BHEL
Bhel
Historical option data for BHEL
14 Nov 2024 04:12 PM IST
| BHEL 28NOV2024 255 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.05
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 223.71 | 0.4 | -0.15 | 39.66 | 553 | 73 | 731 | |||
| 13 Nov | 222.56 | 0.55 | -0.55 | 42.55 | 1,158 | 120 | 765 | |||
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| 12 Nov | 230.22 | 1.1 | -1.10 | 39.79 | 1,360 | 103 | 650 | |||
| 11 Nov | 239.22 | 2.2 | -0.35 | 35.81 | 841 | 85 | 558 | |||
| 8 Nov | 239.04 | 2.55 | -2.10 | 35.14 | 1,916 | 41 | 473 | |||
| 7 Nov | 244.29 | 4.65 | -1.80 | 35.13 | 1,688 | 44 | 436 | |||
| 6 Nov | 247.98 | 6.45 | 3.10 | 35.53 | 2,418 | 64 | 393 | |||
| 5 Nov | 235.25 | 3.35 | -0.15 | 40.70 | 600 | 20 | 328 | |||
| 4 Nov | 233.39 | 3.5 | -2.35 | 43.03 | 1,151 | 134 | 309 | |||
| 1 Nov | 241.97 | 5.85 | -0.10 | 39.18 | 102 | 8 | 175 | |||
| 31 Oct | 239.00 | 5.95 | 0.65 | - | 454 | -4 | 179 | |||
| 30 Oct | 236.60 | 5.3 | 0.50 | - | 425 | 35 | 183 | |||
| 29 Oct | 235.00 | 4.8 | -0.15 | - | 331 | 9 | 149 | |||
| 28 Oct | 229.75 | 4.95 | 1.60 | - | 354 | 58 | 139 | |||
| 25 Oct | 216.85 | 3.35 | -1.90 | - | 60 | 17 | 81 | |||
| 24 Oct | 227.30 | 5.25 | 0.30 | - | 31 | 6 | 63 | |||
| 23 Oct | 223.70 | 4.95 | -2.30 | - | 51 | 22 | 58 | |||
| 22 Oct | 232.80 | 7.25 | -3.50 | - | 33 | 6 | 33 | |||
| 21 Oct | 247.65 | 10.75 | -4.25 | - | 38 | 11 | 27 | |||
| 18 Oct | 253.85 | 15 | -0.25 | - | 26 | 9 | 15 | |||
| 17 Oct | 254.20 | 15.25 | -26.60 | - | 6 | 5 | 5 | |||
| 16 Oct | 269.60 | 41.85 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 271.60 | 41.85 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 268.75 | 41.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 270.00 | 41.85 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 271.35 | 41.85 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 264.30 | 41.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 265.50 | 41.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 256.65 | 41.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 267.60 | 41.85 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 268.95 | 41.85 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 280.45 | 41.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 279.70 | 41.85 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 287.55 | 41.85 | - | 0 | 0 | 0 | ||||
For Bhel - strike price 255 expiring on 28NOV2024
Delta for 255 CE is 0.06
Historical price for 255 CE is as follows
On 14 Nov BHEL was trading at 223.71. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 39.66, the open interest changed by 73 which increased total open position to 731
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 0.55, which was -0.55 lower than the previous day. The implied volatity was 42.55, the open interest changed by 120 which increased total open position to 765
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 1.1, which was -1.10 lower than the previous day. The implied volatity was 39.79, the open interest changed by 103 which increased total open position to 650
On 11 Nov BHEL was trading at 239.22. The strike last trading price was 2.2, which was -0.35 lower than the previous day. The implied volatity was 35.81, the open interest changed by 85 which increased total open position to 558
On 8 Nov BHEL was trading at 239.04. The strike last trading price was 2.55, which was -2.10 lower than the previous day. The implied volatity was 35.14, the open interest changed by 41 which increased total open position to 473
On 7 Nov BHEL was trading at 244.29. The strike last trading price was 4.65, which was -1.80 lower than the previous day. The implied volatity was 35.13, the open interest changed by 44 which increased total open position to 436
On 6 Nov BHEL was trading at 247.98. The strike last trading price was 6.45, which was 3.10 higher than the previous day. The implied volatity was 35.53, the open interest changed by 64 which increased total open position to 393
On 5 Nov BHEL was trading at 235.25. The strike last trading price was 3.35, which was -0.15 lower than the previous day. The implied volatity was 40.70, the open interest changed by 20 which increased total open position to 328
On 4 Nov BHEL was trading at 233.39. The strike last trading price was 3.5, which was -2.35 lower than the previous day. The implied volatity was 43.03, the open interest changed by 134 which increased total open position to 309
On 1 Nov BHEL was trading at 241.97. The strike last trading price was 5.85, which was -0.10 lower than the previous day. The implied volatity was 39.18, the open interest changed by 8 which increased total open position to 175
On 31 Oct BHEL was trading at 239.00. The strike last trading price was 5.95, 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 30 Oct BHEL was trading at 236.60. The strike last trading price was 5.3, 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 4.8, which was -0.15 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 4.95, which was 1.60 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 3.35, which was -1.90 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 5.25, 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 4.95, 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 22 Oct BHEL was trading at 232.80. The strike last trading price was 7.25, which was -3.50 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 10.75, which was -4.25 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 15, 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 17 Oct BHEL was trading at 254.20. The strike last trading price was 15.25, which was -26.60 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 41.85, 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 41.85, 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 41.85, 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 41.85, 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 41.85, 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 41.85, 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 41.85, 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 41.85, 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 41.85, 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 41.85, 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 41.85, 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 41.85, 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 41.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BHEL 28NOV2024 255 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 0.11
