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[--[65.84.65.76]--]
BHEL
Bhel

202.65 -3.84 (-1.86%)

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Historical option data for BHEL

24 Jan 2025 01:13 PM IST
BHEL 30JAN2025 275 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
24 Jan 203.30 0.05 0 - 5 -2 101
23 Jan 206.49 0.05 -0.05 - 1 0 104
22 Jan 205.46 0.1 0.00 - 6 -2 107
21 Jan 209.55 0.1 -0.05 - 5 1 108
20 Jan 216.92 0.15 0.00 - 3 0 108
17 Jan 214.08 0.15 0.00 - 14 -6 108
16 Jan 210.59 0.15 0.00 - 6 0 114
15 Jan 202.16 0.15 0.00 - 10 -5 113
14 Jan 197.10 0.15 0.00 - 8 -3 123
13 Jan 192.58 0.15 -0.05 - 30 -19 127
10 Jan 204.49 0.2 0.05 - 61 -25 146
9 Jan 216.38 0.15 -0.10 45.19 8 -4 175
8 Jan 221.37 0.25 -0.05 44.16 116 16 179
7 Jan 224.82 0.3 0.05 41.63 148 -39 164
6 Jan 219.82 0.25 -0.15 43.18 97 -20 212
3 Jan 230.06 0.4 -0.05 36.06 113 4 236
2 Jan 232.74 0.45 0.00 33.97 60 1 232
1 Jan 233.23 0.45 0.05 33.26 99 -14 228
31 Dec 229.40 0.4 0.05 34.61 83 -17 243
30 Dec 225.60 0.35 -0.35 34.12 273 -37 268
27 Dec 235.40 0.7 -0.40 31.34 282 43 305
26 Dec 241.75 1.1 0.05 29.54 180 73 257
24 Dec 239.35 1.05 -0.40 30.48 117 79 180
23 Dec 240.95 1.45 0.00 31.25 85 31 102
20 Dec 235.30 1.45 -0.80 33.48 32 11 70
19 Dec 242.25 2.25 -0.30 33.21 40 14 58
18 Dec 239.85 2.55 -0.20 35.83 4 0 42
17 Dec 242.35 2.75 -0.95 34.42 11 6 42
16 Dec 247.60 3.7 0.50 33.86 10 2 35
13 Dec 242.75 3.2 -0.90 34.26 37 21 33
12 Dec 244.50 4.1 -1.85 36.01 20 -1 12
11 Dec 253.70 5.95 0.90 33.43 13 0 13
10 Dec 248.60 5.05 -0.70 34.87 35 8 12
9 Dec 249.55 5.75 -0.85 35.89 4 1 2
6 Dec 249.05 6.6 0.00 0.00 0 1 0
5 Dec 251.80 6.6 34.20 1 0 0


For Bhel - strike price 275 expiring on 30JAN2025

Delta for 275 CE is -

Historical price for 275 CE is as follows

On 24 Jan BHEL was trading at 203.30. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 101


On 23 Jan BHEL was trading at 206.49. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 104


On 22 Jan BHEL was trading at 205.46. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 107


On 21 Jan BHEL was trading at 209.55. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 108


On 20 Jan BHEL was trading at 216.92. The strike last trading price was 0.15, 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 108


On 17 Jan BHEL was trading at 214.08. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 108


On 16 Jan BHEL was trading at 210.59. The strike last trading price was 0.15, 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 114


On 15 Jan BHEL was trading at 202.16. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 113


On 14 Jan BHEL was trading at 197.10. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 123


On 13 Jan BHEL was trading at 192.58. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 127


On 10 Jan BHEL was trading at 204.49. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 146


On 9 Jan BHEL was trading at 216.38. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 45.19, the open interest changed by -4 which decreased total open position to 175


On 8 Jan BHEL was trading at 221.37. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 44.16, the open interest changed by 16 which increased total open position to 179


On 7 Jan BHEL was trading at 224.82. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 41.63, the open interest changed by -39 which decreased total open position to 164


On 6 Jan BHEL was trading at 219.82. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 43.18, the open interest changed by -20 which decreased total open position to 212


On 3 Jan BHEL was trading at 230.06. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 36.06, the open interest changed by 4 which increased total open position to 236


On 2 Jan BHEL was trading at 232.74. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 33.97, the open interest changed by 1 which increased total open position to 232


On 1 Jan BHEL was trading at 233.23. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 33.26, the open interest changed by -14 which decreased total open position to 228


On 31 Dec BHEL was trading at 229.40. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 34.61, the open interest changed by -17 which decreased total open position to 243


On 30 Dec BHEL was trading at 225.60. The strike last trading price was 0.35, which was -0.35 lower than the previous day. The implied volatity was 34.12, the open interest changed by -37 which decreased total open position to 268


