BHEL
Bhel
Historical option data for BHEL
24 Apr 2026 04:10 PM IST
| BHEL 28-Apr-2026 (4d) 340 CE | ||||||||||||||||
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Delta: 0.41
Vega: 0
Theta: -0.49
Gamma: 0.03705
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 337.39 | 3.1 | -1.4700000000000002 | 28.62 | 9,028 | 76 | 1,238 | |||||||||
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| 23 Apr | 337.60 | 4.81 | 0.9299999999999997 | 34.46 | 10,792 | -195 | 1,165 | |||||||||
| 22 Apr | 333.64 | 3.82 | -0.6400000000000001 | 35.39 | 7,846 | -38 | 1,370 | |||||||||
| 21 Apr | 332.61 | 4.27 | 1.2099999999999995 | 39.35 | 6,534 | 85 | 1,379 | |||||||||
| 20 Apr | 325.63 | 2.85 | 1.1600000000000001 | 40.68 | 11,170 | 895 | 1,284 | |||||||||
| 17 Apr | 316.79 | 1.56 | -0.46999999999999975 | 37.58 | 1,874 | 146 | 389 | |||||||||
| 16 Apr | 309.26 | 2.04 | -0.81 | 45.78 | 502 | 243 | 243 | |||||||||
For Bhel - strike price 340 expiring on 28APR2026
Delta for 340 CE is 0.41
Historical price for 340 CE is as follows
On 24 Apr BHEL was trading at 337.39. The strike last trading price was 3.1, which was -1.4700000000000002 lower than the previous day. The implied volatity was 28.62, the open interest changed by 76 which increased total open position to 1238
On 23 Apr BHEL was trading at 337.60. The strike last trading price was 4.81, which was 0.9299999999999997 higher than the previous day. The implied volatity was 34.46, the open interest changed by -195 which decreased total open position to 1165
On 22 Apr BHEL was trading at 333.64. The strike last trading price was 3.82, which was -0.6400000000000001 lower than the previous day. The implied volatity was 35.39, the open interest changed by -38 which decreased total open position to 1370
On 21 Apr BHEL was trading at 332.61. The strike last trading price was 4.27, which was 1.2099999999999995 higher than the previous day. The implied volatity was 39.35, the open interest changed by 85 which increased total open position to 1379
On 20 Apr BHEL was trading at 325.63. The strike last trading price was 2.85, which was 1.1600000000000001 higher than the previous day. The implied volatity was 40.68, the open interest changed by 895 which increased total open position to 1284
On 17 Apr BHEL was trading at 316.79. The strike last trading price was 1.56, which was -0.46999999999999975 lower than the previous day. The implied volatity was 37.58, the open interest changed by 146 which increased total open position to 389
On 16 Apr BHEL was trading at 309.26. The strike last trading price was 2.04, which was -0.81 lower than the previous day. The implied volatity was 45.78, the open interest changed by 243 which increased total open position to 243
| BHEL 28-Apr-2026 (4d) 340 PE | |||||||
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Delta: -0.59
Vega: 0
Theta: -0.42
Gamma: 0.03827
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 337.39 | 5.41 | -0.8999999999999995 | 27.65 | 1,138 | 37 | 633 |
| 23 Apr | 337.60 | 6.25 | -3.7200000000000006 | 32.73 | 1,784 | 448 | 598 |
| 22 Apr | 333.64 | 9.85 | -1.6100000000000012 | 35.93 | 521 | 53 | 150 |
| 21 Apr | 332.61 | 11.65 | -5.659999999999998 | 37.95 | 201 | 26 | 91 |
| 20 Apr | 325.63 | 18.45 | -5.789999999999999 | 47.07 | 335 | 47 | 68 |
| 17 Apr | 316.79 | 24.39 | -65.56 | 34.34 | 41 | 19 | 19 |
| 16 Apr | 309.26 | 0 | 0 | - | 0 | 0 | 0 |
For Bhel - strike price 340 expiring on 28APR2026
Delta for 340 PE is -0.59
Historical price for 340 PE is as follows
On 24 Apr BHEL was trading at 337.39. The strike last trading price was 5.41, which was -0.8999999999999995 lower than the previous day. The implied volatity was 27.65, the open interest changed by 37 which increased total open position to 633
On 23 Apr BHEL was trading at 337.60. The strike last trading price was 6.25, which was -3.7200000000000006 lower than the previous day. The implied volatity was 32.73, the open interest changed by 448 which increased total open position to 598
On 22 Apr BHEL was trading at 333.64. The strike last trading price was 9.85, which was -1.6100000000000012 lower than the previous day. The implied volatity was 35.93, the open interest changed by 53 which increased total open position to 150
On 21 Apr BHEL was trading at 332.61. The strike last trading price was 11.65, which was -5.659999999999998 lower than the previous day. The implied volatity was 37.95, the open interest changed by 26 which increased total open position to 91
On 20 Apr BHEL was trading at 325.63. The strike last trading price was 18.45, which was -5.789999999999999 lower than the previous day. The implied volatity was 47.07, the open interest changed by 47 which increased total open position to 68
On 17 Apr BHEL was trading at 316.79. The strike last trading price was 24.39, which was -65.56 lower than the previous day. The implied volatity was 34.34, the open interest changed by 19 which increased total open position to 19
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
