[--[65.84.65.76]--]
BHEL
BHEL

316.4 5.35 (1.72%)

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Historical option data for BHEL

05 Jul 2024 04:12 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 316.40 86.1 0.00 - 0 2,625 0
4 Jul 311.05 86.1 - 2,625 2,625 2,20,500
3 Jul 311.30 82.95 - 2,625 0 2,17,875
2 Jul 297.15 74.45 - 0 15,750 0
1 Jul 302.40 74.45 - 0 15,750 0
28 Jun 300.85 74.45 - 2,625 15,750 2,15,250
27 Jun 296.95 66 - 1,60,125 1,41,750 1,99,500
26 Jun 295.75 67.25 - 47,250 47,250 55,125
25 Jun 293.90 64.5 - 10,500 7,875 7,875
24 Jun 294.70 55.15 - 0 0 0
21 Jun 295.05 55.15 - 0 0 0
20 Jun 293.40 55.15 - 0 0 0
19 Jun 297.05 55.15 - 0 0 0
18 Jun 305.60 55.15 - 0 0 0
14 Jun 305.70 55.15 - 0 0 0
13 Jun 303.95 55.15 - 0 0 0
12 Jun 295.15 55.15 - 0 0 0
11 Jun 295.20 55.15 - 0 0 0
10 Jun 284.45 55.15 - 0 0 0
7 Jun 285.50 55.15 - 0 0 0
6 Jun 277.95 55.15 - 0 0 0
5 Jun 255.35 55.15 - 0 0 0


For BHEL - strike price 230 expiring on 25JUL2024

Delta for 230 CE is -

Historical price for 230 CE is as follows

On 5 Jul BHEL was trading at 316.40. The strike last trading price was 86.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 0


On 4 Jul BHEL was trading at 311.05. The strike last trading price was 86.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 220500


On 3 Jul BHEL was trading at 311.30. The strike last trading price was 82.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 217875


On 2 Jul BHEL was trading at 297.15. The strike last trading price was 74.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 15750 which increased total open position to 0


On 1 Jul BHEL was trading at 302.40. The strike last trading price was 74.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 15750 which increased total open position to 0


On 28 Jun BHEL was trading at 300.85. The strike last trading price was 74.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 15750 which increased total open position to 215250


On 27 Jun BHEL was trading at 296.95. The strike last trading price was 66, which was lower than the previous day. The implied volatity was -, the open interest changed by 141750 which increased total open position to 199500


On 26 Jun BHEL was trading at 295.75. The strike last trading price was 67.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 47250 which increased total open position to 55125


On 25 Jun BHEL was trading at 293.90. The strike last trading price was 64.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 7875 which increased total open position to 7875


On 24 Jun BHEL was trading at 294.70. The strike last trading price was 55.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Jun BHEL was trading at 295.05. The strike last trading price was 55.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Jun BHEL was trading at 293.40. The strike last trading price was 55.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Jun BHEL was trading at 297.05. The strike last trading price was 55.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Jun BHEL was trading at 305.60. The strike last trading price was 55.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jun BHEL was trading at 305.70. The strike last trading price was 55.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jun BHEL was trading at 303.95. The strike last trading price was 55.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jun BHEL was trading at 295.15. The strike last trading price was 55.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Jun BHEL was trading at 295.20. The strike last trading price was 55.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Jun BHEL was trading at 284.45. The strike last trading price was 55.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jun BHEL was trading at 285.50. The strike last trading price was 55.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jun BHEL was trading at 277.95. The strike last trading price was 55.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Jun BHEL was trading at 255.35. The strike last trading price was 55.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 316.40 0.2 -0.10 - 34,125 -13,125 2,73,000
4 Jul 311.05 0.3 - 10,500 2,625 2,86,125
3 Jul 311.30 0.25 - 28,875 -2,625 2,83,500
2 Jul 297.15 0.45 - 10,500 2,625 2,86,125
1 Jul 302.40 0.55 - 52,500 7,875 2,83,500
28 Jun 300.85 0.65 - 1,20,750 23,625 2,75,625
27 Jun 296.95 0.65 - 1,86,375 1,44,375 2,52,000
26 Jun 295.75 0.65 - 52,500 21,000 1,05,000
25 Jun 293.90 1 - 7,875 5,250 84,000
24 Jun 294.70 1.15 - 15,750 7,875 76,125
21 Jun 295.05 1.50 - 0 7,875 0
20 Jun 293.40 1.50 - 36,750 7,875 68,250
19 Jun 297.05 1.20 - 10,500 5,250 60,375
18 Jun 305.60 1.20 - 7,875 55,125 55,125
14 Jun 305.70 1.30 - 0 7,875 0
13 Jun 303.95 1.30 - 26,250 7,875 55,125
12 Jun 295.15 2.20 - 13,125 -2,625 47,250
11 Jun 295.20 2.05 - 42,000 10,500 47,250
10 Jun 284.45 2.95 - 7,875 -2,625 36,750
7 Jun 285.50 3.65 - 63,000 -23,625 39,375
6 Jun 277.95 5.85 - 68,250 44,625 63,000
5 Jun 255.35 11.45 - 84,000 18,375 18,375


For BHEL - strike price 230 expiring on 25JUL2024

Delta for 230 PE is -

Historical price for 230 PE is as follows

On 5 Jul BHEL was trading at 316.40. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -13125 which decreased total open position to 273000


On 4 Jul BHEL was trading at 311.05. The strike last trading price was 0.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 286125


On 3 Jul BHEL was trading at 311.30. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -2625 which decreased total open position to 283500


On 2 Jul BHEL was trading at 297.15. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 286125


On 1 Jul BHEL was trading at 302.40. The strike last trading price was 0.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 7875 which increased total open position to 283500


On 28 Jun BHEL was trading at 300.85. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 23625 which increased total open position to 275625


On 27 Jun BHEL was trading at 296.95. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 144375 which increased total open position to 252000


On 26 Jun BHEL was trading at 295.75. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 21000 which increased total open position to 105000


On 25 Jun BHEL was trading at 293.90. The strike last trading price was 1, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 84000


On 24 Jun BHEL was trading at 294.70. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 7875 which increased total open position to 76125


On 21 Jun BHEL was trading at 295.05. The strike last trading price was 1.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 7875 which increased total open position to 0


On 20 Jun BHEL was trading at 293.40. The strike last trading price was 1.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 7875 which increased total open position to 68250


On 19 Jun BHEL was trading at 297.05. The strike last trading price was 1.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 60375


On 18 Jun BHEL was trading at 305.60. The strike last trading price was 1.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 55125 which increased total open position to 55125


On 14 Jun BHEL was trading at 305.70. The strike last trading price was 1.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 7875 which increased total open position to 0


On 13 Jun BHEL was trading at 303.95. The strike last trading price was 1.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 7875 which increased total open position to 55125


On 12 Jun BHEL was trading at 295.15. The strike last trading price was 2.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -2625 which decreased total open position to 47250


On 11 Jun BHEL was trading at 295.20. The strike last trading price was 2.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 47250


On 10 Jun BHEL was trading at 284.45. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -2625 which decreased total open position to 36750


On 7 Jun BHEL was trading at 285.50. The strike last trading price was 3.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -23625 which decreased total open position to 39375


On 6 Jun BHEL was trading at 277.95. The strike last trading price was 5.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 44625 which increased total open position to 63000


On 5 Jun BHEL was trading at 255.35. The strike last trading price was 11.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 18375 which increased total open position to 18375