BHEL
Bhel
Historical option data for BHEL
14 Nov 2024 04:12 PM IST
| BHEL 28NOV2024 230 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.37
Vega: 0.17
Theta: -0.22
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 223.71 | 3.55 | -0.15 | 32.94 | 3,183 | 170 | 1,295 | |||
| 13 Nov | 222.56 | 3.7 | -3.25 | 35.58 | 3,399 | 330 | 1,122 | |||
| 12 Nov | 230.22 | 6.95 | -5.65 | 34.97 | 1,019 | 260 | 789 | |||
| 11 Nov | 239.22 | 12.6 | -0.25 | 34.85 | 317 | 3 | 536 | |||
| 8 Nov | 239.04 | 12.85 | -5.60 | 33.55 | 145 | 9 | 532 | |||
| 7 Nov | 244.29 | 18.45 | -3.75 | 35.92 | 99 | -36 | 524 | |||
| 6 Nov | 247.98 | 22.2 | 9.10 | 38.65 | 842 | -150 | 562 | |||
| 5 Nov | 235.25 | 13.1 | 0.15 | 40.95 | 1,513 | 57 | 713 | |||
| 4 Nov | 233.39 | 12.95 | -5.20 | 44.31 | 1,365 | 130 | 654 | |||
| 1 Nov | 241.97 | 18.15 | 0.80 | 38.65 | 75 | -20 | 525 | |||
| 31 Oct | 239.00 | 17.35 | 2.00 | - | 768 | -26 | 547 | |||
| 30 Oct | 236.60 | 15.35 | 0.35 | - | 1,091 | -215 | 572 | |||
| 29 Oct | 235.00 | 15 | 0.35 | - | 2,621 | -19 | 788 | |||
| 28 Oct | 229.75 | 14.65 | 4.65 | - | 4,093 | 240 | 810 | |||
| 25 Oct | 216.85 | 10 | -4.20 | - | 1,042 | 219 | 570 | |||
| 24 Oct | 227.30 | 14.2 | 1.00 | - | 641 | 120 | 349 | |||
| 23 Oct | 223.70 | 13.2 | -3.85 | - | 469 | 220 | 228 | |||
| 22 Oct | 232.80 | 17.05 | -12.45 | - | 12 | 7 | 8 | |||
| 21 Oct | 247.65 | 29.5 | -43.40 | - | 1 | 0 | 0 | |||
| 18 Oct | 253.85 | 72.9 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 254.20 | 72.9 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 269.60 | 72.9 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 271.60 | 72.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 14 Oct | 268.75 | 72.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 270.00 | 72.9 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 271.35 | 72.9 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 264.30 | 72.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 265.50 | 72.9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 256.65 | 72.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 267.60 | 72.9 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 268.95 | 72.9 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 280.45 | 72.9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 279.70 | 72.9 | 72.90 | - | 0 | 0 | 0 | |||
| 17 Sept | 264.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 269.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 264.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 263.80 | 0 | - | 0 | 0 | 0 | ||||
For Bhel - strike price 230 expiring on 28NOV2024
Delta for 230 CE is 0.37
Historical price for 230 CE is as follows
On 14 Nov BHEL was trading at 223.71. The strike last trading price was 3.55, which was -0.15 lower than the previous day. The implied volatity was 32.94, the open interest changed by 170 which increased total open position to 1295
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 3.7, which was -3.25 lower than the previous day. The implied volatity was 35.58, the open interest changed by 330 which increased total open position to 1122
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 6.95, which was -5.65 lower than the previous day. The implied volatity was 34.97, the open interest changed by 260 which increased total open position to 789
On 11 Nov BHEL was trading at 239.22. The strike last trading price was 12.6, which was -0.25 lower than the previous day. The implied volatity was 34.85, the open interest changed by 3 which increased total open position to 536
On 8 Nov BHEL was trading at 239.04. The strike last trading price was 12.85, which was -5.60 lower than the previous day. The implied volatity was 33.55, the open interest changed by 9 which increased total open position to 532
On 7 Nov BHEL was trading at 244.29. The strike last trading price was 18.45, which was -3.75 lower than the previous day. The implied volatity was 35.92, the open interest changed by -36 which decreased total open position to 524
On 6 Nov BHEL was trading at 247.98. The strike last trading price was 22.2, which was 9.10 higher than the previous day. The implied volatity was 38.65, the open interest changed by -150 which decreased total open position to 562
On 5 Nov BHEL was trading at 235.25. The strike last trading price was 13.1, which was 0.15 higher than the previous day. The implied volatity was 40.95, the open interest changed by 57 which increased total open position to 713
On 4 Nov BHEL was trading at 233.39. The strike last trading price was 12.95, which was -5.20 lower than the previous day. The implied volatity was 44.31, the open interest changed by 130 which increased total open position to 654
On 1 Nov BHEL was trading at 241.97. The strike last trading price was 18.15, which was 0.80 higher than the previous day. The implied volatity was 38.65, the open interest changed by -20 which decreased total open position to 525