On 27 Dec BHEL was trading at 235.40. The strike last trading price was 0.7, which was -0.40 lower than the previous day. The implied volatity was 31.34, the open interest changed by 43 which increased total open position to 305


On 26 Dec BHEL was trading at 241.75. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 29.54, the open interest changed by 73 which increased total open position to 257


On 24 Dec BHEL was trading at 239.35. The strike last trading price was 1.05, which was -0.40 lower than the previous day. The implied volatity was 30.48, the open interest changed by 79 which increased total open position to 180


On 23 Dec BHEL was trading at 240.95. The strike last trading price was 1.45, which was 0.00 lower than the previous day. The implied volatity was 31.25, the open interest changed by 31 which increased total open position to 102


On 20 Dec BHEL was trading at 235.30. The strike last trading price was 1.45, which was -0.80 lower than the previous day. The implied volatity was 33.48, the open interest changed by 11 which increased total open position to 70


On 19 Dec BHEL was trading at 242.25. The strike last trading price was 2.25, which was -0.30 lower than the previous day. The implied volatity was 33.21, the open interest changed by 14 which increased total open position to 58


On 18 Dec BHEL was trading at 239.85. The strike last trading price was 2.55, which was -0.20 lower than the previous day. The implied volatity was 35.83, the open interest changed by 0 which decreased total open position to 42


On 17 Dec BHEL was trading at 242.35. The strike last trading price was 2.75, which was -0.95 lower than the previous day. The implied volatity was 34.42, the open interest changed by 6 which increased total open position to 42


On 16 Dec BHEL was trading at 247.60. The strike last trading price was 3.7, which was 0.50 higher than the previous day. The implied volatity was 33.86, the open interest changed by 2 which increased total open position to 35


On 13 Dec BHEL was trading at 242.75. The strike last trading price was 3.2, which was -0.90 lower than the previous day. The implied volatity was 34.26, the open interest changed by 21 which increased total open position to 33


On 12 Dec BHEL was trading at 244.50. The strike last trading price was 4.1, which was -1.85 lower than the previous day. The implied volatity was 36.01, the open interest changed by -1 which decreased total open position to 12


On 11 Dec BHEL was trading at 253.70. The strike last trading price was 5.95, which was 0.90 higher than the previous day. The implied volatity was 33.43, the open interest changed by 0 which decreased total open position to 13


On 10 Dec BHEL was trading at 248.60. The strike last trading price was 5.05, which was -0.70 lower than the previous day. The implied volatity was 34.87, the open interest changed by 8 which increased total open position to 12


On 9 Dec BHEL was trading at 249.55. The strike last trading price was 5.75, which was -0.85 lower than the previous day. The implied volatity was 35.89, the open interest changed by 1 which increased total open position to 2


On 6 Dec BHEL was trading at 249.05. The strike last trading price was 6.6, 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 5 Dec BHEL was trading at 251.80. The strike last trading price was 6.6, which was lower than the previous day. The implied volatity was 34.20, the open interest changed by 0 which decreased total open position to 0


BHEL 30JAN2025 275 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 203.30 43.8 0 0.00 0 0 0
23 Jan 206.49 43.8 0.00 0.00 0 0 0
22 Jan 205.46 43.8 0.00 0.00 0 0 0
21 Jan 209.55 43.8 0.00 0.00 0 0 0
20 Jan 216.92 43.8 0.00 0.00 0 0 0
17 Jan 214.08 43.8 0.00 0.00 0 0 0
16 Jan 210.59 43.8 0.00 0.00 0 0 0
15 Jan 202.16 43.8 0.00 0.00 0 0 0
14 Jan 197.10 43.8 0.00 0.00 0 0 0
13 Jan 192.58 43.8 0.00 0.00 0 0 0
10 Jan 204.49 43.8 0.00 0.00 0 0 0
9 Jan 216.38 43.8 0.00 0.00 0 0 0
8 Jan 221.37 43.8 0.00 0.00 0 0 0
7 Jan 224.82 43.8 0.00 0.00 0 0 0
6 Jan 219.82 43.8 0.00 0.00 0 0 0
3 Jan 230.06 43.8 0.00 0.00 0 0 0
2 Jan 232.74 43.8 0.00 0.00 0 0 0
1 Jan 233.23 43.8 0.00 0.00 0 -1 0
31 Dec 229.40 43.8 11.20 32.89 3 0 24
30 Dec 225.60 32.6 0.00 0.00 0 0 0
27 Dec 235.40 32.6 0.00 0.00 0 12 0
26 Dec 241.75 32.6 -1.50 37.25 12 2 14
24 Dec 239.35 34.1 0.00 0.00 0 4 0
23 Dec 240.95 34.1 -2.05 40.01 15 4 12
20 Dec 235.30 36.15 8.50 27.62 5 3 8
19 Dec 242.25 27.65 0.00 0.00 0 0 0
18 Dec 239.85 27.65 0.00 0.00 0 2 0
17 Dec 242.35 27.65 -3.75 - 5 1 4
16 Dec 247.60 31.4 -3.50 45.35 3 1 1
13 Dec 242.75 34.9 0.00 - 0 0 0
12 Dec 244.50 34.9 0.00 - 0 0 0
11 Dec 253.70 34.9 0.00 - 0 0 0
10 Dec 248.60 34.9 0.00 - 0 0 0
9 Dec 249.55 34.9 0.00 - 0 0 0
6 Dec 249.05 34.9 0.00 - 0 0 0
5 Dec 251.80 34.9 - 0 0 0


