BHEL
Bhel
Historical option data for BHEL
08 Apr 2025 04:02 PM IST
| BHEL 24APR2025 240 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.09
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 210.94 | 1.1 | 0 | 46.59 | 526 | 36 | 765 | |||
| 7 Apr | 207.70 | 1.15 | -0.15 | 49.22 | 925 | -94 | 735 | |||
| 4 Apr | 214.45 | 1.3 | -0.6 | 39.65 | 1,751 | 121 | 827 | |||
| 3 Apr | 218.68 | 2.1 | 0.9 | 38.06 | 1,060 | 32 | 717 | |||
| 2 Apr | 212.58 | 1.2 | -0.15 | 39.11 | 513 | -14 | 689 | |||
| 1 Apr | 211.69 | 1.35 | -0.8 | 39.86 | 744 | 68 | 705 | |||
| 28 Mar | 216.43 | 2.05 | -0.1 | 38.33 | 3,119 | 98 | 637 | |||
| 27 Mar | 213.98 | 2.35 | 0.65 | 38.48 | 1,005 | 128 | 539 | |||
| 26 Mar | 210.52 | 1.7 | -0.75 | 39.71 | 432 | 50 | 409 | |||
| 25 Mar | 213.60 | 2.4 | -0.6 | 40.52 | 513 | 89 | 365 | |||
| 24 Mar | 217.54 | 3.25 | 1.35 | 37.69 | 644 | 56 | 279 | |||
| 21 Mar | 211.95 | 1.75 | 0.4 | 35.18 | 240 | 93 | 223 | |||
| 20 Mar | 206.54 | 1.4 | 0 | 37.64 | 66 | 25 | 129 | |||
| 19 Mar | 205.69 | 1.35 | 0.05 | 38.33 | 47 | 28 | 103 | |||
| 18 Mar | 203.88 | 1.3 | 0.5 | 37.67 | 40 | 29 | 74 | |||
| 17 Mar | 195.43 | 0.8 | -0.25 | 40.23 | 11 | 0 | 45 | |||
| 13 Mar | 193.33 | 1.05 | 0.2 | 42.06 | 38 | 16 | 45 | |||
| 12 Mar | 193.63 | 0.85 | -1.15 | 39.45 | 131 | -5 | 28 | |||
| 10 Mar | 192.11 | 2 | -0.3 | 48.89 | 2 | 32 | 32 | |||
| 6 Mar | 198.40 | 2.3 | 0.5 | 44.29 | 1 | 0 | 32 | |||
| 5 Mar | 196.06 | 1.8 | 0.6 | 41.80 | 8 | 6 | 32 | |||
| 4 Mar | 192.75 | 1.2 | 0.2 | 40.33 | 18 | 9 | 26 | |||
| 3 Mar | 185.47 | 1 | -0.8 | 43.10 | 14 | 10 | 13 | |||
| 26 Feb | 194.20 | 1.8 | -1.65 | 39.98 | 3 | 1 | 2 | |||
| 25 Feb | 194.61 | 1.8 | -1.65 | 39.98 | 3 | 0 | 2 | |||
| 24 Feb | 191.43 | 3.45 | 0.5 | 50.94 | 1 | 0 | 1 | |||
| 21 Feb | 196.41 | 2.95 | -0.6 | 43.44 | 2 | 0 | 2 | |||
| 19 Feb | 195.09 | 3.55 | -4.55 | 46.06 | 3 | 2 | 2 | |||
| 17 Feb | 193.47 | 8.1 | 0 | 13.59 | 0 | 0 | 0 | |||
| 14 Feb | 193.31 | 8.1 | 0 | 13.02 | 0 | 0 | 0 | |||
| 13 Feb | 201.82 | 8.1 | 0 | 9.83 | 0 | 0 | 0 | |||
| 12 Feb | 198.83 | 8.1 | 0 | 12.63 | 0 | 0 | 0 | |||
| 11 Feb | 199.71 | 8.1 | 0 | 12.16 | 0 | 0 | 0 | |||
| 10 Feb | 202.98 | 8.1 | 0 | 9.16 | 0 | 0 | 0 | |||
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| 7 Feb | 202.84 | 8.1 | 0 | 8.68 | 0 | 0 | 0 | |||
| 6 Feb | 204.84 | 8.1 | 0 | 7.68 | 0 | 0 | 0 | |||
| 5 Feb | 209.01 | 8.1 | 0 | 7.46 | 0 | 0 | 0 | |||
| 4 Feb | 206.72 | 8.1 | 0 | 7.86 | 0 | 0 | 0 | |||
| 3 Feb | 196.24 | 8.1 | 0 | 12.23 | 0 | 0 | 0 | |||
| 1 Feb | 200.02 | 8.1 | 0 | 6.30 | 0 | 0 | 0 | |||
For Bhel - strike price 240 expiring on 24APR2025
Delta for 240 CE is 0.11
Historical price for 240 CE is as follows
On 8 Apr BHEL was trading at 210.94. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 46.59, the open interest changed by 36 which increased total open position to 765
On 7 Apr BHEL was trading at 207.70. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was 49.22, the open interest changed by -94 which decreased total open position to 735
On 4 Apr BHEL was trading at 214.45. The strike last trading price was 1.3, which was -0.6 lower than the previous day. The implied volatity was 39.65, the open interest changed by 121 which increased total open position to 827
On 3 Apr BHEL was trading at 218.68. The strike last trading price was 2.1, which was 0.9 higher than the previous day. The implied volatity was 38.06, the open interest changed by 32 which increased total open position to 717
On 2 Apr BHEL was trading at 212.58. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 39.11, the open interest changed by -14 which decreased total open position to 689
On 1 Apr BHEL was trading at 211.69. The strike last trading price was 1.35, which was -0.8 lower than the previous day. The implied volatity was 39.86, the open interest changed by 68 which increased total open position to 705
On 28 Mar BHEL was trading at 216.43. The strike last trading price was 2.05, which was -0.1 lower than the previous day. The implied volatity was 38.33, the open interest changed by 98 which increased total open position to 637
On 27 Mar BHEL was trading at 213.98. The strike last trading price was 2.35, which was 0.65 higher than the previous day. The implied volatity was 38.48, the open interest changed by 128 which increased total open position to 539
On 26 Mar BHEL was trading at 210.52. The strike last trading price was 1.7, which was -0.75 lower than the previous day. The implied volatity was 39.71, the open interest changed by 50 which increased total open position to 409
On 25 Mar BHEL was trading at 213.60. The strike last trading price was 2.4, which was -0.6 lower than the previous day. The implied volatity was 40.52, the open interest changed by 89 which increased total open position to 365
On 24 Mar BHEL was trading at 217.54. The strike last trading price was 3.25, which was 1.35 higher than the previous day. The implied volatity was 37.69, the open interest changed by 56 which increased total open position to 279
