BHEL
Bhel
Historical option data for BHEL
14 Nov 2024 09:32 AM IST
| BHEL 28NOV2024 240 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.18
Vega: 0.12
Theta: -0.16
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 223.55 | 1.5 | -0.20 | 36.15 | 253 | -23 | 1,875 | |||
| 13 Nov | 222.56 | 1.7 | -1.70 | 38.25 | 3,369 | 297 | 1,897 | |||
| 12 Nov | 230.22 | 3.4 | -3.35 | 36.58 | 3,547 | 369 | 1,612 | |||
| 11 Nov | 239.22 | 6.75 | -0.45 | 34.49 | 2,078 | 14 | 1,235 | |||
| 8 Nov | 239.04 | 7.2 | -4.25 | 33.88 | 2,064 | 299 | 1,217 | |||
| 7 Nov | 244.29 | 11.45 | -3.30 | 35.11 | 563 | 31 | 917 | |||
| 6 Nov | 247.98 | 14.75 | 6.60 | 37.53 | 4,361 | -667 | 889 | |||
| 5 Nov | 235.25 | 8.15 | 0.10 | 41.24 | 2,408 | -265 | 1,561 | |||
| 4 Nov | 233.39 | 8.05 | -4.10 | 43.46 | 2,855 | 483 | 1,824 | |||
| 1 Nov | 241.97 | 12.15 | 0.50 | 39.12 | 483 | -69 | 1,343 | |||
| 31 Oct | 239.00 | 11.65 | 1.30 | - | 2,678 | 177 | 1,423 | |||
| 30 Oct | 236.60 | 10.35 | 0.55 | - | 3,643 | -29 | 1,244 | |||
| 29 Oct | 235.00 | 9.8 | 0.10 | - | 3,267 | 105 | 1,272 | |||
| 28 Oct | 229.75 | 9.7 | 3.30 | - | 5,419 | 716 | 1,160 | |||
| 25 Oct | 216.85 | 6.4 | -3.10 | - | 738 | -28 | 444 | |||
| 24 Oct | 227.30 | 9.5 | 0.25 | - | 473 | 26 | 472 | |||
|
|
||||||||||
| 23 Oct | 223.70 | 9.25 | -2.90 | - | 725 | 317 | 445 | |||
| 22 Oct | 232.80 | 12.15 | -6.35 | - | 193 | 106 | 127 | |||
| 21 Oct | 247.65 | 18.5 | -5.65 | - | 16 | 8 | 20 | |||
| 18 Oct | 253.85 | 24.15 | 0.95 | - | 16 | 5 | 11 | |||
| 17 Oct | 254.20 | 23.2 | -42.40 | - | 8 | 2 | 2 | |||
| 16 Oct | 269.60 | 65.6 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 271.60 | 65.6 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 268.75 | 65.6 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 270.00 | 65.6 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 271.35 | 65.6 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 264.30 | 65.6 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 265.50 | 65.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 256.65 | 65.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 267.60 | 65.6 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 268.95 | 65.6 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 280.45 | 65.6 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 279.70 | 65.6 | 65.60 | - | 0 | 0 | 0 | |||
| 17 Sept | 264.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 269.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 264.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 263.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 286.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 286.80 | 0 | - | 0 | 0 | 0 | ||||
For Bhel - strike price 240 expiring on 28NOV2024
Delta for 240 CE is 0.18
Historical price for 240 CE is as follows
On 14 Nov BHEL was trading at 223.55. The strike last trading price was 1.5, which was -0.20 lower than the previous day. The implied volatity was 36.15, the open interest changed by -23 which decreased total open position to 1875
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 1.7, which was -1.70 lower than the previous day. The implied volatity was 38.25, the open interest changed by 297 which increased total open position to 1897
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 3.4, which was -3.35 lower than the previous day. The implied volatity was 36.58, the open interest changed by 369 which increased total open position to 1612
On 11 Nov BHEL was trading at 239.22. The strike last trading price was 6.75, which was -0.45 lower than the previous day. The implied volatity was 34.49, the open interest changed by 14 which increased total open position to 1235
On 8 Nov BHEL was trading at 239.04. The strike last trading price was 7.2, which was -4.25 lower than the previous day. The implied volatity was 33.88, the open interest changed by 299 which increased total open position to 1217
On 7 Nov BHEL was trading at 244.29. The strike last trading price was 11.45, which was -3.30 lower than the previous day. The implied volatity was 35.11, the open interest changed by 31 which increased total open position to 917
On 6 Nov BHEL was trading at 247.98. The strike last trading price was 14.75, which was 6.60 higher than the previous day. The implied volatity was 37.53, the open interest changed by -667 which decreased total open position to 889
On 5 Nov BHEL was trading at 235.25. The strike last trading price was 8.15, which was 0.10 higher than the previous day. The implied volatity was 41.24, the open interest changed by -265 which decreased total open position to 1561
On 4 Nov BHEL was trading at 233.39. The strike last trading price was 8.05, which was -4.10 lower than the previous day. The implied volatity was 43.46, the open interest changed by 483 which increased total open position to 1824
