BHEL
Bhel
Historical option data for BHEL
20 Dec 2024 04:12 PM IST
| BHEL 26DEC2024 245 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.21
Vega: 0.09
Theta: -0.24
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 235.30 | 1.1 | -2.30 | 31.62 | 5,979 | 247 | 1,313 | |||
| 19 Dec | 242.25 | 3.4 | 0.50 | 34.05 | 4,253 | 159 | 1,075 | |||
| 18 Dec | 239.85 | 2.9 | -1.55 | 34.14 | 3,362 | 230 | 915 | |||
| 17 Dec | 242.35 | 4.45 | -2.55 | 35.80 | 1,935 | 52 | 701 | |||
| 16 Dec | 247.60 | 7 | 1.85 | 34.30 | 3,026 | -95 | 650 | |||
| 13 Dec | 242.75 | 5.15 | -1.55 | 31.85 | 4,223 | 51 | 752 | |||
| 12 Dec | 244.50 | 6.7 | -6.50 | 34.63 | 1,583 | 270 | 707 | |||
| 11 Dec | 253.70 | 13.2 | 3.25 | 37.35 | 402 | -10 | 437 | |||
| 10 Dec | 248.60 | 9.95 | -0.80 | 36.50 | 471 | -6 | 446 | |||
| 9 Dec | 249.55 | 10.75 | -0.15 | 36.41 | 358 | 37 | 453 | |||
| 6 Dec | 249.05 | 10.9 | -2.30 | 34.70 | 223 | 40 | 417 | |||
| 5 Dec | 251.80 | 13.2 | -0.05 | 34.37 | 201 | 4 | 378 | |||
| 4 Dec | 251.35 | 13.25 | -0.30 | 35.27 | 100 | 4 | 376 | |||
| 3 Dec | 252.35 | 13.55 | 0.80 | 34.01 | 105 | -5 | 374 | |||
| 2 Dec | 249.65 | 12.75 | -1.25 | 36.85 | 199 | 24 | 380 | |||
| 29 Nov | 251.09 | 14 | -2.50 | 35.81 | 283 | 0 | 359 | |||
| 28 Nov | 252.49 | 16.5 | 4.35 | 39.25 | 918 | 19 | 359 | |||
| 27 Nov | 247.66 | 12.15 | 1.85 | 34.78 | 1,091 | 49 | 342 | |||
| 26 Nov | 243.97 | 10.3 | 0.40 | 36.88 | 811 | 72 | 292 | |||
| 25 Nov | 241.22 | 9.9 | 3.00 | 35.49 | 746 | 199 | 230 | |||
| 22 Nov | 234.39 | 6.9 | 1.95 | 35.46 | 60 | 10 | 41 | |||
| 21 Nov | 227.94 | 4.95 | 0.10 | 36.92 | 23 | 5 | 31 | |||
| 20 Nov | 225.88 | 4.85 | 0.00 | 38.98 | 23 | 5 | 26 | |||
| 19 Nov | 225.88 | 4.85 | 0.85 | 38.98 | 23 | 5 | 26 | |||
| 18 Nov | 222.67 | 4 | -0.55 | 37.93 | 14 | 8 | 20 | |||
| 14 Nov | 223.71 | 4.55 | 0.05 | 36.40 | 17 | 5 | 11 | |||
| 13 Nov | 222.56 | 4.5 | -3.25 | 37.28 | 4 | 0 | 6 | |||
| 12 Nov | 230.22 | 7.75 | -3.65 | 39.94 | 5 | 2 | 6 | |||
| 11 Nov | 239.22 | 11.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 239.04 | 11.4 | -5.00 | 38.10 | 1 | 0 | 4 | |||
| 7 Nov | 244.29 | 16.4 | 0.00 | 42.03 | 1 | 0 | 4 | |||
| 6 Nov | 247.98 | 16.4 | -3.30 | 35.27 | 6 | 5 | 5 | |||
| 5 Nov | 235.25 | 19.7 | 0.00 | 2.48 | 0 | 0 | 0 | |||
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| 4 Nov | 233.39 | 19.7 | 19.70 | 2.87 | 0 | 0 | 0 | |||
| 1 Nov | 241.97 | 0 | - | 0 | 0 | 0 | ||||
For Bhel - strike price 245 expiring on 26DEC2024
Delta for 245 CE is 0.21
Historical price for 245 CE is as follows
On 20 Dec BHEL was trading at 235.30. The strike last trading price was 1.1, which was -2.30 lower than the previous day. The implied volatity was 31.62, the open interest changed by 247 which increased total open position to 1313
On 19 Dec BHEL was trading at 242.25. The strike last trading price was 3.4, which was 0.50 higher than the previous day. The implied volatity was 34.05, the open interest changed by 159 which increased total open position to 1075
On 18 Dec BHEL was trading at 239.85. The strike last trading price was 2.9, which was -1.55 lower than the previous day. The implied volatity was 34.14, the open interest changed by 230 which increased total open position to 915
On 17 Dec BHEL was trading at 242.35. The strike last trading price was 4.45, which was -2.55 lower than the previous day. The implied volatity was 35.80, the open interest changed by 52 which increased total open position to 701
On 16 Dec BHEL was trading at 247.60. The strike last trading price was 7, which was 1.85 higher than the previous day. The implied volatity was 34.30, the open interest changed by -95 which decreased total open position to 650
On 13 Dec BHEL was trading at 242.75. The strike last trading price was 5.15, which was -1.55 lower than the previous day. The implied volatity was 31.85, the open interest changed by 51 which increased total open position to 752
