[--[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 9.25 1.20 - 92,16,375 3,91,125 18,32,250
4 Jul 311.05 8.05 - 59,79,750 2,46,750 14,41,125
3 Jul 311.30 9.6 - 54,70,500 1,96,875 11,94,375
2 Jul 297.15 4.85 - 15,93,375 73,500 10,13,250
1 Jul 302.40 6.9 - 20,26,500 2,12,625 9,39,750
28 Jun 300.85 7.05 - 24,80,625 2,41,500 7,27,125
27 Jun 296.95 6.8 - 6,64,125 1,86,375 4,85,625
26 Jun 295.75 6.05 - 2,20,500 42,000 2,73,000
25 Jun 293.90 6.3 - 2,91,375 1,18,125 2,31,000
24 Jun 294.70 7 - 2,02,125 78,750 1,12,875
21 Jun 295.05 9.30 - 0 0 0
20 Jun 293.40 9.30 - 0 31,500 0
19 Jun 297.05 9.30 - 49,875 31,500 36,750
18 Jun 305.60 11.35 - 5,250 2,625 2,625
14 Jun 305.70 12.95 - 0 0 0
13 Jun 303.95 12.95 - 0 0 0
12 Jun 295.15 12.95 - 0 0 0
11 Jun 295.20 12.95 - 0 0 0
10 Jun 284.45 12.95 - 0 0 0
7 Jun 285.50 12.95 - 0 0 0
6 Jun 277.95 12.95 - 0 0 0
5 Jun 255.35 12.95 - 0 0 0
4 Jun 246.55 12.95 - 0 0 0
3 Jun 311.45 12.95 - 0 0 0
31 May 298.90 0.00 - 0 0 0


For BHEL - strike price 325 expiring on 25JUL2024

Delta for 325 CE is -

Historical price for 325 CE is as follows

On 5 Jul BHEL was trading at 316.40. The strike last trading price was 9.25, which was 1.20 higher than the previous day. The implied volatity was -, the open interest changed by 391125 which increased total open position to 1832250


On 4 Jul BHEL was trading at 311.05. The strike last trading price was 8.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 246750 which increased total open position to 1441125


On 3 Jul BHEL was trading at 311.30. The strike last trading price was 9.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 196875 which increased total open position to 1194375


On 2 Jul BHEL was trading at 297.15. The strike last trading price was 4.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 73500 which increased total open position to 1013250


On 1 Jul BHEL was trading at 302.40. The strike last trading price was 6.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 212625 which increased total open position to 939750


On 28 Jun BHEL was trading at 300.85. The strike last trading price was 7.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 241500 which increased total open position to 727125


On 27 Jun BHEL was trading at 296.95. The strike last trading price was 6.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 186375 which increased total open position to 485625


On 26 Jun BHEL was trading at 295.75. The strike last trading price was 6.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 42000 which increased total open position to 273000


On 25 Jun BHEL was trading at 293.90. The strike last trading price was 6.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 118125 which increased total open position to 231000


On 24 Jun BHEL was trading at 294.70. The strike last trading price was 7, which was lower than the previous day. The implied volatity was -, the open interest changed by 78750 which increased total open position to 112875


On 21 Jun BHEL was trading at 295.05. The strike last trading price was 9.30, 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 20 Jun BHEL was trading at 293.40. The strike last trading price was 9.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 31500 which increased total open position to 0


On 19 Jun BHEL was trading at 297.05. The strike last trading price was 9.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 31500 which increased total open position to 36750


On 18 Jun BHEL was trading at 305.60. The strike last trading price was 11.35, 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 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 0 which decreased total open position to 0


On 13 Jun BHEL was trading at 303.95. The strike last trading price was 12.95, 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 12 Jun BHEL was trading at 295.15. The strike last trading price was 12.95, 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 11 Jun BHEL was trading at 295.20. The strike last trading price was 12.95, 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 10 Jun BHEL was trading at 284.45. The strike last trading price was 12.95, 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 7 Jun BHEL was trading at 285.50. The strike last trading price was 12.95, 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 12.95, 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 12.95, 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 12.95, 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 12.95, 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


