BHEL
Bhel
Historical option data for BHEL
08 Apr 2025 04:02 PM IST
| BHEL 24APR2025 250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 0.05
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 210.94 | 0.5 | -0.05 | 47.86 | 415 | 28 | 934 | |||
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| 7 Apr | 207.70 | 0.6 | 0 | 51.24 | 480 | -36 | 906 | |||
| 4 Apr | 214.45 | 0.65 | -0.3 | 41.83 | 819 | 37 | 942 | |||
| 3 Apr | 218.68 | 1 | 0.4 | 38.95 | 506 | 14 | 893 | |||
| 2 Apr | 212.58 | 0.6 | -0.1 | 41.04 | 371 | 79 | 878 | |||
| 1 Apr | 211.69 | 0.65 | -0.5 | 41.08 | 451 | 50 | 798 | |||
| 28 Mar | 216.43 | 1.05 | -0.15 | 39.38 | 1,552 | 176 | 748 | |||
| 27 Mar | 213.98 | 1.25 | 0.35 | 39.62 | 320 | 55 | 570 | |||
| 26 Mar | 210.52 | 0.9 | -0.5 | 40.81 | 429 | -6 | 514 | |||
| 25 Mar | 213.60 | 1.35 | -0.25 | 41.70 | 848 | 103 | 526 | |||
| 24 Mar | 217.54 | 1.65 | 0.7 | 37.62 | 725 | 282 | 422 | |||
| 21 Mar | 211.95 | 0.9 | 0.25 | 36.14 | 259 | 93 | 138 | |||
| 20 Mar | 206.54 | 0.65 | -5.65 | 37.50 | 58 | 45 | 45 | |||
| 13 Feb | 201.82 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Feb | 202.98 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Feb | 202.84 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Feb | 204.84 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Feb | 209.01 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Feb | 206.72 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Feb | 200.02 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Bhel - strike price 250 expiring on 24APR2025
Delta for 250 CE is 0.06
Historical price for 250 CE is as follows
On 8 Apr BHEL was trading at 210.94. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 47.86, the open interest changed by 28 which increased total open position to 934
On 7 Apr BHEL was trading at 207.70. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 51.24, the open interest changed by -36 which decreased total open position to 906
On 4 Apr BHEL was trading at 214.45. The strike last trading price was 0.65, which was -0.3 lower than the previous day. The implied volatity was 41.83, the open interest changed by 37 which increased total open position to 942
On 3 Apr BHEL was trading at 218.68. The strike last trading price was 1, which was 0.4 higher than the previous day. The implied volatity was 38.95, the open interest changed by 14 which increased total open position to 893
On 2 Apr BHEL was trading at 212.58. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 41.04, the open interest changed by 79 which increased total open position to 878
On 1 Apr BHEL was trading at 211.69. The strike last trading price was 0.65, which was -0.5 lower than the previous day. The implied volatity was 41.08, the open interest changed by 50 which increased total open position to 798
On 28 Mar BHEL was trading at 216.43. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was 39.38, the open interest changed by 176 which increased total open position to 748
On 27 Mar BHEL was trading at 213.98. The strike last trading price was 1.25, which was 0.35 higher than the previous day. The implied volatity was 39.62, the open interest changed by 55 which increased total open position to 570
On 26 Mar BHEL was trading at 210.52. The strike last trading price was 0.9, which was -0.5 lower than the previous day. The implied volatity was 40.81, the open interest changed by -6 which decreased total open position to 514
On 25 Mar BHEL was trading at 213.60. The strike last trading price was 1.35, which was -0.25 lower than the previous day. The implied volatity was 41.70, the open interest changed by 103 which increased total open position to 526
On 24 Mar BHEL was trading at 217.54. The strike last trading price was 1.65, which was 0.7 higher than the previous day. The implied volatity was 37.62, the open interest changed by 282 which increased total open position to 422
On 21 Mar BHEL was trading at 211.95. The strike last trading price was 0.9, which was 0.25 higher than the previous day. The implied volatity was 36.14, the open interest changed by 93 which increased total open position to 138
On 20 Mar BHEL was trading at 206.54. The strike last trading price was 0.65, which was -5.65 lower than the previous day. The implied volatity was 37.50, the open interest changed by 45 which increased total open position to 45
On 13 Feb BHEL was trading at 201.82. 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 10 Feb BHEL was trading at 202.98. 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 7 Feb BHEL was trading at 202.84. 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 6 Feb BHEL was trading at 204.84. 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 5 Feb BHEL was trading at 209.01. 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 4 Feb BHEL was trading at 206.72. 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 1 Feb BHEL was trading at 200.02. 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 250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.97
