[--[65.84.65.76]--]
BHEL
BHEL

316.4 5.35 (1.72%)

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Historical option data for BHEL

05 Jul 2024 04:12 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 316.40 39.45 4.75 - 2,31,000 -26,250 3,07,125
4 Jul 311.05 34.7 - 3,25,500 -52,500 3,33,375
3 Jul 311.30 36.7 - 4,46,250 81,375 3,85,875
2 Jul 297.15 23.95 - 70,875 10,500 3,04,500
1 Jul 302.40 29.8 - 84,000 7,875 2,94,000
28 Jun 300.85 29 - 12,73,125 1,05,000 2,86,125
27 Jun 296.95 27.45 - 1,81,125 10,500 1,81,125
26 Jun 295.75 25.15 - 63,000 7,875 1,70,625
25 Jun 293.90 24.45 - 1,47,000 63,000 1,62,750
24 Jun 294.70 25.95 - 60,375 18,375 97,125
21 Jun 295.05 26.35 - 31,500 18,375 76,125
20 Jun 293.40 26.75 - 49,875 55,125 55,125
19 Jun 297.05 34.60 - 0 10,500 0
18 Jun 305.60 34.60 - 13,125 10,500 10,500
14 Jun 305.70 34.05 - 0 2,625 0
13 Jun 303.95 34.05 - 2,625 0 7,875
12 Jun 295.15 31.20 - 7,875 2,625 5,250
11 Jun 295.20 28.15 - 10,500 2,625 2,625
10 Jun 284.45 27.15 - 0 0 0
7 Jun 285.50 27.15 - 0 0 0
6 Jun 277.95 27.15 - 0 0 0
5 Jun 255.35 27.15 - 0 0 0
4 Jun 246.55 27.15 - 0 0 0
3 Jun 311.45 27.15 - 0 0 0
31 May 298.90 27.15 - 0 0 0
30 May 290.75 27.15 - 0 0 0
29 May 294.10 27.15 - 0 0 0
28 May 291.50 27.15 - 0 0 0
27 May 298.55 27.15 - 0 0 0
24 May 305.65 27.15 - 0 0 0
23 May 304.80 27.15 - 0 0 0


For BHEL - strike price 280 expiring on 25JUL2024

Delta for 280 CE is -

Historical price for 280 CE is as follows

On 5 Jul BHEL was trading at 316.40. The strike last trading price was 39.45, which was 4.75 higher than the previous day. The implied volatity was -, the open interest changed by -26250 which decreased total open position to 307125


On 4 Jul BHEL was trading at 311.05. The strike last trading price was 34.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -52500 which decreased total open position to 333375


On 3 Jul BHEL was trading at 311.30. The strike last trading price was 36.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 81375 which increased total open position to 385875


On 2 Jul BHEL was trading at 297.15. The strike last trading price was 23.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 304500


On 1 Jul BHEL was trading at 302.40. The strike last trading price was 29.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 7875 which increased total open position to 294000


On 28 Jun BHEL was trading at 300.85. The strike last trading price was 29, which was lower than the previous day. The implied volatity was -, the open interest changed by 105000 which increased total open position to 286125


On 27 Jun BHEL was trading at 296.95. The strike last trading price was 27.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 181125


On 26 Jun BHEL was trading at 295.75. The strike last trading price was 25.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 7875 which increased total open position to 170625


On 25 Jun BHEL was trading at 293.90. The strike last trading price was 24.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 63000 which increased total open position to 162750


On 24 Jun BHEL was trading at 294.70. The strike last trading price was 25.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 18375 which increased total open position to 97125


On 21 Jun BHEL was trading at 295.05. The strike last trading price was 26.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 18375 which increased total open position to 76125


On 20 Jun BHEL was trading at 293.40. The strike last trading price was 26.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 55125 which increased total open position to 55125


On 19 Jun BHEL was trading at 297.05. The strike last trading price was 34.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 0


On 18 Jun BHEL was trading at 305.60. The strike last trading price was 34.60, 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 14 Jun BHEL was trading at 305.70. The strike last trading price was 34.05, 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 13 Jun BHEL was trading at 303.95. The strike last trading price was 34.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7875


On 12 Jun BHEL was trading at 295.15. The strike last trading price was 31.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 5250


On 11 Jun BHEL was trading at 295.20. The strike last trading price was 28.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 2625


