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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 250 CE
Delta: 0.10
Vega: 0.05
Theta: -0.20
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 227.94 0.7 0.15 49.33 2,082 46 3,071
20 Nov 225.88 0.55 0.00 45.17 2,717 -5 3,025
19 Nov 225.88 0.55 0.15 45.17 2,717 -5 3,025
18 Nov 222.67 0.4 -0.15 43.44 1,124 268 3,031
14 Nov 223.71 0.55 -0.25 37.31 1,973 -59 2,767
13 Nov 222.56 0.8 -0.80 41.20 2,708 66 2,835
12 Nov 230.22 1.6 -1.70 38.64 3,565 435 2,844
11 Nov 239.22 3.3 -0.30 35.49 2,000 108 2,403
8 Nov 239.04 3.6 -2.75 34.30 3,506 253 2,273
7 Nov 244.29 6.35 -2.35 34.68 3,574 137 2,020
6 Nov 247.98 8.7 4.10 35.86 8,897 339 1,895
5 Nov 235.25 4.6 -0.05 40.85 2,081 -67 1,552
4 Nov 233.39 4.65 -3.00 42.91 2,621 257 1,621
1 Nov 241.97 7.65 0.20 39.41 478 -42 1,363
31 Oct 239.00 7.45 0.80 - 2,501 129 1,400
30 Oct 236.60 6.65 0.50 - 2,735 -92 1,274
29 Oct 235.00 6.15 0.05 - 3,005 -20 1,364
28 Oct 229.75 6.1 1.95 - 5,785 735 1,504
25 Oct 216.85 4.15 -2.20 - 787 172 769
24 Oct 227.30 6.35 0.15 - 489 -5 596
23 Oct 223.70 6.2 -2.20 - 755 240 597
22 Oct 232.80 8.4 -4.35 - 433 151 357
21 Oct 247.65 12.75 -4.90 - 285 135 207
18 Oct 253.85 17.65 0.05 - 99 56 70
17 Oct 254.20 17.6 -9.10 - 11 8 13
16 Oct 269.60 26.7 0.00 - 0 0 0
15 Oct 271.60 26.7 0.00 - 0 2 0
14 Oct 268.75 26.7 -2.30 - 4 2 5
11 Oct 270.00 29 0.00 - 0 0 0
10 Oct 271.35 29 6.50 - 1 0 3
9 Oct 264.30 22.5 0.00 - 0 0 0
8 Oct 265.50 22.5 0.00 - 0 1 0
7 Oct 256.65 22.5 -15.70 - 1 0 2
4 Oct 267.60 38.2 0.00 - 0 0 0
3 Oct 268.95 38.2 0.00 - 0 2 0
1 Oct 280.45 38.2 -20.55 - 2 0 0
30 Sept 279.70 58.75 0.00 - 0 0 0
27 Sept 287.55 58.75 58.75 - 0 0 0
26 Sept 280.65 0 0.00 - 0 0 0
25 Sept 282.15 0 0.00 - 0 0 0
24 Sept 282.25 0 0.00 - 0 0 0
23 Sept 274.20 0 0.00 - 0 0 0
17 Sept 264.85 0 0.00 - 0 0 0
16 Sept 269.50 0 0.00 - 0 0 0
13 Sept 264.30 0 0.00 - 0 0 0
6 Sept 263.80 0 0.00 - 0 0 0
3 Sept 286.35 0 0.00 - 0 0 0
2 Sept 286.80 0 - 0 0 0


For Bhel - strike price 250 expiring on 28NOV2024

Delta for 250 CE is 0.10

Historical price for 250 CE is as follows

On 21 Nov BHEL was trading at 227.94. The strike last trading price was 0.7, which was 0.15 higher than the previous day. The implied volatity was 49.33, the open interest changed by 46 which increased total open position to 3071


On 20 Nov BHEL was trading at 225.88. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 45.17, the open interest changed by -5 which decreased total open position to 3025


On 19 Nov BHEL was trading at 225.88. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 45.17, the open interest changed by -5 which decreased total open position to 3025


On 18 Nov BHEL was trading at 222.67. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 43.44, the open interest changed by 268 which increased total open position to 3031


On 14 Nov BHEL was trading at 223.71. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 37.31, the open interest changed by -59 which decreased total open position to 2767


On 13 Nov BHEL was trading at 222.56. The strike last trading price was 0.8, which was -0.80 lower than the previous day. The implied volatity was 41.20, the open interest changed by 66 which increased total open position to 2835


On 12 Nov BHEL was trading at 230.22. The strike last trading price was 1.6, which was -1.70 lower than the previous day. The implied volatity was 38.64, the open interest changed by 435 which increased total open position to 2844


On 11 Nov BHEL was trading at 239.22. The strike last trading price was 3.3, which was -0.30 lower than the previous day. The implied volatity was 35.49, the open interest changed by 108 which increased total open position to 2403


On 8 Nov BHEL was trading at 239.04. The strike last trading price was 3.6, which was -2.75 lower than the previous day. The implied volatity was 34.30, the open interest changed by 253 which increased total open position to 2273


