BHEL
BHEL
Historical option data for BHEL
05 Jul 2024 04:12 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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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 | ||||
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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: -
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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