BHEL
Bhel
Historical option data for BHEL
24 Apr 2026 01:35 PM IST
| BHEL 28-Apr-2026 (4d) 330 CE | ||||||||||||||||
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Delta: 0.75
Vega: 0
Theta: -0.47
Gamma: 0.0253
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 338.00 | 10.03 | -0.45000000000000107 | 33.97 | 1,070 | -131 | 609 | |||||||||
| 23 Apr | 337.60 | 10.53 | 2.2799999999999994 | 33.64 | 2,949 | -790 | 749 | |||||||||
| 22 Apr | 333.64 | 8.2 | -0.7100000000000009 | 33.31 | 3,501 | 22 | 1,540 | |||||||||
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| 21 Apr | 332.61 | 8.6 | 2.369999999999999 | 39.34 | 7,375 | -109 | 1,537 | |||||||||
| 20 Apr | 325.63 | 5.63 | 2.08 | 39.07 | 18,921 | 813 | 1,672 | |||||||||
| 17 Apr | 316.79 | 3.25 | -0.10999999999999988 | 36.26 | 6,167 | 58 | 874 | |||||||||
| 16 Apr | 309.26 | 3.75 | 3.2 | 46.02 | 4,348 | 742 | 816 | |||||||||
| 15 Apr | 292.50 | 0.54 | -3.16 | 39.32 | 190 | 73 | 73 | |||||||||
For Bhel - strike price 330 expiring on 28APR2026
Delta for 330 CE is 0.75
Historical price for 330 CE is as follows
On 24 Apr BHEL was trading at 338.00. The strike last trading price was 10.03, which was -0.45000000000000107 lower than the previous day. The implied volatity was 33.97, the open interest changed by -131 which decreased total open position to 609
On 23 Apr BHEL was trading at 337.60. The strike last trading price was 10.53, which was 2.2799999999999994 higher than the previous day. The implied volatity was 33.64, the open interest changed by -790 which decreased total open position to 749
On 22 Apr BHEL was trading at 333.64. The strike last trading price was 8.2, which was -0.7100000000000009 lower than the previous day. The implied volatity was 33.31, the open interest changed by 22 which increased total open position to 1540
On 21 Apr BHEL was trading at 332.61. The strike last trading price was 8.6, which was 2.369999999999999 higher than the previous day. The implied volatity was 39.34, the open interest changed by -109 which decreased total open position to 1537
On 20 Apr BHEL was trading at 325.63. The strike last trading price was 5.63, which was 2.08 higher than the previous day. The implied volatity was 39.07, the open interest changed by 813 which increased total open position to 1672
On 17 Apr BHEL was trading at 316.79. The strike last trading price was 3.25, which was -0.10999999999999988 lower than the previous day. The implied volatity was 36.26, the open interest changed by 58 which increased total open position to 874
On 16 Apr BHEL was trading at 309.26. The strike last trading price was 3.75, which was 3.2 higher than the previous day. The implied volatity was 46.02, the open interest changed by 742 which increased total open position to 816
On 15 Apr BHEL was trading at 292.50. The strike last trading price was 0.54, which was -3.16 lower than the previous day. The implied volatity was 39.32, the open interest changed by 73 which increased total open position to 73
| BHEL 28-Apr-2026 (4d) 330 PE | |||||||
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Delta: -0.25
Vega: 0
Theta: -0.42
Gamma: 0.02494
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 338.00 | 1.92 | -0.26000000000000023 | 34.19 | 4,177 | 491 | 1,519 |
| 23 Apr | 337.60 | 2.07 | -2.2900000000000005 | 31.88 | 5,315 | -364 | 1,062 |
| 22 Apr | 333.64 | 4.15 | -1.9499999999999993 | 34.71 | 5,857 | -417 | 1,428 |
| 21 Apr | 332.61 | 6.15 | -4.65 | 38.88 | 4,179 | 44 | 1,852 |
| 20 Apr | 325.63 | 11.42 | -4.57 | 45.32 | 8,358 | 1,797 | 1,841 |
| 17 Apr | 316.79 | 15.81 | -65.14 | 32.57 | 94 | 46 | 46 |
| 16 Apr | 309.26 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 292.50 | 0 | 0 | - | 0 | 0 | 0 |
For Bhel - strike price 330 expiring on 28APR2026
Delta for 330 PE is -0.25
Historical price for 330 PE is as follows
On 24 Apr BHEL was trading at 338.00. The strike last trading price was 1.92, which was -0.26000000000000023 lower than the previous day. The implied volatity was 34.19, the open interest changed by 491 which increased total open position to 1519
On 23 Apr BHEL was trading at 337.60. The strike last trading price was 2.07, which was -2.2900000000000005 lower than the previous day. The implied volatity was 31.88, the open interest changed by -364 which decreased total open position to 1062
On 22 Apr BHEL was trading at 333.64. The strike last trading price was 4.15, which was -1.9499999999999993 lower than the previous day. The implied volatity was 34.71, the open interest changed by -417 which decreased total open position to 1428
On 21 Apr BHEL was trading at 332.61. The strike last trading price was 6.15, which was -4.65 lower than the previous day. The implied volatity was 38.88, the open interest changed by 44 which increased total open position to 1852
On 20 Apr BHEL was trading at 325.63. The strike last trading price was 11.42, which was -4.57 lower than the previous day. The implied volatity was 45.32, the open interest changed by 1797 which increased total open position to 1841
On 17 Apr BHEL was trading at 316.79. The strike last trading price was 15.81, which was -65.14 lower than the previous day. The implied volatity was 32.57, the open interest changed by 46 which increased total open position to 46
On 16 Apr BHEL was trading at 309.26. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr BHEL was trading at 292.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
