[--[65.84.65.76]--]
BHEL
BHEL

316.4 5.35 (1.72%)

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Historical option data for BHEL

05 Jul 2024 04:12 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 316.40 49.9 3.90 - 42,000 -5,250 1,70,625
4 Jul 311.05 46 - 21,000 -2,625 1,75,875
3 Jul 311.30 45.7 - 13,125 -2,625 1,78,500
2 Jul 297.15 31.75 - 63,000 0 1,83,750
1 Jul 302.40 38.2 - 15,750 0 1,83,750
28 Jun 300.85 36.6 - 73,500 52,500 1,83,750
27 Jun 296.95 34.25 - 73,500 55,125 1,31,250
26 Jun 295.75 32 - 2,625 0 73,500
25 Jun 293.90 33.1 - 2,625 0 73,500
24 Jun 294.70 33.1 - 52,500 28,875 68,250
21 Jun 295.05 32.90 - 68,250 21,000 42,000
20 Jun 293.40 32.70 - 13,125 21,000 21,000
19 Jun 297.05 43.60 - 0 0 0
18 Jun 305.60 43.60 - 0 2,625 0
14 Jun 305.70 43.60 - 5,250 2,625 13,125
13 Jun 303.95 39.10 - 10,500 2,625 10,500
12 Jun 295.15 35.35 - 0 -5,250 0
11 Jun 295.20 35.35 - 7,875 -2,625 10,500
10 Jun 284.45 31.00 - 2,625 0 15,750
7 Jun 285.50 32.60 - 5,250 5,250 15,750
6 Jun 277.95 30.00 - 26,250 10,500 10,500
5 Jun 255.35 31.60 - 0 0 0
4 Jun 246.55 31.60 - 0 0 0
3 Jun 311.45 31.60 - 0 0 0
31 May 298.90 31.60 - 0 0 0
30 May 290.75 31.60 - 0 0 0
29 May 294.10 31.60 - 0 0 0
28 May 291.50 31.60 - 0 0 0
27 May 298.55 31.60 - 0 0 0
24 May 305.65 31.60 - 0 0 0
23 May 304.80 31.60 - 0 0 0


For BHEL - strike price 270 expiring on 25JUL2024

Delta for 270 CE is -

Historical price for 270 CE is as follows

On 5 Jul BHEL was trading at 316.40. The strike last trading price was 49.9, which was 3.90 higher than the previous day. The implied volatity was -, the open interest changed by -5250 which decreased total open position to 170625


On 4 Jul BHEL was trading at 311.05. The strike last trading price was 46, which was lower than the previous day. The implied volatity was -, the open interest changed by -2625 which decreased total open position to 175875


On 3 Jul BHEL was trading at 311.30. The strike last trading price was 45.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -2625 which decreased total open position to 178500


On 2 Jul BHEL was trading at 297.15. The strike last trading price was 31.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 183750


On 1 Jul BHEL was trading at 302.40. The strike last trading price was 38.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 183750


On 28 Jun BHEL was trading at 300.85. The strike last trading price was 36.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 52500 which increased total open position to 183750


On 27 Jun BHEL was trading at 296.95. The strike last trading price was 34.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 55125 which increased total open position to 131250


On 26 Jun BHEL was trading at 295.75. The strike last trading price was 32, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 73500


On 25 Jun BHEL was trading at 293.90. The strike last trading price was 33.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 73500


On 24 Jun BHEL was trading at 294.70. The strike last trading price was 33.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 28875 which increased total open position to 68250


On 21 Jun BHEL was trading at 295.05. The strike last trading price was 32.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 21000 which increased total open position to 42000


On 20 Jun BHEL was trading at 293.40. The strike last trading price was 32.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 21000 which increased total open position to 21000


On 19 Jun BHEL was trading at 297.05. The strike last trading price was 43.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Jun BHEL was trading at 305.60. The strike last trading price was 43.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 0


On 14 Jun BHEL was trading at 305.70. The strike last trading price was 43.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 13125


On 13 Jun BHEL was trading at 303.95. The strike last trading price was 39.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 10500


On 12 Jun BHEL was trading at 295.15. The strike last trading price was 35.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -5250 which decreased total open position to 0


On 11 Jun BHEL was trading at 295.20. The strike last trading price was 35.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -2625 which decreased total open position to 10500


On 10 Jun BHEL was trading at 284.45. The strike last trading price was 31.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15750


On 7 Jun BHEL was trading at 285.50. The strike last trading price was 32.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 15750


On 6 Jun BHEL was trading at 277.95. The strike last trading price was 30.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 10500


