BHEL
Bhel
Historical option data for BHEL
08 Apr 2025 04:02 PM IST
| BHEL 24APR2025 235 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 0.11
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 210.94 | 1.65 | 0.1 | 46.31 | 476 | -1 | 405 | |||
| 7 Apr | 207.70 | 1.75 | -0.1 | 49.67 | 561 | -62 | 407 | |||
| 4 Apr | 214.45 | 1.8 | -0.95 | 38.20 | 1,837 | 89 | 469 | |||
| 3 Apr | 218.68 | 3.1 | 1.4 | 37.99 | 726 | 94 | 386 | |||
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| 2 Apr | 212.58 | 1.65 | -0.3 | 37.74 | 363 | -25 | 294 | |||
| 1 Apr | 211.69 | 2 | -1 | 39.77 | 657 | 53 | 319 | |||
| 28 Mar | 216.43 | 2.85 | -0.05 | 37.89 | 2,490 | 145 | 266 | |||
| 27 Mar | 213.98 | 3.3 | 0.95 | 38.47 | 378 | 68 | 127 | |||
| 26 Mar | 210.52 | 2.25 | -1.2 | 38.71 | 142 | 19 | 62 | |||
| 25 Mar | 213.60 | 3.3 | -0.85 | 40.56 | 111 | 13 | 42 | |||
| 24 Mar | 217.54 | 4.35 | 0.55 | 37.34 | 62 | 29 | 29 | |||
| 21 Mar | 211.95 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 206.54 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Mar | 205.69 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 203.88 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 195.43 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 193.33 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 193.63 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 192.11 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 198.40 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 196.06 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 192.75 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 185.47 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Bhel - strike price 235 expiring on 24APR2025
Delta for 235 CE is 0.16
Historical price for 235 CE is as follows
On 8 Apr BHEL was trading at 210.94. The strike last trading price was 1.65, which was 0.1 higher than the previous day. The implied volatity was 46.31, the open interest changed by -1 which decreased total open position to 405
On 7 Apr BHEL was trading at 207.70. The strike last trading price was 1.75, which was -0.1 lower than the previous day. The implied volatity was 49.67, the open interest changed by -62 which decreased total open position to 407
On 4 Apr BHEL was trading at 214.45. The strike last trading price was 1.8, which was -0.95 lower than the previous day. The implied volatity was 38.20, the open interest changed by 89 which increased total open position to 469
On 3 Apr BHEL was trading at 218.68. The strike last trading price was 3.1, which was 1.4 higher than the previous day. The implied volatity was 37.99, the open interest changed by 94 which increased total open position to 386
On 2 Apr BHEL was trading at 212.58. The strike last trading price was 1.65, which was -0.3 lower than the previous day. The implied volatity was 37.74, the open interest changed by -25 which decreased total open position to 294
On 1 Apr BHEL was trading at 211.69. The strike last trading price was 2, which was -1 lower than the previous day. The implied volatity was 39.77, the open interest changed by 53 which increased total open position to 319
On 28 Mar BHEL was trading at 216.43. The strike last trading price was 2.85, which was -0.05 lower than the previous day. The implied volatity was 37.89, the open interest changed by 145 which increased total open position to 266
On 27 Mar BHEL was trading at 213.98. The strike last trading price was 3.3, which was 0.95 higher than the previous day. The implied volatity was 38.47, the open interest changed by 68 which increased total open position to 127
On 26 Mar BHEL was trading at 210.52. The strike last trading price was 2.25, which was -1.2 lower than the previous day. The implied volatity was 38.71, the open interest changed by 19 which increased total open position to 62
On 25 Mar BHEL was trading at 213.60. The strike last trading price was 3.3, which was -0.85 lower than the previous day. The implied volatity was 40.56, the open interest changed by 13 which increased total open position to 42
On 24 Mar BHEL was trading at 217.54. The strike last trading price was 4.35, which was 0.55 higher than the previous day. The implied volatity was 37.34, the open interest changed by 29 which increased total open position to 29
On 21 Mar BHEL was trading at 211.95. The strike last trading price was 0, 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 20 Mar BHEL was trading at 206.54. The strike last trading price was 0, 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 19 Mar BHEL was trading at 205.69. The strike last trading price was 0, 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 18 Mar BHEL was trading at 203.88. The strike last trading price was 0, 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 17 Mar BHEL was trading at 195.43. The strike last trading price was 0, 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 13 Mar BHEL was trading at 193.33. The strike last trading price was 0, 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 0, 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 0, 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 6 Mar BHEL was trading at 198.40. The strike last trading price was 0, 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 5 Mar BHEL was trading at 196.06. The strike last trading price was 0, 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 4 Mar BHEL was trading at 192.75. The strike last trading price was 0, 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 3 Mar BHEL was trading at 185.47. The strike last trading price was 0, 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
