BHEL
Bhel
Historical option data for BHEL
21 Nov 2024 04:12 PM IST
| BHEL 28NOV2024 275 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 227.94 | 0.1 | -0.05 | - | 25 | 2 | 247 | |||
| 20 Nov | 225.88 | 0.15 | 0.00 | - | 54 | -9 | 243 | |||
| 19 Nov | 225.88 | 0.15 | 0.00 | - | 54 | -11 | 243 | |||
| 18 Nov | 222.67 | 0.15 | -0.10 | - | 119 | -60 | 255 | |||
| 14 Nov | 223.71 | 0.25 | 0.00 | 52.99 | 69 | -21 | 308 | |||
| 13 Nov | 222.56 | 0.25 | -0.10 | 52.49 | 54 | -7 | 328 | |||
| 12 Nov | 230.22 | 0.35 | -0.15 | 46.83 | 156 | -38 | 339 | |||
| 11 Nov | 239.22 | 0.5 | -0.15 | 39.99 | 292 | 37 | 380 | |||
| 8 Nov | 239.04 | 0.65 | -0.60 | 39.05 | 505 | 36 | 346 | |||
| 7 Nov | 244.29 | 1.25 | -0.55 | 37.89 | 642 | 35 | 310 | |||
| 6 Nov | 247.98 | 1.8 | 0.75 | 37.10 | 584 | -2 | 276 | |||
| 5 Nov | 235.25 | 1.05 | -0.05 | 43.40 | 221 | 18 | 278 | |||
| 4 Nov | 233.39 | 1.1 | -0.90 | 44.70 | 455 | 97 | 263 | |||
| 1 Nov | 241.97 | 2 | -0.15 | 40.84 | 28 | 2 | 165 | |||
| 31 Oct | 239.00 | 2.15 | 0.05 | - | 141 | 4 | 164 | |||
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| 30 Oct | 236.60 | 2.1 | 0.25 | - | 318 | -9 | 159 | |||
| 29 Oct | 235.00 | 1.85 | -0.30 | - | 180 | -66 | 168 | |||
| 28 Oct | 229.75 | 2.15 | 0.70 | - | 199 | -2 | 236 | |||
| 25 Oct | 216.85 | 1.45 | -0.70 | - | 191 | 140 | 238 | |||
| 24 Oct | 227.30 | 2.15 | 0.05 | - | 50 | 39 | 98 | |||
| 23 Oct | 223.70 | 2.1 | -0.70 | - | 40 | -4 | 40 | |||
| 22 Oct | 232.80 | 2.8 | -1.80 | - | 41 | 9 | 45 | |||
| 21 Oct | 247.65 | 4.6 | -2.75 | - | 17 | 8 | 35 | |||
| 18 Oct | 253.85 | 7.35 | -0.85 | - | 25 | 7 | 27 | |||
| 17 Oct | 254.20 | 8.2 | -5.00 | - | 31 | 11 | 19 | |||
| 16 Oct | 269.60 | 13.2 | 0.25 | - | 3 | 1 | 6 | |||
| 15 Oct | 271.60 | 12.95 | -1.05 | - | 2 | -1 | 5 | |||
| 14 Oct | 268.75 | 14 | -1.05 | - | 3 | -1 | 4 | |||
| 11 Oct | 270.00 | 15.05 | 0.00 | - | 1 | 0 | 4 | |||
| 10 Oct | 271.35 | 15.05 | 0.00 | - | 3 | 2 | 4 | |||
| 9 Oct | 264.30 | 15.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 265.50 | 15.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 256.65 | 15.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 267.60 | 15.05 | 0.00 | - | 0 | 2 | 0 | |||
| 3 Oct | 268.95 | 15.05 | -15.55 | - | 2 | 1 | 1 | |||
| 1 Oct | 280.45 | 30.6 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 279.70 | 30.6 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 287.55 | 30.6 | - | 0 | 0 | 0 | ||||
For Bhel - strike price 275 expiring on 28NOV2024
Delta for 275 CE is -
Historical price for 275 CE is as follows
On 21 Nov BHEL was trading at 227.94. 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 2 which increased total open position to 247
On 20 Nov BHEL was trading at 225.88. 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 -9 which decreased total open position to 243
On 19 Nov BHEL was trading at 225.88. 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 -11 which decreased total open position to 243
On 18 Nov BHEL was trading at 222.67. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -60 which decreased total open position to 255
On 14 Nov BHEL was trading at 223.71. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 52.99, the open interest changed by -21 which decreased total open position to 308
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 52.49, the open interest changed by -7 which decreased total open position to 328
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 46.83, the open interest changed by -38 which decreased total open position to 339
On 11 Nov BHEL was trading at 239.22. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 39.99, the open interest changed by 37 which increased total open position to 380
On 8 Nov BHEL was trading at 239.04. The strike last trading price was 0.65, which was -0.60 lower than the previous day. The implied volatity was 39.05, the open interest changed by 36 which increased total open position to 346
On 7 Nov BHEL was trading at 244.29. The strike last trading price was 1.25, which was -0.55 lower than the previous day. The implied volatity was 37.89, the open interest changed by 35 which increased total open position to 310
On 6 Nov BHEL was trading at 247.98. The strike last trading price was 1.8, which was 0.75 higher than the previous day. The implied volatity was 37.10, the open interest changed by -2 which decreased total open position to 276
On 5 Nov BHEL was trading at 235.25. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 43.40, the open interest changed by 18 which increased total open position to 278
On 4 Nov BHEL was trading at 233.39. The strike last trading price was 1.1, which was -0.90 lower than the previous day. The implied volatity was 44.70, the open interest changed by 97 which increased total open position to 263
On 1 Nov BHEL was trading at 241.97. The strike last trading price was 2, which was -0.15 lower than the previous day. The implied volatity was 40.84, the open interest changed by 2 which increased total open position to 165