On 7 Nov BHEL was trading at 244.29. The strike last trading price was 6.35, which was -2.35 lower than the previous day. The implied volatity was 34.68, the open interest changed by 137 which increased total open position to 2020


On 6 Nov BHEL was trading at 247.98. The strike last trading price was 8.7, which was 4.10 higher than the previous day. The implied volatity was 35.86, the open interest changed by 339 which increased total open position to 1895


On 5 Nov BHEL was trading at 235.25. The strike last trading price was 4.6, which was -0.05 lower than the previous day. The implied volatity was 40.85, the open interest changed by -67 which decreased total open position to 1552


On 4 Nov BHEL was trading at 233.39. The strike last trading price was 4.65, which was -3.00 lower than the previous day. The implied volatity was 42.91, the open interest changed by 257 which increased total open position to 1621


On 1 Nov BHEL was trading at 241.97. The strike last trading price was 7.65, which was 0.20 higher than the previous day. The implied volatity was 39.41, the open interest changed by -42 which decreased total open position to 1363


On 31 Oct BHEL was trading at 239.00. The strike last trading price was 7.45, which was 0.80 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 6.65, 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 6.15, which was 0.05 higher 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 6.1, which was 1.95 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 4.15, which was -2.20 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 6.35, which was 0.15 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 6.2, which was -2.20 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 8.4, which was -4.35 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 12.75, which was -4.90 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 17.65, which was 0.05 higher 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 17.6, which was -9.10 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 26.7, 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 26.7, 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 26.7, which was -2.30 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 29, 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 29, which was 6.50 higher 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 22.5, 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 22.5, 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 22.5, which was -15.70 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 38.2, 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 38.2, 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 1 Oct BHEL was trading at 280.45. The strike last trading price was 38.2, which was -20.55 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 58.75, 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 27 Sept BHEL was trading at 287.55. The strike last trading price was 58.75, which was 58.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept BHEL was trading at 280.65. 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 25 Sept BHEL was trading at 282.15. 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 24 Sept BHEL was trading at 282.25. 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 23 Sept BHEL was trading at 274.20. 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 17 Sept BHEL was trading at 264.85. 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 16 Sept BHEL was trading at 269.50. 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 13 Sept BHEL was trading at 264.30. 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 6 Sept BHEL was trading at 263.80. 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 3 Sept BHEL was trading at 286.35. 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 2 Sept BHEL was trading at 286.80. 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 250 PE
Delta: -0.87
Vega: 0.07
Theta: -0.20
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 227.94 22.7 -1.35 55.61 38 -13 608
20 Nov 225.88 24.05 0.00 - 83 -21 621
19 Nov 225.88 24.05 -3.45 - 83 -21 621
18 Nov 222.67 27.5 1.35 46.08 28 -4 641
14 Nov 223.71 26.15 -1.85 42.28 136 8 646
13 Nov 222.56 28 6.45 48.34 84 -31 638
12 Nov 230.22 21.55 7.25 42.93 200 -69 669
11 Nov 239.22 14.3 -0.45 37.56 160 -29 738
8 Nov 239.04 14.75 4.05 36.91 434 -41 763
7 Nov 244.29 10.7 1.85 36.34 1,130 60 803
6 Nov 247.98 8.85 -9.90 36.28 1,321 205 739
5 Nov 235.25 18.75 -0.95 44.50 65 0 528
4 Nov 233.39 19.7 4.00 42.13 152 2 528
1 Nov 241.97 15.7 -0.90 46.69 27 2 527
31 Oct 239.00 16.6 -2.30 - 263 74 525
30 Oct 236.60 18.9 -0.50 - 236 33 450
29 Oct 235.00 19.4 -4.55 - 179 34 417
28 Oct 229.75 23.95 -11.05 - 257 108 383
25 Oct 216.85 35 8.50 - 37 12 275
24 Oct 227.30 26.5 -2.75 - 16 -1 262
23 Oct 223.70 29.25 6.40 - 97 1 263
22 Oct 232.80 22.85 9.20 - 80 10 263
21 Oct 247.65 13.65 3.20 - 218 119 253
18 Oct 253.85 10.45 -1.10 - 106 -2 133
17 Oct 254.20 11.55 6.30 - 131 27 136
16 Oct 269.60 5.25 0.40 - 47 12 109
15 Oct 271.60 4.85 -1.00 - 56 22 97
14 Oct 268.75 5.85 0.35 - 20 4 75
11 Oct 270.00 5.5 -1.00 - 11 -1 64
10 Oct 271.35 6.5 -1.20 - 7 3 64
9 Oct 264.30 7.7 0.20 - 7 -1 62
8 Oct 265.50 7.5 -3.40 - 33 5 61
7 Oct 256.65 10.9 3.65 - 34 8 58
4 Oct 267.60 7.25 0.65 - 17 2 50
3 Oct 268.95 6.6 2.75 - 31 6 47
1 Oct 280.45 3.85 -0.55 - 54 1 41
30 Sept 279.70 4.4 1.30 - 264 16 39
27 Sept 287.55 3.1 -0.90 - 26 0 22
26 Sept 280.65 4 -0.10 - 8 0 14
25 Sept 282.15 4.1 0.05 - 1 0 14
24 Sept 282.25 4.05 -1.80 - 6 5 13
23 Sept 274.20 5.85 -7.40 - 6 0 2
17 Sept 264.85 13.25 0.00 - 0 0 0
16 Sept 269.50 13.25 0.00 - 0 0 0
13 Sept 264.30 13.25 0.00 - 0 0 0
6 Sept 263.80 13.25 13.25 - 0 0 0
3 Sept 286.35 0 0.00 - 0 0 0
2 Sept 286.80 0 - 0 0 0


