BHEL
BHEL
Historical option data for BHEL
05 Jul 2024 04:12 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 316.40 | 26.7 | 3.50 | - | 4,04,250 | -91,875 | 3,59,625 | |||
| 4 Jul | 311.05 | 23.2 | - | 2,25,750 | -68,250 | 4,51,500 | ||||
| 3 Jul | 311.30 | 24.6 | - | 15,64,500 | -3,22,875 | 5,19,750 | ||||
| 2 Jul | 297.15 | 15 | - | 13,17,750 | 2,44,125 | 8,40,000 | ||||
| 1 Jul | 302.40 | 19.55 | - | 7,63,875 | -52,500 | 5,95,875 | ||||
| 28 Jun | 300.85 | 18.95 | - | 13,65,000 | -97,125 | 6,48,375 | ||||
| 27 Jun | 296.95 | 17.95 | - | 29,11,125 | -49,875 | 7,45,500 | ||||
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| 26 Jun | 295.75 | 16.9 | - | 6,85,125 | 26,250 | 7,98,000 | ||||
| 25 Jun | 293.90 | 16.4 | - | 16,77,375 | 3,36,000 | 7,71,750 | ||||
| 24 Jun | 294.70 | 17.95 | - | 8,08,500 | 1,68,000 | 4,35,750 | ||||
| 21 Jun | 295.05 | 18.00 | - | 5,04,000 | 84,000 | 2,49,375 | ||||
| 20 Jun | 293.40 | 18.95 | - | 3,20,250 | 1,05,000 | 1,65,375 | ||||
| 19 Jun | 297.05 | 22.75 | - | 57,750 | 15,750 | 60,375 | ||||
| 18 Jun | 305.60 | 24.80 | - | 2,625 | -5,250 | 44,625 | ||||
| 14 Jun | 305.70 | 22.60 | - | 13,125 | -5,250 | 49,875 | ||||
| 13 Jun | 303.95 | 23.10 | - | 73,500 | 26,250 | 55,125 | ||||
| 12 Jun | 295.15 | 21.70 | - | 36,750 | 10,500 | 28,875 | ||||
| 11 Jun | 295.20 | 23.00 | - | 18,375 | 13,125 | 13,125 | ||||
| 10 Jun | 284.45 | 23.70 | - | 0 | 0 | 0 | ||||
| 7 Jun | 285.50 | 23.70 | - | 0 | 0 | 0 | ||||
| 6 Jun | 277.95 | 23.70 | - | 0 | 0 | 0 | ||||
| 5 Jun | 255.35 | 23.70 | - | 0 | 0 | 0 | ||||
| 4 Jun | 246.55 | 23.70 | - | 0 | 0 | 0 | ||||
| 3 Jun | 311.45 | 23.70 | - | 0 | 0 | 0 | ||||
| 31 May | 298.90 | 23.70 | - | 0 | 0 | 0 | ||||
For BHEL - strike price 295 expiring on 25JUL2024
Delta for 295 CE is -
Historical price for 295 CE is as follows
On 5 Jul BHEL was trading at 316.40. The strike last trading price was 26.7, which was 3.50 higher than the previous day. The implied volatity was -, the open interest changed by -91875 which decreased total open position to 359625
On 4 Jul BHEL was trading at 311.05. The strike last trading price was 23.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -68250 which decreased total open position to 451500
On 3 Jul BHEL was trading at 311.30. The strike last trading price was 24.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -322875 which decreased total open position to 519750
On 2 Jul BHEL was trading at 297.15. The strike last trading price was 15, which was lower than the previous day. The implied volatity was -, the open interest changed by 244125 which increased total open position to 840000
On 1 Jul BHEL was trading at 302.40. The strike last trading price was 19.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -52500 which decreased total open position to 595875
On 28 Jun BHEL was trading at 300.85. The strike last trading price was 18.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -97125 which decreased total open position to 648375
On 27 Jun BHEL was trading at 296.95. The strike last trading price was 17.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -49875 which decreased total open position to 745500
On 26 Jun BHEL was trading at 295.75. The strike last trading price was 16.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 26250 which increased total open position to 798000
On 25 Jun BHEL was trading at 293.90. The strike last trading price was 16.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 336000 which increased total open position to 771750
On 24 Jun BHEL was trading at 294.70. The strike last trading price was 17.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 168000 which increased total open position to 435750
On 21 Jun BHEL was trading at 295.05. The strike last trading price was 18.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 84000 which increased total open position to 249375
On 20 Jun BHEL was trading at 293.40. The strike last trading price was 18.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 105000 which increased total open position to 165375
On 19 Jun BHEL was trading at 297.05. The strike last trading price was 22.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 15750 which increased total open position to 60375
On 18 Jun BHEL was trading at 305.60. The strike last trading price was 24.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -5250 which decreased total open position to 44625
On 14 Jun BHEL was trading at 305.70. The strike last trading price was 22.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -5250 which decreased total open position to 49875
On 13 Jun BHEL was trading at 303.95. The strike last trading price was 23.10, 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 12 Jun BHEL was trading at 295.15. The strike last trading price was 21.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 28875
On 11 Jun BHEL was trading at 295.20. The strike last trading price was 23.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 13125 which increased total open position to 13125