Theta: -0.19
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 223.71 | 32.55 | 3.15 | 63.00 | 6 | -1 | 66 |
| 13 Nov | 222.56 | 29.4 | 3.75 | - | 9 | -4 | 69 |
| 12 Nov | 230.22 | 25.65 | 5.25 | 41.45 | 12 | 3 | 76 |
| 11 Nov | 239.22 | 20.4 | 1.50 | 51.32 | 1 | 0 | 73 |
| 8 Nov | 239.04 | 18.9 | 4.80 | 39.38 | 47 | -2 | 73 |
| 7 Nov | 244.29 | 14.1 | 2.40 | 37.48 | 151 | -8 | 74 |
| 6 Nov | 247.98 | 11.7 | -13.30 | 36.50 | 119 | 13 | 81 |
| 5 Nov | 235.25 | 25 | 1.60 | 57.11 | 4 | -1 | 69 |
| 4 Nov | 233.39 | 23.4 | 5.05 | 41.52 | 23 | 5 | 71 |
| 1 Nov | 241.97 | 18.35 | -1.20 | 44.72 | 2 | 0 | 66 |
| 31 Oct | 239.00 | 19.55 | -2.70 | - | 27 | 8 | 66 |
| 30 Oct | 236.60 | 22.25 | -0.20 | - | 66 | 30 | 57 |
| 29 Oct | 235.00 | 22.45 | -5.90 | - | 11 | 2 | 26 |
| 28 Oct | 229.75 | 28.35 | -12.55 | - | 15 | 5 | 24 |
| 25 Oct | 216.85 | 40.9 | 6.55 | - | 8 | 2 | 19 |
| 24 Oct | 227.30 | 34.35 | 2.35 | - | 2 | 1 | 16 |
| 23 Oct | 223.70 | 32 | 9.40 | - | 7 | 1 | 15 |
| 22 Oct | 232.80 | 22.6 | 6.90 | - | 9 | 3 | 14 |
| 21 Oct | 247.65 | 15.7 | 2.70 | - | 7 | -1 | 8 |
| 18 Oct | 253.85 | 13 | 6.50 | - | 10 | 6 | 8 |
| 17 Oct | 254.20 | 6.5 | 0.00 | - | 0 | 1 | 0 |
| 16 Oct | 269.60 | 6.5 | -1.00 | - | 3 | 2 | 3 |
| 15 Oct | 271.60 | 7.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 268.75 | 7.5 | -0.35 | - | 4 | 1 | 2 |
| 11 Oct | 270.00 | 7.85 | 0.00 | - | 0 | 1 | 0 |
| 10 Oct | 271.35 | 7.85 | -5.20 | - | 1 | 0 | 0 |
| 9 Oct | 264.30 | 13.05 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 265.50 | 13.05 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 256.65 | 13.05 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 267.60 | 13.05 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 268.95 | 13.05 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 280.45 | 13.05 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 279.70 | 13.05 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 287.55 | 13.05 | - | 0 | 0 | 0 | |
For Bhel - strike price 255 expiring on 28NOV2024
Delta for 255 PE is -0.83
Historical price for 255 PE is as follows
On 14 Nov BHEL was trading at 223.71. The strike last trading price was 32.55, which was 3.15 higher than the previous day. The implied volatity was 63.00, the open interest changed by -1 which decreased total open position to 66
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 29.4, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 69
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 25.65, which was 5.25 higher than the previous day. The implied volatity was 41.45, the open interest changed by 3 which increased total open position to 76
On 11 Nov BHEL was trading at 239.22. The strike last trading price was 20.4, which was 1.50 higher than the previous day. The implied volatity was 51.32, the open interest changed by 0 which decreased total open position to 73
On 8 Nov BHEL was trading at 239.04. The strike last trading price was 18.9, which was 4.80 higher than the previous day. The implied volatity was 39.38, the open interest changed by -2 which decreased total open position to 73
On 7 Nov BHEL was trading at 244.29. The strike last trading price was 14.1, which was 2.40 higher than the previous day. The implied volatity was 37.48, the open interest changed by -8 which decreased total open position to 74
On 6 Nov BHEL was trading at 247.98. The strike last trading price was 11.7, which was -13.30 lower than the previous day. The implied volatity was 36.50, the open interest changed by 13 which increased total open position to 81
On 5 Nov BHEL was trading at 235.25. The strike last trading price was 25, which was 1.60 higher than the previous day. The implied volatity was 57.11, the open interest changed by -1 which decreased total open position to 69
On 4 Nov BHEL was trading at 233.39. The strike last trading price was 23.4, which was 5.05 higher than the previous day. The implied volatity was 41.52, the open interest changed by 5 which increased total open position to 71
On 1 Nov BHEL was trading at 241.97. The strike last trading price was 18.35, which was -1.20 lower than the previous day. The implied volatity was 44.72, the open interest changed by 0 which decreased total open position to 66
On 31 Oct BHEL was trading at 239.00. The strike last trading price was 19.55, which was -2.70 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 22.25, which was -0.20 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 22.45, which was -5.90 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 28.35, which was -12.55 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 40.9, which was 6.55 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 34.35, which was 2.35 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 32, which was 9.40 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 22.6, which was 6.90 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 15.7, which was 2.70 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 13, 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 17 Oct BHEL was trading at 254.20. The strike last trading price was 6.5, 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 16 Oct BHEL was trading at 269.60. The strike last trading price was 6.5, 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 15 Oct BHEL was trading at 271.60. The strike last trading price was 7.5, 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 14 Oct BHEL was trading at 268.75. The strike last trading price was 7.5, which was -0.35 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 7.85, 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 7.85, which was -5.20 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 13.05, 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 13.05, 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 13.05, 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 13.05, 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 13.05, 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 13.05, 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 13.05, 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 13.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
