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[--[65.84.65.76]--]
BHEL
Bhel

223.71 1.15 (0.52%)

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Historical option data for BHEL

14 Nov 2024 04:12 PM IST
BHEL 28NOV2024 260 CE
Delta: 0.04
Vega: 0.04
Theta: -0.06
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 223.71 0.3 -0.10 42.02 730 -17 1,439
13 Nov 222.56 0.4 -0.45 44.30 1,313 73 1,455
12 Nov 230.22 0.85 -0.60 42.12 1,975 155 1,397
11 Nov 239.22 1.45 -0.30 36.31 1,249 56 1,250
8 Nov 239.04 1.75 -1.55 35.70 2,117 76 1,195
7 Nov 244.29 3.3 -1.45 35.36 2,316 15 1,127
6 Nov 247.98 4.75 2.25 35.72 3,949 66 1,112
5 Nov 235.25 2.5 -0.10 41.26 1,492 -86 1,048
4 Nov 233.39 2.6 -1.80 43.16 2,053 273 1,130
1 Nov 241.97 4.4 -0.15 39.03 317 10 847
31 Oct 239.00 4.55 0.40 - 1,257 72 837
30 Oct 236.60 4.15 0.50 - 1,181 47 765
29 Oct 235.00 3.65 -0.40 - 1,149 11 718
28 Oct 229.75 4.05 1.30 - 2,664 241 708
25 Oct 216.85 2.75 -1.40 - 417 47 467
24 Oct 227.30 4.15 0.15 - 307 70 420
23 Oct 223.70 4 -1.35 - 501 135 355
22 Oct 232.80 5.35 -3.35 - 314 54 218
21 Oct 247.65 8.7 -3.70 - 159 41 164
18 Oct 253.85 12.4 -0.30 - 102 14 124
17 Oct 254.20 12.7 -9.80 - 158 81 110
16 Oct 269.60 22.5 0.90 - 2 0 29
15 Oct 271.60 21.6 -1.40 - 6 -1 30
14 Oct 268.75 23 0.00 - 0 0 0
11 Oct 270.00 23 0.00 - 0 -8 0
10 Oct 271.35 23 2.50 - 9 -4 35
9 Oct 264.30 20.5 1.50 - 5 -1 40
8 Oct 265.50 19 3.70 - 6 2 42
7 Oct 256.65 15.3 -5.70 - 51 31 40
4 Oct 267.60 21 -1.00 - 8 6 9
3 Oct 268.95 22 -9.35 - 1 0 2
1 Oct 280.45 31.35 1.05 - 2 0 1
30 Sept 279.70 30.3 -22.05 - 1 0 0
27 Sept 287.55 52.35 0.00 - 0 0 0
26 Sept 280.65 52.35 0.00 - 0 0 0
25 Sept 282.15 52.35 0.00 - 0 0 0
24 Sept 282.25 52.35 0.00 - 0 0 0
23 Sept 274.20 52.35 0.00 - 0 0 0
20 Sept 266.15 52.35 0.00 - 0 0 0
19 Sept 257.15 52.35 0.00 - 0 0 0
18 Sept 265.30 52.35 0.00 - 0 0 0
17 Sept 264.85 52.35 0.00 - 0 0 0
16 Sept 269.50 52.35 0.00 - 0 0 0
13 Sept 264.30 52.35 0.00 - 0 0 0
11 Sept 258.75 52.35 0.00 - 0 0 0
9 Sept 262.05 52.35 52.35 - 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 260 expiring on 28NOV2024

Delta for 260 CE is 0.04

Historical price for 260 CE is as follows

On 14 Nov BHEL was trading at 223.71. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 42.02, the open interest changed by -17 which decreased total open position to 1439


On 13 Nov BHEL was trading at 222.56. The strike last trading price was 0.4, which was -0.45 lower than the previous day. The implied volatity was 44.30, the open interest changed by 73 which increased total open position to 1455


On 12 Nov BHEL was trading at 230.22. The strike last trading price was 0.85, which was -0.60 lower than the previous day. The implied volatity was 42.12, the open interest changed by 155 which increased total open position to 1397


On 11 Nov BHEL was trading at 239.22. The strike last trading price was 1.45, which was -0.30 lower than the previous day. The implied volatity was 36.31, the open interest changed by 56 which increased total open position to 1250


On 8 Nov BHEL was trading at 239.04. The strike last trading price was 1.75, which was -1.55 lower than the previous day. The implied volatity was 35.70, the open interest changed by 76 which increased total open position to 1195


On 7 Nov BHEL was trading at 244.29. The strike last trading price was 3.3, which was -1.45 lower than the previous day. The implied volatity was 35.36, the open interest changed by 15 which increased total open position to 1127


