BHEL
BHEL
Historical option data for BHEL
05 Jul 2024 04:12 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 316.40 | 73 | 10.90 | - | 2,625 | 0 | 2,12,625 | |||
| 4 Jul | 311.05 | 62.1 | - | 1,39,125 | 2,625 | 2,12,625 | ||||
| 3 Jul | 311.30 | 63 | - | 97,125 | 0 | 2,10,000 | ||||
| 2 Jul | 297.15 | 49.6 | - | 36,750 | -2,625 | 2,12,625 | ||||
| 1 Jul | 302.40 | 52.1 | - | 13,125 | -5,250 | 2,15,250 | ||||
| 28 Jun | 300.85 | 56 | - | 49,875 | -5,250 | 2,20,500 | ||||
| 27 Jun | 296.95 | 52 | - | 52,500 | 26,250 | 2,25,750 | ||||
| 26 Jun | 295.75 | 51.15 | - | 31,500 | 7,875 | 1,99,500 | ||||
| 25 Jun | 293.90 | 47.5 | - | 57,750 | 42,000 | 1,91,625 | ||||
| 24 Jun | 294.70 | 49 | - | 49,875 | 21,000 | 1,44,375 | ||||
| 21 Jun | 295.05 | 49.30 | - | 94,500 | 73,500 | 1,23,375 | ||||
| 20 Jun | 293.40 | 48.35 | - | 44,625 | 47,250 | 47,250 | ||||
| 19 Jun | 297.05 | 60.60 | - | 0 | 0 | 0 | ||||
| 18 Jun | 305.60 | 60.60 | - | 2,625 | 13,125 | 13,125 | ||||
| 14 Jun | 305.70 | 43.85 | - | 0 | 0 | 0 | ||||
| 13 Jun | 303.95 | 43.85 | - | 0 | 0 | 0 | ||||
| 12 Jun | 295.15 | 43.85 | - | 0 | 0 | 0 | ||||
| 11 Jun | 295.20 | 43.85 | - | 0 | 0 | 0 | ||||
| 10 Jun | 284.45 | 43.85 | - | 0 | 2,625 | 0 | ||||
| 7 Jun | 285.50 | 43.85 | - | 5,250 | 0 | 10,500 | ||||
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| 6 Jun | 277.95 | 47.80 | - | 23,625 | -13,125 | 10,500 | ||||
| 5 Jun | 255.35 | 28.75 | - | 84,000 | 23,625 | 23,625 | ||||
| 4 Jun | 246.55 | 42.25 | - | 0 | 0 | 0 | ||||
| 3 Jun | 311.45 | 42.25 | - | 0 | 0 | 0 | ||||
| 31 May | 298.90 | 42.25 | - | 0 | 0 | 0 | ||||
| 30 May | 290.75 | 42.25 | - | 0 | 0 | 0 | ||||
| 29 May | 294.10 | 42.25 | - | 0 | 0 | 0 | ||||
| 28 May | 291.50 | 42.25 | - | 0 | 0 | 0 | ||||
| 27 May | 298.55 | 42.25 | - | 0 | 0 | 0 | ||||
| 23 May | 304.80 | 42.25 | - | 0 | 0 | 0 | ||||
For BHEL - strike price 250 expiring on 25JUL2024
Delta for 250 CE is -
Historical price for 250 CE is as follows
On 5 Jul BHEL was trading at 316.40. The strike last trading price was 73, which was 10.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 212625
On 4 Jul BHEL was trading at 311.05. The strike last trading price was 62.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 212625
On 3 Jul BHEL was trading at 311.30. The strike last trading price was 63, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 210000
On 2 Jul BHEL was trading at 297.15. The strike last trading price was 49.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -2625 which decreased total open position to 212625
On 1 Jul BHEL was trading at 302.40. The strike last trading price was 52.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -5250 which decreased total open position to 215250
On 28 Jun BHEL was trading at 300.85. The strike last trading price was 56, which was lower than the previous day. The implied volatity was -, the open interest changed by -5250 which decreased total open position to 220500
On 27 Jun BHEL was trading at 296.95. The strike last trading price was 52, which was lower than the previous day. The implied volatity was -, the open interest changed by 26250 which increased total open position to 225750
On 26 Jun BHEL was trading at 295.75. The strike last trading price was 51.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 7875 which increased total open position to 199500
On 25 Jun BHEL was trading at 293.90. The strike last trading price was 47.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 42000 which increased total open position to 191625
On 24 Jun BHEL was trading at 294.70. The strike last trading price was 49, which was lower than the previous day. The implied volatity was -, the open interest changed by 21000 which increased total open position to 144375
On 21 Jun BHEL was trading at 295.05. The strike last trading price was 49.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 73500 which increased total open position to 123375
On 20 Jun BHEL was trading at 293.40. The strike last trading price was 48.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 47250 which increased total open position to 47250