On 21 Mar BHEL was trading at 211.95. The strike last trading price was 1.75, which was 0.4 higher than the previous day. The implied volatity was 35.18, the open interest changed by 93 which increased total open position to 223
On 20 Mar BHEL was trading at 206.54. The strike last trading price was 1.4, which was 0 lower than the previous day. The implied volatity was 37.64, the open interest changed by 25 which increased total open position to 129
On 19 Mar BHEL was trading at 205.69. The strike last trading price was 1.35, which was 0.05 higher than the previous day. The implied volatity was 38.33, the open interest changed by 28 which increased total open position to 103
On 18 Mar BHEL was trading at 203.88. The strike last trading price was 1.3, which was 0.5 higher than the previous day. The implied volatity was 37.67, the open interest changed by 29 which increased total open position to 74
On 17 Mar BHEL was trading at 195.43. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 40.23, the open interest changed by 0 which decreased total open position to 45
On 13 Mar BHEL was trading at 193.33. The strike last trading price was 1.05, which was 0.2 higher than the previous day. The implied volatity was 42.06, the open interest changed by 16 which increased total open position to 45
On 12 Mar BHEL was trading at 193.63. The strike last trading price was 0.85, which was -1.15 lower than the previous day. The implied volatity was 39.45, the open interest changed by -5 which decreased total open position to 28
On 10 Mar BHEL was trading at 192.11. The strike last trading price was 2, which was -0.3 lower than the previous day. The implied volatity was 48.89, the open interest changed by 32 which increased total open position to 32
On 6 Mar BHEL was trading at 198.40. The strike last trading price was 2.3, which was 0.5 higher than the previous day. The implied volatity was 44.29, the open interest changed by 0 which decreased total open position to 32
On 5 Mar BHEL was trading at 196.06. The strike last trading price was 1.8, which was 0.6 higher than the previous day. The implied volatity was 41.80, the open interest changed by 6 which increased total open position to 32
On 4 Mar BHEL was trading at 192.75. The strike last trading price was 1.2, which was 0.2 higher than the previous day. The implied volatity was 40.33, the open interest changed by 9 which increased total open position to 26
On 3 Mar BHEL was trading at 185.47. The strike last trading price was 1, which was -0.8 lower than the previous day. The implied volatity was 43.10, the open interest changed by 10 which increased total open position to 13
On 26 Feb BHEL was trading at 194.20. The strike last trading price was 1.8, which was -1.65 lower than the previous day. The implied volatity was 39.98, the open interest changed by 1 which increased total open position to 2
On 25 Feb BHEL was trading at 194.61. The strike last trading price was 1.8, which was -1.65 lower than the previous day. The implied volatity was 39.98, the open interest changed by 0 which decreased total open position to 2
On 24 Feb BHEL was trading at 191.43. The strike last trading price was 3.45, which was 0.5 higher than the previous day. The implied volatity was 50.94, the open interest changed by 0 which decreased total open position to 1
On 21 Feb BHEL was trading at 196.41. The strike last trading price was 2.95, which was -0.6 lower than the previous day. The implied volatity was 43.44, the open interest changed by 0 which decreased total open position to 2
On 19 Feb BHEL was trading at 195.09. The strike last trading price was 3.55, which was -4.55 lower than the previous day. The implied volatity was 46.06, the open interest changed by 2 which increased total open position to 2
On 17 Feb BHEL was trading at 193.47. The strike last trading price was 8.1, which was 0 lower than the previous day. The implied volatity was 13.59, the open interest changed by 0 which decreased total open position to 0
On 14 Feb BHEL was trading at 193.31. The strike last trading price was 8.1, which was 0 lower than the previous day. The implied volatity was 13.02, the open interest changed by 0 which decreased total open position to 0
On 13 Feb BHEL was trading at 201.82. The strike last trading price was 8.1, which was 0 lower than the previous day. The implied volatity was 9.83, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BHEL was trading at 198.83. The strike last trading price was 8.1, which was 0 lower than the previous day. The implied volatity was 12.63, the open interest changed by 0 which decreased total open position to 0
On 11 Feb BHEL was trading at 199.71. The strike last trading price was 8.1, which was 0 lower than the previous day. The implied volatity was 12.16, the open interest changed by 0 which decreased total open position to 0
