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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 270 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 0.2 -0.10 47.27 320 18 1,037
13 Nov 222.56 0.3 -0.15 50.30 527 -154 1,019
12 Nov 230.22 0.45 -0.25 44.99 897 -10 1,219
11 Nov 239.22 0.7 -0.20 38.68 748 60 1,231
8 Nov 239.04 0.9 -0.80 37.94 1,363 63 1,170
7 Nov 244.29 1.7 -0.80 36.82 1,416 -22 1,106
6 Nov 247.98 2.5 1.10 36.54 2,352 59 1,101
5 Nov 235.25 1.4 -0.05 42.66 656 65 1,044
4 Nov 233.39 1.45 -1.20 44.01 1,443 148 982
1 Nov 241.97 2.65 -0.15 40.46 110 18 831
31 Oct 239.00 2.8 0.25 - 899 136 817
30 Oct 236.60 2.55 0.20 - 962 54 683
29 Oct 235.00 2.35 -0.30 - 760 65 623
28 Oct 229.75 2.65 0.90 - 1,529 221 710
25 Oct 216.85 1.75 -1.00 - 315 10 489
24 Oct 227.30 2.75 0.10 - 117 5 474
23 Oct 223.70 2.65 -0.75 - 571 215 465
22 Oct 232.80 3.4 -2.40 - 242 41 245
21 Oct 247.65 5.8 -2.80 - 147 38 204
18 Oct 253.85 8.6 -0.30 - 102 50 167
17 Oct 254.20 8.9 -5.95 - 114 56 117
16 Oct 269.60 14.85 -1.95 - 23 18 62
15 Oct 271.60 16.8 1.45 - 18 1 45
14 Oct 268.75 15.35 -0.65 - 32 12 44
11 Oct 270.00 16 -1.65 - 9 3 32
10 Oct 271.35 17.65 4.30 - 12 2 28
9 Oct 264.30 13.35 -1.65 - 9 1 27
8 Oct 265.50 15 4.20 - 39 12 27
7 Oct 256.65 10.8 -5.20 - 20 11 17
4 Oct 267.60 16 -1.15 - 5 2 5
3 Oct 268.95 17.15 -11.15 - 7 1 3
1 Oct 280.45 28.3 0.00 - 0 0 0
30 Sept 279.70 28.3 0.00 - 0 -1 0
27 Sept 287.55 28.3 8.30 - 1 0 3
26 Sept 280.65 20 0.00 - 0 0 3
25 Sept 282.15 20 0.00 - 0 0 0
24 Sept 282.25 20 0.00 - 0 1 0
23 Sept 274.20 20 4.00 - 1 0 2
20 Sept 266.15 16 -30.50 - 2 1 1
19 Sept 257.15 46.5 0.00 - 0 0 0
18 Sept 265.30 46.5 0.00 - 0 0 0
17 Sept 264.85 46.5 0.00 - 0 0 0
16 Sept 269.50 46.5 0.00 - 0 0 0
13 Sept 264.30 46.5 0.00 - 0 0 0
11 Sept 258.75 46.5 0.00 - 0 0 0
9 Sept 262.05 46.5 0.00 - 0 0 0
6 Sept 263.80 46.5 46.50 - 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 270 expiring on 28NOV2024

Delta for 270 CE is 0.03

Historical price for 270 CE is as follows

On 14 Nov BHEL was trading at 223.71. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 47.27, the open interest changed by 18 which increased total open position to 1037


On 13 Nov BHEL was trading at 222.56. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 50.30, the open interest changed by -154 which decreased total open position to 1019


On 12 Nov BHEL was trading at 230.22. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 44.99, the open interest changed by -10 which decreased total open position to 1219


On 11 Nov BHEL was trading at 239.22. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 38.68, the open interest changed by 60 which increased total open position to 1231


On 8 Nov BHEL was trading at 239.04. The strike last trading price was 0.9, which was -0.80 lower than the previous day. The implied volatity was 37.94, the open interest changed by 63 which increased total open position to 1170


On 7 Nov BHEL was trading at 244.29. The strike last trading price was 1.7, which was -0.80 lower than the previous day. The implied volatity was 36.82, the open interest changed by -22 which decreased total open position to 1106


On 6 Nov BHEL was trading at 247.98. The strike last trading price was 2.5, which was 1.10 higher than the previous day. The implied volatity was 36.54, the open interest changed by 59 which increased total open position to 1101


On 5 Nov BHEL was trading at 235.25. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 42.66, the open interest changed by 65 which increased total open position to 1044


