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 | 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 | ||||
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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: -
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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