BHEL
Bhel
Historical option data for BHEL
20 Dec 2024 04:12 PM IST
| BHEL 26DEC2024 265 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.03
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 235.30 | 0.25 | -0.30 | 49.72 | 1,131 | -104 | 678 | |||
| 19 Dec | 242.25 | 0.55 | 0.00 | 45.17 | 746 | -64 | 785 | |||
| 18 Dec | 239.85 | 0.55 | -0.20 | 45.40 | 637 | -25 | 851 | |||
| 17 Dec | 242.35 | 0.75 | -0.30 | 42.42 | 1,045 | 60 | 884 | |||
| 16 Dec | 247.60 | 1.05 | 0.10 | 36.83 | 762 | -8 | 833 | |||
| 13 Dec | 242.75 | 0.95 | -0.40 | 36.72 | 1,374 | 18 | 835 | |||
| 12 Dec | 244.50 | 1.35 | -1.70 | 37.15 | 2,086 | 104 | 820 | |||
| 11 Dec | 253.70 | 3.05 | 0.55 | 33.80 | 1,757 | 54 | 718 | |||
| 10 Dec | 248.60 | 2.5 | -0.25 | 37.16 | 1,815 | 50 | 682 | |||
| 9 Dec | 249.55 | 2.75 | -0.15 | 36.17 | 752 | 60 | 633 | |||
| 6 Dec | 249.05 | 2.9 | -0.95 | 34.36 | 684 | 75 | 572 | |||
| 5 Dec | 251.80 | 3.85 | -0.20 | 33.58 | 547 | 78 | 500 | |||
| 4 Dec | 251.35 | 4.05 | -0.05 | 34.41 | 767 | 136 | 426 | |||
| 3 Dec | 252.35 | 4.1 | 0.05 | 33.02 | 477 | -4 | 290 | |||
| 2 Dec | 249.65 | 4.05 | -0.80 | 35.53 | 556 | -2 | 295 | |||
| 29 Nov | 251.09 | 4.85 | -1.40 | 34.83 | 983 | 92 | 301 | |||
| 28 Nov | 252.49 | 6.25 | 1.90 | 36.61 | 996 | 119 | 212 | |||
| 27 Nov | 247.66 | 4.35 | 0.85 | 35.43 | 134 | 29 | 93 | |||
| 26 Nov | 243.97 | 3.5 | 0.15 | 36.54 | 90 | 19 | 64 | |||
| 25 Nov | 241.22 | 3.35 | 1.25 | 35.63 | 63 | 23 | 44 | |||
| 22 Nov | 234.39 | 2.1 | 0.50 | 35.17 | 2 | 1 | 22 | |||
| 21 Nov | 227.94 | 1.6 | -0.45 | 37.83 | 1 | 0 | 21 | |||
| 20 Nov | 225.88 | 2.05 | 0.00 | 41.97 | 7 | 4 | 18 | |||
| 19 Nov | 225.88 | 2.05 | 0.75 | 41.97 | 7 | 1 | 18 | |||
| 18 Nov | 222.67 | 1.3 | -0.40 | 38.52 | 21 | -1 | 17 | |||
| 14 Nov | 223.71 | 1.7 | -0.05 | 38.15 | 1 | 0 | 18 | |||
| 13 Nov | 222.56 | 1.75 | -1.70 | 39.11 | 6 | 0 | 17 | |||
| 12 Nov | 230.22 | 3.45 | -2.05 | 41.39 | 3 | 0 | 17 | |||
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| 11 Nov | 239.22 | 5.5 | 0.40 | 40.88 | 2 | 0 | 16 | |||
| 8 Nov | 239.04 | 5.1 | -1.70 | 38.22 | 3 | 0 | 15 | |||
| 7 Nov | 244.29 | 6.8 | -1.55 | 36.82 | 3 | 0 | 15 | |||
| 6 Nov | 247.98 | 8.35 | 3.30 | 36.89 | 23 | 11 | 15 | |||
| 5 Nov | 235.25 | 5.05 | 0.95 | 39.43 | 28 | 1 | 2 | |||
| 4 Nov | 233.39 | 4.1 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 1 Nov | 241.97 | 4.1 | 28.75 | 1 | 0 | 0 | ||||
For Bhel - strike price 265 expiring on 26DEC2024
Delta for 265 CE is 0.04
Historical price for 265 CE is as follows
On 20 Dec BHEL was trading at 235.30. The strike last trading price was 0.25, which was -0.30 lower than the previous day. The implied volatity was 49.72, the open interest changed by -104 which decreased total open position to 678
On 19 Dec BHEL was trading at 242.25. 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 -64 which decreased total open position to 785
On 18 Dec BHEL was trading at 239.85. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 45.40, the open interest changed by -25 which decreased total open position to 851
On 17 Dec BHEL was trading at 242.35. The strike last trading price was 0.75, which was -0.30 lower than the previous day. The implied volatity was 42.42, the open interest changed by 60 which increased total open position to 884
On 16 Dec BHEL was trading at 247.60. The strike last trading price was 1.05, which was 0.10 higher than the previous day. The implied volatity was 36.83, the open interest changed by -8 which decreased total open position to 833
On 13 Dec BHEL was trading at 242.75. The strike last trading price was 0.95, which was -0.40 lower than the previous day. The implied volatity was 36.72, the open interest changed by 18 which increased total open position to 835
On 12 Dec BHEL was trading at 244.50. The strike last trading price was 1.35, which was -1.70 lower than the previous day. The implied volatity was 37.15, the open interest changed by 104 which increased total open position to 820
On 11 Dec BHEL was trading at 253.70. The strike last trading price was 3.05, which was 0.55 higher than the previous day. The implied volatity was 33.80, the open interest changed by 54 which increased total open position to 718
On 10 Dec BHEL was trading at 248.60. The strike last trading price was 2.5, which was -0.25 lower than the previous day. The implied volatity was 37.16, the open interest changed by 50 which increased total open position to 682