On 4 Nov BHEL was trading at 233.39. The strike last trading price was 1.45, which was -1.20 lower than the previous day. The implied volatity was 44.01, the open interest changed by 148 which increased total open position to 982


On 1 Nov BHEL was trading at 241.97. The strike last trading price was 2.65, which was -0.15 lower than the previous day. The implied volatity was 40.46, the open interest changed by 18 which increased total open position to 831


On 31 Oct BHEL was trading at 239.00. The strike last trading price was 2.8, which was 0.25 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 2.55, 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 29 Oct BHEL was trading at 235.00. The strike last trading price was 2.35, 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 28 Oct BHEL was trading at 229.75. The strike last trading price was 2.65, 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 25 Oct BHEL was trading at 216.85. The strike last trading price was 1.75, 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 24 Oct BHEL was trading at 227.30. The strike last trading price was 2.75, 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 2.65, which was -0.75 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 3.4, which was -2.40 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 5.8, 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 8.6, 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 8.9, which was -5.95 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 14.85, which was -1.95 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 16.8, which was 1.45 higher 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 15.35, 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 11 Oct BHEL was trading at 270.00. The strike last trading price was 16, which was -1.65 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 17.65, which was 4.30 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 13.35, which was -1.65 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 15, which was 4.20 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 10.8, which was -5.20 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, which was -1.15 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 17.15, which was -11.15 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 28.3, 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 28.3, 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 28.3, which was 8.30 higher 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 20, 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 20, 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 20, 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 20, 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 20 Sept BHEL was trading at 266.15. The strike last trading price was 16, which was -30.50 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 46.5, 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 18 Sept BHEL was trading at 265.30. The strike last trading price was 46.5, 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 17 Sept BHEL was trading at 264.85. The strike last trading price was 46.5, 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 16 Sept BHEL was trading at 269.50. The strike last trading price was 46.5, 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 13 Sept BHEL was trading at 264.30. The strike last trading price was 46.5, 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 11 Sept BHEL was trading at 258.75. The strike last trading price was 46.5, 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 9 Sept BHEL was trading at 262.05. The strike last trading price was 46.5, 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 6 Sept BHEL was trading at 263.80. The strike last trading price was 46.5, which was 46.50 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


BHEL 28NOV2024 270 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
14 Nov 223.71 45 1.00 - 8 -5 297
13 Nov 222.56 44 8.50 - 1 0 303
12 Nov 230.22 35.5 4.25 - 8 0 304
11 Nov 239.22 31.25 -0.50 38.87 9 -3 308
8 Nov 239.04 31.75 6.25 41.17 10 -6 311
7 Nov 244.29 25.5 3.40 36.46 8 0 317
6 Nov 247.98 22.1 -13.30 34.63 43 12 316
5 Nov 235.25 35.4 -1.00 48.47 29 4 305
4 Nov 233.39 36.4 5.90 42.88 77 58 301
1 Nov 241.97 30.5 -1.70 49.90 2 0 242
31 Oct 239.00 32.2 -2.45 - 96 75 241
30 Oct 236.60 34.65 -0.65 - 38 16 165
29 Oct 235.00 35.3 -3.75 - 48 9 148
28 Oct 229.75 39.05 -13.95 - 35 15 139
25 Oct 216.85 53 10.80 - 12 6 124
24 Oct 227.30 42.2 -1.80 - 9 2 118
23 Oct 223.70 44 8.50 - 23 0 112
22 Oct 232.80 35.5 9.40 - 9 0 112
21 Oct 247.65 26.1 5.40 - 10 4 113
18 Oct 253.85 20.7 -1.85 - 35 -4 109
17 Oct 254.20 22.55 10.00 - 93 -12 112
16 Oct 269.60 12.55 0.60 - 39 10 115
15 Oct 271.60 11.95 -1.65 - 36 12 104
14 Oct 268.75 13.6 0.50 - 13 3 90
11 Oct 270.00 13.1 0.10 - 6 1 87
10 Oct 271.35 13 -2.30 - 8 4 87
9 Oct 264.30 15.3 -1.15 - 5 1 83
8 Oct 265.50 16.45 -2.55 - 19 2 81
7 Oct 256.65 19 4.55 - 16 4 78
4 Oct 267.60 14.45 0.40 - 15 2 74
3 Oct 268.95 14.05 4.75 - 21 5 73
1 Oct 280.45 9.3 -0.70 - 12 1 67
30 Sept 279.70 10 2.00 - 37 9 66
27 Sept 287.55 8 -1.85 - 19 4 56
26 Sept 280.65 9.85 0.05 - 47 24 51
25 Sept 282.15 9.8 0.30 - 10 6 28
24 Sept 282.25 9.5 -3.00 - 21 18 22
23 Sept 274.20 12.5 -3.00 - 3 2 3
20 Sept 266.15 15.5 0.00 - 0 0 0
19 Sept 257.15 15.5 0.00 - 0 1 0
18 Sept 265.30 15.5 -5.15 - 1 0 0
17 Sept 264.85 20.65 0.00 - 0 0 0
16 Sept 269.50 20.65 0.00 - 0 0 0
13 Sept 264.30 20.65 0.00 - 0 0 0
11 Sept 258.75 20.65 0.00 - 0 0 0
9 Sept 262.05 20.65 0.00 - 0 0 0
6 Sept 263.80 20.65 0.00 - 0 0 0
3 Sept 286.35 20.65 0.00 - 0 0 0
2 Sept 286.80 20.65 - 0 0 0


