BHEL
Bhel
Historical option data for BHEL
03 Dec 2024 04:12 PM IST
| BHEL 26DEC2024 280 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 0.14
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 252.35 | 1.4 | -0.10 | 33.96 | 621 | 24 | 1,336 | |||
| 2 Dec | 249.65 | 1.5 | -0.35 | 36.40 | 601 | 85 | 1,312 | |||
| 29 Nov | 251.09 | 1.85 | -0.85 | 35.15 | 1,415 | 119 | 1,226 | |||
| 28 Nov | 252.49 | 2.7 | 0.90 | 37.08 | 2,171 | 668 | 1,071 | |||
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| 27 Nov | 247.66 | 1.8 | 0.35 | 36.41 | 480 | 138 | 401 | |||
| 26 Nov | 243.97 | 1.45 | 0.00 | 37.52 | 326 | 22 | 265 | |||
| 25 Nov | 241.22 | 1.45 | 0.35 | 37.19 | 387 | 159 | 242 | |||
| 22 Nov | 234.39 | 1.1 | 0.10 | 38.76 | 96 | 39 | 122 | |||
| 21 Nov | 227.94 | 1 | -0.15 | 42.63 | 55 | 32 | 82 | |||
| 20 Nov | 225.88 | 1.15 | 0.00 | 44.94 | 34 | 16 | 48 | |||
| 19 Nov | 225.88 | 1.15 | 0.15 | 44.94 | 34 | 14 | 48 | |||
| 18 Nov | 222.67 | 1 | 0.05 | 44.88 | 1 | 0 | 33 | |||
| 14 Nov | 223.71 | 0.95 | -0.15 | 41.00 | 9 | 4 | 34 | |||
| 13 Nov | 222.56 | 1.1 | -0.50 | 42.80 | 24 | 13 | 30 | |||
| 12 Nov | 230.22 | 1.6 | -0.60 | 41.09 | 9 | 4 | 17 | |||
| 11 Nov | 239.22 | 2.2 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 8 Nov | 239.04 | 2.2 | -1.50 | 36.44 | 5 | 2 | 13 | |||
| 7 Nov | 244.29 | 3.7 | -0.30 | 37.68 | 5 | 4 | 11 | |||
| 6 Nov | 247.98 | 4 | -30.05 | 35.17 | 7 | 3 | 3 | |||
| 5 Nov | 235.25 | 34.05 | 0.00 | 13.19 | 0 | 0 | 0 | |||
| 4 Nov | 233.39 | 34.05 | 0.00 | 13.19 | 0 | 0 | 0 | |||
| 1 Nov | 241.97 | 34.05 | 0.00 | 9.51 | 0 | 0 | 0 | |||
| 29 Oct | 235.00 | 34.05 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 229.75 | 34.05 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 232.80 | 34.05 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 247.65 | 34.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 253.85 | 34.05 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 269.60 | 34.05 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 271.60 | 34.05 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 271.35 | 34.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 264.30 | 34.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 265.50 | 34.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 256.65 | 34.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 267.60 | 34.05 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 268.95 | 34.05 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 280.45 | 34.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 279.70 | 34.05 | - | 0 | 0 | 0 | ||||
For Bhel - strike price 280 expiring on 26DEC2024
Delta for 280 CE is 0.13
Historical price for 280 CE is as follows
On 3 Dec BHEL was trading at 252.35. The strike last trading price was 1.4, which was -0.10 lower than the previous day. The implied volatity was 33.96, the open interest changed by 24 which increased total open position to 1336
On 2 Dec BHEL was trading at 249.65. The strike last trading price was 1.5, which was -0.35 lower than the previous day. The implied volatity was 36.40, the open interest changed by 85 which increased total open position to 1312
On 29 Nov BHEL was trading at 251.09. The strike last trading price was 1.85, which was -0.85 lower than the previous day. The implied volatity was 35.15, the open interest changed by 119 which increased total open position to 1226
On 28 Nov BHEL was trading at 252.49. The strike last trading price was 2.7, which was 0.90 higher than the previous day. The implied volatity was 37.08, the open interest changed by 668 which increased total open position to 1071
On 27 Nov BHEL was trading at 247.66. The strike last trading price was 1.8, which was 0.35 higher than the previous day. The implied volatity was 36.41, the open interest changed by 138 which increased total open position to 401
On 26 Nov BHEL was trading at 243.97. The strike last trading price was 1.45, which was 0.00 lower than the previous day. The implied volatity was 37.52, the open interest changed by 22 which increased total open position to 265
On 25 Nov BHEL was trading at 241.22. The strike last trading price was 1.45, which was 0.35 higher than the previous day. The implied volatity was 37.19, the open interest changed by 159 which increased total open position to 242
On 22 Nov BHEL was trading at 234.39. The strike last trading price was 1.1, which was 0.10 higher than the previous day. The implied volatity was 38.76, the open interest changed by 39 which increased total open position to 122
On 21 Nov BHEL was trading at 227.94. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 42.63, the open interest changed by 32 which increased total open position to 82
On 20 Nov BHEL was trading at 225.88. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was 44.94, the open interest changed by 16 which increased total open position to 48
On 19 Nov BHEL was trading at 225.88. The strike last trading price was 1.15, which was 0.15 higher than the previous day. The implied volatity was 44.94, the open interest changed by 14 which increased total open position to 48
On 18 Nov BHEL was trading at 222.67. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 44.88, the open interest changed by 0 which decreased total open position to 33
