BHEL
Bhel
Historical option data for BHEL
20 Dec 2024 04:12 PM IST
| BHEL 26DEC2024 235 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 0.12
Theta: -0.31
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 235.30 | 4.3 | -4.65 | 27.41 | 1,912 | 56 | 267 | |||
| 19 Dec | 242.25 | 8.95 | 1.20 | 33.86 | 2,273 | 86 | 213 | |||
| 18 Dec | 239.85 | 7.75 | -2.30 | 32.95 | 522 | -6 | 128 | |||
| 17 Dec | 242.35 | 10.05 | -4.45 | 35.04 | 29 | -9 | 135 | |||
| 16 Dec | 247.60 | 14.5 | 3.95 | 39.32 | 45 | 0 | 144 | |||
| 13 Dec | 242.75 | 10.55 | -2.75 | 29.02 | 410 | 44 | 144 | |||
| 12 Dec | 244.50 | 13.3 | -6.60 | 38.02 | 23 | 2 | 97 | |||
| 11 Dec | 253.70 | 19.9 | 3.05 | 27.12 | 4 | 1 | 96 | |||
| 10 Dec | 248.60 | 16.85 | -1.25 | 37.45 | 5 | -2 | 94 | |||
| 9 Dec | 249.55 | 18.1 | 0.00 | 39.49 | 11 | 2 | 96 | |||
| 6 Dec | 249.05 | 18.1 | -2.10 | 37.16 | 17 | 2 | 94 | |||
| 5 Dec | 251.80 | 20.2 | -0.35 | 32.31 | 13 | -1 | 92 | |||
| 4 Dec | 251.35 | 20.55 | -0.45 | 36.37 | 10 | 3 | 92 | |||
| 3 Dec | 252.35 | 21 | 1.50 | 35.28 | 8 | -1 | 89 | |||
| 2 Dec | 249.65 | 19.5 | -2.00 | 37.40 | 9 | -1 | 90 | |||
| 29 Nov | 251.09 | 21.5 | -1.80 | 39.22 | 12 | 1 | 92 | |||
| 28 Nov | 252.49 | 23.3 | 4.55 | 38.86 | 49 | 2 | 93 | |||
| 27 Nov | 247.66 | 18.75 | 2.55 | 35.94 | 31 | -4 | 92 | |||
| 26 Nov | 243.97 | 16.2 | 0.70 | 38.33 | 107 | 14 | 97 | |||
| 25 Nov | 241.22 | 15.5 | 4.25 | 35.87 | 200 | 27 | 83 | |||
| 22 Nov | 234.39 | 11.25 | 3.00 | 35.57 | 327 | 13 | 69 | |||
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| 21 Nov | 227.94 | 8.25 | 0.35 | 36.76 | 89 | 23 | 57 | |||
| 20 Nov | 225.88 | 7.9 | 0.00 | 38.92 | 61 | 13 | 34 | |||
| 19 Nov | 225.88 | 7.9 | 1.50 | 38.92 | 61 | 13 | 34 | |||
| 18 Nov | 222.67 | 6.4 | -1.55 | 36.74 | 24 | 16 | 21 | |||
| 14 Nov | 223.71 | 7.95 | 0.90 | 37.94 | 4 | 3 | 4 | |||
| 13 Nov | 222.56 | 7.05 | -17.30 | 36.32 | 2 | 1 | 1 | |||
| 12 Nov | 230.22 | 24.35 | 0.00 | 1.15 | 0 | 0 | 0 | |||
| 11 Nov | 239.22 | 24.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 239.04 | 24.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 244.29 | 24.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 247.98 | 24.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 235.25 | 24.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 233.39 | 24.35 | 24.35 | - | 0 | 0 | 0 | |||
| 1 Nov | 241.97 | 0 | - | 0 | 0 | 0 | ||||
For Bhel - strike price 235 expiring on 26DEC2024
Delta for 235 CE is 0.59
Historical price for 235 CE is as follows
On 20 Dec BHEL was trading at 235.30. The strike last trading price was 4.3, which was -4.65 lower than the previous day. The implied volatity was 27.41, the open interest changed by 56 which increased total open position to 267
On 19 Dec BHEL was trading at 242.25. The strike last trading price was 8.95, which was 1.20 higher than the previous day. The implied volatity was 33.86, the open interest changed by 86 which increased total open position to 213
On 18 Dec BHEL was trading at 239.85. The strike last trading price was 7.75, which was -2.30 lower than the previous day. The implied volatity was 32.95, the open interest changed by -6 which decreased total open position to 128
On 17 Dec BHEL was trading at 242.35. The strike last trading price was 10.05, which was -4.45 lower than the previous day. The implied volatity was 35.04, the open interest changed by -9 which decreased total open position to 135
On 16 Dec BHEL was trading at 247.60. The strike last trading price was 14.5, which was 3.95 higher than the previous day. The implied volatity was 39.32, the open interest changed by 0 which decreased total open position to 144
On 13 Dec BHEL was trading at 242.75. The strike last trading price was 10.55, which was -2.75 lower than the previous day. The implied volatity was 29.02, the open interest changed by 44 which increased total open position to 144
