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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 265 CE
Delta: 0.03
Vega: 0.03
Theta: -0.05
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 223.71 0.25 -0.10 44.91 104 -29 439
13 Nov 222.56 0.35 -0.25 47.46 337 55 467
12 Nov 230.22 0.6 -0.40 43.32 692 42 440
11 Nov 239.22 1 -0.25 37.44 867 60 399
8 Nov 239.04 1.25 -1.10 36.73 978 24 340
7 Nov 244.29 2.35 -1.05 35.93 1,001 33 315
6 Nov 247.98 3.4 1.60 35.78 1,495 12 283
5 Nov 235.25 1.8 -0.15 41.43 477 -14 272
4 Nov 233.39 1.95 -1.45 43.60 645 81 287
1 Nov 241.97 3.4 -0.10 39.65 57 15 206
31 Oct 239.00 3.5 0.20 - 346 14 190
30 Oct 236.60 3.3 0.35 - 221 3 176
29 Oct 235.00 2.95 -0.05 - 207 41 174
28 Oct 229.75 3 0.70 - 177 23 134
25 Oct 216.85 2.3 -1.05 - 37 20 111
24 Oct 227.30 3.35 0.10 - 57 14 91
23 Oct 223.70 3.25 -1.20 - 36 9 76
22 Oct 232.80 4.45 -2.75 - 42 15 67
21 Oct 247.65 7.2 -2.80 - 39 12 51
18 Oct 253.85 10 -1.70 - 16 4 39
17 Oct 254.20 11.7 -5.30 - 46 19 25
16 Oct 269.60 17 0.00 - 0 0 0
15 Oct 271.60 17 0.00 - 0 0 0
14 Oct 268.75 17 0.00 - 0 0 0
11 Oct 270.00 17 0.00 - 0 0 0
10 Oct 271.35 17 0.00 - 0 1 0
9 Oct 264.30 17 1.00 - 1 0 5
8 Oct 265.50 16 -2.45 - 3 1 3
7 Oct 256.65 18.45 0.00 - 0 2 0
4 Oct 267.60 18.45 -17.45 - 2 1 1
3 Oct 268.95 35.9 0.00 - 0 0 0
1 Oct 280.45 35.9 0.00 - 0 0 0
30 Sept 279.70 35.9 0.00 - 0 0 0
27 Sept 287.55 35.9 - 0 0 0


For Bhel - strike price 265 expiring on 28NOV2024

Delta for 265 CE is 0.03

Historical price for 265 CE is as follows

On 14 Nov BHEL was trading at 223.71. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 44.91, the open interest changed by -29 which decreased total open position to 439


On 13 Nov BHEL was trading at 222.56. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 47.46, the open interest changed by 55 which increased total open position to 467


On 12 Nov BHEL was trading at 230.22. The strike last trading price was 0.6, which was -0.40 lower than the previous day. The implied volatity was 43.32, the open interest changed by 42 which increased total open position to 440


On 11 Nov BHEL was trading at 239.22. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 37.44, the open interest changed by 60 which increased total open position to 399


On 8 Nov BHEL was trading at 239.04. The strike last trading price was 1.25, which was -1.10 lower than the previous day. The implied volatity was 36.73, the open interest changed by 24 which increased total open position to 340


On 7 Nov BHEL was trading at 244.29. The strike last trading price was 2.35, which was -1.05 lower than the previous day. The implied volatity was 35.93, the open interest changed by 33 which increased total open position to 315


On 6 Nov BHEL was trading at 247.98. The strike last trading price was 3.4, which was 1.60 higher than the previous day. The implied volatity was 35.78, the open interest changed by 12 which increased total open position to 283


On 5 Nov BHEL was trading at 235.25. The strike last trading price was 1.8, which was -0.15 lower than the previous day. The implied volatity was 41.43, the open interest changed by -14 which decreased total open position to 272


On 4 Nov BHEL was trading at 233.39. The strike last trading price was 1.95, which was -1.45 lower than the previous day. The implied volatity was 43.60, the open interest changed by 81 which increased total open position to 287


On 1 Nov BHEL was trading at 241.97. The strike last trading price was 3.4, which was -0.10 lower than the previous day. The implied volatity was 39.65, the open interest changed by 15 which increased total open position to 206