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 316.40 16.65 -4.30 - 4,43,625 39,375 1,68,000
4 Jul 311.05 20.95 - 1,26,000 -10,500 1,28,625
3 Jul 311.30 20.7 - 1,70,625 42,000 1,39,125
2 Jul 297.15 29.45 - 2,625 7,875 97,125
1 Jul 302.40 27.35 - 34,125 26,250 89,250
28 Jun 300.85 28.25 - 78,750 57,750 63,000
27 Jun 296.95 34.4 - 7,875 2,625 5,250
26 Jun 295.75 31 - 0 0 0
25 Jun 293.90 31 - 0 0 0
24 Jun 294.70 31 - 0 0 0
21 Jun 295.05 31.00 - 0 0 0
20 Jun 293.40 31.00 - 0 0 0
19 Jun 297.05 31.00 - 0 0 0
18 Jun 305.60 31.00 - 0 0 0
14 Jun 305.70 31.00 - 0 0 0
13 Jun 303.95 31.00 - 0 0 0
12 Jun 295.15 31.00 - 0 0 0
11 Jun 295.20 31.00 - 0 0 0
10 Jun 284.45 31.00 - 0 0 0
7 Jun 285.50 31.00 - 0 0 0
6 Jun 277.95 31.00 - 0 0 2,625
5 Jun 255.35 31.00 - 0 2,625 2,625
4 Jun 246.55 31.00 - 0 0 0
3 Jun 311.45 31.00 - 2,625 0 0
31 May 298.90 0.00 - 0 0 0


For BHEL - strike price 325 expiring on 25JUL2024

Delta for 325 PE is -

Historical price for 325 PE is as follows

On 5 Jul BHEL was trading at 316.40. The strike last trading price was 16.65, which was -4.30 lower than the previous day. The implied volatity was -, the open interest changed by 39375 which increased total open position to 168000


On 4 Jul BHEL was trading at 311.05. The strike last trading price was 20.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -10500 which decreased total open position to 128625


On 3 Jul BHEL was trading at 311.30. The strike last trading price was 20.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 42000 which increased total open position to 139125


On 2 Jul BHEL was trading at 297.15. The strike last trading price was 29.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 7875 which increased total open position to 97125


On 1 Jul BHEL was trading at 302.40. The strike last trading price was 27.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 26250 which increased total open position to 89250


On 28 Jun BHEL was trading at 300.85. The strike last trading price was 28.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 57750 which increased total open position to 63000


On 27 Jun BHEL was trading at 296.95. The strike last trading price was 34.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 5250


On 26 Jun BHEL was trading at 295.75. The strike last trading price was 31, 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 25 Jun BHEL was trading at 293.90. The strike last trading price was 31, 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 Jun BHEL was trading at 294.70. The strike last trading price was 31, 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 31.00, 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 20 Jun BHEL was trading at 293.40. The strike last trading price was 31.00, 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 19 Jun BHEL was trading at 297.05. The strike last trading price was 31.00, 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 Jun BHEL was trading at 305.60. The strike last trading price was 31.00, 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 14 Jun BHEL was trading at 305.70. The strike last trading price was 31.00, 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 Jun BHEL was trading at 303.95. The strike last trading price was 31.00, 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 12 Jun BHEL was trading at 295.15. The strike last trading price was 31.00, 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 11 Jun BHEL was trading at 295.20. The strike last trading price was 31.00, 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 31.00, 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 31.00, 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 6 Jun BHEL was trading at 277.95. The strike last trading price was 31.00, 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 5 Jun BHEL was trading at 255.35. The strike last trading price was 31.00, 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 31.00, 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 3 Jun BHEL was trading at 311.45. The strike last trading price was 31.00, 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 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