On 12 Dec BHEL was trading at 244.50. The strike last trading price was 13.3, which was -6.60 lower than the previous day. The implied volatity was 38.02, the open interest changed by 2 which increased total open position to 97
On 11 Dec BHEL was trading at 253.70. The strike last trading price was 19.9, which was 3.05 higher than the previous day. The implied volatity was 27.12, the open interest changed by 1 which increased total open position to 96
On 10 Dec BHEL was trading at 248.60. The strike last trading price was 16.85, which was -1.25 lower than the previous day. The implied volatity was 37.45, the open interest changed by -2 which decreased total open position to 94
On 9 Dec BHEL was trading at 249.55. The strike last trading price was 18.1, which was 0.00 lower than the previous day. The implied volatity was 39.49, the open interest changed by 2 which increased total open position to 96
On 6 Dec BHEL was trading at 249.05. The strike last trading price was 18.1, which was -2.10 lower than the previous day. The implied volatity was 37.16, the open interest changed by 2 which increased total open position to 94
On 5 Dec BHEL was trading at 251.80. The strike last trading price was 20.2, which was -0.35 lower than the previous day. The implied volatity was 32.31, the open interest changed by -1 which decreased total open position to 92
On 4 Dec BHEL was trading at 251.35. The strike last trading price was 20.55, which was -0.45 lower than the previous day. The implied volatity was 36.37, the open interest changed by 3 which increased total open position to 92
On 3 Dec BHEL was trading at 252.35. The strike last trading price was 21, which was 1.50 higher than the previous day. The implied volatity was 35.28, the open interest changed by -1 which decreased total open position to 89
On 2 Dec BHEL was trading at 249.65. The strike last trading price was 19.5, which was -2.00 lower than the previous day. The implied volatity was 37.40, the open interest changed by -1 which decreased total open position to 90
On 29 Nov BHEL was trading at 251.09. The strike last trading price was 21.5, which was -1.80 lower than the previous day. The implied volatity was 39.22, the open interest changed by 1 which increased total open position to 92
On 28 Nov BHEL was trading at 252.49. The strike last trading price was 23.3, which was 4.55 higher than the previous day. The implied volatity was 38.86, the open interest changed by 2 which increased total open position to 93
On 27 Nov BHEL was trading at 247.66. The strike last trading price was 18.75, which was 2.55 higher than the previous day. The implied volatity was 35.94, the open interest changed by -4 which decreased total open position to 92
On 26 Nov BHEL was trading at 243.97. The strike last trading price was 16.2, which was 0.70 higher than the previous day. The implied volatity was 38.33, the open interest changed by 14 which increased total open position to 97
On 25 Nov BHEL was trading at 241.22. The strike last trading price was 15.5, which was 4.25 higher than the previous day. The implied volatity was 35.87, the open interest changed by 27 which increased total open position to 83
On 22 Nov BHEL was trading at 234.39. The strike last trading price was 11.25, which was 3.00 higher than the previous day. The implied volatity was 35.57, the open interest changed by 13 which increased total open position to 69
On 21 Nov BHEL was trading at 227.94. The strike last trading price was 8.25, which was 0.35 higher than the previous day. The implied volatity was 36.76, the open interest changed by 23 which increased total open position to 57
On 20 Nov BHEL was trading at 225.88. The strike last trading price was 7.9, which was 0.00 lower than the previous day. The implied volatity was 38.92, the open interest changed by 13 which increased total open position to 34