On 31 Oct BHEL was trading at 239.00. The strike last trading price was 2.15, 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 30 Oct BHEL was trading at 236.60. The strike last trading price was 2.1, 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 29 Oct BHEL was trading at 235.00. The strike last trading price was 1.85, 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 2.15, which was 0.70 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 1.45, 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 24 Oct BHEL was trading at 227.30. The strike last trading price was 2.15, 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 23 Oct BHEL was trading at 223.70. The strike last trading price was 2.1, 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 22 Oct BHEL was trading at 232.80. The strike last trading price was 2.8, 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 21 Oct BHEL was trading at 247.65. The strike last trading price was 4.6, which was -2.75 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 7.35, which was -0.85 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 8.2, which was -5.00 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 13.2, 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 15 Oct BHEL was trading at 271.60. The strike last trading price was 12.95, which was -1.05 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 14, which was -1.05 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 15.05, 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 10 Oct BHEL was trading at 271.35. The strike last trading price was 15.05, 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 Oct BHEL was trading at 264.30. The strike last trading price was 15.05, 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 8 Oct BHEL was trading at 265.50. The strike last trading price was 15.05, 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 7 Oct BHEL was trading at 256.65. The strike last trading price was 15.05, 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 4 Oct BHEL was trading at 267.60. The strike last trading price was 15.05, 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 Oct BHEL was trading at 268.95. The strike last trading price was 15.05, which was -15.55 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 30.6, 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 30.6, 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 30.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BHEL 28NOV2024 275 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 |
| 21 Nov | 227.94 | 43.5 | 0.00 | 0.00 | 0 | -1 | 0 |
| 20 Nov | 225.88 | 43.5 | 0.00 | - | 1 | -1 | 47 |
| 19 Nov | 225.88 | 43.5 | 7.15 | - | 1 | 0 | 47 |
| 18 Nov | 222.67 | 36.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 223.71 | 36.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 222.56 | 36.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 230.22 | 36.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 239.22 | 36.35 | 0.00 | 0.00 | 0 | 1 | 0 |
| 8 Nov | 239.04 | 36.35 | 5.55 | 41.56 | 1 | 0 | 46 |
| 7 Nov | 244.29 | 30.8 | 4.55 | 43.55 | 10 | -2 | 50 |
| 6 Nov | 247.98 | 26.25 | -13.75 | 33.90 | 10 | 3 | 48 |
| 5 Nov | 235.25 | 40 | 0.20 | 49.97 | 1 | 0 | 45 |
| 4 Nov | 233.39 | 39.8 | 3.80 | - | 1 | 0 | 44 |
| 1 Nov | 241.97 | 36 | 0.00 | 0.00 | 0 | 1 | 0 |
| 31 Oct | 239.00 | 36 | -2.10 | - | 1 | 0 | 43 |
| 30 Oct | 236.60 | 38.1 | -4.90 | - | 36 | 32 | 41 |
| 29 Oct | 235.00 | 43 | -14.00 | - | 4 | 0 | 9 |
| 28 Oct | 229.75 | 57 | 0.00 | - | 0 | 1 | 0 |
| 25 Oct | 216.85 | 57 | 10.10 | - | 1 | 0 | 8 |
| 24 Oct | 227.30 | 46.9 | 0.00 | - | 0 | 2 | 0 |
| 23 Oct | 223.70 | 46.9 | 31.65 | - | 4 | 3 | 9 |
| 22 Oct | 232.80 | 15.25 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 247.65 | 15.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 253.85 | 15.25 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 254.20 | 15.25 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 269.60 | 15.25 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 271.60 | 15.25 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 268.75 | 15.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 270.00 | 15.25 | 0.00 | - | 0 | 4 | 0 |
| 10 Oct | 271.35 | 15.25 | 0.25 | - | 4 | 3 | 5 |
| 9 Oct | 264.30 | 15 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 265.50 | 15 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 256.65 | 15 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 267.60 | 15 | 0.00 | - | 0 | 1 | 0 |
| 3 Oct | 268.95 | 15 | 2.50 | - | 1 | 0 | 1 |
| 1 Oct | 280.45 | 12.5 | 0.00 | - | 0 | 1 | 0 |
| 30 Sept | 279.70 | 12.5 | -9.00 | - | 1 | 0 | 0 |
| 27 Sept | 287.55 | 21.5 | - | 0 | 0 | 0 | |
For Bhel - strike price 275 expiring on 28NOV2024
Delta for 275 PE is 0.00