On 14 Nov BHEL was trading at 223.71. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 41.00, the open interest changed by 4 which increased total open position to 34
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 1.1, which was -0.50 lower than the previous day. The implied volatity was 42.80, the open interest changed by 13 which increased total open position to 30
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 1.6, which was -0.60 lower than the previous day. The implied volatity was 41.09, the open interest changed by 4 which increased total open position to 17
On 11 Nov BHEL was trading at 239.22. The strike last trading price was 2.2, 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 8 Nov BHEL was trading at 239.04. The strike last trading price was 2.2, which was -1.50 lower than the previous day. The implied volatity was 36.44, the open interest changed by 2 which increased total open position to 13
On 7 Nov BHEL was trading at 244.29. The strike last trading price was 3.7, which was -0.30 lower than the previous day. The implied volatity was 37.68, the open interest changed by 4 which increased total open position to 11
On 6 Nov BHEL was trading at 247.98. The strike last trading price was 4, which was -30.05 lower than the previous day. The implied volatity was 35.17, the open interest changed by 3 which increased total open position to 3
On 5 Nov BHEL was trading at 235.25. The strike last trading price was 34.05, which was 0.00 lower than the previous day. The implied volatity was 13.19, 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 34.05, which was 0.00 lower than the previous day. The implied volatity was 13.19, 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 34.05, which was 0.00 lower than the previous day. The implied volatity was 9.51, the open interest changed by 0 which decreased total open position to 0
On 29 Oct BHEL was trading at 235.00. The strike last trading price was 34.05, 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 28 Oct BHEL was trading at 229.75. The strike last trading price was 34.05, 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 22 Oct BHEL was trading at 232.80. The strike last trading price was 34.05, 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 21 Oct BHEL was trading at 247.65. The strike last trading price was 34.05, 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 18 Oct BHEL was trading at 253.85. The strike last trading price was 34.05, 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 16 Oct BHEL was trading at 269.60. The strike last trading price was 34.05, 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 15 Oct BHEL was trading at 271.60. The strike last trading price was 34.05, 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 34.05, 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 34.05, 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 34.05, 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 34.05, 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 34.05, 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 34.05, 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 1 Oct BHEL was trading at 280.45. The strike last trading price was 34.05, 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 30 Sept BHEL was trading at 279.70. The strike last trading price was 34.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BHEL 26DEC2024 280 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.12
Theta: -0.01
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 252.35 | 27 | -3.80 | 30.90 | 14 | -1 | 232 |
| 2 Dec | 249.65 | 30.8 | 2.00 | 41.64 | 9 | -1 | 233 |
| 29 Nov | 251.09 | 28.8 | 1.85 | 35.23 | 22 | 6 | 234 |
| 28 Nov | 252.49 | 26.95 | -5.05 | 34.65 | 229 | 118 | 230 |
| 27 Nov | 247.66 | 32 | -4.30 | 37.75 | 31 | 22 | 111 |
| 26 Nov | 243.97 | 36.3 | 0.35 | 39.22 | 23 | 19 | 88 |
| 25 Nov | 241.22 | 35.95 | -8.30 | 33.86 | 24 | 40 | 67 |
| 22 Nov | 234.39 | 44.25 | -6.25 | 44.41 | 26 | 23 | 50 |
| 21 Nov | 227.94 | 50.5 | 0.70 | 44.16 | 2 | 1 | 26 |
| 20 Nov | 225.88 | 49.8 | 0.00 | - | 6 | 6 | 24 |
| 19 Nov | 225.88 | 49.8 | -8.20 | - | 6 | 5 | 24 |
| 18 Nov | 222.67 | 58 | 2.00 | 61.31 | 2 | 1 | 18 |
| 14 Nov | 223.71 | 56 | 3.00 | 55.37 | 6 | 1 | 12 |
| 13 Nov | 222.56 | 53 | 24.65 | - | 11 | 10 | 10 |
| 12 Nov | 230.22 | 28.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 239.22 | 28.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 239.04 | 28.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 244.29 | 28.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 247.98 | 28.35 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 235.25 | 28.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 233.39 | 28.35 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 241.97 | 28.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 235.00 | 28.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 229.75 | 28.35 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 232.80 | 28.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 247.65 | 28.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 253.85 | 28.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 269.60 | 28.35 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 271.60 | 28.35 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 271.35 | 28.35 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 264.30 | 28.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 265.50 | 28.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 256.65 | 28.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 267.60 | 28.35 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 268.95 | 28.35 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 280.45 | 28.35 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 279.70 | 28.35 | - | 0 | 0 | 0 | |