On 19 Nov BHEL was trading at 225.88. The strike last trading price was 7.9, which was 1.50 higher than the previous day. The implied volatity was 38.92, the open interest changed by 13 which increased total open position to 34
On 18 Nov BHEL was trading at 222.67. The strike last trading price was 6.4, which was -1.55 lower than the previous day. The implied volatity was 36.74, the open interest changed by 16 which increased total open position to 21
On 14 Nov BHEL was trading at 223.71. The strike last trading price was 7.95, which was 0.90 higher than the previous day. The implied volatity was 37.94, the open interest changed by 3 which increased total open position to 4
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 7.05, which was -17.30 lower than the previous day. The implied volatity was 36.32, the open interest changed by 1 which increased total open position to 1
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 24.35, which was 0.00 lower than the previous day. The implied volatity was 1.15, the open interest changed by 0 which decreased total open position to 0
On 11 Nov BHEL was trading at 239.22. The strike last trading price was 24.35, 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 8 Nov BHEL was trading at 239.04. The strike last trading price was 24.35, 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 7 Nov BHEL was trading at 244.29. The strike last trading price was 24.35, 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 Nov BHEL was trading at 247.98. The strike last trading price was 24.35, 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 Nov BHEL was trading at 235.25. The strike last trading price was 24.35, 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 Nov BHEL was trading at 233.39. The strike last trading price was 24.35, which was 24.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov BHEL was trading at 241.97. 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 26DEC2024 235 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0.12
Theta: -0.33
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 235.30 | 3.55 | 1.50 | 36.59 | 5,709 | -95 | 694 |
| 19 Dec | 242.25 | 2.05 | -0.60 | 37.11 | 3,056 | -2 | 790 |
| 18 Dec | 239.85 | 2.65 | 0.40 | 34.64 | 2,645 | -119 | 791 |
| 17 Dec | 242.35 | 2.25 | 0.65 | 35.27 | 1,564 | -43 | 915 |
| 16 Dec | 247.60 | 1.6 | -1.10 | 37.03 | 1,188 | 36 | 958 |
| 13 Dec | 242.75 | 2.7 | -0.35 | 33.61 | 3,698 | 63 | 930 |
| 12 Dec | 244.50 | 3.05 | 1.60 | 37.38 | 2,175 | 191 | 857 |
| 11 Dec | 253.70 | 1.45 | -0.75 | 37.95 | 1,099 | 70 | 657 |
| 10 Dec | 248.60 | 2.2 | -0.20 | 35.95 | 971 | 70 | 588 |
| 9 Dec | 249.55 | 2.4 | -0.05 | 37.50 | 553 | 10 | 520 |
| 6 Dec | 249.05 | 2.45 | 0.30 | 34.71 | 678 | -4 | 514 |
| 5 Dec | 251.80 | 2.15 | -0.25 | 35.97 | 693 | 30 | 518 |
| 4 Dec | 251.35 | 2.4 | 0.05 | 36.14 | 617 | 16 | 495 |
| 3 Dec | 252.35 | 2.35 | -0.90 | 35.73 | 368 | 78 | 481 |
| 2 Dec | 249.65 | 3.25 | -0.20 | 37.09 | 401 | 43 | 403 |
| 29 Nov | 251.09 | 3.45 | 0.10 | 37.67 | 582 | 25 | 358 |
| 28 Nov | 252.49 | 3.35 | -1.25 | 38.84 | 784 | 146 | 333 |
| 27 Nov | 247.66 | 4.6 | -1.70 | 38.18 | 206 | 40 | 186 |
| 26 Nov | 243.97 | 6.3 | -0.60 | 38.82 | 148 | 25 | 146 |
| 25 Nov | 241.22 | 6.9 | -3.30 | 40.08 | 245 | 114 | 121 |
| 22 Nov | 234.39 | 10.2 | -8.80 | 39.55 | 79 | 31 | 38 |
| 21 Nov | 227.94 | 19 | 4.75 | 57.92 | 1 | 0 | 6 |
| 20 Nov | 225.88 | 14.25 | 0.00 | 34.36 | 43 | 6 | 11 |
| 19 Nov | 225.88 | 14.25 | -3.50 | 34.36 | 43 | 11 | 11 |
| 18 Nov | 222.67 | 17.75 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 223.71 | 17.75 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 222.56 | 17.75 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 230.22 | 17.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 239.22 | 17.75 | 0.00 | 2.49 | 0 | 0 | 0 |
| 8 Nov | 239.04 | 17.75 | 0.00 | 2.41 | 0 | 0 | 0 |
| 7 Nov | 244.29 | 17.75 | 0.00 | 4.38 | 0 | 0 | 0 |
