[--[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 11.3 1.50 - 3,08,96,250 18,66,375 81,13,875
4 Jul 311.05 9.8 - 1,98,16,125 2,44,125 62,47,500
3 Jul 311.30 11.55 - 2,76,93,750 14,72,625 60,03,375
2 Jul 297.15 6.15 - 57,61,875 -2,52,000 45,30,750
1 Jul 302.40 8.4 - 44,96,625 1,91,625 47,82,750
28 Jun 300.85 8.4 - 1,19,91,000 11,18,250 45,91,125
27 Jun 296.95 8 - 55,65,000 6,51,000 34,72,875
26 Jun 295.75 7.25 - 15,88,125 5,88,000 28,21,875
25 Jun 293.90 7.3 - 24,54,375 5,43,375 22,33,875
24 Jun 294.70 8.2 - 16,72,125 3,38,625 16,90,500
21 Jun 295.05 8.80 - 11,26,125 2,36,250 13,54,500
20 Jun 293.40 9.50 - 8,03,250 2,38,875 11,20,875
19 Jun 297.05 10.65 - 7,14,000 1,96,875 8,82,000
18 Jun 305.60 13.00 - 6,69,375 1,18,125 6,82,500
14 Jun 305.70 12.95 - 6,35,250 1,89,000 5,64,375
13 Jun 303.95 13.80 - 3,64,875 1,02,375 3,72,750
12 Jun 295.15 11.75 - 1,89,000 49,875 2,70,375
11 Jun 295.20 12.20 - 1,57,500 31,500 2,20,500
10 Jun 284.45 10.65 - 1,26,000 10,500 1,86,375
7 Jun 285.50 12.05 - 18,375 10,500 1,73,250
6 Jun 277.95 11.60 - 1,94,250 63,000 1,62,750
5 Jun 255.35 6.25 - 57,750 2,625 99,750
4 Jun 246.55 8.50 - 1,15,500 2,625 97,125
3 Jun 311.45 23.45 - 1,41,750 23,625 94,500
31 May 298.90 18.50 - 28,875 10,500 68,250
30 May 290.75 17.00 - 2,625 2,625 57,750
29 May 294.10 19.65 - 10,500 5,250 55,125
28 May 291.50 20.40 - 13,125 5,250 47,250
27 May 298.55 23.85 - 18,375 0 44,625
24 May 305.65 27.25 - 21,000 2,625 44,625
23 May 304.80 27.00 - 2,625 0 42,000
22 May 301.95 27.30 - 23,625 0 42,000
21 May 319.20 33.25 - 13,125 10,500 39,375
18 May 310.35 19.90 - 5,250 0 23,625
17 May 299.90 20.70 - 2,625 2,625 21,000
16 May 294.80 20.80 - 2,625 0 18,375
13 May 274.30 16.00 - 0 0 0


For BHEL - strike price 320 expiring on 25JUL2024

Delta for 320 CE is -

Historical price for 320 CE is as follows

On 5 Jul BHEL was trading at 316.40. The strike last trading price was 11.3, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by 1866375 which increased total open position to 8113875


On 4 Jul BHEL was trading at 311.05. The strike last trading price was 9.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 244125 which increased total open position to 6247500


On 3 Jul BHEL was trading at 311.30. The strike last trading price was 11.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1472625 which increased total open position to 6003375


On 2 Jul BHEL was trading at 297.15. The strike last trading price was 6.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -252000 which decreased total open position to 4530750


On 1 Jul BHEL was trading at 302.40. The strike last trading price was 8.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 191625 which increased total open position to 4782750


On 28 Jun BHEL was trading at 300.85. The strike last trading price was 8.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 1118250 which increased total open position to 4591125


On 27 Jun BHEL was trading at 296.95. The strike last trading price was 8, which was lower than the previous day. The implied volatity was -, the open interest changed by 651000 which increased total open position to 3472875


On 26 Jun BHEL was trading at 295.75. The strike last trading price was 7.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 588000 which increased total open position to 2821875


On 25 Jun BHEL was trading at 293.90. The strike last trading price was 7.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 543375 which increased total open position to 2233875


On 24 Jun BHEL was trading at 294.70. The strike last trading price was 8.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 338625 which increased total open position to 1690500