On 9 Dec BHEL was trading at 249.55. The strike last trading price was 2.75, which was -0.15 lower than the previous day. The implied volatity was 36.17, the open interest changed by 60 which increased total open position to 633
On 6 Dec BHEL was trading at 249.05. The strike last trading price was 2.9, which was -0.95 lower than the previous day. The implied volatity was 34.36, the open interest changed by 75 which increased total open position to 572
On 5 Dec BHEL was trading at 251.80. The strike last trading price was 3.85, which was -0.20 lower than the previous day. The implied volatity was 33.58, the open interest changed by 78 which increased total open position to 500
On 4 Dec BHEL was trading at 251.35. The strike last trading price was 4.05, which was -0.05 lower than the previous day. The implied volatity was 34.41, the open interest changed by 136 which increased total open position to 426
On 3 Dec BHEL was trading at 252.35. The strike last trading price was 4.1, which was 0.05 higher than the previous day. The implied volatity was 33.02, the open interest changed by -4 which decreased total open position to 290
On 2 Dec BHEL was trading at 249.65. The strike last trading price was 4.05, which was -0.80 lower than the previous day. The implied volatity was 35.53, the open interest changed by -2 which decreased total open position to 295
On 29 Nov BHEL was trading at 251.09. The strike last trading price was 4.85, which was -1.40 lower than the previous day. The implied volatity was 34.83, the open interest changed by 92 which increased total open position to 301
On 28 Nov BHEL was trading at 252.49. The strike last trading price was 6.25, which was 1.90 higher than the previous day. The implied volatity was 36.61, the open interest changed by 119 which increased total open position to 212
On 27 Nov BHEL was trading at 247.66. The strike last trading price was 4.35, which was 0.85 higher than the previous day. The implied volatity was 35.43, the open interest changed by 29 which increased total open position to 93
On 26 Nov BHEL was trading at 243.97. The strike last trading price was 3.5, which was 0.15 higher than the previous day. The implied volatity was 36.54, the open interest changed by 19 which increased total open position to 64
On 25 Nov BHEL was trading at 241.22. The strike last trading price was 3.35, which was 1.25 higher than the previous day. The implied volatity was 35.63, the open interest changed by 23 which increased total open position to 44
On 22 Nov BHEL was trading at 234.39. The strike last trading price was 2.1, which was 0.50 higher than the previous day. The implied volatity was 35.17, the open interest changed by 1 which increased total open position to 22
On 21 Nov BHEL was trading at 227.94. The strike last trading price was 1.6, which was -0.45 lower than the previous day. The implied volatity was 37.83, the open interest changed by 0 which decreased total open position to 21
On 20 Nov BHEL was trading at 225.88. The strike last trading price was 2.05, which was 0.00 lower than the previous day. The implied volatity was 41.97, the open interest changed by 4 which increased total open position to 18
On 19 Nov BHEL was trading at 225.88. The strike last trading price was 2.05, which was 0.75 higher than the previous day. The implied volatity was 41.97, the open interest changed by 1 which increased total open position to 18
On 18 Nov BHEL was trading at 222.67. The strike last trading price was 1.3, which was -0.40 lower than the previous day. The implied volatity was 38.52, the open interest changed by -1 which decreased total open position to 17
On 14 Nov BHEL was trading at 223.71. The strike last trading price was 1.7, which was -0.05 lower than the previous day. The implied volatity was 38.15, the open interest changed by 0 which decreased total open position to 18
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 1.75, which was -1.70 lower than the previous day. The implied volatity was 39.11, the open interest changed by 0 which decreased total open position to 17
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 3.45, which was -2.05 lower than the previous day. The implied volatity was 41.39, the open interest changed by 0 which decreased total open position to 17
On 11 Nov BHEL was trading at 239.22. The strike last trading price was 5.5, which was 0.40 higher than the previous day. The implied volatity was 40.88, the open interest changed by 0 which decreased total open position to 16
