BHEL
Bhel
Historical option data for BHEL
20 Dec 2024 04:12 PM IST
| BHEL 26DEC2024 255 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.05
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 235.30 | 0.45 | -0.80 | 40.65 | 1,690 | -110 | 1,663 | |||
| 19 Dec | 242.25 | 1.25 | 0.10 | 38.93 | 2,039 | -102 | 1,791 | |||
| 18 Dec | 239.85 | 1.15 | -0.60 | 39.24 | 1,849 | -40 | 1,896 | |||
| 17 Dec | 242.35 | 1.75 | -1.10 | 38.25 | 2,161 | 142 | 1,943 | |||
| 16 Dec | 247.60 | 2.85 | 0.60 | 34.94 | 2,194 | -136 | 1,800 | |||
| 13 Dec | 242.75 | 2.25 | -0.85 | 34.21 | 3,175 | -51 | 1,941 | |||
| 12 Dec | 244.50 | 3.1 | -3.90 | 35.54 | 4,039 | 563 | 2,014 | |||
| 11 Dec | 253.70 | 7 | 1.75 | 35.22 | 4,116 | -1 | 1,452 | |||
| 10 Dec | 248.60 | 5.25 | -0.60 | 36.64 | 3,671 | 33 | 1,452 | |||
| 9 Dec | 249.55 | 5.85 | -0.10 | 36.50 | 2,240 | 260 | 1,420 | |||
| 6 Dec | 249.05 | 5.95 | -1.60 | 34.38 | 1,441 | 111 | 1,159 | |||
| 5 Dec | 251.80 | 7.55 | -0.15 | 33.80 | 1,229 | 45 | 1,052 | |||
| 4 Dec | 251.35 | 7.7 | -0.15 | 34.59 | 2,004 | 252 | 1,019 | |||
| 3 Dec | 252.35 | 7.85 | 0.30 | 33.23 | 1,059 | 57 | 769 | |||
| 2 Dec | 249.65 | 7.55 | -0.90 | 36.06 | 963 | 58 | 716 | |||
| 29 Nov | 251.09 | 8.45 | -2.10 | 34.65 | 1,682 | 144 | 667 | |||
| 28 Nov | 252.49 | 10.55 | 3.05 | 37.56 | 2,910 | 373 | 520 | |||
| 27 Nov | 247.66 | 7.5 | 1.30 | 35.09 | 386 | 8 | 144 | |||
| 26 Nov | 243.97 | 6.2 | 0.25 | 36.60 | 435 | -24 | 137 | |||
| 25 Nov | 241.22 | 5.95 | 2.05 | 35.54 | 339 | 164 | 170 | |||
| 22 Nov | 234.39 | 3.9 | 1.20 | 35.17 | 44 | 19 | 25 | |||
| 21 Nov | 227.94 | 2.7 | -1.25 | 36.53 | 1 | 0 | 6 | |||
| 20 Nov | 225.88 | 3.95 | 0.00 | 44.40 | 3 | -1 | 6 | |||
| 19 Nov | 225.88 | 3.95 | 1.60 | 44.40 | 3 | -1 | 6 | |||
| 18 Nov | 222.67 | 2.35 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 14 Nov | 223.71 | 2.35 | -5.15 | 35.04 | 22 | 2 | 6 | |||
| 13 Nov | 222.56 | 7.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 230.22 | 7.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 239.22 | 7.5 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 8 Nov | 239.04 | 7.5 | -8.30 | 37.38 | 4 | 2 | 2 | |||
| 7 Nov | 244.29 | 15.8 | 0.00 | 2.37 | 0 | 0 | 0 | |||
| 6 Nov | 247.98 | 15.8 | 0.00 | 1.14 | 0 | 0 | 0 | |||
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| 5 Nov | 235.25 | 15.8 | 0.00 | 5.35 | 0 | 0 | 0 | |||
| 4 Nov | 233.39 | 15.8 | 15.80 | 5.88 | 0 | 0 | 0 | |||
| 1 Nov | 241.97 | 0 | 2.62 | 0 | 0 | 0 | ||||
For Bhel - strike price 255 expiring on 26DEC2024
Delta for 255 CE is 0.08
Historical price for 255 CE is as follows
On 20 Dec BHEL was trading at 235.30. The strike last trading price was 0.45, which was -0.80 lower than the previous day. The implied volatity was 40.65, the open interest changed by -110 which decreased total open position to 1663
On 19 Dec BHEL was trading at 242.25. The strike last trading price was 1.25, which was 0.10 higher than the previous day. The implied volatity was 38.93, the open interest changed by -102 which decreased total open position to 1791
On 18 Dec BHEL was trading at 239.85. The strike last trading price was 1.15, which was -0.60 lower than the previous day. The implied volatity was 39.24, the open interest changed by -40 which decreased total open position to 1896
On 17 Dec BHEL was trading at 242.35. The strike last trading price was 1.75, which was -1.10 lower than the previous day. The implied volatity was 38.25, the open interest changed by 142 which increased total open position to 1943
On 16 Dec BHEL was trading at 247.60. The strike last trading price was 2.85, which was 0.60 higher than the previous day. The implied volatity was 34.94, the open interest changed by -136 which decreased total open position to 1800
On 13 Dec BHEL was trading at 242.75. The strike last trading price was 2.25, which was -0.85 lower than the previous day. The implied volatity was 34.21, the open interest changed by -51 which decreased total open position to 1941
On 12 Dec BHEL was trading at 244.50. The strike last trading price was 3.1, which was -3.90 lower than the previous day. The implied volatity was 35.54, the open interest changed by 563 which increased total open position to 2014
On 11 Dec BHEL was trading at 253.70. The strike last trading price was 7, which was 1.75 higher than the previous day. The implied volatity was 35.22, the open interest changed by -1 which decreased total open position to 1452
On 10 Dec BHEL was trading at 248.60. The strike last trading price was 5.25, which was -0.60 lower than the previous day. The implied volatity was 36.64, the open interest changed by 33 which increased total open position to 1452