| 6 Nov | 247.98 | 17.75 | 0.00 | 5.54 | 0 | 0 | 0 |
| 5 Nov | 235.25 | 17.75 | 0.00 | 1.30 | 0 | 0 | 0 |
| 4 Nov | 233.39 | 17.75 | 0.00 | 0.65 | 0 | 0 | 0 |
| 1 Nov | 241.97 | 17.75 | 3.48 | 0 | 0 | 0 | |
For Bhel - strike price 235 expiring on 26DEC2024
Delta for 235 PE is -0.42
Historical price for 235 PE is as follows
On 20 Dec BHEL was trading at 235.30. The strike last trading price was 3.55, which was 1.50 higher than the previous day. The implied volatity was 36.59, the open interest changed by -95 which decreased total open position to 694
On 19 Dec BHEL was trading at 242.25. The strike last trading price was 2.05, which was -0.60 lower than the previous day. The implied volatity was 37.11, the open interest changed by -2 which decreased total open position to 790
On 18 Dec BHEL was trading at 239.85. The strike last trading price was 2.65, which was 0.40 higher than the previous day. The implied volatity was 34.64, the open interest changed by -119 which decreased total open position to 791
On 17 Dec BHEL was trading at 242.35. The strike last trading price was 2.25, which was 0.65 higher than the previous day. The implied volatity was 35.27, the open interest changed by -43 which decreased total open position to 915
On 16 Dec BHEL was trading at 247.60. The strike last trading price was 1.6, which was -1.10 lower than the previous day. The implied volatity was 37.03, the open interest changed by 36 which increased total open position to 958
On 13 Dec BHEL was trading at 242.75. The strike last trading price was 2.7, which was -0.35 lower than the previous day. The implied volatity was 33.61, the open interest changed by 63 which increased total open position to 930
On 12 Dec BHEL was trading at 244.50. The strike last trading price was 3.05, which was 1.60 higher than the previous day. The implied volatity was 37.38, the open interest changed by 191 which increased total open position to 857
On 11 Dec BHEL was trading at 253.70. The strike last trading price was 1.45, which was -0.75 lower than the previous day. The implied volatity was 37.95, the open interest changed by 70 which increased total open position to 657
On 10 Dec BHEL was trading at 248.60. The strike last trading price was 2.2, which was -0.20 lower than the previous day. The implied volatity was 35.95, the open interest changed by 70 which increased total open position to 588
On 9 Dec BHEL was trading at 249.55. The strike last trading price was 2.4, which was -0.05 lower than the previous day. The implied volatity was 37.50, the open interest changed by 10 which increased total open position to 520
On 6 Dec BHEL was trading at 249.05. The strike last trading price was 2.45, which was 0.30 higher than the previous day. The implied volatity was 34.71, the open interest changed by -4 which decreased total open position to 514
On 5 Dec BHEL was trading at 251.80. The strike last trading price was 2.15, which was -0.25 lower than the previous day. The implied volatity was 35.97, the open interest changed by 30 which increased total open position to 518
On 4 Dec BHEL was trading at 251.35. The strike last trading price was 2.4, which was 0.05 higher than the previous day. The implied volatity was 36.14, the open interest changed by 16 which increased total open position to 495
On 3 Dec BHEL was trading at 252.35. The strike last trading price was 2.35, which was -0.90 lower than the previous day. The implied volatity was 35.73, the open interest changed by 78 which increased total open position to 481
On 2 Dec BHEL was trading at 249.65. The strike last trading price was 3.25, which was -0.20 lower than the previous day. The implied volatity was 37.09, the open interest changed by 43 which increased total open position to 403
On 29 Nov BHEL was trading at 251.09. The strike last trading price was 3.45, which was 0.10 higher than the previous day. The implied volatity was 37.67, the open interest changed by 25 which increased total open position to 358