On 12 Dec BHEL was trading at 244.50. The strike last trading price was 6.7, which was -6.50 lower than the previous day. The implied volatity was 34.63, the open interest changed by 270 which increased total open position to 707
On 11 Dec BHEL was trading at 253.70. The strike last trading price was 13.2, which was 3.25 higher than the previous day. The implied volatity was 37.35, the open interest changed by -10 which decreased total open position to 437
On 10 Dec BHEL was trading at 248.60. The strike last trading price was 9.95, which was -0.80 lower than the previous day. The implied volatity was 36.50, the open interest changed by -6 which decreased total open position to 446
On 9 Dec BHEL was trading at 249.55. The strike last trading price was 10.75, which was -0.15 lower than the previous day. The implied volatity was 36.41, the open interest changed by 37 which increased total open position to 453
On 6 Dec BHEL was trading at 249.05. The strike last trading price was 10.9, which was -2.30 lower than the previous day. The implied volatity was 34.70, the open interest changed by 40 which increased total open position to 417
On 5 Dec BHEL was trading at 251.80. The strike last trading price was 13.2, which was -0.05 lower than the previous day. The implied volatity was 34.37, the open interest changed by 4 which increased total open position to 378
On 4 Dec BHEL was trading at 251.35. The strike last trading price was 13.25, which was -0.30 lower than the previous day. The implied volatity was 35.27, the open interest changed by 4 which increased total open position to 376
On 3 Dec BHEL was trading at 252.35. The strike last trading price was 13.55, which was 0.80 higher than the previous day. The implied volatity was 34.01, the open interest changed by -5 which decreased total open position to 374
On 2 Dec BHEL was trading at 249.65. The strike last trading price was 12.75, which was -1.25 lower than the previous day. The implied volatity was 36.85, the open interest changed by 24 which increased total open position to 380
On 29 Nov BHEL was trading at 251.09. The strike last trading price was 14, which was -2.50 lower than the previous day. The implied volatity was 35.81, the open interest changed by 0 which decreased total open position to 359
On 28 Nov BHEL was trading at 252.49. The strike last trading price was 16.5, which was 4.35 higher than the previous day. The implied volatity was 39.25, the open interest changed by 19 which increased total open position to 359
On 27 Nov BHEL was trading at 247.66. The strike last trading price was 12.15, which was 1.85 higher than the previous day. The implied volatity was 34.78, the open interest changed by 49 which increased total open position to 342
On 26 Nov BHEL was trading at 243.97. The strike last trading price was 10.3, which was 0.40 higher than the previous day. The implied volatity was 36.88, the open interest changed by 72 which increased total open position to 292
On 25 Nov BHEL was trading at 241.22. The strike last trading price was 9.9, which was 3.00 higher than the previous day. The implied volatity was 35.49, the open interest changed by 199 which increased total open position to 230
On 22 Nov BHEL was trading at 234.39. The strike last trading price was 6.9, which was 1.95 higher than the previous day. The implied volatity was 35.46, the open interest changed by 10 which increased total open position to 41
On 21 Nov BHEL was trading at 227.94. The strike last trading price was 4.95, which was 0.10 higher than the previous day. The implied volatity was 36.92, the open interest changed by 5 which increased total open position to 31
On 20 Nov BHEL was trading at 225.88. The strike last trading price was 4.85, which was 0.00 lower than the previous day. The implied volatity was 38.98, the open interest changed by 5 which increased total open position to 26
