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[--[65.84.65.76]--]
BHEL
Bhel

227.94 2.06 (0.91%)

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Historical option data for BHEL

21 Nov 2024 04:12 PM IST
BHEL 28NOV2024 245 CE
Delta: 0.14
Vega: 0.07
Theta: -0.24
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
21 Nov 227.94 1 0.25 45.73 1,668 2 859
20 Nov 225.88 0.75 0.00 41.62 2,258 -232 863
19 Nov 225.88 0.75 0.25 41.62 2,258 -226 863
18 Nov 222.67 0.5 -0.30 39.35 1,248 60 1,240
14 Nov 223.71 0.8 -0.30 35.17 1,136 -9 1,185
13 Nov 222.56 1.1 -1.25 39.07 1,747 56 1,194
12 Nov 230.22 2.35 -2.35 37.67 1,725 268 1,184
11 Nov 239.22 4.7 -0.60 34.58 1,468 -59 917
8 Nov 239.04 5.3 -3.35 34.72 2,347 163 964
7 Nov 244.29 8.65 -2.95 34.85 1,222 59 800
6 Nov 247.98 11.6 5.45 37.05 3,850 135 743
5 Nov 235.25 6.15 0.00 40.86 1,123 -41 606
4 Nov 233.39 6.15 -3.65 43.05 1,553 87 649
1 Nov 241.97 9.8 0.35 39.60 411 83 562
31 Oct 239.00 9.45 1.15 - 854 153 478
30 Oct 236.60 8.3 0.50 - 1,039 145 324
29 Oct 235.00 7.8 -0.25 - 591 7 179
28 Oct 229.75 8.05 3.10 - 857 95 172
25 Oct 216.85 4.95 -2.75 - 43 11 77
24 Oct 227.30 7.7 0.30 - 43 19 65
23 Oct 223.70 7.4 -2.75 - 72 19 46
22 Oct 232.80 10.15 -38.30 - 41 25 25
21 Oct 247.65 48.45 0.00 - 0 0 0
18 Oct 253.85 48.45 0.00 - 0 0 0
17 Oct 254.20 48.45 0.00 - 0 0 0
16 Oct 269.60 48.45 0.00 - 0 0 0
15 Oct 271.60 48.45 0.00 - 0 0 0
14 Oct 268.75 48.45 0.00 - 0 0 0
11 Oct 270.00 48.45 0.00 - 0 0 0
10 Oct 271.35 48.45 0.00 - 0 0 0
9 Oct 264.30 48.45 0.00 - 0 0 0
8 Oct 265.50 48.45 0.00 - 0 0 0
7 Oct 256.65 48.45 0.00 - 0 0 0
4 Oct 267.60 48.45 0.00 - 0 0 0
3 Oct 268.95 48.45 48.45 - 0 0 0
1 Oct 280.45 0 0.00 - 0 0 0
30 Sept 279.70 0 - 0 0 0


For Bhel - strike price 245 expiring on 28NOV2024

Delta for 245 CE is 0.14

Historical price for 245 CE is as follows

On 21 Nov BHEL was trading at 227.94. The strike last trading price was 1, which was 0.25 higher than the previous day. The implied volatity was 45.73, the open interest changed by 2 which increased total open position to 859


On 20 Nov BHEL was trading at 225.88. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 41.62, the open interest changed by -232 which decreased total open position to 863


On 19 Nov BHEL was trading at 225.88. The strike last trading price was 0.75, which was 0.25 higher than the previous day. The implied volatity was 41.62, the open interest changed by -226 which decreased total open position to 863


On 18 Nov BHEL was trading at 222.67. The strike last trading price was 0.5, which was -0.30 lower than the previous day. The implied volatity was 39.35, the open interest changed by 60 which increased total open position to 1240


On 14 Nov BHEL was trading at 223.71. The strike last trading price was 0.8, which was -0.30 lower than the previous day. The implied volatity was 35.17, the open interest changed by -9 which decreased total open position to 1185


On 13 Nov BHEL was trading at 222.56. The strike last trading price was 1.1, which was -1.25 lower than the previous day. The implied volatity was 39.07, the open interest changed by 56 which increased total open position to 1194


On 12 Nov BHEL was trading at 230.22. The strike last trading price was 2.35, which was -2.35 lower than the previous day. The implied volatity was 37.67, the open interest changed by 268 which increased total open position to 1184