For Bhel - strike price 280 expiring on 26DEC2024
Delta for 280 PE is -0.89
Historical price for 280 PE is as follows
On 3 Dec BHEL was trading at 252.35. The strike last trading price was 27, which was -3.80 lower than the previous day. The implied volatity was 30.90, the open interest changed by -1 which decreased total open position to 232
On 2 Dec BHEL was trading at 249.65. The strike last trading price was 30.8, which was 2.00 higher than the previous day. The implied volatity was 41.64, the open interest changed by -1 which decreased total open position to 233
On 29 Nov BHEL was trading at 251.09. The strike last trading price was 28.8, which was 1.85 higher than the previous day. The implied volatity was 35.23, the open interest changed by 6 which increased total open position to 234
On 28 Nov BHEL was trading at 252.49. The strike last trading price was 26.95, which was -5.05 lower than the previous day. The implied volatity was 34.65, the open interest changed by 118 which increased total open position to 230
On 27 Nov BHEL was trading at 247.66. The strike last trading price was 32, which was -4.30 lower than the previous day. The implied volatity was 37.75, the open interest changed by 22 which increased total open position to 111
On 26 Nov BHEL was trading at 243.97. The strike last trading price was 36.3, which was 0.35 higher than the previous day. The implied volatity was 39.22, the open interest changed by 19 which increased total open position to 88
On 25 Nov BHEL was trading at 241.22. The strike last trading price was 35.95, which was -8.30 lower than the previous day. The implied volatity was 33.86, the open interest changed by 40 which increased total open position to 67
On 22 Nov BHEL was trading at 234.39. The strike last trading price was 44.25, which was -6.25 lower than the previous day. The implied volatity was 44.41, the open interest changed by 23 which increased total open position to 50
On 21 Nov BHEL was trading at 227.94. The strike last trading price was 50.5, which was 0.70 higher than the previous day. The implied volatity was 44.16, the open interest changed by 1 which increased total open position to 26
On 20 Nov BHEL was trading at 225.88. The strike last trading price was 49.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 24
On 19 Nov BHEL was trading at 225.88. The strike last trading price was 49.8, which was -8.20 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 24
On 18 Nov BHEL was trading at 222.67. The strike last trading price was 58, which was 2.00 higher than the previous day. The implied volatity was 61.31, the open interest changed by 1 which increased total open position to 18
On 14 Nov BHEL was trading at 223.71. The strike last trading price was 56, which was 3.00 higher than the previous day. The implied volatity was 55.37, the open interest changed by 1 which increased total open position to 12
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 53, which was 24.65 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 28.35, 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 28.35, 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 28.35, 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 28.35, 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 28.35, 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 Nov BHEL was trading at 235.25. The strike last trading price was 28.35, 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 4 Nov BHEL was trading at 233.39. The strike last trading price was 28.35, 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 1 Nov BHEL was trading at 241.97. The strike last trading price was 28.35, 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 29 Oct BHEL was trading at 235.00. The strike last trading price was 28.35, 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 28 Oct BHEL was trading at 229.75. The strike last trading price was 28.35, 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 22 Oct BHEL was trading at 232.80. The strike last trading price was 28.35, 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 28.35, 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 28.35, 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 28.35, 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 28.35, 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 28.35, 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 28.35, 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 28.35, 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 28.35, 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 28.35, 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 28.35, 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 1 Oct BHEL was trading at 280.45. The strike last trading price was 28.35, 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 28.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