On 10 Feb BHEL was trading at 202.98. The strike last trading price was 8.1, which was 0 lower than the previous day. The implied volatity was 9.16, the open interest changed by 0 which decreased total open position to 0
On 7 Feb BHEL was trading at 202.84. The strike last trading price was 8.1, which was 0 lower than the previous day. The implied volatity was 8.68, the open interest changed by 0 which decreased total open position to 0
On 6 Feb BHEL was trading at 204.84. The strike last trading price was 8.1, which was 0 lower than the previous day. The implied volatity was 7.68, the open interest changed by 0 which decreased total open position to 0
On 5 Feb BHEL was trading at 209.01. The strike last trading price was 8.1, which was 0 lower than the previous day. The implied volatity was 7.46, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BHEL was trading at 206.72. The strike last trading price was 8.1, which was 0 lower than the previous day. The implied volatity was 7.86, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BHEL was trading at 196.24. The strike last trading price was 8.1, which was 0 lower than the previous day. The implied volatity was 12.23, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BHEL was trading at 200.02. The strike last trading price was 8.1, which was 0 lower than the previous day. The implied volatity was 6.30, the open interest changed by 0 which decreased total open position to 0
| BHEL 24APR2025 240 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 0.10
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 210.94 | 29.25 | -6.6 | 53.45 | 3 | 2 | 225 |
| 7 Apr | 207.70 | 35.85 | 9.65 | 86.42 | 21 | 11 | 224 |
| 4 Apr | 214.45 | 26.15 | 4.1 | 45.25 | 19 | -4 | 213 |
| 3 Apr | 218.68 | 21.05 | -6.15 | 38.99 | 17 | 2 | 217 |
| 2 Apr | 212.58 | 27.35 | 0.15 | 39.96 | 4 | -1 | 215 |
| 1 Apr | 211.69 | 27.2 | 1.8 | 35.76 | 47 | -5 | 215 |
| 28 Mar | 216.43 | 25.75 | 0.75 | 42.22 | 145 | 44 | 220 |
| 27 Mar | 213.98 | 24.35 | -4.7 | 37.39 | 58 | 37 | 174 |
| 26 Mar | 210.52 | 29.15 | 4.75 | 37.81 | 24 | 9 | 137 |
| 25 Mar | 213.60 | 24.4 | 0.55 | - | 64 | 27 | 126 |
| 24 Mar | 217.54 | 23.15 | -5.2 | 42.22 | 106 | 60 | 94 |
| 21 Mar | 211.95 | 28.9 | -4.1 | 42.64 | 17 | 0 | 30 |
| 20 Mar | 206.54 | 33 | 0.25 | 39.06 | 5 | 4 | 29 |
| 19 Mar | 205.69 | 32.75 | -1.85 | 27.13 | 19 | 13 | 27 |
| 18 Mar | 203.88 | 34.5 | -9.2 | 36.12 | 9 | 5 | 12 |
| 17 Mar | 195.43 | 43.7 | 1.7 | 46.76 | 4 | 3 | 6 |
| 13 Mar | 193.33 | 42 | -5.75 | - | 3 | 1 | 1 |
| 12 Mar | 193.63 | 47.75 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 192.11 | 47.75 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 198.40 | 47.75 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 196.06 | 47.75 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 192.75 | 47.75 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 185.47 | 47.75 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Feb | 194.20 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 194.61 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 191.43 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 196.41 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 195.09 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 193.47 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 193.31 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 201.82 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 198.83 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 199.71 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 202.98 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 202.84 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 204.84 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 209.01 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 206.72 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 196.24 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 200.02 | 0 | 0 | - | 0 | 0 | 0 |
For Bhel - strike price 240 expiring on 24APR2025
Delta for 240 PE is -0.85
Historical price for 240 PE is as follows
On 8 Apr BHEL was trading at 210.94. The strike last trading price was 29.25, which was -6.6 lower than the previous day. The implied volatity was 53.45, the open interest changed by 2 which increased total open position to 225
On 7 Apr BHEL was trading at 207.70. The strike last trading price was 35.85, which was 9.65 higher than the previous day. The implied volatity was 86.42, the open interest changed by 11 which increased total open position to 224
On 4 Apr BHEL was trading at 214.45. The strike last trading price was 26.15, which was 4.1 higher than the previous day. The implied volatity was 45.25, the open interest changed by -4 which decreased total open position to 213
On 3 Apr BHEL was trading at 218.68. The strike last trading price was 21.05, which was -6.15 lower than the previous day. The implied volatity was 38.99, the open interest changed by 2 which increased total open position to 217