On 11 Nov BHEL was trading at 239.22. The strike last trading price was 4.7, which was -0.60 lower than the previous day. The implied volatity was 34.58, the open interest changed by -59 which decreased total open position to 917


On 8 Nov BHEL was trading at 239.04. The strike last trading price was 5.3, which was -3.35 lower than the previous day. The implied volatity was 34.72, the open interest changed by 163 which increased total open position to 964


On 7 Nov BHEL was trading at 244.29. The strike last trading price was 8.65, which was -2.95 lower than the previous day. The implied volatity was 34.85, the open interest changed by 59 which increased total open position to 800


On 6 Nov BHEL was trading at 247.98. The strike last trading price was 11.6, which was 5.45 higher than the previous day. The implied volatity was 37.05, the open interest changed by 135 which increased total open position to 743


On 5 Nov BHEL was trading at 235.25. The strike last trading price was 6.15, which was 0.00 lower than the previous day. The implied volatity was 40.86, the open interest changed by -41 which decreased total open position to 606


On 4 Nov BHEL was trading at 233.39. The strike last trading price was 6.15, which was -3.65 lower than the previous day. The implied volatity was 43.05, the open interest changed by 87 which increased total open position to 649


On 1 Nov BHEL was trading at 241.97. The strike last trading price was 9.8, which was 0.35 higher than the previous day. The implied volatity was 39.60, the open interest changed by 83 which increased total open position to 562


On 31 Oct BHEL was trading at 239.00. The strike last trading price was 9.45, which was 1.15 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 8.3, which was 0.50 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 7.8, which was -0.25 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 8.05, which was 3.10 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 4.95, which was -2.75 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 7.7, 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 23 Oct BHEL was trading at 223.70. The strike last trading price was 7.4, which was -2.75 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 10.15, which was -38.30 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 48.45, 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 18 Oct BHEL was trading at 253.85. The strike last trading price was 48.45, 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 Oct BHEL was trading at 254.20. The strike last trading price was 48.45, 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 Oct BHEL was trading at 269.60. The strike last trading price was 48.45, 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 48.45, 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 48.45, 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 48.45, 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 48.45, 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 48.45, 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 48.45, 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 48.45, 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 48.45, 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 48.45, which was 48.45 higher 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 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 30 Sept BHEL was trading at 279.70. 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 245 PE
Delta: -0.80
Vega: 0.09
Theta: -0.30
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
21 Nov 227.94 18.5 1.15 56.68 22 -8 286
20 Nov 225.88 17.35 0.00 - 24 -8 294
19 Nov 225.88 17.35 -5.20 - 24 -8 294
18 Nov 222.67 22.55 1.95 40.45 15 -6 303
14 Nov 223.71 20.6 -2.35 28.49 26 -4 308
13 Nov 222.56 22.95 5.95 41.65 45 -37 313
12 Nov 230.22 17 6.25 39.16 183 -51 352
11 Nov 239.22 10.75 -0.65 36.59 261 12 406
8 Nov 239.04 11.4 3.30 36.75 898 -17 391
7 Nov 244.29 8.1 1.45 36.80 1,327 -23 413
6 Nov 247.98 6.65 -8.65 36.93 1,388 227 440
5 Nov 235.25 15.3 -1.10 44.13 67 -4 206
4 Nov 233.39 16.4 3.70 43.07 242 44 212
1 Nov 241.97 12.7 -1.00 46.08 41 30 167
31 Oct 239.00 13.7 -1.95 - 150 40 138
30 Oct 236.60 15.65 -0.25 - 134 38 97
29 Oct 235.00 15.9 -4.05 - 72 12 57
28 Oct 229.75 19.95 -3.05 - 138 45 45
25 Oct 216.85 23 0.00 - 0 -1 0
24 Oct 227.30 23 4.20 - 3 0 13
23 Oct 223.70 18.8 0.00 - 0 3 0
22 Oct 232.80 18.8 7.20 - 15 3 13
21 Oct 247.65 11.6 3.60 - 9 2 8
18 Oct 253.85 8 -0.30 - 11 4 6
17 Oct 254.20 8.3 0.30 - 1 0 1
16 Oct 269.60 8 0.00 - 0 0 0
15 Oct 271.60 8 0.00 - 0 0 0
14 Oct 268.75 8 0.00 - 0 0 0
11 Oct 270.00 8 0.00 - 0 0 0
10 Oct 271.35 8 0.00 - 0 0 0
9 Oct 264.30 8 0.00 - 0 0 0
8 Oct 265.50 8 0.00 - 0 1 0
7 Oct 256.65 8 -1.75 - 1 0 0
4 Oct 267.60 9.75 0.00 - 0 0 0
3 Oct 268.95 9.75 9.75 - 0 0 0
1 Oct 280.45 0 0.00 - 0 0 0
30 Sept 279.70 0 - 0 0 0