On 9 Dec BHEL was trading at 249.55. The strike last trading price was 5.85, which was -0.10 lower than the previous day. The implied volatity was 36.50, the open interest changed by 260 which increased total open position to 1420
On 6 Dec BHEL was trading at 249.05. The strike last trading price was 5.95, which was -1.60 lower than the previous day. The implied volatity was 34.38, the open interest changed by 111 which increased total open position to 1159
On 5 Dec BHEL was trading at 251.80. The strike last trading price was 7.55, which was -0.15 lower than the previous day. The implied volatity was 33.80, the open interest changed by 45 which increased total open position to 1052
On 4 Dec BHEL was trading at 251.35. The strike last trading price was 7.7, which was -0.15 lower than the previous day. The implied volatity was 34.59, the open interest changed by 252 which increased total open position to 1019
On 3 Dec BHEL was trading at 252.35. The strike last trading price was 7.85, which was 0.30 higher than the previous day. The implied volatity was 33.23, the open interest changed by 57 which increased total open position to 769
On 2 Dec BHEL was trading at 249.65. The strike last trading price was 7.55, which was -0.90 lower than the previous day. The implied volatity was 36.06, the open interest changed by 58 which increased total open position to 716
On 29 Nov BHEL was trading at 251.09. The strike last trading price was 8.45, which was -2.10 lower than the previous day. The implied volatity was 34.65, the open interest changed by 144 which increased total open position to 667
On 28 Nov BHEL was trading at 252.49. The strike last trading price was 10.55, which was 3.05 higher than the previous day. The implied volatity was 37.56, the open interest changed by 373 which increased total open position to 520
On 27 Nov BHEL was trading at 247.66. The strike last trading price was 7.5, which was 1.30 higher than the previous day. The implied volatity was 35.09, the open interest changed by 8 which increased total open position to 144
On 26 Nov BHEL was trading at 243.97. The strike last trading price was 6.2, which was 0.25 higher than the previous day. The implied volatity was 36.60, the open interest changed by -24 which decreased total open position to 137
On 25 Nov BHEL was trading at 241.22. The strike last trading price was 5.95, which was 2.05 higher than the previous day. The implied volatity was 35.54, the open interest changed by 164 which increased total open position to 170
On 22 Nov BHEL was trading at 234.39. The strike last trading price was 3.9, which was 1.20 higher than the previous day. The implied volatity was 35.17, the open interest changed by 19 which increased total open position to 25
On 21 Nov BHEL was trading at 227.94. The strike last trading price was 2.7, which was -1.25 lower than the previous day. The implied volatity was 36.53, the open interest changed by 0 which decreased total open position to 6
On 20 Nov BHEL was trading at 225.88. The strike last trading price was 3.95, which was 0.00 lower than the previous day. The implied volatity was 44.40, the open interest changed by -1 which decreased total open position to 6
On 19 Nov BHEL was trading at 225.88. The strike last trading price was 3.95, which was 1.60 higher than the previous day. The implied volatity was 44.40, the open interest changed by -1 which decreased total open position to 6
On 18 Nov BHEL was trading at 222.67. The strike last trading price was 2.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 14 Nov BHEL was trading at 223.71. The strike last trading price was 2.35, which was -5.15 lower than the previous day. The implied volatity was 35.04, the open interest changed by 2 which increased total open position to 6
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 7.5, which was 0.00 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 12 Nov BHEL was trading at 230.22. The strike last trading price was 7.5, which was 0.00 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 11 Nov BHEL was trading at 239.22. The strike last trading price was 7.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 8 Nov BHEL was trading at 239.04. The strike last trading price was 7.5, which was -8.30 lower than the previous day. The implied volatity was 37.38, the open interest changed by 2 which increased total open position to 2
On 7 Nov BHEL was trading at 244.29. The strike last trading price was 15.8, which was 0.00 lower than the previous day. The implied volatity was 2.37, the open interest changed by 0 which decreased total open position to 0
On 6 Nov BHEL was trading at 247.98. The strike last trading price was 15.8, which was 0.00 lower than the previous day. The implied volatity was 1.14, the open interest changed by 0 which decreased total open position to 0
