`
[--[65.84.65.76]--]
BHEL
Bhel

227.94 2.06 (0.91%)

Back to Option Chain


Historical option data for BHEL

21 Nov 2024 04:12 PM IST
BHEL 28NOV2024 240 CE
Delta: 0.21
Vega: 0.09
Theta: -0.29
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
21 Nov 227.94 1.55 0.35 42.81 3,267 -144 1,610
20 Nov 225.88 1.2 0.00 39.53 4,787 -47 1,765
19 Nov 225.88 1.2 0.30 39.53 4,787 -36 1,765
18 Nov 222.67 0.9 -0.40 38.49 1,851 20 1,806
14 Nov 223.71 1.3 -0.40 33.98 2,789 -118 1,780
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 0.21

Historical price for 240 CE is as follows

On 21 Nov BHEL was trading at 227.94. The strike last trading price was 1.55, which was 0.35 higher than the previous day. The implied volatity was 42.81, the open interest changed by -144 which decreased total open position to 1610


On 20 Nov BHEL was trading at 225.88. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 39.53, the open interest changed by -47 which decreased total open position to 1765


On 19 Nov BHEL was trading at 225.88. The strike last trading price was 1.2, which was 0.30 higher than the previous day. The implied volatity was 39.53, the open interest changed by -36 which decreased total open position to 1765


On 18 Nov BHEL was trading at 222.67. The strike last trading price was 0.9, which was -0.40 lower than the previous day. The implied volatity was 38.49, the open interest changed by 20 which increased total open position to 1806


On 14 Nov BHEL was trading at 223.71. The strike last trading price was 1.3, which was -0.40 lower than the previous day. The implied volatity was 33.98, the open interest changed by -118 which decreased total open position to 1780


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: -0.77
Vega: 0.10
Theta: -0.27
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
21 Nov 227.94 13.6 -2.25 47.19 162 -55 548
20 Nov 225.88 15.85 0.00 42.18 695 -283 604
19 Nov 225.88 15.85 -2.55 42.18 695 -282 604
18 Nov 222.67 18.4 1.35 44.32 72 -7 885
14 Nov 223.71 17.05 -1.15 38.01 79 -20 892
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 -0.77

Historical price for 240 PE is as follows

On 21 Nov BHEL was trading at 227.94. The strike last trading price was 13.6, which was -2.25 lower than the previous day. The implied volatity was 47.19, the open interest changed by -55 which decreased total open position to 548


On 20 Nov BHEL was trading at 225.88. The strike last trading price was 15.85, which was 0.00 lower than the previous day. The implied volatity was 42.18, the open interest changed by -283 which decreased total open position to 604


On 19 Nov BHEL was trading at 225.88. The strike last trading price was 15.85, which was -2.55 lower than the previous day. The implied volatity was 42.18, the open interest changed by -282 which decreased total open position to 604


On 18 Nov BHEL was trading at 222.67. The strike last trading price was 18.4, which was 1.35 higher than the previous day. The implied volatity was 44.32, the open interest changed by -7 which decreased total open position to 885


On 14 Nov BHEL was trading at 223.71. The strike last trading price was 17.05, which was -1.15 lower than the previous day. The implied volatity was 38.01, the open interest changed by -20 which decreased total open position to 892


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