On 6 Nov BHEL was trading at 247.98. The strike last trading price was 4.75, which was 2.25 higher than the previous day. The implied volatity was 35.72, the open interest changed by 66 which increased total open position to 1112


On 5 Nov BHEL was trading at 235.25. The strike last trading price was 2.5, which was -0.10 lower than the previous day. The implied volatity was 41.26, the open interest changed by -86 which decreased total open position to 1048


On 4 Nov BHEL was trading at 233.39. The strike last trading price was 2.6, which was -1.80 lower than the previous day. The implied volatity was 43.16, the open interest changed by 273 which increased total open position to 1130


On 1 Nov BHEL was trading at 241.97. The strike last trading price was 4.4, which was -0.15 lower than the previous day. The implied volatity was 39.03, the open interest changed by 10 which increased total open position to 847


On 31 Oct BHEL was trading at 239.00. The strike last trading price was 4.55, 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 30 Oct BHEL was trading at 236.60. The strike last trading price was 4.15, 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 3.65, which was -0.40 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 4.05, 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 25 Oct BHEL was trading at 216.85. The strike last trading price was 2.75, which was -1.40 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 4.15, 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 4, which was -1.35 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 5.35, which was -3.35 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 8.7, which was -3.70 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 12.4, which was -0.30 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 12.7, which was -9.80 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 22.5, which was 0.90 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 21.6, which was -1.40 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 23, 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 23, 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 23, which was 2.50 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 20.5, which was 1.50 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 19, which was 3.70 higher 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 15.3, which was -5.70 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 21, 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 3 Oct BHEL was trading at 268.95. The strike last trading price was 22, which was -9.35 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 31.35, which was 1.05 higher 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 30.3, which was -22.05 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 52.35, 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 26 Sept BHEL was trading at 280.65. The strike last trading price was 52.35, 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 52.35, 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 52.35, 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 52.35, 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 20 Sept BHEL was trading at 266.15. The strike last trading price was 52.35, 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 19 Sept BHEL was trading at 257.15. The strike last trading price was 52.35, 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 18 Sept BHEL was trading at 265.30. The strike last trading price was 52.35, 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 52.35, 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 52.35, 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 52.35, 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 Sept BHEL was trading at 258.75. The strike last trading price was 52.35, 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 Sept BHEL was trading at 262.05. The strike last trading price was 52.35, which was 52.35 higher 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 260 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
14 Nov 223.71 32.95 -4.45 - 32 12 383
13 Nov 222.56 37.4 7.10 52.34 17 -6 371
12 Nov 230.22 30.3 9.80 43.19 38 -20 377
11 Nov 239.22 20.5 -1.20 - 11 -7 398
8 Nov 239.04 21.7 4.05 30.89 29 9 406
7 Nov 244.29 17.65 2.65 37.60 82 19 397
6 Nov 247.98 15 -11.55 36.89 278 20 377
5 Nov 235.25 26.55 -1.25 45.60 29 3 357
4 Nov 233.39 27.8 5.45 43.49 62 2 354
1 Nov 241.97 22.35 -1.75 47.04 13 -6 353
31 Oct 239.00 24.1 -2.20 - 120 78 359
30 Oct 236.60 26.3 -0.35 - 66 -6 279
29 Oct 235.00 26.65 -4.75 - 143 100 284
28 Oct 229.75 31.4 -11.60 - 73 2 184
25 Oct 216.85 43 8.90 - 7 4 182
24 Oct 227.30 34.1 -3.15 - 25 8 178
23 Oct 223.70 37.25 6.95 - 62 34 171
22 Oct 232.80 30.3 11.10 - 31 -2 138
21 Oct 247.65 19.2 4.00 - 65 23 139
18 Oct 253.85 15.2 -2.00 - 37 7 114
17 Oct 254.20 17.2 8.90 - 91 24 105
16 Oct 269.60 8.3 0.60 - 26 9 80
15 Oct 271.60 7.7 -1.30 - 15 -3 71
14 Oct 268.75 9 0.45 - 13 10 74
11 Oct 270.00 8.55 -0.35 - 1 0 63
10 Oct 271.35 8.9 -1.85 - 20 9 63
9 Oct 264.30 10.75 0.20 - 4 0 53
8 Oct 265.50 10.55 -5.00 - 26 7 51
7 Oct 256.65 15.55 4.55 - 14 7 45
4 Oct 267.60 11 0.90 - 17 4 37
3 Oct 268.95 10.1 3.95 - 12 0 32
1 Oct 280.45 6.15 -0.60 - 2 -1 31
30 Sept 279.70 6.75 1.60 - 52 4 32
27 Sept 287.55 5.15 -1.20 - 10 -1 28
26 Sept 280.65 6.35 0.00 - 0 -1 0
25 Sept 282.15 6.35 -0.15 - 4 0 30
24 Sept 282.25 6.5 -1.90 - 18 5 29
23 Sept 274.20 8.4 -3.25 - 16 6 23
20 Sept 266.15 11.65 -6.35 - 12 8 17
19 Sept 257.15 18 5.85 - 6 2 6
18 Sept 265.30 12.15 1.15 - 4 3 4
17 Sept 264.85 11 0.00 - 0 1 0
16 Sept 269.50 11 -4.60 - 1 0 0
13 Sept 264.30 15.6 0.00 - 0 0 0
11 Sept 258.75 15.6 -0.45 - 1 0 1
9 Sept 262.05 16.05 -0.65 - 3 1 1
6 Sept 263.80 16.7 16.70 - 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 260 expiring on 28NOV2024