| BHEL 24APR2025 235 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.82
Vega: 0.12
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 210.94 | 24.6 | -8.4 | 50.12 | 1 | 0 | 77 |
| 7 Apr | 207.70 | 33 | 10.65 | 92.79 | 1 | 0 | 77 |
| 4 Apr | 214.45 | 22.05 | 4.75 | 45.49 | 79 | 1 | 77 |
| 3 Apr | 218.68 | 17.1 | -6.85 | 38.90 | 16 | 4 | 74 |
| 2 Apr | 212.58 | 23.95 | 0 | 46.24 | 3 | -1 | 72 |
| 1 Apr | 211.69 | 23.95 | 2.9 | 44.09 | 22 | -16 | 74 |
| 28 Mar | 216.43 | 21.25 | -0.3 | 39.46 | 106 | 57 | 90 |
| 27 Mar | 213.98 | 20.3 | 1.8 | 37.34 | 30 | 15 | 32 |
| 26 Mar | 210.52 | 18.5 | 0 | 0.00 | 0 | 11 | 0 |
| 25 Mar | 213.60 | 18.5 | -2 | - | 19 | 9 | 15 |
| 24 Mar | 217.54 | 20.5 | -28.25 | 46.63 | 6 | 5 | 5 |
| 21 Mar | 211.95 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 206.54 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 205.69 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 203.88 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 195.43 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 193.33 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 193.63 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 192.11 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 198.40 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 196.06 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 192.75 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 185.47 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Bhel - strike price 235 expiring on 24APR2025
Delta for 235 PE is -0.82
Historical price for 235 PE is as follows
On 8 Apr BHEL was trading at 210.94. The strike last trading price was 24.6, which was -8.4 lower than the previous day. The implied volatity was 50.12, the open interest changed by 0 which decreased total open position to 77
On 7 Apr BHEL was trading at 207.70. The strike last trading price was 33, which was 10.65 higher than the previous day. The implied volatity was 92.79, the open interest changed by 0 which decreased total open position to 77
On 4 Apr BHEL was trading at 214.45. The strike last trading price was 22.05, which was 4.75 higher than the previous day. The implied volatity was 45.49, the open interest changed by 1 which increased total open position to 77
On 3 Apr BHEL was trading at 218.68. The strike last trading price was 17.1, which was -6.85 lower than the previous day. The implied volatity was 38.90, the open interest changed by 4 which increased total open position to 74
On 2 Apr BHEL was trading at 212.58. The strike last trading price was 23.95, which was 0 lower than the previous day. The implied volatity was 46.24, the open interest changed by -1 which decreased total open position to 72
On 1 Apr BHEL was trading at 211.69. The strike last trading price was 23.95, which was 2.9 higher than the previous day. The implied volatity was 44.09, the open interest changed by -16 which decreased total open position to 74
On 28 Mar BHEL was trading at 216.43. The strike last trading price was 21.25, which was -0.3 lower than the previous day. The implied volatity was 39.46, the open interest changed by 57 which increased total open position to 90
On 27 Mar BHEL was trading at 213.98. The strike last trading price was 20.3, which was 1.8 higher than the previous day. The implied volatity was 37.34, the open interest changed by 15 which increased total open position to 32
On 26 Mar BHEL was trading at 210.52. The strike last trading price was 18.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 25 Mar BHEL was trading at 213.60. The strike last trading price was 18.5, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 15
On 24 Mar BHEL was trading at 217.54. The strike last trading price was 20.5, which was -28.25 lower than the previous day. The implied volatity was 46.63, the open interest changed by 5 which increased total open position to 5
On 21 Mar BHEL was trading at 211.95. The strike last trading price was 0, 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 20 Mar BHEL was trading at 206.54. The strike last trading price was 0, 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 19 Mar BHEL was trading at 205.69. The strike last trading price was 0, 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 18 Mar BHEL was trading at 203.88. The strike last trading price was 0, 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 17 Mar BHEL was trading at 195.43. The strike last trading price was 0, 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 13 Mar BHEL was trading at 193.33. The strike last trading price was 0, 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 0, 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 0, 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 6 Mar BHEL was trading at 198.40. The strike last trading price was 0, 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 5 Mar BHEL was trading at 196.06. The strike last trading price was 0, 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 4 Mar BHEL was trading at 192.75. The strike last trading price was 0, 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 3 Mar BHEL was trading at 185.47. The strike last trading price was 0, 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