On 31 Oct BHEL was trading at 239.00. The strike last trading price was 17.35, which was 2.00 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 15.35, 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 29 Oct BHEL was trading at 235.00. The strike last trading price was 15, 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 14.65, 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 10, which was -4.20 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 14.2, which was 1.00 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 13.2, which was -3.85 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 17.05, which was -12.45 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 29.5, which was -43.40 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 72.9, 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 72.9, 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 16 Oct BHEL was trading at 269.60. The strike last trading price was 72.9, 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 15 Oct BHEL was trading at 271.60. The strike last trading price was 72.9, 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 14 Oct BHEL was trading at 268.75. The strike last trading price was 72.9, 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 11 Oct BHEL was trading at 270.00. The strike last trading price was 72.9, 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 10 Oct BHEL was trading at 271.35. The strike last trading price was 72.9, 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 9 Oct BHEL was trading at 264.30. The strike last trading price was 72.9, 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 8 Oct BHEL was trading at 265.50. The strike last trading price was 72.9, 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 7 Oct BHEL was trading at 256.65. The strike last trading price was 72.9, 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 4 Oct BHEL was trading at 267.60. The strike last trading price was 72.9, 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 3 Oct BHEL was trading at 268.95. The strike last trading price was 72.9, 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 1 Oct BHEL was trading at 280.45. The strike last trading price was 72.9, 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 30 Sept BHEL was trading at 279.70. The strike last trading price was 72.9, which was 72.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept BHEL was trading at 264.85. 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 which decreased total open position to
On 16 Sept BHEL was trading at 269.50. 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 which decreased total open position to
On 13 Sept BHEL was trading at 264.30. 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 which decreased total open position to
On 6 Sept BHEL was trading at 263.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BHEL 28NOV2024 230 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 0.17
Theta: -0.17
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 223.71 | 9.2 | -1.80 | 34.93 | 608 | -58 | 1,002 |
| 13 Nov | 222.56 | 11 | 3.80 | 39.38 | 1,629 | -200 | 1,063 |
| 12 Nov | 230.22 | 7.2 | 3.55 | 38.92 | 3,326 | 11 | 1,300 |
| 11 Nov | 239.22 | 3.65 | -0.55 | 36.71 | 1,252 | 60 | 1,291 |
| 8 Nov | 239.04 | 4.2 | 1.40 | 36.68 | 1,500 | -31 | 1,234 |
| 7 Nov | 244.29 | 2.8 | 0.20 | 37.52 | 1,905 | -249 | 1,264 |
| 6 Nov | 247.98 | 2.6 | -4.55 | 40.09 | 2,836 | 53 | 1,519 |
| 5 Nov | 235.25 | 7.15 | -1.45 | 43.39 | 2,211 | 216 | 1,461 |
| 4 Nov | 233.39 | 8.6 | 2.45 | 45.63 | 2,968 | 356 | 1,251 |
| 1 Nov | 241.97 | 6.15 | -0.80 | 46.20 | 189 | -8 | 893 |
| 31 Oct | 239.00 | 6.95 | -0.95 | - | 704 | 113 | 907 |
| 30 Oct | 236.60 | 7.9 | -0.10 | - | 1,093 | -89 | 794 |
| 29 Oct | 235.00 | 8 | -3.60 | - | 1,067 | 111 | 879 |
| 28 Oct | 229.75 | 11.6 | -8.00 | - | 1,984 | 335 | 763 |
| 25 Oct | 216.85 | 19.6 | 4.65 | - | 424 | 32 | 428 |
| 24 Oct | 227.30 | 14.95 | -2.20 | - | 164 | 14 | 394 |
| 23 Oct | 223.70 | 17.15 | 5.70 | - | 373 | 159 | 379 |
| 22 Oct | 232.80 | 11.45 | 5.55 | - | 144 | 1 | 220 |
| 21 Oct | 247.65 | 5.9 | 1.75 | - | 290 | 138 | 219 |
| 18 Oct | 253.85 | 4.15 | -0.65 | - | 117 | 0 | 80 |
| 17 Oct | 254.20 | 4.8 | 2.85 | - | 120 | 36 | 81 |
| 16 Oct | 269.60 | 1.95 | 0.05 | - | 26 | 11 | 45 |
| 15 Oct | 271.60 | 1.9 | -0.20 | - | 10 | -1 | 33 |
| 14 Oct | 268.75 | 2.1 | -0.30 | - | 10 | 5 | 34 |
| 11 Oct | 270.00 | 2.4 | -0.10 | - | 40 | -2 | 27 |
| 10 Oct | 271.35 | 2.5 | -0.50 | - | 9 | 0 | 29 |
| 9 Oct | 264.30 | 3 | 0.00 | - | 2 | 0 | 29 |
| 8 Oct | 265.50 | 3 | -1.60 | - | 13 | -1 | 30 |
| 7 Oct | 256.65 | 4.6 | 1.55 | - | 44 | 7 | 31 |
| 4 Oct | 267.60 | 3.05 | -0.20 | - | 14 | 3 | 24 |
| 3 Oct | 268.95 | 3.25 | 1.85 | - | 10 | 2 | 19 |
| 1 Oct | 280.45 | 1.4 | -0.25 | - | 38 | 0 | 17 |
| 30 Sept | 279.70 | 1.65 | -6.10 | - | 39 | 16 | 18 |
| 17 Sept | 264.85 | 7.75 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 269.50 | 7.75 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 264.30 | 7.75 | 7.75 | - | 0 | 0 | 0 |
| 6 Sept | 263.80 | 0 | - | 0 | 0 | 0 | |
For Bhel - strike price 230 expiring on 28NOV2024
Delta for 230 PE is -0.62
Historical price for 230 PE is as follows