Vega: 0.03
Theta: 0.02
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 210.94 | 37.7 | -9.3 | 41.79 | 29 | 16 | 662 |
| 7 Apr | 207.70 | 47 | 11.5 | - | 24 | -4 | 646 |
| 4 Apr | 214.45 | 35.5 | 3.8 | 50.34 | 53 | -13 | 650 |
| 3 Apr | 218.68 | 31.7 | -5 | 55.20 | 8 | -2 | 662 |
| 2 Apr | 212.58 | 36.7 | -0.35 | 42.50 | 7 | 0 | 664 |
| 1 Apr | 211.69 | 37 | 2.7 | 42.82 | 38 | 0 | 674 |
| 28 Mar | 216.43 | 34.55 | 1.2 | 43.75 | 445 | -17 | 674 |
| 27 Mar | 213.98 | 32.8 | -5.2 | 34.22 | 258 | 167 | 692 |
| 26 Mar | 210.52 | 38 | 2.75 | 33.90 | 99 | 76 | 522 |
| 25 Mar | 213.60 | 35.25 | 3.35 | 32.82 | 202 | -13 | 442 |
| 24 Mar | 217.54 | 31.7 | -5.35 | 44.96 | 242 | 198 | 455 |
| 21 Mar | 211.95 | 37.3 | -3.9 | 41.34 | 227 | 212 | 256 |
| 20 Mar | 206.54 | 41.2 | -14.6 | - | 53 | 41 | 41 |
| 13 Feb | 201.82 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Feb | 202.98 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Feb | 202.84 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Feb | 204.84 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Feb | 209.01 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Feb | 206.72 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Feb | 200.02 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Bhel - strike price 250 expiring on 24APR2025
Delta for 250 PE is -0.97
Historical price for 250 PE is as follows
On 8 Apr BHEL was trading at 210.94. The strike last trading price was 37.7, which was -9.3 lower than the previous day. The implied volatity was 41.79, the open interest changed by 16 which increased total open position to 662
On 7 Apr BHEL was trading at 207.70. The strike last trading price was 47, which was 11.5 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 646
On 4 Apr BHEL was trading at 214.45. The strike last trading price was 35.5, which was 3.8 higher than the previous day. The implied volatity was 50.34, the open interest changed by -13 which decreased total open position to 650
On 3 Apr BHEL was trading at 218.68. The strike last trading price was 31.7, which was -5 lower than the previous day. The implied volatity was 55.20, the open interest changed by -2 which decreased total open position to 662
On 2 Apr BHEL was trading at 212.58. The strike last trading price was 36.7, which was -0.35 lower than the previous day. The implied volatity was 42.50, the open interest changed by 0 which decreased total open position to 664
On 1 Apr BHEL was trading at 211.69. The strike last trading price was 37, which was 2.7 higher than the previous day. The implied volatity was 42.82, the open interest changed by 0 which decreased total open position to 674
On 28 Mar BHEL was trading at 216.43. The strike last trading price was 34.55, which was 1.2 higher than the previous day. The implied volatity was 43.75, the open interest changed by -17 which decreased total open position to 674
On 27 Mar BHEL was trading at 213.98. The strike last trading price was 32.8, which was -5.2 lower than the previous day. The implied volatity was 34.22, the open interest changed by 167 which increased total open position to 692
On 26 Mar BHEL was trading at 210.52. The strike last trading price was 38, which was 2.75 higher than the previous day. The implied volatity was 33.90, the open interest changed by 76 which increased total open position to 522
On 25 Mar BHEL was trading at 213.60. The strike last trading price was 35.25, which was 3.35 higher than the previous day. The implied volatity was 32.82, the open interest changed by -13 which decreased total open position to 442
On 24 Mar BHEL was trading at 217.54. The strike last trading price was 31.7, which was -5.35 lower than the previous day. The implied volatity was 44.96, the open interest changed by 198 which increased total open position to 455
On 21 Mar BHEL was trading at 211.95. The strike last trading price was 37.3, which was -3.9 lower than the previous day. The implied volatity was 41.34, the open interest changed by 212 which increased total open position to 256
On 20 Mar BHEL was trading at 206.54. The strike last trading price was 41.2, which was -14.6 lower than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 41
On 13 Feb BHEL was trading at 201.82. 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 10 Feb BHEL was trading at 202.98. 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 7 Feb BHEL was trading at 202.84. 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 6 Feb BHEL was trading at 204.84. 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 5 Feb BHEL was trading at 209.01. 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 4 Feb BHEL was trading at 206.72. 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 1 Feb BHEL was trading at 200.02. 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