On 5 Nov BHEL was trading at 235.25. The strike last trading price was 15.8, which was 0.00 lower than the previous day. The implied volatity was 5.35, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BHEL was trading at 233.39. The strike last trading price was 15.8, which was 15.80 higher than the previous day. The implied volatity was 5.88, the open interest changed by 0 which decreased total open position to 0
On 1 Nov BHEL was trading at 241.97. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 2.62, the open interest changed by 0 which decreased total open position to 0
| BHEL 26DEC2024 255 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 0.07
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 235.30 | 19.45 | 5.10 | 55.06 | 124 | -21 | 769 |
| 19 Dec | 242.25 | 14.35 | -1.90 | 44.69 | 154 | -88 | 791 |
| 18 Dec | 239.85 | 16.25 | 2.40 | 44.23 | 17 | -10 | 879 |
| 17 Dec | 242.35 | 13.85 | 3.60 | 38.05 | 245 | 4 | 890 |
| 16 Dec | 247.60 | 10.25 | -4.15 | 35.61 | 178 | -46 | 888 |
| 13 Dec | 242.75 | 14.4 | 0.95 | 39.26 | 247 | -58 | 935 |
| 12 Dec | 244.50 | 13.45 | 6.15 | 38.97 | 1,582 | 0 | 998 |
| 11 Dec | 253.70 | 7.3 | -3.20 | 34.46 | 722 | 87 | 999 |
| 10 Dec | 248.60 | 10.5 | 0.15 | 35.47 | 1,101 | 109 | 911 |
| 9 Dec | 249.55 | 10.35 | -0.15 | 36.43 | 507 | 108 | 821 |
| 6 Dec | 249.05 | 10.5 | 1.50 | 33.91 | 469 | 83 | 713 |
| 5 Dec | 251.80 | 9 | -0.40 | 34.48 | 420 | 66 | 630 |
| 4 Dec | 251.35 | 9.4 | 0.30 | 34.32 | 534 | 59 | 564 |
| 3 Dec | 252.35 | 9.1 | -1.80 | 33.64 | 310 | 78 | 506 |
| 2 Dec | 249.65 | 10.9 | 0.35 | 34.76 | 219 | 70 | 427 |
| 29 Nov | 251.09 | 10.55 | 0.45 | 34.58 | 435 | 110 | 355 |
| 28 Nov | 252.49 | 10.1 | -3.20 | 36.31 | 867 | 172 | 248 |
| 27 Nov | 247.66 | 13.3 | -2.65 | 37.33 | 54 | 31 | 76 |
| 26 Nov | 243.97 | 15.95 | -1.85 | 36.37 | 45 | 35 | 46 |
| 25 Nov | 241.22 | 17.8 | -5.20 | 41.88 | 12 | 9 | 10 |
| 22 Nov | 234.39 | 23 | -8.50 | 41.18 | 1 | 0 | 1 |
| 21 Nov | 227.94 | 31.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 225.88 | 31.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 225.88 | 31.5 | 0.00 | 0.00 | 0 | 1 | 0 |
| 18 Nov | 222.67 | 31.5 | 2.55 | 34.30 | 1 | 0 | 0 |
| 14 Nov | 223.71 | 28.95 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 222.56 | 28.95 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 230.22 | 28.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 239.22 | 28.95 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 239.04 | 28.95 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 244.29 | 28.95 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 247.98 | 28.95 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 235.25 | 28.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 233.39 | 28.95 | 28.95 | - | 0 | 0 | 0 |
| 1 Nov | 241.97 | 0 | - | 0 | 0 | 0 | |
For Bhel - strike price 255 expiring on 26DEC2024
Delta for 255 PE is -0.84
Historical price for 255 PE is as follows
On 20 Dec BHEL was trading at 235.30. The strike last trading price was 19.45, which was 5.10 higher than the previous day. The implied volatity was 55.06, the open interest changed by -21 which decreased total open position to 769
On 19 Dec BHEL was trading at 242.25. The strike last trading price was 14.35, which was -1.90 lower than the previous day. The implied volatity was 44.69, the open interest changed by -88 which decreased total open position to 791
On 18 Dec BHEL was trading at 239.85. The strike last trading price was 16.25, which was 2.40 higher than the previous day. The implied volatity was 44.23, the open interest changed by -10 which decreased total open position to 879
On 17 Dec BHEL was trading at 242.35. The strike last trading price was 13.85, which was 3.60 higher than the previous day. The implied volatity was 38.05, the open interest changed by 4 which increased total open position to 890
On 16 Dec BHEL was trading at 247.60. The strike last trading price was 10.25, which was -4.15 lower than the previous day. The implied volatity was 35.61, the open interest changed by -46 which decreased total open position to 888
On 13 Dec BHEL was trading at 242.75. The strike last trading price was 14.4, which was 0.95 higher than the previous day. The implied volatity was 39.26, the open interest changed by -58 which decreased total open position to 935
On 12 Dec BHEL was trading at 244.50. The strike last trading price was 13.45, which was 6.15 higher than the previous day. The implied volatity was 38.97, the open interest changed by 0 which decreased total open position to 998
On 11 Dec BHEL was trading at 253.70. The strike last trading price was 7.3, which was -3.20 lower than the previous day. The implied volatity was 34.46, the open interest changed by 87 which increased total open position to 999