On 19 Nov BHEL was trading at 225.88. The strike last trading price was 4.85, which was 0.85 higher than the previous day. The implied volatity was 38.98, the open interest changed by 5 which increased total open position to 26
On 18 Nov BHEL was trading at 222.67. The strike last trading price was 4, which was -0.55 lower than the previous day. The implied volatity was 37.93, the open interest changed by 8 which increased total open position to 20
On 14 Nov BHEL was trading at 223.71. The strike last trading price was 4.55, which was 0.05 higher than the previous day. The implied volatity was 36.40, the open interest changed by 5 which increased total open position to 11
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 4.5, which was -3.25 lower than the previous day. The implied volatity was 37.28, the open interest changed by 0 which decreased total open position to 6
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 7.75, which was -3.65 lower than the previous day. The implied volatity was 39.94, the open interest changed by 2 which increased total open position to 6
On 11 Nov BHEL was trading at 239.22. The strike last trading price was 11.4, which was 0.00 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 8 Nov BHEL was trading at 239.04. The strike last trading price was 11.4, which was -5.00 lower than the previous day. The implied volatity was 38.10, the open interest changed by 0 which decreased total open position to 4
On 7 Nov BHEL was trading at 244.29. The strike last trading price was 16.4, which was 0.00 lower than the previous day. The implied volatity was 42.03, the open interest changed by 0 which decreased total open position to 4
On 6 Nov BHEL was trading at 247.98. The strike last trading price was 16.4, which was -3.30 lower than the previous day. The implied volatity was 35.27, the open interest changed by 5 which increased total open position to 5
On 5 Nov BHEL was trading at 235.25. The strike last trading price was 19.7, which was 0.00 lower than the previous day. The implied volatity was 2.48, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BHEL was trading at 233.39. The strike last trading price was 19.7, which was 19.70 higher than the previous day. The implied volatity was 2.87, the open interest changed by 0 which decreased total open position to 0
On 1 Nov BHEL was trading at 241.97. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BHEL 26DEC2024 245 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.71
Vega: 0.10
Theta: -0.33
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 235.30 | 10.5 | 3.90 | 44.65 | 1,889 | -107 | 539 |
| 19 Dec | 242.25 | 6.6 | -1.10 | 38.76 | 1,331 | -22 | 646 |
| 18 Dec | 239.85 | 7.7 | 1.05 | 35.16 | 1,428 | -166 | 668 |
| 17 Dec | 242.35 | 6.65 | 2.10 | 36.16 | 2,258 | 12 | 838 |
| 16 Dec | 247.60 | 4.55 | -2.60 | 35.68 | 1,212 | -39 | 829 |
| 13 Dec | 242.75 | 7.15 | -0.05 | 34.99 | 3,230 | -471 | 867 |
| 12 Dec | 244.50 | 7.2 | 3.60 | 38.24 | 4,278 | 67 | 1,325 |
| 11 Dec | 253.70 | 3.6 | -1.65 | 36.81 | 2,804 | 524 | 1,257 |
| 10 Dec | 248.60 | 5.25 | -0.10 | 35.36 | 1,855 | 51 | 750 |
| 9 Dec | 249.55 | 5.35 | -0.10 | 36.60 | 874 | 146 | 700 |
| 6 Dec | 249.05 | 5.45 | 0.80 | 33.97 | 720 | 100 | 556 |
| 5 Dec | 251.80 | 4.65 | -0.35 | 34.86 | 664 | -20 | 454 |
| 4 Dec | 251.35 | 5 | 0.20 | 34.92 | 550 | 1 | 472 |
| 3 Dec | 252.35 | 4.8 | -1.40 | 34.18 | 458 | 31 | 474 |
| 2 Dec | 249.65 | 6.2 | 0.05 | 35.64 | 610 | 42 | 444 |
| 29 Nov | 251.09 | 6.15 | 0.10 | 35.64 | 922 | -36 | 398 |
| 28 Nov | 252.49 | 6.05 | -2.05 | 37.57 | 922 | 90 | 435 |
| 27 Nov | 247.66 | 8.1 | -2.40 | 37.33 | 540 | 65 | 348 |
| 26 Nov | 243.97 | 10.5 | -0.15 | 37.98 | 270 | 71 | 286 |
| 25 Nov | 241.22 | 10.65 | -4.85 | 37.34 | 421 | 213 | 214 |
| 22 Nov | 234.39 | 15.5 | -0.70 | 38.59 | 4 | 3 | 4 |