On 2 Apr BHEL was trading at 212.58. The strike last trading price was 27.35, which was 0.15 higher than the previous day. The implied volatity was 39.96, the open interest changed by -1 which decreased total open position to 215
On 1 Apr BHEL was trading at 211.69. The strike last trading price was 27.2, which was 1.8 higher than the previous day. The implied volatity was 35.76, the open interest changed by -5 which decreased total open position to 215
On 28 Mar BHEL was trading at 216.43. The strike last trading price was 25.75, which was 0.75 higher than the previous day. The implied volatity was 42.22, the open interest changed by 44 which increased total open position to 220
On 27 Mar BHEL was trading at 213.98. The strike last trading price was 24.35, which was -4.7 lower than the previous day. The implied volatity was 37.39, the open interest changed by 37 which increased total open position to 174
On 26 Mar BHEL was trading at 210.52. The strike last trading price was 29.15, which was 4.75 higher than the previous day. The implied volatity was 37.81, the open interest changed by 9 which increased total open position to 137
On 25 Mar BHEL was trading at 213.60. The strike last trading price was 24.4, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 126
On 24 Mar BHEL was trading at 217.54. The strike last trading price was 23.15, which was -5.2 lower than the previous day. The implied volatity was 42.22, the open interest changed by 60 which increased total open position to 94
On 21 Mar BHEL was trading at 211.95. The strike last trading price was 28.9, which was -4.1 lower than the previous day. The implied volatity was 42.64, the open interest changed by 0 which decreased total open position to 30
On 20 Mar BHEL was trading at 206.54. The strike last trading price was 33, which was 0.25 higher than the previous day. The implied volatity was 39.06, the open interest changed by 4 which increased total open position to 29
On 19 Mar BHEL was trading at 205.69. The strike last trading price was 32.75, which was -1.85 lower than the previous day. The implied volatity was 27.13, the open interest changed by 13 which increased total open position to 27
On 18 Mar BHEL was trading at 203.88. The strike last trading price was 34.5, which was -9.2 lower than the previous day. The implied volatity was 36.12, the open interest changed by 5 which increased total open position to 12
On 17 Mar BHEL was trading at 195.43. The strike last trading price was 43.7, which was 1.7 higher than the previous day. The implied volatity was 46.76, the open interest changed by 3 which increased total open position to 6
On 13 Mar BHEL was trading at 193.33. The strike last trading price was 42, which was -5.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 12 Mar BHEL was trading at 193.63. The strike last trading price was 47.75, which was 0 lower than the previous day. The implied volatity was -, 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 47.75, which was 0 lower than the previous day. The implied volatity was -, 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 47.75, which was 0 lower than the previous day. The implied volatity was -, 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 47.75, 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 47.75, 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 47.75, 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 26 Feb BHEL was trading at 194.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Feb BHEL was trading at 194.61. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Feb BHEL was trading at 191.43. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Feb BHEL was trading at 196.41. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Feb BHEL was trading at 195.09. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb BHEL was trading at 193.47. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Feb BHEL was trading at 193.31. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb BHEL was trading at 201.82. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BHEL was trading at 198.83. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb BHEL was trading at 199.71. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb BHEL was trading at 202.98. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Feb BHEL was trading at 202.84. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb BHEL was trading at 204.84. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb BHEL was trading at 209.01. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BHEL was trading at 206.72. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BHEL was trading at 196.24. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BHEL was trading at 200.02. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