On 31 Oct BHEL was trading at 239.00. The strike last trading price was 3.5, 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 30 Oct BHEL was trading at 236.60. The strike last trading price was 3.3, which was 0.35 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 2.95, which was -0.05 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 3, which was 0.70 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 2.3, which was -1.05 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 3.35, which was 0.10 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 3.25, 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 22 Oct BHEL was trading at 232.80. The strike last trading price was 4.45, which was -2.75 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 7.2, which was -2.80 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 10, which was -1.70 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 11.7, which was -5.30 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 17, 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 17, 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 17, 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 17, 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 17, 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 17, which was 1.00 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 16, which was -2.45 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 18.45, 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 18.45, which was -17.45 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 35.9, 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 35.9, 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 35.9, 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 35.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BHEL 28NOV2024 265 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 223.71 30 0.00 0.00 0 0 0
13 Nov 222.56 30 0.00 0.00 0 0 0
12 Nov 230.22 30 9.15 - 4 0 31
11 Nov 239.22 20.85 0.00 0.00 0 0 0
8 Nov 239.04 20.85 0.00 0.00 0 0 0
7 Nov 244.29 20.85 1.50 33.60 4 0 31
6 Nov 247.98 19.35 -14.15 40.60 20 6 31
5 Nov 235.25 33.5 0.00 0.00 0 0 0
4 Nov 233.39 33.5 3.50 52.83 1 0 25
1 Nov 241.97 30 0.00 0.00 0 0 0
31 Oct 239.00 30 0.00 - 0 6 0
30 Oct 236.60 30 -0.60 - 9 5 24
29 Oct 235.00 30.6 -5.10 - 12 8 19
28 Oct 229.75 35.7 -16.30 - 25 1 9
25 Oct 216.85 52 31.50 - 3 2 8
24 Oct 227.30 20.5 0.00 - 0 0 0
23 Oct 223.70 20.5 0.00 - 0 0 0
22 Oct 232.80 20.5 0.00 - 0 1 0
21 Oct 247.65 20.5 2.00 - 2 1 6
18 Oct 253.85 18.5 -1.50 - 1 0 4
17 Oct 254.20 20 3.05 - 4 3 3
16 Oct 269.60 16.95 0.00 - 0 0 0
15 Oct 271.60 16.95 0.00 - 0 0 0
14 Oct 268.75 16.95 0.00 - 0 0 0
11 Oct 270.00 16.95 0.00 - 0 0 0
10 Oct 271.35 16.95 0.00 - 0 0 0
9 Oct 264.30 16.95 0.00 - 0 0 0
8 Oct 265.50 16.95 0.00 - 0 0 0
7 Oct 256.65 16.95 0.00 - 0 0 0
4 Oct 267.60 16.95 0.00 - 0 0 0
3 Oct 268.95 16.95 0.00 - 0 0 0
1 Oct 280.45 16.95 0.00 - 0 0 0
30 Sept 279.70 16.95 0.00 - 0 0 0
27 Sept 287.55 16.95 - 0 0 0


For Bhel - strike price 265 expiring on 28NOV2024

Delta for 265 PE is 0.00

Historical price for 265 PE is as follows

On 14 Nov BHEL was trading at 223.71. The strike last trading price was 30, 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 13 Nov BHEL was trading at 222.56. The strike last trading price was 30, 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 30, which was 9.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31


On 11 Nov BHEL was trading at 239.22. The strike last trading price was 20.85, 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 8 Nov BHEL was trading at 239.04. The strike last trading price was 20.85, 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 7 Nov BHEL was trading at 244.29. The strike last trading price was 20.85, which was 1.50 higher than the previous day. The implied volatity was 33.60, the open interest changed by 0 which decreased total open position to 31


On 6 Nov BHEL was trading at 247.98. The strike last trading price was 19.35, which was -14.15 lower than the previous day. The implied volatity was 40.60, the open interest changed by 6 which increased total open position to 31


On 5 Nov BHEL was trading at 235.25. The strike last trading price was 33.5, 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 4 Nov BHEL was trading at 233.39. The strike last trading price was 33.5, which was 3.50 higher than the previous day. The implied volatity was 52.83, the open interest changed by 0 which decreased total open position to 25


On 1 Nov BHEL was trading at 241.97. The strike last trading price was 30, 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 31 Oct BHEL was trading at 239.00. The strike last trading price was 30, 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 Oct BHEL was trading at 236.60. The strike last trading price was 30, 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 29 Oct BHEL was trading at 235.00. The strike last trading price was 30.6, which was -5.10 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 35.7, which was -16.30 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 52, which was 31.50 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 20.5, 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 23 Oct BHEL was trading at 223.70. The strike last trading price was 20.5, 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 22 Oct BHEL was trading at 232.80. The strike last trading price was 20.5, 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 21 Oct BHEL was trading at 247.65. The strike last trading price was 20.5, which was 2.00 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 18.5, which was -1.50 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 20, which was 3.05 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 16.95, 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 16.95, 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 16.95, 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 16.95, 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 16.95, 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 16.95, 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 16.95, 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 16.95, 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 16.95, 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 16.95, 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 16.95, 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 16.95, 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 16.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to