BHEL
Bhel
Historical option data for BHEL
24 Apr 2026 01:34 PM IST
| BHEL 28-Apr-2026 (4d) 335 CE | ||||||||||||||||
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Delta: 0.61
Vega: 0
Theta: -0.55
Gamma: 0.03119
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 338.02 | 6.66 | -0.34999999999999964 | 33.07 | 1,951 | -69 | 499 | |||||||||
| 23 Apr | 337.60 | 7.14 | 1.3599999999999994 | 32.97 | 4,779 | -364 | 569 | |||||||||
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| 22 Apr | 333.64 | 5.83 | -0.6200000000000001 | 35.17 | 6,123 | -145 | 936 | |||||||||
| 21 Apr | 332.61 | 6.13 | 1.7599999999999998 | 39.11 | 4,623 | 132 | 1,094 | |||||||||
| 20 Apr | 325.63 | 3.99 | 1.5100000000000002 | 39.6 | 9,386 | 739 | 1,011 | |||||||||
| 17 Apr | 316.79 | 2.25 | -0.3700000000000001 | 36.73 | 1,747 | -97 | 276 | |||||||||
| 16 Apr | 309.26 | 2.8 | -0.4500000000000002 | 45.65 | 1,153 | 371 | 371 | |||||||||
For Bhel - strike price 335 expiring on 28APR2026
Delta for 335 CE is 0.61
Historical price for 335 CE is as follows
On 24 Apr BHEL was trading at 338.02. The strike last trading price was 6.66, which was -0.34999999999999964 lower than the previous day. The implied volatity was 33.07, the open interest changed by -69 which decreased total open position to 499
On 23 Apr BHEL was trading at 337.60. The strike last trading price was 7.14, which was 1.3599999999999994 higher than the previous day. The implied volatity was 32.97, the open interest changed by -364 which decreased total open position to 569
On 22 Apr BHEL was trading at 333.64. The strike last trading price was 5.83, which was -0.6200000000000001 lower than the previous day. The implied volatity was 35.17, the open interest changed by -145 which decreased total open position to 936
On 21 Apr BHEL was trading at 332.61. The strike last trading price was 6.13, which was 1.7599999999999998 higher than the previous day. The implied volatity was 39.11, the open interest changed by 132 which increased total open position to 1094
On 20 Apr BHEL was trading at 325.63. The strike last trading price was 3.99, which was 1.5100000000000002 higher than the previous day. The implied volatity was 39.6, the open interest changed by 739 which increased total open position to 1011
On 17 Apr BHEL was trading at 316.79. The strike last trading price was 2.25, which was -0.3700000000000001 lower than the previous day. The implied volatity was 36.73, the open interest changed by -97 which decreased total open position to 276
On 16 Apr BHEL was trading at 309.26. The strike last trading price was 2.8, which was -0.4500000000000002 lower than the previous day. The implied volatity was 45.65, the open interest changed by 371 which increased total open position to 371
| BHEL 28-Apr-2026 (4d) 335 PE | |||||||
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Delta: -0.39
Vega: 0
Theta: -0.49
Gamma: 0.03174
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 338.02 | 3.35 | -0.5 | 32.45 | 3,489 | 65 | 434 |
| 23 Apr | 337.60 | 3.8 | -3.0200000000000005 | 32.54 | 3,104 | 122 | 372 |
| 22 Apr | 333.64 | 6.65 | -1.7599999999999998 | 35.79 | 1,591 | 65 | 249 |
| 21 Apr | 332.61 | 8.58 | -5.35 | 38.14 | 421 | 55 | 183 |
| 20 Apr | 325.63 | 14.5 | -5.350000000000001 | 44.8 | 633 | 110 | 129 |
| 17 Apr | 316.79 | 19.85 | -7.649999999999999 | 38.27 | 25 | 17 | 19 |
| 16 Apr | 309.26 | 27 | -58.400000000000006 | 47.63 | 2 | 1 | 1 |
For Bhel - strike price 335 expiring on 28APR2026
Delta for 335 PE is -0.39
Historical price for 335 PE is as follows
On 24 Apr BHEL was trading at 338.02. The strike last trading price was 3.35, which was -0.5 lower than the previous day. The implied volatity was 32.45, the open interest changed by 65 which increased total open position to 434
On 23 Apr BHEL was trading at 337.60. The strike last trading price was 3.8, which was -3.0200000000000005 lower than the previous day. The implied volatity was 32.54, the open interest changed by 122 which increased total open position to 372
On 22 Apr BHEL was trading at 333.64. The strike last trading price was 6.65, which was -1.7599999999999998 lower than the previous day. The implied volatity was 35.79, the open interest changed by 65 which increased total open position to 249
On 21 Apr BHEL was trading at 332.61. The strike last trading price was 8.58, which was -5.35 lower than the previous day. The implied volatity was 38.14, the open interest changed by 55 which increased total open position to 183
On 20 Apr BHEL was trading at 325.63. The strike last trading price was 14.5, which was -5.350000000000001 lower than the previous day. The implied volatity was 44.8, the open interest changed by 110 which increased total open position to 129
On 17 Apr BHEL was trading at 316.79. The strike last trading price was 19.85, which was -7.649999999999999 lower than the previous day. The implied volatity was 38.27, the open interest changed by 17 which increased total open position to 19
On 16 Apr BHEL was trading at 309.26. The strike last trading price was 27, which was -58.400000000000006 lower than the previous day. The implied volatity was 47.63, the open interest changed by 1 which increased total open position to 1
