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 | 13.6 | 1.75 | - | 1,65,97,875 | -10,10,625 | 32,68,125 | |||
| 4 Jul | 311.05 | 11.85 | - | 1,46,29,125 | 18,32,250 | 42,78,750 | ||||
| 3 Jul | 311.30 | 13.7 | - | 1,08,46,500 | 8,53,125 | 24,46,500 | ||||
| 2 Jul | 297.15 | 7.4 | - | 22,86,375 | 2,10,000 | 15,90,750 | ||||
| 1 Jul | 302.40 | 10 | - | 29,24,250 | 57,750 | 13,80,750 | ||||
| 28 Jun | 300.85 | 10.05 | - | 38,48,250 | 7,35,000 | 13,23,000 | ||||
| 27 Jun | 296.95 | 9.4 | - | 9,87,000 | 2,73,000 | 5,88,000 | ||||
| 26 Jun | 295.75 | 8.7 | - | 2,28,375 | 1,23,375 | 3,12,375 | ||||
| 25 Jun | 293.90 | 8.6 | - | 2,07,375 | 78,750 | 1,89,000 | ||||
| 24 Jun | 294.70 | 9.7 | - | 1,12,875 | 39,375 | 1,10,250 | ||||
| 21 Jun | 295.05 | 10.25 | - | 76,125 | -2,625 | 70,875 | ||||
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| 20 Jun | 293.40 | 10.90 | - | 63,000 | 36,750 | 73,500 | ||||
| 19 Jun | 297.05 | 12.20 | - | 78,750 | 23,625 | 36,750 | ||||
| 18 Jun | 305.60 | 15.00 | - | 15,750 | 10,500 | 10,500 | ||||
| 14 Jun | 305.70 | 13.05 | - | 0 | 0 | 0 | ||||
| 13 Jun | 303.95 | 13.05 | - | 5,250 | 0 | 2,625 | ||||
| 12 Jun | 295.15 | 15.80 | - | 0 | 0 | 0 | ||||
| 11 Jun | 295.20 | 15.80 | - | 0 | 2,625 | 0 | ||||
| 10 Jun | 284.45 | 15.80 | - | 2,625 | 0 | 0 | ||||
| 7 Jun | 285.50 | 15.95 | - | 0 | 0 | 0 | ||||
| 6 Jun | 277.95 | 15.95 | - | 0 | 0 | 0 | ||||
| 5 Jun | 255.35 | 15.95 | - | 0 | 0 | 0 | ||||
| 4 Jun | 246.55 | 15.95 | - | 0 | 0 | 0 | ||||
| 3 Jun | 311.45 | 15.95 | - | 0 | 0 | 0 | ||||
| 31 May | 298.90 | 0.00 | - | 0 | 0 | 0 | ||||
For BHEL - strike price 315 expiring on 25JUL2024
Delta for 315 CE is -
Historical price for 315 CE is as follows
On 5 Jul BHEL was trading at 316.40. The strike last trading price was 13.6, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by -1010625 which decreased total open position to 3268125
On 4 Jul BHEL was trading at 311.05. The strike last trading price was 11.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1832250 which increased total open position to 4278750
On 3 Jul BHEL was trading at 311.30. The strike last trading price was 13.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 853125 which increased total open position to 2446500
On 2 Jul BHEL was trading at 297.15. The strike last trading price was 7.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 210000 which increased total open position to 1590750
On 1 Jul BHEL was trading at 302.40. The strike last trading price was 10, which was lower than the previous day. The implied volatity was -, the open interest changed by 57750 which increased total open position to 1380750
On 28 Jun BHEL was trading at 300.85. The strike last trading price was 10.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 735000 which increased total open position to 1323000
On 27 Jun BHEL was trading at 296.95. The strike last trading price was 9.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 273000 which increased total open position to 588000
On 26 Jun BHEL was trading at 295.75. The strike last trading price was 8.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 123375 which increased total open position to 312375
On 25 Jun BHEL was trading at 293.90. The strike last trading price was 8.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 78750 which increased total open position to 189000
On 24 Jun BHEL was trading at 294.70. The strike last trading price was 9.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 39375 which increased total open position to 110250
On 21 Jun BHEL was trading at 295.05. The strike last trading price was 10.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -2625 which decreased total open position to 70875
On 20 Jun BHEL was trading at 293.40. The strike last trading price was 10.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 36750 which increased total open position to 73500
On 19 Jun BHEL was trading at 297.05. The strike last trading price was 12.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 23625 which increased total open position to 36750
On 18 Jun BHEL was trading at 305.60. The strike last trading price was 15.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 10500
On 14 Jun BHEL was trading at 305.70. The strike last trading price was 13.05, 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 13.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2625
On 12 Jun BHEL was trading at 295.15. The strike last trading price was 15.80, 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 15.80, 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 10 Jun BHEL was trading at 284.45. The strike last trading price was 15.80, 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 15.95, 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 15.95, 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 15.95, 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 15.95, 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 15.95, 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 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 11.1 | -3.50 | - | 44,54,625 | 1,78,500 | 11,13,000 |
