BHEL
Bhel
Historical option data for BHEL
03 Dec 2024 04:12 PM IST
| BHEL 26DEC2024 275 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.17
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 252.35 | 2.05 | -0.05 | 33.72 | 426 | 45 | 577 | |||
| 2 Dec | 249.65 | 2.1 | -0.45 | 36.01 | 343 | 10 | 532 | |||
| 29 Nov | 251.09 | 2.55 | -1.00 | 34.81 | 806 | 116 | 522 | |||
| 28 Nov | 252.49 | 3.55 | 1.10 | 36.62 | 1,082 | 159 | 420 | |||
| 27 Nov | 247.66 | 2.45 | 0.45 | 36.15 | 250 | 35 | 260 | |||
| 26 Nov | 243.97 | 2 | 0.15 | 37.43 | 225 | 197 | 225 | |||
| 25 Nov | 241.22 | 1.85 | 0.35 | 36.22 | 48 | 26 | 27 | |||
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| 22 Nov | 234.39 | 1.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 21 Nov | 227.94 | 1.5 | -8.35 | 43.64 | 1 | 0 | 0 | |||
| 20 Nov | 225.88 | 9.85 | 0.00 | 16.83 | 0 | 0 | 0 | |||
| 19 Nov | 225.88 | 9.85 | 0.00 | 16.83 | 0 | 0 | 0 | |||
| 18 Nov | 222.67 | 9.85 | 0.00 | 17.33 | 0 | 0 | 0 | |||
| 14 Nov | 223.71 | 9.85 | 0.00 | 16.37 | 0 | 0 | 0 | |||
| 13 Nov | 222.56 | 9.85 | 0.00 | 16.55 | 0 | 0 | 0 | |||
| 12 Nov | 230.22 | 9.85 | 0.00 | 13.53 | 0 | 0 | 0 | |||
| 11 Nov | 239.22 | 9.85 | 0.00 | 11.04 | 0 | 0 | 0 | |||
| 8 Nov | 239.04 | 9.85 | 0.00 | 10.74 | 0 | 0 | 0 | |||
| 7 Nov | 244.29 | 9.85 | 0.00 | 8.07 | 0 | 0 | 0 | |||
| 6 Nov | 247.98 | 9.85 | 9.85 | 6.94 | 0 | 0 | 0 | |||
| 5 Nov | 235.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 233.39 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 241.97 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Bhel - strike price 275 expiring on 26DEC2024
Delta for 275 CE is 0.18
Historical price for 275 CE is as follows
On 3 Dec BHEL was trading at 252.35. The strike last trading price was 2.05, which was -0.05 lower than the previous day. The implied volatity was 33.72, the open interest changed by 45 which increased total open position to 577
On 2 Dec BHEL was trading at 249.65. The strike last trading price was 2.1, which was -0.45 lower than the previous day. The implied volatity was 36.01, the open interest changed by 10 which increased total open position to 532
On 29 Nov BHEL was trading at 251.09. The strike last trading price was 2.55, which was -1.00 lower than the previous day. The implied volatity was 34.81, the open interest changed by 116 which increased total open position to 522
On 28 Nov BHEL was trading at 252.49. The strike last trading price was 3.55, which was 1.10 higher than the previous day. The implied volatity was 36.62, the open interest changed by 159 which increased total open position to 420
On 27 Nov BHEL was trading at 247.66. The strike last trading price was 2.45, which was 0.45 higher than the previous day. The implied volatity was 36.15, the open interest changed by 35 which increased total open position to 260
On 26 Nov BHEL was trading at 243.97. The strike last trading price was 2, which was 0.15 higher than the previous day. The implied volatity was 37.43, the open interest changed by 197 which increased total open position to 225
On 25 Nov BHEL was trading at 241.22. The strike last trading price was 1.85, which was 0.35 higher than the previous day. The implied volatity was 36.22, the open interest changed by 26 which increased total open position to 27
On 22 Nov BHEL was trading at 234.39. The strike last trading price was 1.5, 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 21 Nov BHEL was trading at 227.94. The strike last trading price was 1.5, which was -8.35 lower than the previous day. The implied volatity was 43.64, 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 9.85, which was 0.00 lower than the previous day. The implied volatity was 16.83, 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 9.85, which was 0.00 lower than the previous day. The implied volatity was 16.83, 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 9.85, which was 0.00 lower than the previous day. The implied volatity was 17.33, 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 9.85, which was 0.00 lower than the previous day. The implied volatity was 16.37, 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 9.85, which was 0.00 lower than the previous day. The implied volatity was 16.55, 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 9.85, which was 0.00 lower than the previous day. The implied volatity was 13.53, 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 9.85, which was 0.00 lower than the previous day. The implied volatity was 11.04, 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 9.85, which was 0.00 lower than the previous day. The implied volatity was 10.74, 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 9.85, which was 0.00 lower than the previous day. The implied volatity was 8.07, 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 9.85, which was 9.85 higher than the previous day. The implied volatity was 6.94, 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 0, 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 0, 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 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 0.00, the open interest changed by 0 which decreased total open position to 0