On 1 Nov BHEL was trading at 241.97. The strike last trading price was 12.15, which was 0.50 higher than the previous day. The implied volatity was 39.12, the open interest changed by -69 which decreased total open position to 1343
On 31 Oct BHEL was trading at 239.00. The strike last trading price was 11.65, which was 1.30 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 10.35, which was 0.55 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 9.8, which was 0.10 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 9.7, which was 3.30 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 6.4, which was -3.10 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 9.5, 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 23 Oct BHEL was trading at 223.70. The strike last trading price was 9.25, which was -2.90 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 12.15, which was -6.35 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 18.5, which was -5.65 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 24.15, which was 0.95 higher 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 23.2, which was -42.40 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 65.6, 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 65.6, 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 65.6, 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 65.6, 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 65.6, 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 65.6, 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 65.6, 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 65.6, 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 65.6, 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 65.6, 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 1 Oct BHEL was trading at 280.45. The strike last trading price was 65.6, 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 65.6, which was 65.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept BHEL was trading at 264.85. 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 16 Sept BHEL was trading at 269.50. 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 13 Sept BHEL was trading at 264.30. 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 6 Sept BHEL was trading at 263.80. 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 3 Sept BHEL was trading at 286.35. 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 2 Sept BHEL was trading at 286.80. 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 240 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 0.11
Theta: -0.07
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 223.55 | 17 | -1.20 | 34.05 | 12 | 1 | 913 |
| 13 Nov | 222.56 | 18.2 | 4.70 | 37.28 | 280 | -76 | 915 |
| 12 Nov | 230.22 | 13.5 | 5.60 | 40.35 | 1,360 | 87 | 991 |
| 11 Nov | 239.22 | 7.9 | -0.50 | 36.81 | 1,345 | 53 | 908 |
| 8 Nov | 239.04 | 8.4 | 2.60 | 36.18 | 2,391 | 13 | 850 |
| 7 Nov | 244.29 | 5.8 | 0.90 | 36.58 | 2,147 | -113 | 846 |
| 6 Nov | 247.98 | 4.9 | -7.00 | 37.73 | 2,787 | 192 | 968 |
| 5 Nov | 235.25 | 11.9 | -1.60 | 42.56 | 484 | -102 | 778 |
| 4 Nov | 233.39 | 13.5 | 3.45 | 44.20 | 969 | 63 | 878 |
| 1 Nov | 241.97 | 10.05 | -1.00 | 45.58 | 225 | 72 | 813 |
| 31 Oct | 239.00 | 11.05 | -1.80 | - | 895 | 298 | 745 |
| 30 Oct | 236.60 | 12.85 | 0.10 | - | 1,085 | 187 | 444 |
| 29 Oct | 235.00 | 12.75 | -4.25 | - | 261 | 42 | 257 |
| 28 Oct | 229.75 | 17 | -8.00 | - | 748 | 88 | 215 |
| 25 Oct | 216.85 | 25 | 5.10 | - | 13 | -1 | 127 |
| 24 Oct | 227.30 | 19.9 | -2.60 | - | 31 | 3 | 125 |
| 23 Oct | 223.70 | 22.5 | 5.40 | - | 94 | 8 | 121 |
| 22 Oct | 232.80 | 17.1 | 7.90 | - | 184 | 14 | 113 |
| 21 Oct | 247.65 | 9.2 | 2.60 | - | 187 | 25 | 100 |
| 18 Oct | 253.85 | 6.6 | -1.10 | - | 74 | 3 | 75 |
| 17 Oct | 254.20 | 7.7 | 4.45 | - | 170 | 48 | 72 |
| 16 Oct | 269.60 | 3.25 | 0.30 | - | 20 | 8 | 24 |
| 15 Oct | 271.60 | 2.95 | -0.35 | - | 13 | 4 | 16 |
| 14 Oct | 268.75 | 3.3 | 0.75 | - | 21 | 6 | 11 |
| 11 Oct | 270.00 | 2.55 | -1.25 | - | 1 | 0 | 4 |
| 10 Oct | 271.35 | 3.8 | -1.40 | - | 2 | 1 | 3 |
| 9 Oct | 264.30 | 5.2 | 0.30 | - | 1 | 0 | 1 |
| 8 Oct | 265.50 | 4.9 | 0.30 | - | 1 | 0 | 1 |
| 7 Oct | 256.65 | 4.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 267.60 | 4.6 | 0.00 | - | 0 | 1 | 0 |
| 3 Oct | 268.95 | 4.6 | -5.65 | - | 22 | 5 | 5 |
| 1 Oct | 280.45 | 10.25 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 279.70 | 10.25 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 264.85 | 10.25 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 269.50 | 10.25 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 264.30 | 10.25 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 263.80 | 10.25 | 10.25 | - | 0 | 0 | 0 |
| 3 Sept | 286.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 286.80 | 0 | - | 0 | 0 | 0 | |
