BHEL
Bhel
Historical option data for BHEL
08 Apr 2025 04:02 PM IST
| BHEL 24APR2025 260 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.03
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 210.94 | 0.3 | 0.05 | 51.61 | 97 | 21 | 263 | |||
| 7 Apr | 207.70 | 0.25 | 0 | 51.14 | 162 | -46 | 243 | |||
| 4 Apr | 214.45 | 0.3 | -0.1 | 43.19 | 404 | 36 | 288 | |||
| 3 Apr | 218.68 | 0.45 | 0.15 | 40.05 | 146 | 62 | 253 | |||
| 2 Apr | 212.58 | 0.3 | 0 | 42.81 | 36 | 6 | 193 | |||
| 1 Apr | 211.69 | 0.3 | -0.3 | 42.07 | 91 | 7 | 188 | |||
| 28 Mar | 216.43 | 0.55 | -0.1 | 40.76 | 384 | 97 | 181 | |||
| 27 Mar | 213.98 | 0.65 | 0.15 | 40.67 | 62 | 1 | 83 | |||
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| 26 Mar | 210.52 | 0.5 | -0.35 | 42.36 | 47 | 10 | 82 | |||
| 25 Mar | 213.60 | 0.8 | -4.1 | 43.41 | 131 | 71 | 71 | |||
For Bhel - strike price 260 expiring on 24APR2025
Delta for 260 CE is 0.03
Historical price for 260 CE is as follows
On 8 Apr BHEL was trading at 210.94. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 51.61, the open interest changed by 21 which increased total open position to 263
On 7 Apr BHEL was trading at 207.70. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 51.14, the open interest changed by -46 which decreased total open position to 243
On 4 Apr BHEL was trading at 214.45. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 43.19, the open interest changed by 36 which increased total open position to 288
On 3 Apr BHEL was trading at 218.68. The strike last trading price was 0.45, which was 0.15 higher than the previous day. The implied volatity was 40.05, the open interest changed by 62 which increased total open position to 253
On 2 Apr BHEL was trading at 212.58. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 42.81, the open interest changed by 6 which increased total open position to 193
On 1 Apr BHEL was trading at 211.69. The strike last trading price was 0.3, which was -0.3 lower than the previous day. The implied volatity was 42.07, the open interest changed by 7 which increased total open position to 188
On 28 Mar BHEL was trading at 216.43. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 40.76, the open interest changed by 97 which increased total open position to 181
On 27 Mar BHEL was trading at 213.98. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 40.67, the open interest changed by 1 which increased total open position to 83
On 26 Mar BHEL was trading at 210.52. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 42.36, the open interest changed by 10 which increased total open position to 82
On 25 Mar BHEL was trading at 213.60. The strike last trading price was 0.8, which was -4.1 lower than the previous day. The implied volatity was 43.41, the open interest changed by 71 which increased total open position to 71
| BHEL 24APR2025 260 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.95
Vega: 0.04
Theta: -0.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 210.94 | 48 | -5.8 | 55.63 | 3 | 0 | 258 |
| 7 Apr | 207.70 | 53.8 | 8.15 | - | 1 | 0 | 259 |
| 4 Apr | 214.45 | 45.65 | 3.45 | 61.75 | 17 | -2 | 260 |
| 3 Apr | 218.68 | 42.2 | -3.15 | 69.67 | 5 | 0 | 261 |
| 2 Apr | 212.58 | 45.35 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 211.69 | 45.35 | 1.45 | - | 1 | 1 | 261 |
| 28 Mar | 216.43 | 43.9 | -2.6 | 46.11 | 45 | 22 | 260 |
| 27 Mar | 213.98 | 46.5 | 0.95 | 70.20 | 6 | 4 | 236 |
| 26 Mar | 210.52 | 45.55 | 2.65 | - | 49 | 44 | 230 |
| 25 Mar | 213.60 | 42.9 | -21.3 | - | 187 | 167 | 167 |
For Bhel - strike price 260 expiring on 24APR2025
Delta for 260 PE is -0.95
Historical price for 260 PE is as follows
On 8 Apr BHEL was trading at 210.94. The strike last trading price was 48, which was -5.8 lower than the previous day. The implied volatity was 55.63, the open interest changed by 0 which decreased total open position to 258
On 7 Apr BHEL was trading at 207.70. The strike last trading price was 53.8, which was 8.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 259
On 4 Apr BHEL was trading at 214.45. The strike last trading price was 45.65, which was 3.45 higher than the previous day. The implied volatity was 61.75, the open interest changed by -2 which decreased total open position to 260
On 3 Apr BHEL was trading at 218.68. The strike last trading price was 42.2, which was -3.15 lower than the previous day. The implied volatity was 69.67, the open interest changed by 0 which decreased total open position to 261
On 2 Apr BHEL was trading at 212.58. The strike last trading price was 45.35, 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 Apr BHEL was trading at 211.69. The strike last trading price was 45.35, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 261
On 28 Mar BHEL was trading at 216.43. The strike last trading price was 43.9, which was -2.6 lower than the previous day. The implied volatity was 46.11, the open interest changed by 22 which increased total open position to 260
On 27 Mar BHEL was trading at 213.98. The strike last trading price was 46.5, which was 0.95 higher than the previous day. The implied volatity was 70.20, the open interest changed by 4 which increased total open position to 236
On 26 Mar BHEL was trading at 210.52. The strike last trading price was 45.55, which was 2.65 higher than the previous day. The implied volatity was -, the open interest changed by 44 which increased total open position to 230
On 25 Mar BHEL was trading at 213.60. The strike last trading price was 42.9, which was -21.3 lower than the previous day. The implied volatity was -, the open interest changed by 167 which increased total open position to 167