| 4 Jul | 311.05 | 14.6 | - | 25,12,125 | 5,40,750 | 9,34,500 | |
| 3 Jul | 311.30 | 14.7 | - | 5,01,375 | 1,86,375 | 3,93,750 | |
| 2 Jul | 297.15 | 24.95 | - | 26,250 | 42,000 | 2,10,000 | |
| 1 Jul | 302.40 | 20 | - | 78,750 | 7,875 | 1,68,000 | |
| 28 Jun | 300.85 | 21.6 | - | 1,89,000 | 10,500 | 1,60,125 | |
| 27 Jun | 296.95 | 23.95 | - | 97,125 | 34,125 | 1,49,625 | |
| 26 Jun | 295.75 | 26.45 | - | 47,250 | 28,875 | 1,12,875 | |
| 25 Jun | 293.90 | 28.15 | - | 13,125 | 5,250 | 84,000 | |
| 24 Jun | 294.70 | 30.9 | - | 0 | 0 | 0 | |
| 21 Jun | 295.05 | 30.90 | - | 0 | 39,375 | 0 | |
| 20 Jun | 293.40 | 30.90 | - | 42,000 | 31,500 | 68,250 | |
| 19 Jun | 297.05 | 25.25 | - | 36,750 | 15,750 | 36,750 | |
| 18 Jun | 305.60 | 20.40 | - | 23,625 | 18,375 | 18,375 | |
| 14 Jun | 305.70 | 25.50 | - | 0 | 5,250 | 0 | |
| 13 Jun | 303.95 | 25.50 | - | 5,250 | 0 | 7,875 | |
| 12 Jun | 295.15 | 33.00 | - | 0 | 7,875 | 0 | |
| 11 Jun | 295.20 | 33.00 | - | 7,875 | 0 | 0 | |
| 10 Jun | 284.45 | 36.70 | - | 0 | 0 | 0 | |
| 7 Jun | 285.50 | 36.70 | - | 0 | 0 | 0 | |
| 6 Jun | 277.95 | 36.70 | - | 0 | 0 | 0 | |
| 5 Jun | 255.35 | 36.70 | - | 0 | 0 | 0 | |
| 4 Jun | 246.55 | 36.70 | - | 0 | 0 | 0 | |
| 3 Jun | 311.45 | 36.70 | - | 0 | 0 | 0 | |
| 31 May | 298.90 | 0.00 | - | 0 | 0 | 0 | |
For BHEL - strike price 315 expiring on 25JUL2024
Delta for 315 PE is -
Historical price for 315 PE is as follows
On 5 Jul BHEL was trading at 316.40. The strike last trading price was 11.1, which was -3.50 lower than the previous day. The implied volatity was -, the open interest changed by 178500 which increased total open position to 1113000
On 4 Jul BHEL was trading at 311.05. The strike last trading price was 14.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 540750 which increased total open position to 934500
On 3 Jul BHEL was trading at 311.30. The strike last trading price was 14.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 186375 which increased total open position to 393750
On 2 Jul BHEL was trading at 297.15. The strike last trading price was 24.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 42000 which increased total open position to 210000
On 1 Jul BHEL was trading at 302.40. The strike last trading price was 20, which was lower than the previous day. The implied volatity was -, the open interest changed by 7875 which increased total open position to 168000
On 28 Jun BHEL was trading at 300.85. The strike last trading price was 21.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 160125
On 27 Jun BHEL was trading at 296.95. The strike last trading price was 23.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 34125 which increased total open position to 149625
On 26 Jun BHEL was trading at 295.75. The strike last trading price was 26.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 28875 which increased total open position to 112875
On 25 Jun BHEL was trading at 293.90. The strike last trading price was 28.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 84000
On 24 Jun BHEL was trading at 294.70. The strike last trading price was 30.9, 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 21 Jun BHEL was trading at 295.05. The strike last trading price was 30.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 39375 which increased total open position to 0
On 20 Jun BHEL was trading at 293.40. The strike last trading price was 30.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 31500 which increased total open position to 68250
On 19 Jun BHEL was trading at 297.05. The strike last trading price was 25.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 15750 which increased total open position to 36750
On 18 Jun BHEL was trading at 305.60. The strike last trading price was 20.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 18375 which increased total open position to 18375
On 14 Jun BHEL was trading at 305.70. The strike last trading price was 25.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 0
On 13 Jun BHEL was trading at 303.95. The strike last trading price was 25.50, 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 12 Jun BHEL was trading at 295.15. The strike last trading price was 33.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 7875 which increased total open position to 0
On 11 Jun BHEL was trading at 295.20. The strike last trading price was 33.00, 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 10 Jun BHEL was trading at 284.45. The strike last trading price was 36.70, 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 36.70, 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 36.70, 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 36.70, 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 36.70, 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 36.70, 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 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0