BHEL
Bhel
Historical option data for BHEL
21 Nov 2024 04:12 PM IST
| BHEL 28NOV2024 330 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 227.94 | 0.05 | 0.00 | - | 5 | -1 | 165 | |||
| 20 Nov | 225.88 | 0.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 225.88 | 0.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 222.67 | 0.05 | 0.00 | - | 3 | 0 | 166 | |||
| 14 Nov | 223.71 | 0.05 | 0.00 | - | 6 | 1 | 165 | |||
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| 13 Nov | 222.56 | 0.05 | 0.00 | - | 10 | -8 | 164 | |||
| 12 Nov | 230.22 | 0.05 | -0.05 | - | 10 | -1 | 172 | |||
| 11 Nov | 239.22 | 0.1 | -0.05 | - | 4 | 0 | 173 | |||
| 8 Nov | 239.04 | 0.15 | -0.05 | - | 4 | -1 | 173 | |||
| 7 Nov | 244.29 | 0.2 | 0.00 | - | 13 | 4 | 176 | |||
| 6 Nov | 247.98 | 0.2 | 0.10 | 52.37 | 59 | 19 | 172 | |||
| 5 Nov | 235.25 | 0.1 | -0.05 | - | 61 | 11 | 164 | |||
| 4 Nov | 233.39 | 0.15 | 0.00 | - | 39 | 4 | 152 | |||
| 1 Nov | 241.97 | 0.15 | 0.00 | 49.19 | 32 | 0 | 148 | |||
| 31 Oct | 239.00 | 0.15 | -0.25 | - | 103 | 50 | 147 | |||
| 30 Oct | 236.60 | 0.4 | -0.10 | - | 78 | 23 | 97 | |||
| 29 Oct | 235.00 | 0.5 | 0.00 | - | 23 | 7 | 71 | |||
| 28 Oct | 229.75 | 0.5 | 0.05 | - | 33 | 19 | 64 | |||
| 25 Oct | 216.85 | 0.45 | -0.05 | - | 7 | 0 | 45 | |||
| 24 Oct | 227.30 | 0.5 | 0.15 | - | 5 | 0 | 45 | |||
| 23 Oct | 223.70 | 0.35 | -0.25 | - | 26 | 22 | 45 | |||
| 22 Oct | 232.80 | 0.6 | 0.10 | - | 11 | 2 | 23 | |||
| 21 Oct | 247.65 | 0.5 | -1.50 | - | 20 | 14 | 20 | |||
| 16 Oct | 269.60 | 2 | -0.05 | - | 5 | 4 | 5 | |||
| 15 Oct | 271.60 | 2.05 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 268.75 | 2.05 | 2.05 | - | 1 | 0 | 1 | |||
| 3 Sept | 286.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 286.80 | 0 | - | 0 | 0 | 0 | ||||
For Bhel - strike price 330 expiring on 28NOV2024
Delta for 330 CE is -
Historical price for 330 CE is as follows
On 21 Nov BHEL was trading at 227.94. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 165
On 20 Nov BHEL was trading at 225.88. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov BHEL was trading at 225.88. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Nov BHEL was trading at 222.67. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 166
On 14 Nov BHEL was trading at 223.71. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 165
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 164
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 172
On 11 Nov BHEL was trading at 239.22. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 173
On 8 Nov BHEL was trading at 239.04. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 173
On 7 Nov BHEL was trading at 244.29. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 176
On 6 Nov BHEL was trading at 247.98. The strike last trading price was 0.2, which was 0.10 higher than the previous day. The implied volatity was 52.37, the open interest changed by 19 which increased total open position to 172
On 5 Nov BHEL was trading at 235.25. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 164
On 4 Nov BHEL was trading at 233.39. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 152
On 1 Nov BHEL was trading at 241.97. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 49.19, the open interest changed by 0 which decreased total open position to 148
On 31 Oct BHEL was trading at 239.00. The strike last trading price was 0.15, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BHEL was trading at 236.60. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BHEL was trading at 235.00. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BHEL was trading at 229.75. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BHEL was trading at 216.85. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BHEL was trading at 227.30. The strike last trading price was 0.5, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BHEL was trading at 223.70. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BHEL was trading at 232.80. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BHEL was trading at 247.65. The strike last trading price was 0.5, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BHEL was trading at 269.60. The strike last trading price was 2, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BHEL was trading at 271.60. The strike last trading price was 2.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BHEL was trading at 268.75. The strike last trading price was 2.05, which was 2.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept BHEL was trading at 286.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept BHEL was trading at 286.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BHEL 28NOV2024 330 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 227.94 | 98.5 | 0.00 | 0.00 | 0 | -1 | 0 |
| 20 Nov | 225.88 | 98.5 | 0.00 | - | 1 | -1 | 244 |
| 19 Nov | 225.88 | 98.5 | -8.95 | - | 1 | 0 | 244 |
| 18 Nov | 222.67 | 107.45 | 0.00 | 0.00 | 0 | -30 | 0 |
| 14 Nov | 223.71 | 107.45 | 9.65 | - | 35 | -30 | 244 |