| 21 Nov | 227.94 | 16.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 225.88 | 16.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 225.88 | 16.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 222.67 | 16.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 223.71 | 16.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 222.56 | 16.2 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Nov | 230.22 | 16.2 | -6.80 | 25.61 | 1 | 0 | 0 |
| 11 Nov | 239.22 | 23 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 239.04 | 23 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 244.29 | 23 | 0.00 | 1.10 | 0 | 0 | 0 |
| 6 Nov | 247.98 | 23 | 0.00 | 2.52 | 0 | 0 | 0 |
| 5 Nov | 235.25 | 23 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 233.39 | 23 | 23.00 | - | 0 | 0 | 0 |
| 1 Nov | 241.97 | 0 | 0.68 | 0 | 0 | 0 | |
For Bhel - strike price 245 expiring on 26DEC2024
Delta for 245 PE is -0.71
Historical price for 245 PE is as follows
On 20 Dec BHEL was trading at 235.30. The strike last trading price was 10.5, which was 3.90 higher than the previous day. The implied volatity was 44.65, the open interest changed by -107 which decreased total open position to 539
On 19 Dec BHEL was trading at 242.25. The strike last trading price was 6.6, which was -1.10 lower than the previous day. The implied volatity was 38.76, the open interest changed by -22 which decreased total open position to 646
On 18 Dec BHEL was trading at 239.85. The strike last trading price was 7.7, which was 1.05 higher than the previous day. The implied volatity was 35.16, the open interest changed by -166 which decreased total open position to 668
On 17 Dec BHEL was trading at 242.35. The strike last trading price was 6.65, which was 2.10 higher than the previous day. The implied volatity was 36.16, the open interest changed by 12 which increased total open position to 838
On 16 Dec BHEL was trading at 247.60. The strike last trading price was 4.55, which was -2.60 lower than the previous day. The implied volatity was 35.68, the open interest changed by -39 which decreased total open position to 829
On 13 Dec BHEL was trading at 242.75. The strike last trading price was 7.15, which was -0.05 lower than the previous day. The implied volatity was 34.99, the open interest changed by -471 which decreased total open position to 867
On 12 Dec BHEL was trading at 244.50. The strike last trading price was 7.2, which was 3.60 higher than the previous day. The implied volatity was 38.24, the open interest changed by 67 which increased total open position to 1325
On 11 Dec BHEL was trading at 253.70. The strike last trading price was 3.6, which was -1.65 lower than the previous day. The implied volatity was 36.81, the open interest changed by 524 which increased total open position to 1257
On 10 Dec BHEL was trading at 248.60. The strike last trading price was 5.25, which was -0.10 lower than the previous day. The implied volatity was 35.36, the open interest changed by 51 which increased total open position to 750
On 9 Dec BHEL was trading at 249.55. The strike last trading price was 5.35, which was -0.10 lower than the previous day. The implied volatity was 36.60, the open interest changed by 146 which increased total open position to 700
On 6 Dec BHEL was trading at 249.05. The strike last trading price was 5.45, which was 0.80 higher than the previous day. The implied volatity was 33.97, the open interest changed by 100 which increased total open position to 556
On 5 Dec BHEL was trading at 251.80. The strike last trading price was 4.65, which was -0.35 lower than the previous day. The implied volatity was 34.86, the open interest changed by -20 which decreased total open position to 454
On 4 Dec BHEL was trading at 251.35. The strike last trading price was 5, which was 0.20 higher than the previous day. The implied volatity was 34.92, the open interest changed by 1 which increased total open position to 472