Historical price for 275 PE is as follows
On 21 Nov BHEL was trading at 227.94. The strike last trading price was 43.5, 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 20 Nov BHEL was trading at 225.88. The strike last trading price was 43.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 47
On 19 Nov BHEL was trading at 225.88. The strike last trading price was 43.5, which was 7.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 47
On 18 Nov BHEL was trading at 222.67. The strike last trading price was 36.35, 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 Nov BHEL was trading at 223.71. The strike last trading price was 36.35, 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 Nov BHEL was trading at 222.56. The strike last trading price was 36.35, 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 12 Nov BHEL was trading at 230.22. The strike last trading price was 36.35, 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 11 Nov BHEL was trading at 239.22. The strike last trading price was 36.35, 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 8 Nov BHEL was trading at 239.04. The strike last trading price was 36.35, which was 5.55 higher than the previous day. The implied volatity was 41.56, the open interest changed by 0 which decreased total open position to 46
On 7 Nov BHEL was trading at 244.29. The strike last trading price was 30.8, which was 4.55 higher than the previous day. The implied volatity was 43.55, the open interest changed by -2 which decreased total open position to 50
On 6 Nov BHEL was trading at 247.98. The strike last trading price was 26.25, which was -13.75 lower than the previous day. The implied volatity was 33.90, the open interest changed by 3 which increased total open position to 48
On 5 Nov BHEL was trading at 235.25. The strike last trading price was 40, which was 0.20 higher than the previous day. The implied volatity was 49.97, the open interest changed by 0 which decreased total open position to 45
On 4 Nov BHEL was trading at 233.39. The strike last trading price was 39.8, which was 3.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 1 Nov BHEL was trading at 241.97. The strike last trading price was 36, 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 31 Oct BHEL was trading at 239.00. The strike last trading price was 36, which was -2.10 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 38.1, which was -4.90 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 43, which was -14.00 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 57, 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 Oct BHEL was trading at 216.85. The strike last trading price was 57, which was 10.10 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 46.9, 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 Oct BHEL was trading at 223.70. The strike last trading price was 46.9, which was 31.65 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 15.25, 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 21 Oct BHEL was trading at 247.65. The strike last trading price was 15.25, 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 Oct BHEL was trading at 253.85. The strike last trading price was 15.25, 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 Oct BHEL was trading at 254.20. The strike last trading price was 15.25, 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 Oct BHEL was trading at 269.60. The strike last trading price was 15.25, 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 15 Oct BHEL was trading at 271.60. The strike last trading price was 15.25, 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 14 Oct BHEL was trading at 268.75. The strike last trading price was 15.25, 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 Oct BHEL was trading at 270.00. The strike last trading price was 15.25, 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 10 Oct BHEL was trading at 271.35. The strike last trading price was 15.25, 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 9 Oct BHEL was trading at 264.30. The strike last trading price was 15, 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 8 Oct BHEL was trading at 265.50. The strike last trading price was 15, 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 7 Oct BHEL was trading at 256.65. The strike last trading price was 15, 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 4 Oct BHEL was trading at 267.60. The strike last trading price was 15, 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 Oct BHEL was trading at 268.95. The strike last trading price was 15, which was 2.50 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 12.5, 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 30 Sept BHEL was trading at 279.70. The strike last trading price was 12.5, which was -9.00 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 21.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