For Bhel - strike price 270 expiring on 28NOV2024

Delta for 270 PE is -

Historical price for 270 PE is as follows

On 14 Nov BHEL was trading at 223.71. The strike last trading price was 45, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 297


On 13 Nov BHEL was trading at 222.56. The strike last trading price was 44, which was 8.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 303


On 12 Nov BHEL was trading at 230.22. The strike last trading price was 35.5, which was 4.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 304


On 11 Nov BHEL was trading at 239.22. The strike last trading price was 31.25, which was -0.50 lower than the previous day. The implied volatity was 38.87, the open interest changed by -3 which decreased total open position to 308


On 8 Nov BHEL was trading at 239.04. The strike last trading price was 31.75, which was 6.25 higher than the previous day. The implied volatity was 41.17, the open interest changed by -6 which decreased total open position to 311


On 7 Nov BHEL was trading at 244.29. The strike last trading price was 25.5, which was 3.40 higher than the previous day. The implied volatity was 36.46, the open interest changed by 0 which decreased total open position to 317


On 6 Nov BHEL was trading at 247.98. The strike last trading price was 22.1, which was -13.30 lower than the previous day. The implied volatity was 34.63, the open interest changed by 12 which increased total open position to 316


On 5 Nov BHEL was trading at 235.25. The strike last trading price was 35.4, which was -1.00 lower than the previous day. The implied volatity was 48.47, the open interest changed by 4 which increased total open position to 305


On 4 Nov BHEL was trading at 233.39. The strike last trading price was 36.4, which was 5.90 higher than the previous day. The implied volatity was 42.88, the open interest changed by 58 which increased total open position to 301


On 1 Nov BHEL was trading at 241.97. The strike last trading price was 30.5, which was -1.70 lower than the previous day. The implied volatity was 49.90, the open interest changed by 0 which decreased total open position to 242


On 31 Oct BHEL was trading at 239.00. The strike last trading price was 32.2, 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 30 Oct BHEL was trading at 236.60. The strike last trading price was 34.65, 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 29 Oct BHEL was trading at 235.00. The strike last trading price was 35.3, which was -3.75 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 39.05, which was -13.95 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 53, which was 10.80 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 42.2, which was -1.80 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 44, which was 8.50 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 35.5, which was 9.40 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 26.1, which was 5.40 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 20.7, 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 17 Oct BHEL was trading at 254.20. The strike last trading price was 22.55, which was 10.00 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 12.55, 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 11.95, which was -1.65 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 13.6, 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 11 Oct BHEL was trading at 270.00. The strike last trading price was 13.1, 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 10 Oct BHEL was trading at 271.35. The strike last trading price was 13, which was -2.30 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 15.3, which was -1.15 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 16.45, which was -2.55 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 19, 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 14.45, 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 3 Oct BHEL was trading at 268.95. The strike last trading price was 14.05, which was 4.75 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 9.3, which was -0.70 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 10, 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 27 Sept BHEL was trading at 287.55. The strike last trading price was 8, 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 26 Sept BHEL was trading at 280.65. The strike last trading price was 9.85, which was 0.05 higher 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 9.8, which was 0.30 higher 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 9.5, which was -3.00 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 12.5, which was -3.00 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 15.5, 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 19 Sept BHEL was trading at 257.15. The strike last trading price was 15.5, 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 18 Sept BHEL was trading at 265.30. The strike last trading price was 15.5, which was -5.15 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 20.65, 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 20.65, 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 20.65, 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 20.65, 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 20.65, 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 6 Sept BHEL was trading at 263.80. The strike last trading price was 20.65, 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 20.65, 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 20.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to