For Bhel - strike price 240 expiring on 28NOV2024
Delta for 240 PE is -0.84
Historical price for 240 PE is as follows
On 14 Nov BHEL was trading at 223.55. The strike last trading price was 17, which was -1.20 lower than the previous day. The implied volatity was 34.05, the open interest changed by 1 which increased total open position to 913
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 18.2, which was 4.70 higher than the previous day. The implied volatity was 37.28, the open interest changed by -76 which decreased total open position to 915
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 13.5, which was 5.60 higher than the previous day. The implied volatity was 40.35, the open interest changed by 87 which increased total open position to 991
On 11 Nov BHEL was trading at 239.22. The strike last trading price was 7.9, which was -0.50 lower than the previous day. The implied volatity was 36.81, the open interest changed by 53 which increased total open position to 908
On 8 Nov BHEL was trading at 239.04. The strike last trading price was 8.4, which was 2.60 higher than the previous day. The implied volatity was 36.18, the open interest changed by 13 which increased total open position to 850
On 7 Nov BHEL was trading at 244.29. The strike last trading price was 5.8, which was 0.90 higher than the previous day. The implied volatity was 36.58, the open interest changed by -113 which decreased total open position to 846
On 6 Nov BHEL was trading at 247.98. The strike last trading price was 4.9, which was -7.00 lower than the previous day. The implied volatity was 37.73, the open interest changed by 192 which increased total open position to 968
On 5 Nov BHEL was trading at 235.25. The strike last trading price was 11.9, which was -1.60 lower than the previous day. The implied volatity was 42.56, the open interest changed by -102 which decreased total open position to 778
On 4 Nov BHEL was trading at 233.39. The strike last trading price was 13.5, which was 3.45 higher than the previous day. The implied volatity was 44.20, the open interest changed by 63 which increased total open position to 878
On 1 Nov BHEL was trading at 241.97. The strike last trading price was 10.05, which was -1.00 lower than the previous day. The implied volatity was 45.58, the open interest changed by 72 which increased total open position to 813
On 31 Oct BHEL was trading at 239.00. The strike last trading price was 11.05, which was -1.80 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 12.85, which was 0.10 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 12.75, which was -4.25 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 17, which was -8.00 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 25, which was 5.10 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 19.9, which was -2.60 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 22.5, which was 5.40 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 17.1, which was 7.90 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 9.2, which was 2.60 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 6.6, which was -1.10 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 7.7, which was 4.45 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 3.25, which was 0.30 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 2.95, which was -0.35 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 3.3, which was 0.75 higher 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 2.55, which was -1.25 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 3.8, which was -1.40 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 5.2, which was 0.30 higher 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 4.9, which was 0.30 higher 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 4.6, 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 4.6, 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 4.6, which was -5.65 lower 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 10.25, 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 10.25, 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 Sept BHEL was trading at 264.85. The strike last trading price was 10.25, 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 Sept BHEL was trading at 269.50. The strike last trading price was 10.25, 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 13 Sept BHEL was trading at 264.30. The strike last trading price was 10.25, 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 6 Sept BHEL was trading at 263.80. The strike last trading price was 10.25, which was 10.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept BHEL was trading at 286.35. 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 2 Sept BHEL was trading at 286.80. 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
