[--[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 19.4 2.70 - 17,03,625 -3,12,375 9,79,125
4 Jul 311.05 16.7 - 22,54,875 -3,57,000 12,91,500
3 Jul 311.30 18.45 - 1,04,97,375 -11,89,125 16,48,500
2 Jul 297.15 10.75 - 41,94,750 4,54,125 28,45,500
1 Jul 302.40 14.4 - 50,50,500 -1,70,625 23,91,375
28 Jun 300.85 14.15 - 80,66,625 17,64,000 25,62,000
27 Jun 296.95 13.1 - 27,74,625 3,91,125 7,98,000
26 Jun 295.75 12 - 2,78,250 49,875 4,04,250
25 Jun 293.90 12.25 - 3,70,125 78,750 3,54,375
24 Jun 294.70 13.3 - 2,65,125 -5,250 2,75,625
21 Jun 295.05 13.95 - 2,20,500 15,750 2,78,250
20 Jun 293.40 14.55 - 2,59,875 31,500 2,62,500
19 Jun 297.05 16.25 - 2,83,500 70,875 2,31,000
18 Jun 305.60 18.95 - 2,23,125 76,125 1,47,000
14 Jun 305.70 19.55 - 1,02,375 60,375 70,875
13 Jun 303.95 20.50 - 7,875 5,250 13,125
12 Jun 295.15 17.70 - 0 2,625 0
11 Jun 295.20 17.70 - 2,625 0 5,250
10 Jun 284.45 16.20 - 0 2,625 0
7 Jun 285.50 16.20 - 5,250 2,625 2,625
6 Jun 277.95 21.00 - 2,625 0 0
5 Jun 255.35 19.55 - 0 0 0
4 Jun 246.55 19.55 - 0 0 0
3 Jun 311.45 19.55 - 0 0 0
31 May 298.90 19.55 - 0 0 0


For BHEL - strike price 305 expiring on 25JUL2024

Delta for 305 CE is -

Historical price for 305 CE is as follows

On 5 Jul BHEL was trading at 316.40. The strike last trading price was 19.4, which was 2.70 higher than the previous day. The implied volatity was -, the open interest changed by -312375 which decreased total open position to 979125


On 4 Jul BHEL was trading at 311.05. The strike last trading price was 16.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -357000 which decreased total open position to 1291500


On 3 Jul BHEL was trading at 311.30. The strike last trading price was 18.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -1189125 which decreased total open position to 1648500


On 2 Jul BHEL was trading at 297.15. The strike last trading price was 10.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 454125 which increased total open position to 2845500


On 1 Jul BHEL was trading at 302.40. The strike last trading price was 14.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -170625 which decreased total open position to 2391375


On 28 Jun BHEL was trading at 300.85. The strike last trading price was 14.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1764000 which increased total open position to 2562000


On 27 Jun BHEL was trading at 296.95. The strike last trading price was 13.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 391125 which increased total open position to 798000


On 26 Jun BHEL was trading at 295.75. The strike last trading price was 12, which was lower than the previous day. The implied volatity was -, the open interest changed by 49875 which increased total open position to 404250


On 25 Jun BHEL was trading at 293.90. The strike last trading price was 12.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 78750 which increased total open position to 354375


On 24 Jun BHEL was trading at 294.70. The strike last trading price was 13.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -5250 which decreased total open position to 275625


On 21 Jun BHEL was trading at 295.05. The strike last trading price was 13.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 15750 which increased total open position to 278250


On 20 Jun BHEL was trading at 293.40. The strike last trading price was 14.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 31500 which increased total open position to 262500


On 19 Jun BHEL was trading at 297.05. The strike last trading price was 16.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 70875 which increased total open position to 231000


On 18 Jun BHEL was trading at 305.60. The strike last trading price was 18.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 76125 which increased total open position to 147000


On 14 Jun BHEL was trading at 305.70. The strike last trading price was 19.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 60375 which increased total open position to 70875


On 13 Jun BHEL was trading at 303.95. The strike last trading price was 20.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 13125


On 12 Jun BHEL was trading at 295.15. The strike last trading price was 17.70, 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 11 Jun BHEL was trading at 295.20. The strike last trading price was 17.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5250


