BHEL
Bhel
Historical option data for BHEL
14 Nov 2024 04:12 PM IST
| BHEL 28NOV2024 245 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.08
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.11
Historical price for 245 CE is as follows
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: -0.94
Vega: 0.05
Theta: 0.01
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.94
Historical price for 245 PE is as follows
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