On 21 Jun BHEL was trading at 295.05. The strike last trading price was 8.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 236250 which increased total open position to 1354500


On 20 Jun BHEL was trading at 293.40. The strike last trading price was 9.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 238875 which increased total open position to 1120875


On 19 Jun BHEL was trading at 297.05. The strike last trading price was 10.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 196875 which increased total open position to 882000


On 18 Jun BHEL was trading at 305.60. The strike last trading price was 13.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 118125 which increased total open position to 682500


On 14 Jun BHEL was trading at 305.70. The strike last trading price was 12.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 189000 which increased total open position to 564375


On 13 Jun BHEL was trading at 303.95. The strike last trading price was 13.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 102375 which increased total open position to 372750


On 12 Jun BHEL was trading at 295.15. The strike last trading price was 11.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 49875 which increased total open position to 270375


On 11 Jun BHEL was trading at 295.20. The strike last trading price was 12.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 31500 which increased total open position to 220500


On 10 Jun BHEL was trading at 284.45. The strike last trading price was 10.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 186375


On 7 Jun BHEL was trading at 285.50. The strike last trading price was 12.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 173250


On 6 Jun BHEL was trading at 277.95. The strike last trading price was 11.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 63000 which increased total open position to 162750


On 5 Jun BHEL was trading at 255.35. The strike last trading price was 6.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 99750


On 4 Jun BHEL was trading at 246.55. The strike last trading price was 8.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 97125


On 3 Jun BHEL was trading at 311.45. The strike last trading price was 23.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 23625 which increased total open position to 94500


On 31 May BHEL was trading at 298.90. The strike last trading price was 18.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 68250


On 30 May BHEL was trading at 290.75. The strike last trading price was 17.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 57750


On 29 May BHEL was trading at 294.10. The strike last trading price was 19.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 55125


On 28 May BHEL was trading at 291.50. The strike last trading price was 20.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 47250


On 27 May BHEL was trading at 298.55. The strike last trading price was 23.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44625


On 24 May BHEL was trading at 305.65. The strike last trading price was 27.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 44625


On 23 May BHEL was trading at 304.80. The strike last trading price was 27.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42000


On 22 May BHEL was trading at 301.95. The strike last trading price was 27.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42000


On 21 May BHEL was trading at 319.20. The strike last trading price was 33.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 39375


On 18 May BHEL was trading at 310.35. The strike last trading price was 19.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23625


On 17 May BHEL was trading at 299.90. The strike last trading price was 20.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 21000


On 16 May BHEL was trading at 294.80. The strike last trading price was 20.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18375


On 13 May BHEL was trading at 274.30. The strike last trading price was 16.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 316.40 13.7 -3.80 - 55,59,750 15,35,625 31,60,500
4 Jul 311.05 17.5 - 12,25,875 2,25,750 16,24,875
3 Jul 311.30 17.45 - 8,92,500 5,250 13,99,125
2 Jul 297.15 27.65 - 70,875 13,125 13,93,875
1 Jul 302.40 23.4 - 73,500 23,625 13,80,750
28 Jun 300.85 25.1 - 3,12,375 1,99,500 13,57,125
27 Jun 296.95 27.5 - 3,28,125 1,47,000 11,57,625
26 Jun 295.75 29.3 - 3,67,500 2,83,500 10,10,625
25 Jun 293.90 31.5 - 1,20,750 60,375 7,27,125
24 Jun 294.70 30.65 - 1,31,250 86,625 6,66,750
21 Jun 295.05 31.25 - 2,73,000 2,59,875 5,77,500
20 Jun 293.40 32.50 - 2,52,000 2,33,625 3,15,000
19 Jun 297.05 30.50 - 44,625 21,000 81,375
18 Jun 305.60 23.90 - 10,500 5,250 60,375
14 Jun 305.70 24.70 - 65,625 39,375 55,125
13 Jun 303.95 28.00 - 10,500 0 15,750
12 Jun 295.15 32.15 - 7,875 0 15,750
11 Jun 295.20 42.00 - 0 0 0
10 Jun 284.45 42.00 - 0 0 0
7 Jun 285.50 42.00 - 0 5,250 0
6 Jun 277.95 42.00 - 15,750 5,250 7,875
5 Jun 255.35 35.00 - 0 2,625 2,625
4 Jun 246.55 35.00 - 0 2,625 0
3 Jun 311.45 35.00 - 0 2,625 0
31 May 298.90 35.00 - 2,625 0 0
30 May 290.75 56.70 - 0 0 0
29 May 294.10 56.70 - 0 0 0
28 May 291.50 56.70 - 0 0 0
27 May 298.55 56.70 - 0 0 0
24 May 305.65 56.70 - 0 0 0
23 May 304.80 56.70 - 0 0 0
22 May 301.95 56.70 - 0 0 0
21 May 319.20 0.00 - 0 0 0
18 May 310.35 0.00 - 0 0 0
17 May 299.90 0.00 - 0 0 0
16 May 294.80 0.00 - 0 0 0
13 May 274.30 0.00 - 0 0 0