On 10 Jun BHEL was trading at 284.45. The strike last trading price was 16.20, 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 7 Jun BHEL was trading at 285.50. The strike last trading price was 16.20, 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 6 Jun BHEL was trading at 277.95. The strike last trading price was 21.00, 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 5 Jun BHEL was trading at 255.35. The strike last trading price was 19.55, 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 19.55, 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 19.55, 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 19.55, 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 7 -2.40 - 28,74,375 -13,125 10,13,250
4 Jul 311.05 9.4 - 24,57,000 -44,625 10,26,375
3 Jul 311.30 9.65 - 25,30,500 4,27,875 10,71,000
2 Jul 297.15 17.4 - 3,85,875 -15,750 6,45,750
1 Jul 302.40 14.8 - 3,83,250 -81,375 6,61,500
28 Jun 300.85 15.8 - 23,41,500 5,09,250 7,42,875
27 Jun 296.95 17.4 - 3,09,750 65,625 2,33,625
26 Jun 295.75 19.25 - 44,625 18,375 1,65,375
25 Jun 293.90 21.5 - 26,250 2,625 1,47,000
24 Jun 294.70 20.4 - 10,500 5,250 1,44,375
21 Jun 295.05 21.95 - 21,000 15,750 1,36,500
20 Jun 293.40 23.85 - 23,625 2,625 1,12,875
19 Jun 297.05 20.55 - 91,875 42,000 1,10,250
18 Jun 305.60 15.30 - 1,10,250 44,625 44,625
14 Jun 305.70 30.40 - 0 0 0
13 Jun 303.95 30.40 - 0 0 0
12 Jun 295.15 30.40 - 0 0 0
11 Jun 295.20 30.40 - 0 0 0
10 Jun 284.45 30.40 - 0 0 0
7 Jun 285.50 30.40 - 0 0 0
6 Jun 277.95 30.40 - 0 0 0
5 Jun 255.35 30.40 - 0 0 0
4 Jun 246.55 30.40 - 0 0 0
3 Jun 311.45 30.40 - 0 0 0
31 May 298.90 30.40 - 0 0 0


For BHEL - strike price 305 expiring on 25JUL2024

Delta for 305 PE is -

Historical price for 305 PE is as follows

On 5 Jul BHEL was trading at 316.40. The strike last trading price was 7, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by -13125 which decreased total open position to 1013250


On 4 Jul BHEL was trading at 311.05. The strike last trading price was 9.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -44625 which decreased total open position to 1026375


On 3 Jul BHEL was trading at 311.30. The strike last trading price was 9.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 427875 which increased total open position to 1071000


On 2 Jul BHEL was trading at 297.15. The strike last trading price was 17.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -15750 which decreased total open position to 645750


On 1 Jul BHEL was trading at 302.40. The strike last trading price was 14.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -81375 which decreased total open position to 661500


On 28 Jun BHEL was trading at 300.85. The strike last trading price was 15.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 509250 which increased total open position to 742875


On 27 Jun BHEL was trading at 296.95. The strike last trading price was 17.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 65625 which increased total open position to 233625


On 26 Jun BHEL was trading at 295.75. The strike last trading price was 19.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 18375 which increased total open position to 165375


On 25 Jun BHEL was trading at 293.90. The strike last trading price was 21.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 147000


On 24 Jun BHEL was trading at 294.70. The strike last trading price was 20.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 144375


On 21 Jun BHEL was trading at 295.05. The strike last trading price was 21.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 15750 which increased total open position to 136500


On 20 Jun BHEL was trading at 293.40. The strike last trading price was 23.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 112875


On 19 Jun BHEL was trading at 297.05. The strike last trading price was 20.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 42000 which increased total open position to 110250


On 18 Jun BHEL was trading at 305.60. The strike last trading price was 15.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 44625 which increased total open position to 44625


On 14 Jun BHEL was trading at 305.70. The strike last trading price was 30.40, 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 30.40, 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 30.40, 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 30.40, 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 30.40, 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 30.40, 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 30.40, 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 30.40, 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 30.40, 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 30.40, 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 30.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0