On 8 Nov BHEL was trading at 239.04. The strike last trading price was 5.1, which was -1.70 lower than the previous day. The implied volatity was 38.22, the open interest changed by 0 which decreased total open position to 15
On 7 Nov BHEL was trading at 244.29. The strike last trading price was 6.8, which was -1.55 lower than the previous day. The implied volatity was 36.82, the open interest changed by 0 which decreased total open position to 15
On 6 Nov BHEL was trading at 247.98. The strike last trading price was 8.35, which was 3.30 higher than the previous day. The implied volatity was 36.89, the open interest changed by 11 which increased total open position to 15
On 5 Nov BHEL was trading at 235.25. The strike last trading price was 5.05, which was 0.95 higher than the previous day. The implied volatity was 39.43, the open interest changed by 1 which increased total open position to 2
On 4 Nov BHEL was trading at 233.39. The strike last trading price was 4.1, 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 1 Nov BHEL was trading at 241.97. The strike last trading price was 4.1, which was lower than the previous day. The implied volatity was 28.75, the open interest changed by 0 which decreased total open position to 0
| BHEL 26DEC2024 265 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 235.30 | 25.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 242.25 | 25.15 | 0.00 | 0.00 | 0 | -5 | 0 |
| 18 Dec | 239.85 | 25.15 | 5.75 | 45.01 | 11 | -5 | 113 |
| 17 Dec | 242.35 | 19.4 | 0.00 | 0.00 | 0 | -29 | 0 |
| 16 Dec | 247.60 | 19.4 | -3.70 | 47.12 | 30 | -28 | 119 |
| 13 Dec | 242.75 | 23.1 | 1.90 | 44.38 | 39 | 18 | 148 |
| 12 Dec | 244.50 | 21.2 | 7.80 | 38.16 | 9 | -2 | 131 |
| 11 Dec | 253.70 | 13.4 | -4.40 | 33.44 | 17 | 1 | 133 |
| 10 Dec | 248.60 | 17.8 | 0.55 | 36.27 | 4 | -1 | 132 |
| 9 Dec | 249.55 | 17.25 | 0.00 | 0.00 | 0 | 17 | 0 |
| 6 Dec | 249.05 | 17.25 | 1.90 | 32.99 | 111 | 17 | 133 |
| 5 Dec | 251.80 | 15.35 | -0.45 | 34.84 | 23 | 2 | 117 |
| 4 Dec | 251.35 | 15.8 | 0.30 | 34.60 | 64 | -2 | 116 |
| 3 Dec | 252.35 | 15.5 | -2.45 | 34.41 | 4 | -1 | 118 |
| 2 Dec | 249.65 | 17.95 | 1.45 | 36.82 | 6 | 2 | 119 |
| 29 Nov | 251.09 | 16.5 | 0.65 | 33.21 | 28 | 12 | 118 |
| 28 Nov | 252.49 | 15.85 | -7.05 | 35.77 | 159 | 103 | 107 |
| 27 Nov | 247.66 | 22.9 | 0.00 | 0.00 | 0 | 3 | 0 |
| 26 Nov | 243.97 | 22.9 | -8.10 | 35.01 | 3 | 2 | 3 |
| 25 Nov | 241.22 | 31 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 234.39 | 31 | -4.60 | 42.58 | 1 | 0 | 0 |
| 21 Nov | 227.94 | 35.6 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 225.88 | 35.6 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 225.88 | 35.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 222.67 | 35.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 223.71 | 35.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 222.56 | 35.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 230.22 | 35.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 239.22 | 35.6 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 239.04 | 35.6 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 244.29 | 35.6 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 247.98 | 35.6 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 235.25 | 35.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 233.39 | 35.6 | 35.60 | - | 0 | 0 | 0 |
| 1 Nov | 241.97 | 0 | - | 0 | 0 | 0 | |
For Bhel - strike price 265 expiring on 26DEC2024
Delta for 265 PE is 0.00
Historical price for 265 PE is as follows
On 20 Dec BHEL was trading at 235.30. The strike last trading price was 25.15, 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 Dec BHEL was trading at 242.25. The strike last trading price was 25.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 18 Dec BHEL was trading at 239.85. The strike last trading price was 25.15, which was 5.75 higher than the previous day. The implied volatity was 45.01, the open interest changed by -5 which decreased total open position to 113
On 17 Dec BHEL was trading at 242.35. The strike last trading price was 19.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -29 which decreased total open position to 0
On 16 Dec BHEL was trading at 247.60. The strike last trading price was 19.4, which was -3.70 lower than the previous day. The implied volatity was 47.12, the open interest changed by -28 which decreased total open position to 119