On 28 Nov BHEL was trading at 252.49. The strike last trading price was 3.35, which was -1.25 lower than the previous day. The implied volatity was 38.84, the open interest changed by 146 which increased total open position to 333
On 27 Nov BHEL was trading at 247.66. The strike last trading price was 4.6, which was -1.70 lower than the previous day. The implied volatity was 38.18, the open interest changed by 40 which increased total open position to 186
On 26 Nov BHEL was trading at 243.97. The strike last trading price was 6.3, which was -0.60 lower than the previous day. The implied volatity was 38.82, the open interest changed by 25 which increased total open position to 146
On 25 Nov BHEL was trading at 241.22. The strike last trading price was 6.9, which was -3.30 lower than the previous day. The implied volatity was 40.08, the open interest changed by 114 which increased total open position to 121
On 22 Nov BHEL was trading at 234.39. The strike last trading price was 10.2, which was -8.80 lower than the previous day. The implied volatity was 39.55, the open interest changed by 31 which increased total open position to 38
On 21 Nov BHEL was trading at 227.94. The strike last trading price was 19, which was 4.75 higher than the previous day. The implied volatity was 57.92, the open interest changed by 0 which decreased total open position to 6
On 20 Nov BHEL was trading at 225.88. The strike last trading price was 14.25, which was 0.00 lower than the previous day. The implied volatity was 34.36, the open interest changed by 6 which increased total open position to 11
On 19 Nov BHEL was trading at 225.88. The strike last trading price was 14.25, which was -3.50 lower than the previous day. The implied volatity was 34.36, the open interest changed by 11 which increased total open position to 11
On 18 Nov BHEL was trading at 222.67. The strike last trading price was 17.75, 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 14 Nov BHEL was trading at 223.71. The strike last trading price was 17.75, 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 Nov BHEL was trading at 222.56. The strike last trading price was 17.75, 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 Nov BHEL was trading at 230.22. The strike last trading price was 17.75, 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 Nov BHEL was trading at 239.22. The strike last trading price was 17.75, which was 0.00 lower than the previous day. The implied volatity was 2.49, the open interest changed by 0 which decreased total open position to 0
On 8 Nov BHEL was trading at 239.04. The strike last trading price was 17.75, which was 0.00 lower than the previous day. The implied volatity was 2.41, the open interest changed by 0 which decreased total open position to 0
On 7 Nov BHEL was trading at 244.29. The strike last trading price was 17.75, which was 0.00 lower than the previous day. The implied volatity was 4.38, the open interest changed by 0 which decreased total open position to 0
On 6 Nov BHEL was trading at 247.98. The strike last trading price was 17.75, which was 0.00 lower than the previous day. The implied volatity was 5.54, the open interest changed by 0 which decreased total open position to 0
On 5 Nov BHEL was trading at 235.25. The strike last trading price was 17.75, which was 0.00 lower than the previous day. The implied volatity was 1.30, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BHEL was trading at 233.39. The strike last trading price was 17.75, which was 0.00 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0
On 1 Nov BHEL was trading at 241.97. The strike last trading price was 17.75, which was lower than the previous day. The implied volatity was 3.48, the open interest changed by 0 which decreased total open position to 0