On 19 Jun BHEL was trading at 297.05. The strike last trading price was 60.60, 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 60.60, 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 14 Jun BHEL was trading at 305.70. The strike last trading price was 43.85, 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 43.85, 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 43.85, 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 43.85, 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 43.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 0
On 7 Jun BHEL was trading at 285.50. The strike last trading price was 43.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10500
On 6 Jun BHEL was trading at 277.95. The strike last trading price was 47.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -13125 which decreased total open position to 10500
On 5 Jun BHEL was trading at 255.35. The strike last trading price was 28.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 23625 which increased total open position to 23625
On 4 Jun BHEL was trading at 246.55. The strike last trading price was 42.25, 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 Jun BHEL was trading at 311.45. The strike last trading price was 42.25, 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 31 May BHEL was trading at 298.90. The strike last trading price was 42.25, 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 30 May BHEL was trading at 290.75. The strike last trading price was 42.25, 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 29 May BHEL was trading at 294.10. The strike last trading price was 42.25, 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 May BHEL was trading at 291.50. The strike last trading price was 42.25, 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 May BHEL was trading at 298.55. The strike last trading price was 42.25, 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 23 May BHEL was trading at 304.80. The strike last trading price was 42.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 316.40 | 0.2 | -0.45 | - | 33,36,375 | -3,67,500 | 24,07,125 |
| 4 Jul | 311.05 | 0.65 | - | 3,70,125 | -70,875 | 27,74,625 | |
| 3 Jul | 311.30 | 0.65 | - | 19,26,750 | -7,61,250 | 28,45,500 | |
| 2 Jul | 297.15 | 1.3 | - | 11,28,750 | -1,49,625 | 36,12,000 | |
| 1 Jul | 302.40 | 1.25 | - | 7,74,375 | 1,12,875 | 37,61,625 | |
| 28 Jun | 300.85 | 1.6 | - | 11,20,875 | 1,86,375 | 36,48,750 | |
| 27 Jun | 296.95 | 2.15 | - | 57,14,625 | 24,85,875 | 34,62,375 | |
| 26 Jun | 295.75 | 1.85 | - | 6,82,500 | 10,500 | 10,10,625 | |
| 25 Jun | 293.90 | 2.45 | - | 5,30,250 | -18,375 | 10,00,125 | |
| 24 Jun | 294.70 | 2.45 | - | 6,01,125 | 1,47,000 | 10,18,500 | |
| 21 Jun | 295.05 | 3.10 | - | 7,74,375 | 2,36,250 | 8,71,500 | |
| 20 Jun | 293.40 | 3.15 | - | 3,83,250 | 91,875 | 6,32,625 | |
| 19 Jun | 297.05 | 2.80 | - | 6,64,125 | 1,20,750 | 5,40,750 | |
| 18 Jun | 305.60 | 1.60 | - | 1,99,500 | 65,625 | 4,25,250 | |
| 14 Jun | 305.70 | 1.85 | - | 1,44,375 | 63,000 | 3,59,625 | |
| 13 Jun | 303.95 | 2.35 | - | 1,41,750 | 28,875 | 3,01,875 | |
| 12 Jun | 295.15 | 3.75 | - | 91,875 | -15,750 | 2,67,750 | |
| 11 Jun | 295.20 | 4.05 | - | 1,96,875 | 0 | 2,80,875 | |
| 10 Jun | 284.45 | 6.40 | - | 1,54,875 | 42,000 | 2,80,875 | |
| 7 Jun | 285.50 | 7.40 | - | 2,28,375 | 26,250 | 2,38,875 | |
| 6 Jun | 277.95 | 11.20 | - | 4,04,250 | 57,750 | 2,12,625 | |
| 5 Jun | 255.35 | 20.60 | - | 70,875 | -10,500 | 1,54,875 | |
| 4 Jun | 246.55 | 30.00 | - | 2,54,625 | 84,000 | 1,65,375 | |
| 3 Jun | 311.45 | 3.15 | - | 49,875 | 18,375 | 81,375 | |
| 31 May | 298.90 | 7.35 | - | 21,000 | -5,250 | 63,000 | |
| 30 May | 290.75 | 7.80 | - | 5,250 | 5,250 | 68,250 | |
| 29 May | 294.10 | 8.00 | - | 10,500 | 5,250 | 63,000 | |
| 28 May | 291.50 | 8.55 | - | 7,875 | 2,625 | 57,750 | |
| 27 May | 298.55 | 8.00 | - | 39,375 | 28,875 | 47,250 | |
| 23 May | 304.80 | 6.60 | - | 15,750 | 10,500 | 13,125 | |
For BHEL - strike price 250 expiring on 25JUL2024
Delta for 250 PE is -
Historical price for 250 PE is as follows
On 5 Jul BHEL was trading at 316.40. The strike last trading price was 0.2, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by -367500 which decreased total open position to 2407125
On 4 Jul BHEL was trading at 311.05. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -70875 which decreased total open position to 2774625
On 3 Jul BHEL was trading at 311.30. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -761250 which decreased total open position to 2845500
On 2 Jul BHEL was trading at 297.15. The strike last trading price was 1.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -149625 which decreased total open position to 3612000
