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[--[65.84.65.76]--]
BHEL
Bhel

223.71 1.15 (0.52%)

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Historical option data for BHEL

14 Nov 2024 04:12 PM IST
BHEL 28NOV2024 235 CE
Delta: 0.25
Vega: 0.14
Theta: -0.18
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
14 Nov 223.71 2.1 -0.30 32.81 1,981 -9 956
13 Nov 222.56 2.4 -2.55 36.12 2,376 -57 968
12 Nov 230.22 4.95 -4.50 35.96 1,879 229 1,031
11 Nov 239.22 9.45 -0.45 34.91 584 -3 800
8 Nov 239.04 9.9 -4.95 34.36 318 51 803
7 Nov 244.29 14.85 -3.45 36.05 120 11 751
6 Nov 247.98 18.3 7.80 38.07 1,482 -222 742
5 Nov 235.25 10.5 0.15 41.44 1,983 109 960
4 Nov 233.39 10.35 -4.60 44.04 1,539 238 858
1 Nov 241.97 14.95 0.40 38.87 100 9 620
31 Oct 239.00 14.55 1.90 - 976 76 612
30 Oct 236.60 12.65 0.25 - 799 -74 538
29 Oct 235.00 12.4 0.35 - 1,949 270 614
28 Oct 229.75 12.05 4.00 - 1,771 213 344
25 Oct 216.85 8.05 -3.65 - 123 23 131
24 Oct 227.30 11.7 0.35 - 119 21 106
23 Oct 223.70 11.35 -3.20 - 106 65 85
22 Oct 232.80 14.55 -41.10 - 34 18 18
21 Oct 247.65 55.65 0.00 - 0 0 0
18 Oct 253.85 55.65 0.00 - 0 0 0
17 Oct 254.20 55.65 0.00 - 0 0 0
16 Oct 269.60 55.65 0.00 - 0 0 0
15 Oct 271.60 55.65 0.00 - 0 0 0
14 Oct 268.75 55.65 0.00 - 0 0 0
11 Oct 270.00 55.65 0.00 - 0 0 0
10 Oct 271.35 55.65 0.00 - 0 0 0
9 Oct 264.30 55.65 0.00 - 0 0 0
8 Oct 265.50 55.65 0.00 - 0 0 0
7 Oct 256.65 55.65 0.00 - 0 0 0
4 Oct 267.60 55.65 0.00 - 0 0 0
3 Oct 268.95 55.65 55.65 - 0 0 0
1 Oct 280.45 0 0.00 - 0 0 0
30 Sept 279.70 0 - 0 0 0


For Bhel - strike price 235 expiring on 28NOV2024

Delta for 235 CE is 0.25

Historical price for 235 CE is as follows

On 14 Nov BHEL was trading at 223.71. The strike last trading price was 2.1, which was -0.30 lower than the previous day. The implied volatity was 32.81, the open interest changed by -9 which decreased total open position to 956


On 13 Nov BHEL was trading at 222.56. The strike last trading price was 2.4, which was -2.55 lower than the previous day. The implied volatity was 36.12, the open interest changed by -57 which decreased total open position to 968


On 12 Nov BHEL was trading at 230.22. The strike last trading price was 4.95, which was -4.50 lower than the previous day. The implied volatity was 35.96, the open interest changed by 229 which increased total open position to 1031


On 11 Nov BHEL was trading at 239.22. The strike last trading price was 9.45, which was -0.45 lower than the previous day. The implied volatity was 34.91, the open interest changed by -3 which decreased total open position to 800


On 8 Nov BHEL was trading at 239.04. The strike last trading price was 9.9, which was -4.95 lower than the previous day. The implied volatity was 34.36, the open interest changed by 51 which increased total open position to 803


On 7 Nov BHEL was trading at 244.29. The strike last trading price was 14.85, which was -3.45 lower than the previous day. The implied volatity was 36.05, the open interest changed by 11 which increased total open position to 751


On 6 Nov BHEL was trading at 247.98. The strike last trading price was 18.3, which was 7.80 higher than the previous day. The implied volatity was 38.07, the open interest changed by -222 which decreased total open position to 742


On 5 Nov BHEL was trading at 235.25. The strike last trading price was 10.5, which was 0.15 higher than the previous day. The implied volatity was 41.44, the open interest changed by 109 which increased total open position to 960


On 4 Nov BHEL was trading at 233.39. The strike last trading price was 10.35, which was -4.60 lower than the previous day. The implied volatity was 44.04, the open interest changed by 238 which increased total open position to 858


On 1 Nov BHEL was trading at 241.97. The strike last trading price was 14.95, which was 0.40 higher than the previous day. The implied volatity was 38.87, the open interest changed by 9 which increased total open position to 620


