BHEL
BHEL
Historical option data for BHEL
05 Jul 2024 04:12 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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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 | ||||
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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: -
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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