For BHEL - strike price 320 expiring on 25JUL2024

Delta for 320 PE is -

Historical price for 320 PE is as follows

On 5 Jul BHEL was trading at 316.40. The strike last trading price was 13.7, which was -3.80 lower than the previous day. The implied volatity was -, the open interest changed by 1535625 which increased total open position to 3160500


On 4 Jul BHEL was trading at 311.05. The strike last trading price was 17.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 225750 which increased total open position to 1624875


On 3 Jul BHEL was trading at 311.30. The strike last trading price was 17.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 1399125


On 2 Jul BHEL was trading at 297.15. The strike last trading price was 27.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 13125 which increased total open position to 1393875


On 1 Jul BHEL was trading at 302.40. The strike last trading price was 23.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 23625 which increased total open position to 1380750


On 28 Jun BHEL was trading at 300.85. The strike last trading price was 25.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 199500 which increased total open position to 1357125


On 27 Jun BHEL was trading at 296.95. The strike last trading price was 27.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 147000 which increased total open position to 1157625


On 26 Jun BHEL was trading at 295.75. The strike last trading price was 29.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 283500 which increased total open position to 1010625


On 25 Jun BHEL was trading at 293.90. The strike last trading price was 31.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 60375 which increased total open position to 727125


On 24 Jun BHEL was trading at 294.70. The strike last trading price was 30.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 86625 which increased total open position to 666750


On 21 Jun BHEL was trading at 295.05. The strike last trading price was 31.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 259875 which increased total open position to 577500


On 20 Jun BHEL was trading at 293.40. The strike last trading price was 32.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 233625 which increased total open position to 315000


On 19 Jun BHEL was trading at 297.05. The strike last trading price was 30.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 21000 which increased total open position to 81375


On 18 Jun BHEL was trading at 305.60. The strike last trading price was 23.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 60375


On 14 Jun BHEL was trading at 305.70. The strike last trading price was 24.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 39375 which increased total open position to 55125


On 13 Jun BHEL was trading at 303.95. The strike last trading price was 28.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15750


On 12 Jun BHEL was trading at 295.15. The strike last trading price was 32.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15750


On 11 Jun BHEL was trading at 295.20. The strike last trading price was 42.00, 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 42.00, 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 7 Jun BHEL was trading at 285.50. The strike last trading price was 42.00, 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 6 Jun BHEL was trading at 277.95. The strike last trading price was 42.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 7875


On 5 Jun BHEL was trading at 255.35. The strike last trading price was 35.00, 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 4 Jun BHEL was trading at 246.55. The strike last trading price was 35.00, 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 3 Jun BHEL was trading at 311.45. The strike last trading price was 35.00, 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 31 May BHEL was trading at 298.90. The strike last trading price was 35.00, 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 30 May BHEL was trading at 290.75. The strike last trading price was 56.70, 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 29 May BHEL was trading at 294.10. The strike last trading price was 56.70, 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 28 May BHEL was trading at 291.50. The strike last trading price was 56.70, 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 27 May BHEL was trading at 298.55. The strike last trading price was 56.70, 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 24 May BHEL was trading at 305.65. The strike last trading price was 56.70, 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 23 May BHEL was trading at 304.80. The strike last trading price was 56.70, 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 22 May BHEL was trading at 301.95. The strike last trading price was 56.70, 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 21 May BHEL was trading at 319.20. 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


On 18 May BHEL was trading at 310.35. 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


On 17 May BHEL was trading at 299.90. 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


On 16 May BHEL was trading at 294.80. 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


On 13 May BHEL was trading at 274.30. 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