Delta for 260 PE is -

Historical price for 260 PE is as follows

On 14 Nov BHEL was trading at 223.71. The strike last trading price was 32.95, which was -4.45 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 383


On 13 Nov BHEL was trading at 222.56. The strike last trading price was 37.4, which was 7.10 higher than the previous day. The implied volatity was 52.34, the open interest changed by -6 which decreased total open position to 371


On 12 Nov BHEL was trading at 230.22. The strike last trading price was 30.3, which was 9.80 higher than the previous day. The implied volatity was 43.19, the open interest changed by -20 which decreased total open position to 377


On 11 Nov BHEL was trading at 239.22. The strike last trading price was 20.5, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 398


On 8 Nov BHEL was trading at 239.04. The strike last trading price was 21.7, which was 4.05 higher than the previous day. The implied volatity was 30.89, the open interest changed by 9 which increased total open position to 406


On 7 Nov BHEL was trading at 244.29. The strike last trading price was 17.65, which was 2.65 higher than the previous day. The implied volatity was 37.60, the open interest changed by 19 which increased total open position to 397


On 6 Nov BHEL was trading at 247.98. The strike last trading price was 15, which was -11.55 lower than the previous day. The implied volatity was 36.89, the open interest changed by 20 which increased total open position to 377


On 5 Nov BHEL was trading at 235.25. The strike last trading price was 26.55, which was -1.25 lower than the previous day. The implied volatity was 45.60, the open interest changed by 3 which increased total open position to 357


On 4 Nov BHEL was trading at 233.39. The strike last trading price was 27.8, which was 5.45 higher than the previous day. The implied volatity was 43.49, the open interest changed by 2 which increased total open position to 354


On 1 Nov BHEL was trading at 241.97. The strike last trading price was 22.35, which was -1.75 lower than the previous day. The implied volatity was 47.04, the open interest changed by -6 which decreased total open position to 353


On 31 Oct BHEL was trading at 239.00. The strike last trading price was 24.1, 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 30 Oct BHEL was trading at 236.60. The strike last trading price was 26.3, 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 29 Oct BHEL was trading at 235.00. The strike last trading price was 26.65, which was -4.75 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 31.4, which was -11.60 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 43, which was 8.90 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 34.1, which was -3.15 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 37.25, which was 6.95 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 30.3, which was 11.10 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 19.2, which was 4.00 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 15.2, which was -2.00 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 17.2, which was 8.90 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 8.3, which was 0.60 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 7.7, which was -1.30 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 9, which was 0.45 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 8.55, 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 10 Oct BHEL was trading at 271.35. The strike last trading price was 8.9, which was -1.85 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 10.75, 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 10.55, which was -5.00 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 15.55, which was 4.55 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 11, which was 0.90 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 10.1, which was 3.95 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 6.15, which was -0.60 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 6.75, 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 27 Sept BHEL was trading at 287.55. The strike last trading price was 5.15, 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 26 Sept BHEL was trading at 280.65. The strike last trading price was 6.35, 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 6.35, 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 24 Sept BHEL was trading at 282.25. The strike last trading price was 6.5, 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 23 Sept BHEL was trading at 274.20. The strike last trading price was 8.4, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 20 Sept BHEL was trading at 266.15. The strike last trading price was 11.65, which was -6.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept BHEL was trading at 257.15. The strike last trading price was 18, which was 5.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Sept BHEL was trading at 265.30. The strike last trading price was 12.15, which was 1.15 higher 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 11, 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 11, which was -4.60 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 15.6, 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 Sept BHEL was trading at 258.75. The strike last trading price was 15.6, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept BHEL was trading at 262.05. The strike last trading price was 16.05, which was -0.65 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 16.7, which was 16.70 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