On 31 Oct BHEL was trading at 239.00. The strike last trading price was 14.55, which was 1.90 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 12.65, which was 0.25 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 12.4, 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 12.05, which was 4.00 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 8.05, which was -3.65 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 11.7, 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 23 Oct BHEL was trading at 223.70. The strike last trading price was 11.35, which was -3.20 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 14.55, which was -41.10 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 55.65, 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 18 Oct BHEL was trading at 253.85. The strike last trading price was 55.65, 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 55.65, 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 55.65, 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 55.65, 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 55.65, 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 55.65, 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 55.65, 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 55.65, 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 55.65, 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 55.65, 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 55.65, 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 55.65, which was 55.65 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 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 30 Sept BHEL was trading at 279.70. 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 235 PE
Delta: -0.74
Vega: 0.14
Theta: -0.13
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
14 Nov 223.71 12.65 -1.85 34.57 156 -57 648
13 Nov 222.56 14.5 4.60 39.27 397 -102 711
12 Nov 230.22 9.9 4.40 38.51 1,683 13 812
11 Nov 239.22 5.5 -0.60 36.69 1,151 32 809
8 Nov 239.04 6.1 2.10 36.61 1,688 78 776
7 Nov 244.29 4 0.45 36.55 795 -44 702
6 Nov 247.98 3.55 -5.65 38.66 1,542 36 747
5 Nov 235.25 9.2 -1.60 42.40 467 -19 712
4 Nov 233.39 10.8 2.90 44.62 1,413 207 731
1 Nov 241.97 7.9 -1.00 45.73 59 18 524
31 Oct 239.00 8.9 -1.35 - 691 220 500
30 Oct 236.60 10.25 -0.15 - 454 33 278
29 Oct 235.00 10.4 -4.00 - 385 102 246
28 Oct 229.75 14.4 -13.20 - 467 84 143
25 Oct 216.85 27.6 10.40 - 7 -1 59
24 Oct 227.30 17.2 -2.35 - 10 -3 60
23 Oct 223.70 19.55 5.45 - 65 20 63
22 Oct 232.80 14.1 7.00 - 83 20 43
21 Oct 247.65 7.1 1.90 - 6 -1 24
18 Oct 253.85 5.2 -0.80 - 39 10 27
17 Oct 254.20 6 3.20 - 61 16 18
16 Oct 269.60 2.8 0.45 - 1 0 3
15 Oct 271.60 2.35 -0.85 - 48 4 4
14 Oct 268.75 3.2 0.00 - 0 -1 0
11 Oct 270.00 3.2 0.00 - 1 0 1
10 Oct 271.35 3.2 -3.85 - 29 8 8
9 Oct 264.30 7.05 0.00 - 0 0 0
8 Oct 265.50 7.05 0.00 - 0 0 0
7 Oct 256.65 7.05 0.00 - 0 0 0
4 Oct 267.60 7.05 0.00 - 0 0 0
3 Oct 268.95 7.05 7.05 - 0 0 0
1 Oct 280.45 0 0.00 - 0 0 0
30 Sept 279.70 0 - 0 0 0


For Bhel - strike price 235 expiring on 28NOV2024

Delta for 235 PE is -0.74

Historical price for 235 PE is as follows

On 14 Nov BHEL was trading at 223.71. The strike last trading price was 12.65, which was -1.85 lower than the previous day. The implied volatity was 34.57, the open interest changed by -57 which decreased total open position to 648


On 13 Nov BHEL was trading at 222.56. The strike last trading price was 14.5, which was 4.60 higher than the previous day. The implied volatity was 39.27, the open interest changed by -102 which decreased total open position to 711


On 12 Nov BHEL was trading at 230.22. The strike last trading price was 9.9, which was 4.40 higher than the previous day. The implied volatity was 38.51, the open interest changed by 13 which increased total open position to 812


On 11 Nov BHEL was trading at 239.22. The strike last trading price was 5.5, which was -0.60 lower than the previous day. The implied volatity was 36.69, the open interest changed by 32 which increased total open position to 809


On 8 Nov BHEL was trading at 239.04. The strike last trading price was 6.1, which was 2.10 higher than the previous day. The implied volatity was 36.61, the open interest changed by 78 which increased total open position to 776


On 7 Nov BHEL was trading at 244.29. The strike last trading price was 4, which was 0.45 higher than the previous day. The implied volatity was 36.55, the open interest changed by -44 which decreased total open position to 702


On 6 Nov BHEL was trading at 247.98. The strike last trading price was 3.55, which was -5.65 lower than the previous day. The implied volatity was 38.66, the open interest changed by 36 which increased total open position to 747


On 5 Nov BHEL was trading at 235.25. The strike last trading price was 9.2, which was -1.60 lower than the previous day. The implied volatity was 42.40, the open interest changed by -19 which decreased total open position to 712


On 4 Nov BHEL was trading at 233.39. The strike last trading price was 10.8, which was 2.90 higher than the previous day. The implied volatity was 44.62, the open interest changed by 207 which increased total open position to 731


On 1 Nov BHEL was trading at 241.97. The strike last trading price was 7.9, which was -1.00 lower than the previous day. The implied volatity was 45.73, the open interest changed by 18 which increased total open position to 524


On 31 Oct BHEL was trading at 239.00. The strike last trading price was 8.9, which was -1.35 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 10.25, which was -0.15 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 10.4, which was -4.00 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 14.4, which was -13.20 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 27.6, which was 10.40 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 17.2, which was -2.35 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 19.55, which was 5.45 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 14.1, which was 7.00 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 7.1, which was 1.90 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 5.2, which was -0.80 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 6, which was 3.20 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 2.8, which was 0.45 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 2.35, which was -0.85 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 3.2, 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 3.2, 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 3.2, 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 9 Oct BHEL was trading at 264.30. The strike last trading price was 7.05, 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 7.05, 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 7.05, 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 7.05, 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 7.05, which was 7.05 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 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 30 Sept BHEL was trading at 279.70. 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