 27 142
21 Mar 211.95 19.8 -3.95 36.65 20 12 114
20 Mar 206.54 23.75 -0.4 34.72 37 11 78
19 Mar 205.69 24.3 -2.1 28.55 56 54 67
18 Mar 203.88 26 -8 37.41 12 7 12
17 Mar 195.43 34 1 40.85 2 0 3
13 Mar 193.33 33 0 0.00 0 0 0
12 Mar 193.63 33 0 0.00 0 0 0
11 Mar 194.12 33 0 0.00 0 0 0
10 Mar 192.11 33 0 0.00 0 1 0
7 Mar 196.95 33 0 39.85 1 0 2
6 Mar 198.40 33 -1 42.19 1 0 1
5 Mar 196.06 34 -6.15 42.41 1 0 0
4 Mar 192.75 40.15 0 - 0 0 0
3 Mar 185.47 40.15 0 0.00 0 0 0
26 Feb 194.20 0 0 - 0 0 0
25 Feb 194.61 0 0 - 0 0 0
21 Feb 196.41 0 0 - 0 0 0
19 Feb 195.09 0 0 - 0 0 0
17 Feb 193.47 0 0 - 0 0 0
14 Feb 193.31 0 0 - 0 0 0
13 Feb 201.82 0 0 - 0 0 0
12 Feb 198.83 0 0 - 0 0 0
11 Feb 199.71 0 0 - 0 0 0
10 Feb 202.98 0 0 - 0 0 0
7 Feb 202.84 0 0 - 0 0 0
6 Feb 204.84 0 0 - 0 0 0
5 Feb 209.01 0 0 - 0 0 0
4 Feb 206.72 0 0 - 0 0 0
3 Feb 196.24 0 0 - 0 0 0
1 Feb 200.02 0 0 - 0 0 0

For Bhel - strike price 230 expiring on 24APR2025

Delta for 230 PE is -0.77

Historical price for 230 PE is as follows

On 8 Apr BHEL was trading at 210.94. The strike last trading price was 20.35, which was -3.4 lower than the previous day. The implied volatity was 48.87, the open interest changed by -9 which decreased total open position to 330


On 7 Apr BHEL was trading at 207.70. The strike last trading price was 22.8, which was 5.05 higher than the previous day. The implied volatity was 50.33, the open interest changed by 38 which increased total open position to 338


On 4 Apr BHEL was trading at 214.45. The strike last trading price was 17.65, which was 3.4 higher than the previous day. The implied volatity was 42.28, the open interest changed by 0 which decreased total open position to 306


On 3 Apr BHEL was trading at 218.68. The strike last trading price was 13.45, which was -5.1 lower than the previous day. The implied volatity was 39.79, the open interest changed by -13 which decreased total open position to 304


On 2 Apr BHEL was trading at 212.58. The strike last trading price was 18.75, which was -0.9 lower than the previous day. The implied volatity was 38.56, the open interest changed by -7 which decreased total open position to 315


On 1 Apr BHEL was trading at 211.69. The strike last trading price was 19.3, which was 1.95 higher than the previous day. The implied volatity was 40.00, the open interest changed by 49 which increased total open position to 323


On 28 Mar BHEL was trading at 216.43. The strike last trading price was 17.65, which was 0.55 higher than the previous day. The implied volatity was 40.29, the open interest changed by 10 which increased total open position to 274


On 27 Mar BHEL was trading at 213.98. The strike last trading price was 16.4, which was -4.6 lower than the previous day. The implied volatity was 36.59, the open interest changed by 93 which increased total open position to 262


On 26 Mar BHEL was trading at 210.52. The strike last trading price was 20.8, which was 2.2 higher than the previous day. The implied volatity was 37.91, the open interest changed by 16 which increased total open position to 174


On 25 Mar BHEL was trading at 213.60. The strike last trading price was 18.6, which was 1.95 higher than the previous day. The implied volatity was 36.88, the open interest changed by 13 which increased total open position to 156


On 24 Mar BHEL was trading at 217.54. The strike last trading price was 16.25, which was -3.55 lower than the previous day. The implied volatity was 42.91, the open interest changed by 27 which increased total open position to 142


On 21 Mar BHEL was trading at 211.95. The strike last trading price was 19.8, which was -3.95 lower than the previous day. The implied volatity was 36.65, the open interest changed by 12 which increased total open position to 114


On 20 Mar BHEL was trading at 206.54. The strike last trading price was 23.75, which was -0.4 lower than the previous day. The implied volatity was 34.72, the open interest changed by 11 which increased total open position to 78


On 19 Mar BHEL was trading at 205.69. The strike last trading price was 24.3, which was -2.1 lower than the previous day. The implied volatity was 28.55, the open interest changed by 54 which increased total open position to 67


On 18 Mar BHEL was trading at 203.88. The strike last trading price was 26, which was -8 lower than the previous day. The implied volatity was 37.41, the open interest changed by 7 which increased total open position to 12


On 17 Mar BHEL was trading at 195.43. The strike last trading price was 34, which was 1 higher than the previous day. The implied volatity was 40.85, the open interest changed by 0 which decreased total open position to 3


On 13 Mar BHEL was trading at 193.33. The strike last trading price was 33, 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 12 Mar BHEL was trading at 193.63. The strike last trading price was 33, 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 11 Mar BHEL was trading at 194.12. The strike last trading price was 33, 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 10 Mar BHEL was trading at 192.11. The strike last trading price was 33, which was 0 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 7 Mar BHEL was trading at 196.95. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was 39.85, the open interest changed by 0 which decreased total open position to 2


On 6 Mar BHEL was trading at 198.40. The strike last trading price was 33, which was -1 lower than the previous day. The implied volatity was 42.19, the open interest changed by 0 which decreased total open position to 1


On 5 Mar BHEL was trading at 196.06. The strike last trading price was 34, which was -6.15 lower than the previous day. The implied volatity was 42.41, 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 40.15, 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 3 Mar BHEL was trading at 185.47. The strike last trading price was 40.15, 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 26 Feb BHEL was trading at 194.20. The strike last trading price was 0, 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 25 Feb BHEL was trading at 194.61. The strike last trading price was 0, 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 21 Feb BHEL was trading at 196.41. The strike last trading price was 0, 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 19 Feb BHEL was trading at 195.09. The strike last trading price was 0, 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 Feb BHEL was trading at 193.47. The strike last trading price was 0, 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 14 Feb BHEL was trading at 193.31. The strike last trading price was 0, 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 Feb BHEL was trading at 201.82. The strike last trading price was 0, 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 Feb BHEL was trading at 198.83. The strike last trading price was 0, 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 Feb BHEL was trading at 199.71. The strike last trading price was 0, 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 Feb BHEL was trading at 202.98. The strike last trading price was 0, 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 Feb BHEL was trading at 202.84. The strike last trading price was 0, 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 Feb BHEL was trading at 204.84. The strike last trading price was 0, 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 5 Feb BHEL was trading at 209.01. The strike last trading price was 0, 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 4 Feb BHEL was trading at 206.72. The strike last trading price was 0, 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 3 Feb BHEL was trading at 196.24. The strike last trading price was 0, 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 1 Feb BHEL was trading at 200.02. The strike last trading price was 0, 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