For Bhel - strike price 275 expiring on 30JAN2025

Delta for 275 PE is 0.00

Historical price for 275 PE is as follows

On 24 Jan BHEL was trading at 203.30. The strike last trading price was 43.8, which was 0 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 23 Jan BHEL was trading at 206.49. The strike last trading price was 43.8, 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 22 Jan BHEL was trading at 205.46. The strike last trading price was 43.8, 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 21 Jan BHEL was trading at 209.55. The strike last trading price was 43.8, 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 20 Jan BHEL was trading at 216.92. The strike last trading price was 43.8, 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 17 Jan BHEL was trading at 214.08. The strike last trading price was 43.8, 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 16 Jan BHEL was trading at 210.59. The strike last trading price was 43.8, 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 15 Jan BHEL was trading at 202.16. The strike last trading price was 43.8, 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 14 Jan BHEL was trading at 197.10. The strike last trading price was 43.8, 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 Jan BHEL was trading at 192.58. The strike last trading price was 43.8, 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 10 Jan BHEL was trading at 204.49. The strike last trading price was 43.8, 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 9 Jan BHEL was trading at 216.38. The strike last trading price was 43.8, 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 Jan BHEL was trading at 221.37. The strike last trading price was 43.8, 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 Jan BHEL was trading at 224.82. The strike last trading price was 43.8, 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 6 Jan BHEL was trading at 219.82. The strike last trading price was 43.8, 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 3 Jan BHEL was trading at 230.06. The strike last trading price was 43.8, 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 Jan BHEL was trading at 232.74. The strike last trading price was 43.8, 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 Jan BHEL was trading at 233.23. The strike last trading price was 43.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 31 Dec BHEL was trading at 229.40. The strike last trading price was 43.8, which was 11.20 higher than the previous day. The implied volatity was 32.89, the open interest changed by 0 which decreased total open position to 24


On 30 Dec BHEL was trading at 225.60. The strike last trading price was 32.6, 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 27 Dec BHEL was trading at 235.40. The strike last trading price was 32.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0


On 26 Dec BHEL was trading at 241.75. The strike last trading price was 32.6, which was -1.50 lower than the previous day. The implied volatity was 37.25, the open interest changed by 2 which increased total open position to 14


On 24 Dec BHEL was trading at 239.35. The strike last trading price was 34.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 23 Dec BHEL was trading at 240.95. The strike last trading price was 34.1, which was -2.05 lower than the previous day. The implied volatity was 40.01, the open interest changed by 4 which increased total open position to 12


On 20 Dec BHEL was trading at 235.30. The strike last trading price was 36.15, which was 8.50 higher than the previous day. The implied volatity was 27.62, the open interest changed by 3 which increased total open position to 8


On 19 Dec BHEL was trading at 242.25. The strike last trading price was 27.65, 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 18 Dec BHEL was trading at 239.85. The strike last trading price was 27.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 17 Dec BHEL was trading at 242.35. The strike last trading price was 27.65, which was -3.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4


On 16 Dec BHEL was trading at 247.60. The strike last trading price was 31.4, which was -3.50 lower than the previous day. The implied volatity was 45.35, the open interest changed by 1 which increased total open position to 1


On 13 Dec BHEL was trading at 242.75. The strike last trading price was 34.9, 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 Dec BHEL was trading at 244.50. The strike last trading price was 34.9, 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 Dec BHEL was trading at 253.70. The strike last trading price was 34.9, 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 10 Dec BHEL was trading at 248.60. The strike last trading price was 34.9, 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 9 Dec BHEL was trading at 249.55. The strike last trading price was 34.9, 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 Dec BHEL was trading at 249.05. The strike last trading price was 34.9, 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 5 Dec BHEL was trading at 251.80. The strike last trading price was 34.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0