[--[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 30.6 3.90 - 5,40,750 -1,73,250 5,30,250
4 Jul 311.05 26.7 - 7,08,750 -31,500 7,03,500
3 Jul 311.30 28.6 - 9,71,250 -2,52,000 7,35,000
2 Jul 297.15 17.9 - 7,14,000 1,49,625 10,00,125
1 Jul 302.40 22.5 - 5,80,125 -21,000 8,50,500
28 Jun 300.85 22.1 - 10,92,000 -1,18,125 8,71,500
27 Jun 296.95 20.95 - 21,55,125 70,875 9,89,625
26 Jun 295.75 19.5 - 8,50,500 52,500 9,18,750
25 Jun 293.90 18.75 - 20,97,375 -7,19,250 8,66,250
24 Jun 294.70 20.65 - 10,31,625 2,78,250 15,82,875
21 Jun 295.05 20.90 - 5,61,750 60,375 12,94,125
20 Jun 293.40 21.35 - 5,32,875 1,91,625 12,36,375
19 Jun 297.05 23.10 - 4,20,000 1,49,625 10,44,750
18 Jun 305.60 27.95 - 2,70,375 2,10,000 8,97,750
14 Jun 305.70 27.50 - 7,98,000 4,01,625 6,87,750
13 Jun 303.95 28.35 - 2,80,875 1,44,375 2,91,375
12 Jun 295.15 24.20 - 84,000 23,625 1,44,375
11 Jun 295.20 24.50 - 1,15,500 26,250 1,18,125
10 Jun 284.45 20.25 - 47,250 31,500 89,250
7 Jun 285.50 22.20 - 15,750 7,875 55,125
6 Jun 277.95 21.80 - 39,375 7,875 47,250
5 Jun 255.35 11.85 - 5,250 -2,625 39,375
4 Jun 246.55 15.00 - 21,000 15,750 42,000
3 Jun 311.45 36.50 - 2,625 0 26,250
31 May 298.90 32.00 - 36,750 26,250 26,250
30 May 290.75 14.00 - 18,375 0 0
29 May 294.10 23.15 - 0 0 0
28 May 291.50 23.15 - 0 0 0
27 May 298.55 23.15 - 0 0 0
24 May 305.65 23.15 - 0 0 0
23 May 304.80 23.15 - 0 0 0


For BHEL - strike price 290 expiring on 25JUL2024

Delta for 290 CE is -

Historical price for 290 CE is as follows

On 5 Jul BHEL was trading at 316.40. The strike last trading price was 30.6, which was 3.90 higher than the previous day. The implied volatity was -, the open interest changed by -173250 which decreased total open position to 530250


On 4 Jul BHEL was trading at 311.05. The strike last trading price was 26.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -31500 which decreased total open position to 703500


On 3 Jul BHEL was trading at 311.30. The strike last trading price was 28.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -252000 which decreased total open position to 735000


On 2 Jul BHEL was trading at 297.15. The strike last trading price was 17.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 149625 which increased total open position to 1000125


On 1 Jul BHEL was trading at 302.40. The strike last trading price was 22.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -21000 which decreased total open position to 850500


On 28 Jun BHEL was trading at 300.85. The strike last trading price was 22.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -118125 which decreased total open position to 871500


On 27 Jun BHEL was trading at 296.95. The strike last trading price was 20.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 70875 which increased total open position to 989625


On 26 Jun BHEL was trading at 295.75. The strike last trading price was 19.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 52500 which increased total open position to 918750


On 25 Jun BHEL was trading at 293.90. The strike last trading price was 18.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -719250 which decreased total open position to 866250


On 24 Jun BHEL was trading at 294.70. The strike last trading price was 20.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 278250 which increased total open position to 1582875


On 21 Jun BHEL was trading at 295.05. The strike last trading price was 20.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 60375 which increased total open position to 1294125


On 20 Jun BHEL was trading at 293.40. The strike last trading price was 21.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 191625 which increased total open position to 1236375


On 19 Jun BHEL was trading at 297.05. The strike last trading price was 23.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 149625 which increased total open position to 1044750


On 18 Jun BHEL was trading at 305.60. The strike last trading price was 27.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 210000 which increased total open position to 897750


On 14 Jun BHEL was trading at 305.70. The strike last trading price was 27.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 401625 which increased total open position to 687750


On 13 Jun BHEL was trading at 303.95. The strike last trading price was 28.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 144375 which increased total open position to 291375


On 12 Jun BHEL was trading at 295.15. The strike last trading price was 24.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 23625 which increased total open position to 144375


On 11 Jun BHEL was trading at 295.20. The strike last trading price was 24.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 26250 which increased total open position to 118125


On 10 Jun BHEL was trading at 284.45. The strike last trading price was 20.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 31500 which increased total open position to 89250


On 7 Jun BHEL was trading at 285.50. The strike last trading price was 22.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 7875 which increased total open position to 55125


On 6 Jun BHEL was trading at 277.95. The strike last trading price was 21.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 7875 which increased total open position to 47250


On 5 Jun BHEL was trading at 255.35. The strike last trading price was 11.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -2625 which decreased total open position to 39375


On 4 Jun BHEL was trading at 246.55. The strike last trading price was 15.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 15750 which increased total open position to 42000


On 3 Jun BHEL was trading at 311.45. The strike last trading price was 36.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26250


On 31 May BHEL was trading at 298.90. The strike last trading price was 32.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 26250 which increased total open position to 26250


