[--[65.84.65.76]--]
BHEL
BHEL

316.4 5.35 (1.72%)

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Historical option data for BHEL

05 Jul 2024 04:12 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 316.40 33.85 0.00 - 0 0 0
4 Jul 311.05 33.85 - 0 0 0
3 Jul 311.30 33.85 - 0 0 0
2 Jul 297.15 33.85 - 0 0 0
1 Jul 302.40 33.85 - 0 0 0
28 Jun 300.85 33.85 - 0 0 0
27 Jun 296.95 33.85 - 0 0 0
26 Jun 295.75 33.85 - 0 0 0
25 Jun 293.90 33.85 - 0 0 0
24 Jun 294.70 33.85 - 0 0 0
21 Jun 295.05 33.85 - 0 0 0
20 Jun 293.40 33.85 - 0 0 0
19 Jun 297.05 33.85 - 0 0 0
18 Jun 305.60 33.85 - 0 0 0
14 Jun 305.70 33.85 - 0 0 0
13 Jun 303.95 33.85 - 0 0 0
12 Jun 295.15 33.85 - 0 0 0
11 Jun 295.20 33.85 - 0 0 0
10 Jun 284.45 33.85 - 0 0 0
7 Jun 285.50 33.85 - 0 5,250 0
6 Jun 277.95 33.85 - 5,250 5,250 5,250
5 Jun 255.35 25.80 - 5,250 0 0


For BHEL - strike price 245 expiring on 25JUL2024

Delta for 245 CE is -

Historical price for 245 CE is as follows

On 5 Jul BHEL was trading at 316.40. The strike last trading price was 33.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Jul BHEL was trading at 311.05. The strike last trading price was 33.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Jul BHEL was trading at 311.30. The strike last trading price was 33.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Jul BHEL was trading at 297.15. The strike last trading price was 33.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Jul BHEL was trading at 302.40. The strike last trading price was 33.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Jun BHEL was trading at 300.85. The strike last trading price was 33.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Jun BHEL was trading at 296.95. The strike last trading price was 33.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Jun BHEL was trading at 295.75. The strike last trading price was 33.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Jun BHEL was trading at 293.90. The strike last trading price was 33.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Jun BHEL was trading at 294.70. The strike last trading price was 33.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Jun BHEL was trading at 295.05. The strike last trading price was 33.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Jun BHEL was trading at 293.40. The strike last trading price was 33.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Jun BHEL was trading at 297.05. The strike last trading price was 33.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Jun BHEL was trading at 305.60. The strike last trading price was 33.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jun BHEL was trading at 305.70. The strike last trading price was 33.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jun BHEL was trading at 303.95. The strike last trading price was 33.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jun BHEL was trading at 295.15. The strike last trading price was 33.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Jun BHEL was trading at 295.20. The strike last trading price was 33.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Jun BHEL was trading at 284.45. The strike last trading price was 33.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jun BHEL was trading at 285.50. The strike last trading price was 33.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 0


On 6 Jun BHEL was trading at 277.95. The strike last trading price was 33.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 5250


On 5 Jun BHEL was trading at 255.35. The strike last trading price was 25.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 316.40 0.3 -0.15 - 26,250 -13,125 1,41,750
4 Jul 311.05 0.45 - 7,875 -21,000 1,54,875
3 Jul 311.30 0.5 - 1,83,750 -34,125 1,75,875
2 Jul 297.15 1 - 1,99,500 -7,875 2,10,000
1 Jul 302.40 0.9 - 1,07,625 26,250 2,17,875
28 Jun 300.85 1.25 - 2,49,375 49,875 1,91,625
27 Jun 296.95 1.75 - 7,82,250 94,500 1,41,750
26 Jun 295.75 1.45 - 18,375 49,875 49,875
25 Jun 293.90 2.15 - 0 21,000 0
24 Jun 294.70 2.15 - 36,750 18,375 49,875
21 Jun 295.05 2.40 - 65,625 15,750 34,125
20 Jun 293.40 2.75 - 0 0 0
19 Jun 297.05 2.75 - 0 0 0
18 Jun 305.60 2.75 - 0 0 0
14 Jun 305.70 2.75 - 0 5,250 0
13 Jun 303.95 2.75 - 1,65,375 5,250 18,375
12 Jun 295.15 3.50 - 1,18,125 13,125 13,125
11 Jun 295.20 5.80 - 0 0 0
10 Jun 284.45 5.80 - 0 0 0
7 Jun 285.50 5.80 - 0 0 0
6 Jun 277.95 5.80 - 0 0 0
5 Jun 255.35 5.80 - 0 0 0


For BHEL - strike price 245 expiring on 25JUL2024

Delta for 245 PE is -

Historical price for 245 PE is as follows

On 5 Jul BHEL was trading at 316.40. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -13125 which decreased total open position to 141750


On 4 Jul BHEL was trading at 311.05. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -21000 which decreased total open position to 154875


On 3 Jul BHEL was trading at 311.30. The strike last trading price was 0.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -34125 which decreased total open position to 175875


On 2 Jul BHEL was trading at 297.15. The strike last trading price was 1, which was lower than the previous day. The implied volatity was -, the open interest changed by -7875 which decreased total open position to 210000


On 1 Jul BHEL was trading at 302.40. The strike last trading price was 0.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 26250 which increased total open position to 217875


On 28 Jun BHEL was trading at 300.85. The strike last trading price was 1.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 49875 which increased total open position to 191625


On 27 Jun BHEL was trading at 296.95. The strike last trading price was 1.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 94500 which increased total open position to 141750


On 26 Jun BHEL was trading at 295.75. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 49875 which increased total open position to 49875


On 25 Jun BHEL was trading at 293.90. The strike last trading price was 2.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 21000 which increased total open position to 0


On 24 Jun BHEL was trading at 294.70. The strike last trading price was 2.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 18375 which increased total open position to 49875


On 21 Jun BHEL was trading at 295.05. The strike last trading price was 2.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 15750 which increased total open position to 34125


On 20 Jun BHEL was trading at 293.40. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Jun BHEL was trading at 297.05. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Jun BHEL was trading at 305.60. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jun BHEL was trading at 305.70. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 0


On 13 Jun BHEL was trading at 303.95. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 18375


On 12 Jun BHEL was trading at 295.15. The strike last trading price was 3.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 13125 which increased total open position to 13125


On 11 Jun BHEL was trading at 295.20. The strike last trading price was 5.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Jun BHEL was trading at 284.45. The strike last trading price was 5.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jun BHEL was trading at 285.50. The strike last trading price was 5.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jun BHEL was trading at 277.95. The strike last trading price was 5.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Jun BHEL was trading at 255.35. The strike last trading price was 5.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0