| 13 Nov | 222.56 | 97.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 230.22 | 97.8 | 8.45 | - | 18 | 0 | 274 |
| 11 Nov | 239.22 | 89.35 | 0.00 | 0.00 | 0 | 1 | 0 |
| 8 Nov | 239.04 | 89.35 | 5.60 | - | 3 | 0 | 273 |
| 7 Nov | 244.29 | 83.75 | 0.00 | - | 5 | 2 | 273 |
| 6 Nov | 247.98 | 83.75 | -3.75 | - | 4 | 0 | 271 |
| 5 Nov | 235.25 | 87.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 233.39 | 87.5 | 0.00 | 0.00 | 0 | 1 | 0 |
| 1 Nov | 241.97 | 87.5 | -0.50 | - | 1 | 0 | 270 |
| 31 Oct | 239.00 | 88 | -2.60 | - | 84 | 83 | 269 |
| 30 Oct | 236.60 | 90.6 | -6.40 | - | 61 | 59 | 185 |
| 29 Oct | 235.00 | 97 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 229.75 | 97 | -21.95 | - | 2 | 125 | 125 |
| 25 Oct | 216.85 | 118.95 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 227.30 | 118.95 | 15.95 | - | 1 | 0 | 126 |
| 23 Oct | 223.70 | 103 | 15.00 | - | 24 | 20 | 122 |
| 22 Oct | 232.80 | 88 | 7.00 | - | 1 | 0 | 101 |
| 21 Oct | 247.65 | 81 | 24.70 | - | 74 | 68 | 97 |
| 16 Oct | 269.60 | 56.3 | 0.00 | - | 0 | 16 | 0 |
| 15 Oct | 271.60 | 56.3 | -3.00 | - | 19 | 16 | 29 |
| 14 Oct | 268.75 | 59.3 | 59.30 | - | 27 | 10 | 10 |
| 3 Sept | 286.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 286.80 | 0 | - | 0 | 0 | 0 | |
For Bhel - strike price 330 expiring on 28NOV2024
Delta for 330 PE is 0.00
Historical price for 330 PE is as follows
On 21 Nov BHEL was trading at 227.94. The strike last trading price was 98.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 20 Nov BHEL was trading at 225.88. The strike last trading price was 98.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 244
On 19 Nov BHEL was trading at 225.88. The strike last trading price was 98.5, which was -8.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 244
On 18 Nov BHEL was trading at 222.67. The strike last trading price was 107.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -30 which decreased total open position to 0
On 14 Nov BHEL was trading at 223.71. The strike last trading price was 107.45, which was 9.65 higher than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 244
On 13 Nov BHEL was trading at 222.56. The strike last trading price was 97.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Nov BHEL was trading at 230.22. The strike last trading price was 97.8, which was 8.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 274
On 11 Nov BHEL was trading at 239.22. The strike last trading price was 89.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 8 Nov BHEL was trading at 239.04. The strike last trading price was 89.35, which was 5.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 273
On 7 Nov BHEL was trading at 244.29. The strike last trading price was 83.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 273
On 6 Nov BHEL was trading at 247.98. The strike last trading price was 83.75, which was -3.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 271
On 5 Nov BHEL was trading at 235.25. The strike last trading price was 87.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BHEL was trading at 233.39. The strike last trading price was 87.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 1 Nov BHEL was trading at 241.97. The strike last trading price was 87.5, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 270
On 31 Oct BHEL was trading at 239.00. The strike last trading price was 88, which was -2.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BHEL was trading at 236.60. The strike last trading price was 90.6, which was -6.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BHEL was trading at 235.00. The strike last trading price was 97, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BHEL was trading at 229.75. The strike last trading price was 97, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BHEL was trading at 216.85. The strike last trading price was 118.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BHEL was trading at 227.30. The strike last trading price was 118.95, which was 15.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BHEL was trading at 223.70. The strike last trading price was 103, which was 15.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BHEL was trading at 232.80. The strike last trading price was 88, which was 7.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BHEL was trading at 247.65. The strike last trading price was 81, which was 24.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BHEL was trading at 269.60. The strike last trading price was 56.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BHEL was trading at 271.60. The strike last trading price was 56.3, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BHEL was trading at 268.75. The strike last trading price was 59.3, which was 59.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept BHEL was trading at 286.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept BHEL was trading at 286.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