On 13 Dec BHEL was trading at 242.75. The strike last trading price was 23.1, which was 1.90 higher than the previous day. The implied volatity was 44.38, the open interest changed by 18 which increased total open position to 148
On 12 Dec BHEL was trading at 244.50. The strike last trading price was 21.2, which was 7.80 higher than the previous day. The implied volatity was 38.16, the open interest changed by -2 which decreased total open position to 131
On 11 Dec BHEL was trading at 253.70. The strike last trading price was 13.4, which was -4.40 lower than the previous day. The implied volatity was 33.44, the open interest changed by 1 which increased total open position to 133
On 10 Dec BHEL was trading at 248.60. The strike last trading price was 17.8, which was 0.55 higher than the previous day. The implied volatity was 36.27, the open interest changed by -1 which decreased total open position to 132
On 9 Dec BHEL was trading at 249.55. The strike last trading price was 17.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 17 which increased total open position to 0
On 6 Dec BHEL was trading at 249.05. The strike last trading price was 17.25, which was 1.90 higher than the previous day. The implied volatity was 32.99, the open interest changed by 17 which increased total open position to 133
On 5 Dec BHEL was trading at 251.80. The strike last trading price was 15.35, which was -0.45 lower than the previous day. The implied volatity was 34.84, the open interest changed by 2 which increased total open position to 117
On 4 Dec BHEL was trading at 251.35. The strike last trading price was 15.8, which was 0.30 higher than the previous day. The implied volatity was 34.60, the open interest changed by -2 which decreased total open position to 116
On 3 Dec BHEL was trading at 252.35. The strike last trading price was 15.5, which was -2.45 lower than the previous day. The implied volatity was 34.41, the open interest changed by -1 which decreased total open position to 118
On 2 Dec BHEL was trading at 249.65. The strike last trading price was 17.95, which was 1.45 higher than the previous day. The implied volatity was 36.82, the open interest changed by 2 which increased total open position to 119
On 29 Nov BHEL was trading at 251.09. The strike last trading price was 16.5, which was 0.65 higher than the previous day. The implied volatity was 33.21, the open interest changed by 12 which increased total open position to 118
On 28 Nov BHEL was trading at 252.49. The strike last trading price was 15.85, which was -7.05 lower than the previous day. The implied volatity was 35.77, the open interest changed by 103 which increased total open position to 107
On 27 Nov BHEL was trading at 247.66. The strike last trading price was 22.9, 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 26 Nov BHEL was trading at 243.97. The strike last trading price was 22.9, which was -8.10 lower than the previous day. The implied volatity was 35.01, the open interest changed by 2 which increased total open position to 3
On 25 Nov BHEL was trading at 241.22. The strike last trading price was 31, 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 22 Nov BHEL was trading at 234.39. The strike last trading price was 31, which was -4.60 lower than the previous day. The implied volatity was 42.58, the open interest changed by 0 which decreased total open position to 0
On 21 Nov BHEL was trading at 227.94. The strike last trading price was 35.6, 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 20 Nov BHEL was trading at 225.88. The strike last trading price was 35.6, 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 19 Nov BHEL was trading at 225.88. The strike last trading price was 35.6, 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 18 Nov BHEL was trading at 222.67. The strike last trading price was 35.6, 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 14 Nov BHEL was trading at 223.71. The strike last trading price was 35.6, 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 35.6, 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 35.6, 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 35.6, 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 35.6, 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 35.6, 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 35.6, 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 35.6, 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 35.6, which was 35.60 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