| BHEL 26DEC2024 275 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 |
| 3 Dec | 252.35 | 27.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 249.65 | 27.85 | 0.00 | 0.00 | 0 | 13 | 0 |
| 29 Nov | 251.09 | 27.85 | 4.80 | 50.19 | 17 | 13 | 51 |
| 28 Nov | 252.49 | 23.05 | -5.45 | 35.48 | 40 | 21 | 38 |
| 27 Nov | 247.66 | 28.5 | -2.90 | 41.34 | 1 | 0 | 16 |
| 26 Nov | 243.97 | 31.4 | -0.95 | 35.89 | 4 | 1 | 14 |
| 25 Nov | 241.22 | 32.35 | -10.65 | 39.30 | 7 | 11 | 12 |
| 22 Nov | 234.39 | 43 | 0.00 | 60.30 | 5 | 0 | 1 |
| 21 Nov | 227.94 | 43 | 0.00 | 0.00 | 0 | 1 | 0 |
| 20 Nov | 225.88 | 43 | 0.00 | - | 1 | 1 | 0 |
| 19 Nov | 225.88 | 43 | 0.20 | - | 1 | 0 | 0 |
| 18 Nov | 222.67 | 42.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 223.71 | 42.8 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 222.56 | 42.8 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 230.22 | 42.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 239.22 | 42.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 239.04 | 42.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 244.29 | 42.8 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 247.98 | 42.8 | 42.80 | - | 0 | 0 | 0 |
| 5 Nov | 235.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 233.39 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 241.97 | 0 | 0.00 | 0 | 0 | 0 | |
For Bhel - strike price 275 expiring on 26DEC2024
Delta for 275 PE is 0.00
Historical price for 275 PE is as follows
On 3 Dec BHEL was trading at 252.35. The strike last trading price was 27.85, 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 2 Dec BHEL was trading at 249.65. The strike last trading price was 27.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 29 Nov BHEL was trading at 251.09. The strike last trading price was 27.85, which was 4.80 higher than the previous day. The implied volatity was 50.19, the open interest changed by 13 which increased total open position to 51
On 28 Nov BHEL was trading at 252.49. The strike last trading price was 23.05, which was -5.45 lower than the previous day. The implied volatity was 35.48, the open interest changed by 21 which increased total open position to 38
On 27 Nov BHEL was trading at 247.66. The strike last trading price was 28.5, which was -2.90 lower than the previous day. The implied volatity was 41.34, the open interest changed by 0 which decreased total open position to 16
On 26 Nov BHEL was trading at 243.97. The strike last trading price was 31.4, which was -0.95 lower than the previous day. The implied volatity was 35.89, the open interest changed by 1 which increased total open position to 14
On 25 Nov BHEL was trading at 241.22. The strike last trading price was 32.35, which was -10.65 lower than the previous day. The implied volatity was 39.30, the open interest changed by 11 which increased total open position to 12
On 22 Nov BHEL was trading at 234.39. The strike last trading price was 43, which was 0.00 lower than the previous day. The implied volatity was 60.30, the open interest changed by 0 which decreased total open position to 1
On 21 Nov BHEL was trading at 227.94. The strike last trading price was 43, 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 20 Nov BHEL was trading at 225.88. The strike last trading price was 43, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 19 Nov BHEL was trading at 225.88. The strike last trading price was 43, which was 0.20 higher 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 42.8, 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 42.8, 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 42.8, 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 42.8, 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 42.8, 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 42.8, 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 42.8, 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 42.8, which was 42.80 higher 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 0, 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 0, 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 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 0.00, the open interest changed by 0 which decreased total open position to 0