On 10 Jun BHEL was trading at 284.45. The strike last trading price was 27.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jun BHEL was trading at 285.50. The strike last trading price was 27.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jun BHEL was trading at 277.95. The strike last trading price was 27.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Jun BHEL was trading at 255.35. The strike last trading price was 27.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Jun BHEL was trading at 246.55. The strike last trading price was 27.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Jun BHEL was trading at 311.45. The strike last trading price was 27.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 May BHEL was trading at 298.90. The strike last trading price was 27.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 May BHEL was trading at 290.75. The strike last trading price was 27.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 May BHEL was trading at 294.10. The strike last trading price was 27.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 May BHEL was trading at 291.50. The strike last trading price was 27.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 May BHEL was trading at 298.55. The strike last trading price was 27.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 May BHEL was trading at 305.65. The strike last trading price was 27.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 May BHEL was trading at 304.80. The strike last trading price was 27.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 316.40 1.7 -0.90 - 31,29,000 2,02,125 23,15,250
4 Jul 311.05 2.6 - 29,05,875 -3,09,750 21,13,125
3 Jul 311.30 2.85 - 46,06,875 18,375 24,22,875
2 Jul 297.15 6.05 - 15,40,875 -15,750 24,07,125
1 Jul 302.40 4.85 - 12,73,125 1,54,875 24,22,875
28 Jun 300.85 5.9 - 30,26,625 -1,20,750 22,68,000
27 Jun 296.95 6.9 - 29,47,875 8,00,625 23,88,750
26 Jun 295.75 7.65 - 7,82,250 3,57,000 15,93,375
25 Jun 293.90 9.15 - 7,77,000 2,25,750 12,36,375
24 Jun 294.70 8.85 - 6,93,000 1,44,375 10,08,000
21 Jun 295.05 10.15 - 4,62,000 81,375 8,63,625
20 Jun 293.40 10.25 - 3,01,875 1,12,875 7,82,250
19 Jun 297.05 9.25 - 4,46,250 1,73,250 6,69,375
18 Jun 305.60 6.10 - 3,46,500 1,39,125 4,93,500
14 Jun 305.70 6.50 - 2,88,750 1,02,375 3,54,375
13 Jun 303.95 6.90 - 4,56,750 21,000 2,46,750
12 Jun 295.15 11.25 - 1,57,500 84,000 2,25,750
11 Jun 295.20 11.50 - 1,60,125 81,375 1,44,375
10 Jun 284.45 17.30 - 55,125 26,250 55,125
7 Jun 285.50 17.70 - 10,500 7,875 26,250
6 Jun 277.95 22.00 - 10,500 2,625 18,375
5 Jun 255.35 38.50 - 2,625 2,625 15,750
4 Jun 246.55 47.05 - 13,125 7,875 13,125
3 Jun 311.45 9.10 - 5,250 2,625 5,250
31 May 298.90 17.85 - 2,625 2,625 2,625
30 May 290.75 15.70 - 2,625 0 0
29 May 294.10 30.45 - 0 0 0
28 May 291.50 30.45 - 0 0 0
27 May 298.55 30.45 - 0 0 0
24 May 305.65 30.45 - 0 0 0
23 May 304.80 30.45 - 0 0 0


For BHEL - strike price 280 expiring on 25JUL2024

Delta for 280 PE is -

Historical price for 280 PE is as follows

On 5 Jul BHEL was trading at 316.40. The strike last trading price was 1.7, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by 202125 which increased total open position to 2315250


On 4 Jul BHEL was trading at 311.05. The strike last trading price was 2.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -309750 which decreased total open position to 2113125


On 3 Jul BHEL was trading at 311.30. The strike last trading price was 2.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 18375 which increased total open position to 2422875


On 2 Jul BHEL was trading at 297.15. The strike last trading price was 6.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -15750 which decreased total open position to 2407125


On 1 Jul BHEL was trading at 302.40. The strike last trading price was 4.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 154875 which increased total open position to 2422875


On 28 Jun BHEL was trading at 300.85. The strike last trading price was 5.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -120750 which decreased total open position to 2268000


On 27 Jun BHEL was trading at 296.95. The strike last trading price was 6.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 800625 which increased total open position to 2388750


On 26 Jun BHEL was trading at 295.75. The strike last trading price was 7.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 357000 which increased total open position to 1593375


On 25 Jun BHEL was trading at 293.90. The strike last trading price was 9.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 225750 which increased total open position to 1236375


On 24 Jun BHEL was trading at 294.70. The strike last trading price was 8.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 144375 which increased total open position to 1008000


On 21 Jun BHEL was trading at 295.05. The strike last trading price was 10.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 81375 which increased total open position to 863625


On 20 Jun BHEL was trading at 293.40. The strike last trading price was 10.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 112875 which increased total open position to 782250


On 19 Jun BHEL was trading at 297.05. The strike last trading price was 9.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 173250 which increased total open position to 669375


On 18 Jun BHEL was trading at 305.60. The strike last trading price was 6.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 139125 which increased total open position to 493500


On 14 Jun BHEL was trading at 305.70. The strike last trading price was 6.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 102375 which increased total open position to 354375


On 13 Jun BHEL was trading at 303.95. The strike last trading price was 6.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 21000 which increased total open position to 246750


On 12 Jun BHEL was trading at 295.15. The strike last trading price was 11.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 84000 which increased total open position to 225750


On 11 Jun BHEL was trading at 295.20. The strike last trading price was 11.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 81375 which increased total open position to 144375


On 10 Jun BHEL was trading at 284.45. The strike last trading price was 17.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 26250 which increased total open position to 55125


On 7 Jun BHEL was trading at 285.50. The strike last trading price was 17.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 7875 which increased total open position to 26250


On 6 Jun BHEL was trading at 277.95. The strike last trading price was 22.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 18375


On 5 Jun BHEL was trading at 255.35. The strike last trading price was 38.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 15750


On 4 Jun BHEL was trading at 246.55. The strike last trading price was 47.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 7875 which increased total open position to 13125


On 3 Jun BHEL was trading at 311.45. The strike last trading price was 9.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 5250


On 31 May BHEL was trading at 298.90. The strike last trading price was 17.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 2625


On 30 May BHEL was trading at 290.75. The strike last trading price was 15.70, 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 30.45, 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 30.45, 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 30.45, 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 30.45, 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 30.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0