For Bhel - strike price 250 expiring on 28NOV2024

Delta for 250 PE is -0.87

Historical price for 250 PE is as follows

On 21 Nov BHEL was trading at 227.94. The strike last trading price was 22.7, which was -1.35 lower than the previous day. The implied volatity was 55.61, the open interest changed by -13 which decreased total open position to 608


On 20 Nov BHEL was trading at 225.88. The strike last trading price was 24.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 621


On 19 Nov BHEL was trading at 225.88. The strike last trading price was 24.05, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 621


On 18 Nov BHEL was trading at 222.67. The strike last trading price was 27.5, which was 1.35 higher than the previous day. The implied volatity was 46.08, the open interest changed by -4 which decreased total open position to 641


On 14 Nov BHEL was trading at 223.71. The strike last trading price was 26.15, which was -1.85 lower than the previous day. The implied volatity was 42.28, the open interest changed by 8 which increased total open position to 646


On 13 Nov BHEL was trading at 222.56. The strike last trading price was 28, which was 6.45 higher than the previous day. The implied volatity was 48.34, the open interest changed by -31 which decreased total open position to 638


On 12 Nov BHEL was trading at 230.22. The strike last trading price was 21.55, which was 7.25 higher than the previous day. The implied volatity was 42.93, the open interest changed by -69 which decreased total open position to 669


On 11 Nov BHEL was trading at 239.22. The strike last trading price was 14.3, which was -0.45 lower than the previous day. The implied volatity was 37.56, the open interest changed by -29 which decreased total open position to 738


On 8 Nov BHEL was trading at 239.04. The strike last trading price was 14.75, which was 4.05 higher than the previous day. The implied volatity was 36.91, the open interest changed by -41 which decreased total open position to 763


On 7 Nov BHEL was trading at 244.29. The strike last trading price was 10.7, which was 1.85 higher than the previous day. The implied volatity was 36.34, the open interest changed by 60 which increased total open position to 803


On 6 Nov BHEL was trading at 247.98. The strike last trading price was 8.85, which was -9.90 lower than the previous day. The implied volatity was 36.28, the open interest changed by 205 which increased total open position to 739


On 5 Nov BHEL was trading at 235.25. The strike last trading price was 18.75, which was -0.95 lower than the previous day. The implied volatity was 44.50, the open interest changed by 0 which decreased total open position to 528


On 4 Nov BHEL was trading at 233.39. The strike last trading price was 19.7, which was 4.00 higher than the previous day. The implied volatity was 42.13, the open interest changed by 2 which increased total open position to 528


On 1 Nov BHEL was trading at 241.97. The strike last trading price was 15.7, which was -0.90 lower than the previous day. The implied volatity was 46.69, the open interest changed by 2 which increased total open position to 527


On 31 Oct BHEL was trading at 239.00. The strike last trading price was 16.6, which was -2.30 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 18.9, which was -0.50 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 19.4, which was -4.55 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 23.95, which was -11.05 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 35, which was 8.50 higher 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 26.5, 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 23 Oct BHEL was trading at 223.70. The strike last trading price was 29.25, which was 6.40 higher 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 22.85, which was 9.20 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 13.65, which was 3.20 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 10.45, which was -1.10 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 11.55, which was 6.30 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 5.25, which was 0.40 higher 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 4.85, which was -1.00 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 5.85, which was 0.35 higher 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 5.5, which was -1.00 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 6.5, which was -1.20 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 7.7, which was 0.20 higher 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 7.5, which was -3.40 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 10.9, which was 3.65 higher 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 7.25, which was 0.65 higher 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 6.6, which was 2.75 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 3.85, which was -0.55 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 4.4, which was 1.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept BHEL was trading at 287.55. The strike last trading price was 3.1, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept BHEL was trading at 280.65. The strike last trading price was 4, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept BHEL was trading at 282.15. The strike last trading price was 4.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept BHEL was trading at 282.25. The strike last trading price was 4.05, which was -1.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept BHEL was trading at 274.20. The strike last trading price was 5.85, which was -7.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Sept BHEL was trading at 264.85. The strike last trading price was 13.25, 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 Sept BHEL was trading at 269.50. The strike last trading price was 13.25, 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 13 Sept BHEL was trading at 264.30. The strike last trading price was 13.25, 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 6 Sept BHEL was trading at 263.80. The strike last trading price was 13.25, which was 13.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Sept BHEL was trading at 286.35. 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 2 Sept BHEL was trading at 286.80. 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