For Bhel - strike price 245 expiring on 28NOV2024

Delta for 245 PE is -0.80

Historical price for 245 PE is as follows

On 21 Nov BHEL was trading at 227.94. The strike last trading price was 18.5, which was 1.15 higher than the previous day. The implied volatity was 56.68, the open interest changed by -8 which decreased total open position to 286


On 20 Nov BHEL was trading at 225.88. The strike last trading price was 17.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 294


On 19 Nov BHEL was trading at 225.88. The strike last trading price was 17.35, which was -5.20 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 294


On 18 Nov BHEL was trading at 222.67. The strike last trading price was 22.55, which was 1.95 higher than the previous day. The implied volatity was 40.45, the open interest changed by -6 which decreased total open position to 303


On 14 Nov BHEL was trading at 223.71. The strike last trading price was 20.6, which was -2.35 lower than the previous day. The implied volatity was 28.49, the open interest changed by -4 which decreased total open position to 308


On 13 Nov BHEL was trading at 222.56. The strike last trading price was 22.95, which was 5.95 higher than the previous day. The implied volatity was 41.65, the open interest changed by -37 which decreased total open position to 313


On 12 Nov BHEL was trading at 230.22. The strike last trading price was 17, which was 6.25 higher than the previous day. The implied volatity was 39.16, the open interest changed by -51 which decreased total open position to 352


On 11 Nov BHEL was trading at 239.22. The strike last trading price was 10.75, which was -0.65 lower than the previous day. The implied volatity was 36.59, the open interest changed by 12 which increased total open position to 406


On 8 Nov BHEL was trading at 239.04. The strike last trading price was 11.4, which was 3.30 higher than the previous day. The implied volatity was 36.75, the open interest changed by -17 which decreased total open position to 391


On 7 Nov BHEL was trading at 244.29. The strike last trading price was 8.1, which was 1.45 higher than the previous day. The implied volatity was 36.80, the open interest changed by -23 which decreased total open position to 413


On 6 Nov BHEL was trading at 247.98. The strike last trading price was 6.65, which was -8.65 lower than the previous day. The implied volatity was 36.93, the open interest changed by 227 which increased total open position to 440


On 5 Nov BHEL was trading at 235.25. The strike last trading price was 15.3, which was -1.10 lower than the previous day. The implied volatity was 44.13, the open interest changed by -4 which decreased total open position to 206


On 4 Nov BHEL was trading at 233.39. The strike last trading price was 16.4, which was 3.70 higher than the previous day. The implied volatity was 43.07, the open interest changed by 44 which increased total open position to 212


On 1 Nov BHEL was trading at 241.97. The strike last trading price was 12.7, which was -1.00 lower than the previous day. The implied volatity was 46.08, the open interest changed by 30 which increased total open position to 167


On 31 Oct BHEL was trading at 239.00. The strike last trading price was 13.7, which was -1.95 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 15.65, which was -0.25 lower 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 15.9, which was -4.05 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 19.95, which was -3.05 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 23, 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 24 Oct BHEL was trading at 227.30. The strike last trading price was 23, which was 4.20 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 18.8, 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 22 Oct BHEL was trading at 232.80. The strike last trading price was 18.8, which was 7.20 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 11.6, which was 3.60 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 8, which was -0.30 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 8.3, 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 16 Oct BHEL was trading at 269.60. The strike last trading price was 8, 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 8, 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 8, 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 8, 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 8, 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 8, 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 8, 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 8, which was -1.75 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 9.75, 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 9.75, which was 9.75 higher 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 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 30 Sept BHEL was trading at 279.70. 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