On 10 Dec BHEL was trading at 248.60. The strike last trading price was 10.5, which was 0.15 higher than the previous day. The implied volatity was 35.47, the open interest changed by 109 which increased total open position to 911
On 9 Dec BHEL was trading at 249.55. The strike last trading price was 10.35, which was -0.15 lower than the previous day. The implied volatity was 36.43, the open interest changed by 108 which increased total open position to 821
On 6 Dec BHEL was trading at 249.05. The strike last trading price was 10.5, which was 1.50 higher than the previous day. The implied volatity was 33.91, the open interest changed by 83 which increased total open position to 713
On 5 Dec BHEL was trading at 251.80. The strike last trading price was 9, which was -0.40 lower than the previous day. The implied volatity was 34.48, the open interest changed by 66 which increased total open position to 630
On 4 Dec BHEL was trading at 251.35. The strike last trading price was 9.4, which was 0.30 higher than the previous day. The implied volatity was 34.32, the open interest changed by 59 which increased total open position to 564
On 3 Dec BHEL was trading at 252.35. The strike last trading price was 9.1, which was -1.80 lower than the previous day. The implied volatity was 33.64, the open interest changed by 78 which increased total open position to 506
On 2 Dec BHEL was trading at 249.65. The strike last trading price was 10.9, which was 0.35 higher than the previous day. The implied volatity was 34.76, the open interest changed by 70 which increased total open position to 427
On 29 Nov BHEL was trading at 251.09. The strike last trading price was 10.55, which was 0.45 higher than the previous day. The implied volatity was 34.58, the open interest changed by 110 which increased total open position to 355
On 28 Nov BHEL was trading at 252.49. The strike last trading price was 10.1, which was -3.20 lower than the previous day. The implied volatity was 36.31, the open interest changed by 172 which increased total open position to 248
On 27 Nov BHEL was trading at 247.66. The strike last trading price was 13.3, which was -2.65 lower than the previous day. The implied volatity was 37.33, the open interest changed by 31 which increased total open position to 76
On 26 Nov BHEL was trading at 243.97. The strike last trading price was 15.95, which was -1.85 lower than the previous day. The implied volatity was 36.37, the open interest changed by 35 which increased total open position to 46
On 25 Nov BHEL was trading at 241.22. The strike last trading price was 17.8, which was -5.20 lower than the previous day. The implied volatity was 41.88, the open interest changed by 9 which increased total open position to 10
On 22 Nov BHEL was trading at 234.39. The strike last trading price was 23, which was -8.50 lower than the previous day. The implied volatity was 41.18, the open interest changed by 0 which decreased total open position to 1
On 21 Nov BHEL was trading at 227.94. The strike last trading price was 31.5, which was 0.00 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 20 Nov BHEL was trading at 225.88. The strike last trading price was 31.5, which was 0.00 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 19 Nov BHEL was trading at 225.88. The strike last trading price was 31.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 18 Nov BHEL was trading at 222.67. The strike last trading price was 31.5, which was 2.55 higher than the previous day. The implied volatity was 34.30, the open interest changed by 0 which decreased total open position to 0
On 14 Nov BHEL was trading at 223.71. The strike last trading price was 28.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 28.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 28.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov BHEL was trading at 239.22. The strike last trading price was 28.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov BHEL was trading at 239.04. The strike last trading price was 28.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov BHEL was trading at 244.29. The strike last trading price was 28.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov BHEL was trading at 247.98. The strike last trading price was 28.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov BHEL was trading at 235.25. The strike last trading price was 28.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BHEL was trading at 233.39. The strike last trading price was 28.95, which was 28.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov BHEL was trading at 241.97. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