On 14 Nov BHEL was trading at 223.71. The strike last trading price was 9.2, which was -1.80 lower than the previous day. The implied volatity was 34.93, the open interest changed by -58 which decreased total open position to 1002
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 11, which was 3.80 higher than the previous day. The implied volatity was 39.38, the open interest changed by -200 which decreased total open position to 1063
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 7.2, which was 3.55 higher than the previous day. The implied volatity was 38.92, the open interest changed by 11 which increased total open position to 1300
On 11 Nov BHEL was trading at 239.22. The strike last trading price was 3.65, which was -0.55 lower than the previous day. The implied volatity was 36.71, the open interest changed by 60 which increased total open position to 1291
On 8 Nov BHEL was trading at 239.04. The strike last trading price was 4.2, which was 1.40 higher than the previous day. The implied volatity was 36.68, the open interest changed by -31 which decreased total open position to 1234
On 7 Nov BHEL was trading at 244.29. The strike last trading price was 2.8, which was 0.20 higher than the previous day. The implied volatity was 37.52, the open interest changed by -249 which decreased total open position to 1264
On 6 Nov BHEL was trading at 247.98. The strike last trading price was 2.6, which was -4.55 lower than the previous day. The implied volatity was 40.09, the open interest changed by 53 which increased total open position to 1519
On 5 Nov BHEL was trading at 235.25. The strike last trading price was 7.15, which was -1.45 lower than the previous day. The implied volatity was 43.39, the open interest changed by 216 which increased total open position to 1461
On 4 Nov BHEL was trading at 233.39. The strike last trading price was 8.6, which was 2.45 higher than the previous day. The implied volatity was 45.63, the open interest changed by 356 which increased total open position to 1251
On 1 Nov BHEL was trading at 241.97. The strike last trading price was 6.15, which was -0.80 lower than the previous day. The implied volatity was 46.20, the open interest changed by -8 which decreased total open position to 893
On 31 Oct BHEL was trading at 239.00. The strike last trading price was 6.95, which was -0.95 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 7.9, which was -0.10 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 8, which was -3.60 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 11.6, which was -8.00 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 19.6, 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 24 Oct BHEL was trading at 227.30. The strike last trading price was 14.95, which was -2.20 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 17.15, which was 5.70 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 11.45, which was 5.55 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 5.9, which was 1.75 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 4.15, which was -0.65 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 4.8, which was 2.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BHEL was trading at 269.60. The strike last trading price was 1.95, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BHEL was trading at 271.60. The strike last trading price was 1.9, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BHEL was trading at 268.75. The strike last trading price was 2.1, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BHEL was trading at 270.00. The strike last trading price was 2.4, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BHEL was trading at 271.35. The strike last trading price was 2.5, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BHEL was trading at 264.30. The strike last trading price was 3, 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 8 Oct BHEL was trading at 265.50. The strike last trading price was 3, which was -1.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BHEL was trading at 256.65. The strike last trading price was 4.6, 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 4 Oct BHEL was trading at 267.60. The strike last trading price was 3.05, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BHEL was trading at 268.95. The strike last trading price was 3.25, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BHEL was trading at 280.45. The strike last trading price was 1.4, 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 30 Sept BHEL was trading at 279.70. The strike last trading price was 1.65, which was -6.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept BHEL was trading at 264.85. The strike last trading price was 7.75, 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 16 Sept BHEL was trading at 269.50. The strike last trading price was 7.75, 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 13 Sept BHEL was trading at 264.30. The strike last trading price was 7.75, which was 7.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept BHEL was trading at 263.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