On 1 Jul BHEL was trading at 302.40. The strike last trading price was 1.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 112875 which increased total open position to 3761625
On 28 Jun BHEL was trading at 300.85. The strike last trading price was 1.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 186375 which increased total open position to 3648750
On 27 Jun BHEL was trading at 296.95. The strike last trading price was 2.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 2485875 which increased total open position to 3462375
On 26 Jun BHEL was trading at 295.75. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 1010625
On 25 Jun BHEL was trading at 293.90. The strike last trading price was 2.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -18375 which decreased total open position to 1000125
On 24 Jun BHEL was trading at 294.70. The strike last trading price was 2.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 147000 which increased total open position to 1018500
On 21 Jun BHEL was trading at 295.05. The strike last trading price was 3.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 236250 which increased total open position to 871500
On 20 Jun BHEL was trading at 293.40. The strike last trading price was 3.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 91875 which increased total open position to 632625
On 19 Jun BHEL was trading at 297.05. The strike last trading price was 2.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 120750 which increased total open position to 540750
On 18 Jun BHEL was trading at 305.60. The strike last trading price was 1.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 65625 which increased total open position to 425250
On 14 Jun BHEL was trading at 305.70. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 63000 which increased total open position to 359625
On 13 Jun BHEL was trading at 303.95. The strike last trading price was 2.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 28875 which increased total open position to 301875
On 12 Jun BHEL was trading at 295.15. The strike last trading price was 3.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -15750 which decreased total open position to 267750
On 11 Jun BHEL was trading at 295.20. The strike last trading price was 4.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 280875
On 10 Jun BHEL was trading at 284.45. The strike last trading price was 6.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 42000 which increased total open position to 280875
On 7 Jun BHEL was trading at 285.50. The strike last trading price was 7.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 26250 which increased total open position to 238875
On 6 Jun BHEL was trading at 277.95. The strike last trading price was 11.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 57750 which increased total open position to 212625
On 5 Jun BHEL was trading at 255.35. The strike last trading price was 20.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -10500 which decreased total open position to 154875
On 4 Jun BHEL was trading at 246.55. The strike last trading price was 30.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 84000 which increased total open position to 165375
On 3 Jun BHEL was trading at 311.45. The strike last trading price was 3.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 18375 which increased total open position to 81375
On 31 May BHEL was trading at 298.90. The strike last trading price was 7.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -5250 which decreased total open position to 63000
On 30 May BHEL was trading at 290.75. The strike last trading price was 7.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 68250
On 29 May BHEL was trading at 294.10. The strike last trading price was 8.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 63000
On 28 May BHEL was trading at 291.50. The strike last trading price was 8.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 57750
On 27 May BHEL was trading at 298.55. The strike last trading price was 8.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 28875 which increased total open position to 47250
On 23 May BHEL was trading at 304.80. The strike last trading price was 6.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 13125