BHEL
Bhel
Historical option data for BHEL
14 Nov 2024 04:12 PM IST
| BHEL 28NOV2024 235 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 0.14
Theta: -0.18
Gamma: 0.02
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| 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 | |||
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| 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
|
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| 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
