BHEL
Bhel
Historical option data for BHEL
08 Apr 2025 04:02 PM IST
| BHEL 24APR2025 245 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.07
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 210.94 | 0.8 | 0 | 48.06 | 168 | -15 | 262 | |||
| 7 Apr | 207.70 | 0.85 | -0.05 | 50.52 | 218 | -63 | 281 | |||
| 4 Apr | 214.45 | 0.9 | -0.3 | 40.55 | 541 | 55 | 343 | |||
| 3 Apr | 218.68 | 1.45 | 0.65 | 38.67 | 237 | -1 | 288 | |||
| 2 Apr | 212.58 | 0.8 | -0.15 | 39.52 | 106 | 21 | 291 | |||
| 1 Apr | 211.69 | 0.9 | -0.65 | 40.05 | 190 | -4 | 271 | |||
| 28 Mar | 216.43 | 1.5 | 0 | 39.08 | 1,156 | 189 | 275 | |||
| 27 Mar | 213.98 | 1.65 | 0.4 | 38.55 | 91 | 20 | 91 | |||
| 26 Mar | 210.52 | 1.25 | -0.6 | 40.36 | 79 | 49 | 70 | |||
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| 25 Mar | 213.60 | 1.8 | -0.85 | 41.09 | 37 | 22 | 22 | |||
| 24 Mar | 217.54 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 211.95 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 206.54 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Bhel - strike price 245 expiring on 24APR2025
Delta for 245 CE is 0.09
Historical price for 245 CE is as follows
On 8 Apr BHEL was trading at 210.94. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 48.06, the open interest changed by -15 which decreased total open position to 262
On 7 Apr BHEL was trading at 207.70. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 50.52, the open interest changed by -63 which decreased total open position to 281
On 4 Apr BHEL was trading at 214.45. The strike last trading price was 0.9, which was -0.3 lower than the previous day. The implied volatity was 40.55, the open interest changed by 55 which increased total open position to 343
On 3 Apr BHEL was trading at 218.68. The strike last trading price was 1.45, which was 0.65 higher than the previous day. The implied volatity was 38.67, the open interest changed by -1 which decreased total open position to 288
On 2 Apr BHEL was trading at 212.58. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 39.52, the open interest changed by 21 which increased total open position to 291
On 1 Apr BHEL was trading at 211.69. The strike last trading price was 0.9, which was -0.65 lower than the previous day. The implied volatity was 40.05, the open interest changed by -4 which decreased total open position to 271
On 28 Mar BHEL was trading at 216.43. The strike last trading price was 1.5, which was 0 lower than the previous day. The implied volatity was 39.08, the open interest changed by 189 which increased total open position to 275
On 27 Mar BHEL was trading at 213.98. The strike last trading price was 1.65, which was 0.4 higher than the previous day. The implied volatity was 38.55, the open interest changed by 20 which increased total open position to 91
On 26 Mar BHEL was trading at 210.52. The strike last trading price was 1.25, which was -0.6 lower than the previous day. The implied volatity was 40.36, the open interest changed by 49 which increased total open position to 70
On 25 Mar BHEL was trading at 213.60. The strike last trading price was 1.8, which was -0.85 lower than the previous day. The implied volatity was 41.09, the open interest changed by 22 which increased total open position to 22
On 24 Mar BHEL was trading at 217.54. The strike last trading price was 0, 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 21 Mar BHEL was trading at 211.95. The strike last trading price was 0, 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 20 Mar BHEL was trading at 206.54. The strike last trading price was 0, 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
| BHEL 24APR2025 245 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 210.94 | 26.8 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 207.70 | 26.8 | 0 | 0.00 | 0 | 3 | 0 |
| 4 Apr | 214.45 | 26.8 | -0.2 | - | 13 | -2 | 7 |
| 3 Apr | 218.68 | 27 | 0.1 | 51.32 | 2 | 1 | 9 |
| 2 Apr | 212.58 | 26.9 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 211.69 | 26.9 | 0 | 0.00 | 0 | 8 | 0 |
| 28 Mar | 216.43 | 26.9 | -30.6 | - | 13 | 8 | 8 |
| 27 Mar | 213.98 | 57.5 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 210.52 | 57.5 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 213.60 | 57.5 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 217.54 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 211.95 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 206.54 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Bhel - strike price 245 expiring on 24APR2025
Delta for 245 PE is 0.00
Historical price for 245 PE is as follows
On 8 Apr BHEL was trading at 210.94. The strike last trading price was 26.8, 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 7 Apr BHEL was trading at 207.70. The strike last trading price was 26.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 4 Apr BHEL was trading at 214.45. The strike last trading price was 26.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 7
On 3 Apr BHEL was trading at 218.68. The strike last trading price was 27, which was 0.1 higher than the previous day. The implied volatity was 51.32, the open interest changed by 1 which increased total open position to 9
On 2 Apr BHEL was trading at 212.58. The strike last trading price was 26.9, 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 1 Apr BHEL was trading at 211.69. The strike last trading price was 26.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 28 Mar BHEL was trading at 216.43. The strike last trading price was 26.9, which was -30.6 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
On 27 Mar BHEL was trading at 213.98. The strike last trading price was 57.5, 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 26 Mar BHEL was trading at 210.52. The strike last trading price was 57.5, 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 Mar BHEL was trading at 213.60. The strike last trading price was 57.5, 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 Mar BHEL was trading at 217.54. The strike last trading price was 0, 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 21 Mar BHEL was trading at 211.95. The strike last trading price was 0, 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 20 Mar BHEL was trading at 206.54. The strike last trading price was 0, 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