On 30 May BHEL was trading at 290.75. The strike last trading price was 14.00, 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 23.15, 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 23.15, 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 23.15, 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 23.15, 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 23.15, 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 3.05 -1.35 - 49,48,125 1,26,000 20,89,500
4 Jul 311.05 4.4 - 25,96,125 -55,125 19,63,500
3 Jul 311.30 4.6 - 44,52,000 -2,96,625 20,18,625
2 Jul 297.15 9.75 - 17,87,625 -39,375 23,25,750
1 Jul 302.40 8.1 - 16,82,625 23,625 23,65,125
28 Jun 300.85 9 - 30,47,625 6,16,875 23,41,500
27 Jun 296.95 10.3 - 26,90,625 2,73,000 17,24,625
26 Jun 295.75 11.4 - 8,00,625 86,625 14,51,625
25 Jun 293.90 13 - 9,68,625 65,625 13,65,000
24 Jun 294.70 12.9 - 9,16,125 1,07,625 12,99,375
21 Jun 295.05 14.30 - 7,08,750 2,20,500 11,99,625
20 Jun 293.40 14.90 - 4,54,125 52,500 9,76,500
19 Jun 297.05 13.10 - 6,43,125 1,83,750 9,24,000
18 Jun 305.60 9.05 - 4,22,625 1,83,750 7,29,750
14 Jun 305.70 9.85 - 5,69,625 2,78,250 5,46,000
13 Jun 303.95 10.00 - 4,01,625 1,57,500 2,28,375
12 Jun 295.15 14.85 - 89,250 2,625 70,875
11 Jun 295.20 15.50 - 70,875 15,750 65,625
10 Jun 284.45 21.60 - 23,625 18,375 47,250
7 Jun 285.50 24.00 - 10,500 2,625 28,875
6 Jun 277.95 27.00 - 44,625 26,250 26,250
5 Jun 255.35 50.00 - 0 23,625 0
4 Jun 246.55 50.00 - 81,375 23,625 31,500
3 Jun 311.45 12.60 - 2,625 0 7,875
31 May 298.90 19.05 - 7,875 7,875 7,875
30 May 290.75 21.50 - 2,625 0 0
29 May 294.10 36.35 - 0 0 0
28 May 291.50 36.35 - 0 0 0
27 May 298.55 36.35 - 0 0 0
24 May 305.65 36.35 - 0 0 0
23 May 304.80 36.35 - 0 0 0


For BHEL - strike price 290 expiring on 25JUL2024

Delta for 290 PE is -

Historical price for 290 PE is as follows

On 5 Jul BHEL was trading at 316.40. The strike last trading price was 3.05, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 126000 which increased total open position to 2089500


On 4 Jul BHEL was trading at 311.05. The strike last trading price was 4.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -55125 which decreased total open position to 1963500


On 3 Jul BHEL was trading at 311.30. The strike last trading price was 4.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -296625 which decreased total open position to 2018625


On 2 Jul BHEL was trading at 297.15. The strike last trading price was 9.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -39375 which decreased total open position to 2325750


On 1 Jul BHEL was trading at 302.40. The strike last trading price was 8.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 23625 which increased total open position to 2365125


On 28 Jun BHEL was trading at 300.85. The strike last trading price was 9, which was lower than the previous day. The implied volatity was -, the open interest changed by 616875 which increased total open position to 2341500


On 27 Jun BHEL was trading at 296.95. The strike last trading price was 10.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 273000 which increased total open position to 1724625


On 26 Jun BHEL was trading at 295.75. The strike last trading price was 11.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 86625 which increased total open position to 1451625


On 25 Jun BHEL was trading at 293.90. The strike last trading price was 13, which was lower than the previous day. The implied volatity was -, the open interest changed by 65625 which increased total open position to 1365000


On 24 Jun BHEL was trading at 294.70. The strike last trading price was 12.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 107625 which increased total open position to 1299375


On 21 Jun BHEL was trading at 295.05. The strike last trading price was 14.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 220500 which increased total open position to 1199625


On 20 Jun BHEL was trading at 293.40. The strike last trading price was 14.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 52500 which increased total open position to 976500


On 19 Jun BHEL was trading at 297.05. The strike last trading price was 13.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 183750 which increased total open position to 924000


On 18 Jun BHEL was trading at 305.60. The strike last trading price was 9.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 183750 which increased total open position to 729750


On 14 Jun BHEL was trading at 305.70. The strike last trading price was 9.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 278250 which increased total open position to 546000


On 13 Jun BHEL was trading at 303.95. The strike last trading price was 10.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 157500 which increased total open position to 228375


On 12 Jun BHEL was trading at 295.15. The strike last trading price was 14.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 70875


On 11 Jun BHEL was trading at 295.20. The strike last trading price was 15.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 15750 which increased total open position to 65625


On 10 Jun BHEL was trading at 284.45. The strike last trading price was 21.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 18375 which increased total open position to 47250


On 7 Jun BHEL was trading at 285.50. The strike last trading price was 24.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 28875


On 6 Jun BHEL was trading at 277.95. The strike last trading price was 27.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 26250 which increased total open position to 26250


On 5 Jun BHEL was trading at 255.35. The strike last trading price was 50.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 23625 which increased total open position to 0


On 4 Jun BHEL was trading at 246.55. The strike last trading price was 50.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 23625 which increased total open position to 31500


On 3 Jun BHEL was trading at 311.45. The strike last trading price was 12.60, 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 31 May BHEL was trading at 298.90. The strike last trading price was 19.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 7875 which increased total open position to 7875


On 30 May BHEL was trading at 290.75. The strike last trading price was 21.50, 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 36.35, 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 36.35, 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 36.35, 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 36.35, 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 36.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0