On 10 Jun BHEL was trading at 284.45. The strike last trading price was 23.70, 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 7 Jun BHEL was trading at 285.50. The strike last trading price was 23.70, 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 6 Jun BHEL was trading at 277.95. The strike last trading price was 23.70, 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 5 Jun BHEL was trading at 255.35. The strike last trading price was 23.70, 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 4 Jun BHEL was trading at 246.55. The strike last trading price was 23.70, 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 3 Jun BHEL was trading at 311.45. The strike last trading price was 23.70, 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 31 May BHEL was trading at 298.90. The strike last trading price was 23.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 316.40 | 4 | -1.55 | - | 29,95,125 | -2,02,125 | 10,86,750 |
| 4 Jul | 311.05 | 5.55 | - | 19,92,375 | -1,68,000 | 12,88,875 | |
| 3 Jul | 311.30 | 5.9 | - | 31,55,250 | 4,25,250 | 14,56,875 | |
| 2 Jul | 297.15 | 11.85 | - | 11,70,750 | 68,250 | 10,34,250 | |
| 1 Jul | 302.40 | 9.8 | - | 7,95,375 | 70,875 | 9,66,000 | |
| 28 Jun | 300.85 | 11.05 | - | 17,50,875 | 1,91,625 | 8,95,125 | |
| 27 Jun | 296.95 | 12.35 | - | 11,55,000 | 1,62,750 | 7,03,500 | |
| 26 Jun | 295.75 | 13.65 | - | 2,49,375 | 39,375 | 5,40,750 | |
| 25 Jun | 293.90 | 15.5 | - | 2,99,250 | 97,125 | 5,01,375 | |
| 24 Jun | 294.70 | 15.3 | - | 2,31,000 | 86,625 | 4,01,625 | |
| 21 Jun | 295.05 | 16.60 | - | 2,15,250 | 18,375 | 3,17,625 | |
| 20 Jun | 293.40 | 17.20 | - | 3,15,000 | 2,31,000 | 2,99,250 | |
| 19 Jun | 297.05 | 15.45 | - | 97,125 | 55,125 | 68,250 | |
| 18 Jun | 305.60 | 10.90 | - | 26,250 | 15,750 | 15,750 | |
| 14 Jun | 305.70 | 24.65 | - | 0 | 0 | 0 | |
| 13 Jun | 303.95 | 24.65 | - | 0 | 0 | 0 | |
| 12 Jun | 295.15 | 24.65 | - | 0 | 0 | 0 | |
| 11 Jun | 295.20 | 24.65 | - | 0 | 0 | 0 | |
| 10 Jun | 284.45 | 24.65 | - | 0 | 0 | 0 | |
| 7 Jun | 285.50 | 24.65 | - | 0 | 0 | 0 | |
| 6 Jun | 277.95 | 24.65 | - | 0 | 0 | 0 | |
| 5 Jun | 255.35 | 24.65 | - | 0 | 0 | 0 | |
| 4 Jun | 246.55 | 24.65 | - | 0 | 0 | 0 | |
| 3 Jun | 311.45 | 24.65 | - | 0 | 0 | 0 | |
| 31 May | 298.90 | 24.65 | - | 0 | 0 | 0 | |
For BHEL - strike price 295 expiring on 25JUL2024
Delta for 295 PE is -
Historical price for 295 PE is as follows
On 5 Jul BHEL was trading at 316.40. The strike last trading price was 4, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by -202125 which decreased total open position to 1086750
On 4 Jul BHEL was trading at 311.05. The strike last trading price was 5.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -168000 which decreased total open position to 1288875
On 3 Jul BHEL was trading at 311.30. The strike last trading price was 5.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 425250 which increased total open position to 1456875
On 2 Jul BHEL was trading at 297.15. The strike last trading price was 11.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 68250 which increased total open position to 1034250
On 1 Jul BHEL was trading at 302.40. The strike last trading price was 9.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 70875 which increased total open position to 966000
On 28 Jun BHEL was trading at 300.85. The strike last trading price was 11.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 191625 which increased total open position to 895125
On 27 Jun BHEL was trading at 296.95. The strike last trading price was 12.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 162750 which increased total open position to 703500
On 26 Jun BHEL was trading at 295.75. The strike last trading price was 13.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 39375 which increased total open position to 540750
On 25 Jun BHEL was trading at 293.90. The strike last trading price was 15.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 97125 which increased total open position to 501375
On 24 Jun BHEL was trading at 294.70. The strike last trading price was 15.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 86625 which increased total open position to 401625
On 21 Jun BHEL was trading at 295.05. The strike last trading price was 16.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 18375 which increased total open position to 317625
On 20 Jun BHEL was trading at 293.40. The strike last trading price was 17.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 231000 which increased total open position to 299250
On 19 Jun BHEL was trading at 297.05. The strike last trading price was 15.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 55125 which increased total open position to 68250
On 18 Jun BHEL was trading at 305.60. The strike last trading price was 10.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 15750 which increased total open position to 15750
On 14 Jun BHEL was trading at 305.70. The strike last trading price was 24.65, 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 13 Jun BHEL was trading at 303.95. The strike last trading price was 24.65, 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 12 Jun BHEL was trading at 295.15. The strike last trading price was 24.65, 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 11 Jun BHEL was trading at 295.20. The strike last trading price was 24.65, 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 10 Jun BHEL was trading at 284.45. The strike last trading price was 24.65, 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 24.65, 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 24.65, 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 24.65, 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 24.65, 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 24.65, 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 24.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0