On 5 Jun BHEL was trading at 255.35. The strike last trading price was 31.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Jun BHEL was trading at 246.55. The strike last trading price was 31.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Jun BHEL was trading at 311.45. The strike last trading price was 31.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 May BHEL was trading at 298.90. The strike last trading price was 31.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 May BHEL was trading at 290.75. The strike last trading price was 31.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 May BHEL was trading at 294.10. The strike last trading price was 31.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 May BHEL was trading at 291.50. The strike last trading price was 31.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 May BHEL was trading at 298.55. The strike last trading price was 31.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 May BHEL was trading at 305.65. The strike last trading price was 31.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 May BHEL was trading at 304.80. The strike last trading price was 31.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 316.40 0.8 -0.70 - 27,32,625 99,750 19,29,375
4 Jul 311.05 1.5 - 12,83,625 -1,52,250 18,29,625
3 Jul 311.30 1.65 - 25,90,875 2,65,125 19,81,875
2 Jul 297.15 3.6 - 10,97,250 1,47,000 17,22,000
1 Jul 302.40 3.1 - 10,63,125 1,68,000 15,75,000
28 Jun 300.85 3.8 - 20,26,500 -1,36,500 14,07,000
27 Jun 296.95 4.7 - 26,53,875 3,51,750 15,43,500
26 Jun 295.75 4.85 - 4,93,500 99,750 11,91,750
25 Jun 293.90 5.9 - 6,61,500 1,47,000 10,92,000
24 Jun 294.70 5.9 - 5,43,375 1,26,000 9,37,125
21 Jun 295.05 7.00 - 2,31,000 5,250 8,24,250
20 Jun 293.40 7.40 - 2,02,125 39,375 8,21,625
19 Jun 297.05 6.30 - 4,27,875 91,875 7,82,250
18 Jun 305.60 3.80 - 2,49,375 1,05,000 6,90,375
14 Jun 305.70 4.50 - 2,75,625 60,375 5,85,375
13 Jun 303.95 4.80 - 3,09,750 1,39,125 5,27,625
12 Jun 295.15 7.85 - 2,12,625 89,250 3,88,500
11 Jun 295.20 8.30 - 3,01,875 76,125 2,99,250
10 Jun 284.45 13.30 - 2,25,750 57,750 2,23,125
7 Jun 285.50 13.00 - 1,28,625 -10,500 1,28,625
6 Jun 277.95 18.60 - 1,39,125 1,39,125 1,39,125
5 Jun 255.35 40.50 - 0 31,500 0
4 Jun 246.55 40.50 - 81,375 31,500 89,250
3 Jun 311.45 7.10 - 36,750 31,500 57,750
31 May 298.90 13.00 - 7,875 21,000 21,000
30 May 290.75 12.00 - 0 0 0
29 May 294.10 12.00 - 0 0 0
28 May 291.50 12.00 - 0 0 0
27 May 298.55 12.00 - 0 18,375 0
24 May 305.65 12.00 - 18,375 15,750 15,750
23 May 304.80 25.15 - 0 0 0


For BHEL - strike price 270 expiring on 25JUL2024

Delta for 270 PE is -

Historical price for 270 PE is as follows

On 5 Jul BHEL was trading at 316.40. The strike last trading price was 0.8, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by 99750 which increased total open position to 1929375


On 4 Jul BHEL was trading at 311.05. The strike last trading price was 1.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -152250 which decreased total open position to 1829625


On 3 Jul BHEL was trading at 311.30. The strike last trading price was 1.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 265125 which increased total open position to 1981875


On 2 Jul BHEL was trading at 297.15. The strike last trading price was 3.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 147000 which increased total open position to 1722000


On 1 Jul BHEL was trading at 302.40. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 168000 which increased total open position to 1575000


On 28 Jun BHEL was trading at 300.85. The strike last trading price was 3.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -136500 which decreased total open position to 1407000


On 27 Jun BHEL was trading at 296.95. The strike last trading price was 4.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 351750 which increased total open position to 1543500


On 26 Jun BHEL was trading at 295.75. The strike last trading price was 4.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 99750 which increased total open position to 1191750


On 25 Jun BHEL was trading at 293.90. The strike last trading price was 5.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 147000 which increased total open position to 1092000


On 24 Jun BHEL was trading at 294.70. The strike last trading price was 5.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 126000 which increased total open position to 937125


On 21 Jun BHEL was trading at 295.05. The strike last trading price was 7.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 824250


On 20 Jun BHEL was trading at 293.40. The strike last trading price was 7.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 39375 which increased total open position to 821625


On 19 Jun BHEL was trading at 297.05. The strike last trading price was 6.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 91875 which increased total open position to 782250


On 18 Jun BHEL was trading at 305.60. The strike last trading price was 3.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 105000 which increased total open position to 690375


On 14 Jun BHEL was trading at 305.70. The strike last trading price was 4.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 60375 which increased total open position to 585375


On 13 Jun BHEL was trading at 303.95. The strike last trading price was 4.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 139125 which increased total open position to 527625


On 12 Jun BHEL was trading at 295.15. The strike last trading price was 7.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 89250 which increased total open position to 388500


On 11 Jun BHEL was trading at 295.20. The strike last trading price was 8.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 76125 which increased total open position to 299250


On 10 Jun BHEL was trading at 284.45. The strike last trading price was 13.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 57750 which increased total open position to 223125


On 7 Jun BHEL was trading at 285.50. The strike last trading price was 13.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -10500 which decreased total open position to 128625


On 6 Jun BHEL was trading at 277.95. The strike last trading price was 18.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 139125 which increased total open position to 139125


On 5 Jun BHEL was trading at 255.35. The strike last trading price was 40.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 31500 which increased total open position to 0


On 4 Jun BHEL was trading at 246.55. The strike last trading price was 40.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 31500 which increased total open position to 89250


On 3 Jun BHEL was trading at 311.45. The strike last trading price was 7.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 31500 which increased total open position to 57750


On 31 May BHEL was trading at 298.90. The strike last trading price was 13.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 21000 which increased total open position to 21000


On 30 May BHEL was trading at 290.75. The strike last trading price was 12.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 May BHEL was trading at 294.10. The strike last trading price was 12.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 May BHEL was trading at 291.50. The strike last trading price was 12.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 May BHEL was trading at 298.55. The strike last trading price was 12.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 18375 which increased total open position to 0


On 24 May BHEL was trading at 305.65. The strike last trading price was 12.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 15750 which increased total open position to 15750


On 23 May BHEL was trading at 304.80. The strike last trading price was 25.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0