On 3 Dec BHEL was trading at 252.35. The strike last trading price was 4.8, which was -1.40 lower than the previous day. The implied volatity was 34.18, the open interest changed by 31 which increased total open position to 474
On 2 Dec BHEL was trading at 249.65. The strike last trading price was 6.2, which was 0.05 higher than the previous day. The implied volatity was 35.64, the open interest changed by 42 which increased total open position to 444
On 29 Nov BHEL was trading at 251.09. The strike last trading price was 6.15, which was 0.10 higher than the previous day. The implied volatity was 35.64, the open interest changed by -36 which decreased total open position to 398
On 28 Nov BHEL was trading at 252.49. The strike last trading price was 6.05, which was -2.05 lower than the previous day. The implied volatity was 37.57, the open interest changed by 90 which increased total open position to 435
On 27 Nov BHEL was trading at 247.66. The strike last trading price was 8.1, which was -2.40 lower than the previous day. The implied volatity was 37.33, the open interest changed by 65 which increased total open position to 348
On 26 Nov BHEL was trading at 243.97. The strike last trading price was 10.5, which was -0.15 lower than the previous day. The implied volatity was 37.98, the open interest changed by 71 which increased total open position to 286
On 25 Nov BHEL was trading at 241.22. The strike last trading price was 10.65, which was -4.85 lower than the previous day. The implied volatity was 37.34, the open interest changed by 213 which increased total open position to 214
On 22 Nov BHEL was trading at 234.39. The strike last trading price was 15.5, which was -0.70 lower than the previous day. The implied volatity was 38.59, the open interest changed by 3 which increased total open position to 4
On 21 Nov BHEL was trading at 227.94. The strike last trading price was 16.2, which was 0.00 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 Nov BHEL was trading at 225.88. The strike last trading price was 16.2, which was 0.00 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 19 Nov BHEL was trading at 225.88. The strike last trading price was 16.2, which was 0.00 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 18 Nov BHEL was trading at 222.67. The strike last trading price was 16.2, which was 0.00 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 14 Nov BHEL was trading at 223.71. The strike last trading price was 16.2, which was 0.00 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 13 Nov BHEL was trading at 222.56. The strike last trading price was 16.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 16.2, which was -6.80 lower than the previous day. The implied volatity was 25.61, the open interest changed by 0 which decreased total open position to 0
On 11 Nov BHEL was trading at 239.22. The strike last trading price was 23, 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 8 Nov BHEL was trading at 239.04. The strike last trading price was 23, 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 7 Nov BHEL was trading at 244.29. The strike last trading price was 23, which was 0.00 lower than the previous day. The implied volatity was 1.10, the open interest changed by 0 which decreased total open position to 0
On 6 Nov BHEL was trading at 247.98. The strike last trading price was 23, which was 0.00 lower than the previous day. The implied volatity was 2.52, the open interest changed by 0 which decreased total open position to 0
On 5 Nov BHEL was trading at 235.25. The strike last trading price was 23, 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 Nov BHEL was trading at 233.39. The strike last trading price was 23, which was 23.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov BHEL was trading at 241.97. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.68, the open interest changed by 0 which decreased total open position to 0
