BHEL
BHEL
Historical option data for BHEL
05 Jul 2024 04:12 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 316.40 | 4.95 | 0.55 | - | 93,10,875 | 7,66,500 | 27,01,125 | |||
| 4 Jul | 311.05 | 4.4 | - | 49,14,000 | 89,250 | 19,34,625 | ||||
| 3 Jul | 311.30 | 5.55 | - | 66,72,750 | 3,80,625 | 18,45,375 | ||||
| 2 Jul | 297.15 | 2.75 | - | 12,62,625 | 1,18,125 | 14,64,750 | ||||
| 1 Jul | 302.40 | 3.85 | - | 17,29,875 | 1,33,875 | 13,46,625 | ||||
| 28 Jun | 300.85 | 3.95 | - | 27,06,375 | 3,85,875 | 12,12,750 | ||||
| 27 Jun | 296.95 | 4.1 | - | 13,17,750 | 3,09,750 | 8,26,875 | ||||
| 26 Jun | 295.75 | 3.6 | - | 6,66,750 | -26,250 | 4,93,500 | ||||
| 25 Jun | 293.90 | 3.7 | - | 4,01,625 | 1,07,625 | 5,19,750 | ||||
| 24 Jun | 294.70 | 4.25 | - | 6,64,125 | 2,70,375 | 4,12,125 | ||||
| 21 Jun | 295.05 | 4.85 | - | 81,375 | 7,875 | 1,39,125 | ||||
| 20 Jun | 293.40 | 5.15 | - | 1,20,750 | 49,875 | 1,33,875 | ||||
| 19 Jun | 297.05 | 6.10 | - | 86,625 | 0 | 84,000 | ||||
| 18 Jun | 305.60 | 7.55 | - | 86,625 | 42,000 | 84,000 | ||||
| 14 Jun | 305.70 | 7.20 | - | 52,500 | 23,625 | 42,000 | ||||
| 13 Jun | 303.95 | 7.45 | - | 10,500 | 2,625 | 15,750 | ||||
| 12 Jun | 295.15 | 7.70 | - | 0 | -5,250 | 0 | ||||
| 11 Jun | 295.20 | 7.70 | - | 23,625 | -2,625 | 15,750 | ||||
| 10 Jun | 284.45 | 5.00 | - | 0 | 0 | 0 | ||||
| 7 Jun | 285.50 | 5.00 | - | 0 | 2,625 | 0 | ||||
| 6 Jun | 277.95 | 5.00 | - | 0 | 2,625 | 0 | ||||
| 5 Jun | 255.35 | 5.00 | - | 13,125 | 2,625 | 10,500 | ||||
| 4 Jun | 246.55 | 7.00 | - | 7,875 | -2,625 | 7,875 | ||||
| 3 Jun | 311.45 | 16.05 | - | 42,000 | 2,625 | 10,500 | ||||
| 30 May | 290.75 | 12.45 | - | 0 | 0 | 0 | ||||
| 29 May | 294.10 | 12.45 | - | 0 | 0 | 0 | ||||
| 24 May | 305.65 | 12.45 | - | 0 | 0 | 0 | ||||
| 23 May | 304.80 | 12.45 | - | 0 | 0 | 0 | ||||
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| 22 May | 301.95 | 12.45 | - | 0 | 0 | 0 | ||||
| 21 May | 319.20 | 12.45 | - | 0 | 0 | 0 | ||||
| 16 May | 294.80 | 12.45 | - | 2,625 | 0 | 5,250 | ||||
| 13 May | 274.30 | 10.00 | - | 0 | 0 | 5,250 | ||||
For BHEL - strike price 340 expiring on 25JUL2024
Delta for 340 CE is -
Historical price for 340 CE is as follows
On 5 Jul BHEL was trading at 316.40. The strike last trading price was 4.95, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 766500 which increased total open position to 2701125
On 4 Jul BHEL was trading at 311.05. The strike last trading price was 4.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 89250 which increased total open position to 1934625
On 3 Jul BHEL was trading at 311.30. The strike last trading price was 5.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 380625 which increased total open position to 1845375
On 2 Jul BHEL was trading at 297.15. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 118125 which increased total open position to 1464750
On 1 Jul BHEL was trading at 302.40. The strike last trading price was 3.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 133875 which increased total open position to 1346625
On 28 Jun BHEL was trading at 300.85. The strike last trading price was 3.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 385875 which increased total open position to 1212750
On 27 Jun BHEL was trading at 296.95. The strike last trading price was 4.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 309750 which increased total open position to 826875
On 26 Jun BHEL was trading at 295.75. The strike last trading price was 3.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -26250 which decreased total open position to 493500
On 25 Jun BHEL was trading at 293.90. The strike last trading price was 3.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 107625 which increased total open position to 519750
On 24 Jun BHEL was trading at 294.70. The strike last trading price was 4.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 270375 which increased total open position to 412125
On 21 Jun BHEL was trading at 295.05. The strike last trading price was 4.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 7875 which increased total open position to 139125
On 20 Jun BHEL was trading at 293.40. The strike last trading price was 5.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 49875 which increased total open position to 133875
On 19 Jun BHEL was trading at 297.05. The strike last trading price was 6.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84000
On 18 Jun BHEL was trading at 305.60. The strike last trading price was 7.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 42000 which increased total open position to 84000
On 14 Jun BHEL was trading at 305.70. The strike last trading price was 7.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 23625 which increased total open position to 42000
On 13 Jun BHEL was trading at 303.95. The strike last trading price was 7.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 15750
On 12 Jun BHEL was trading at 295.15. The strike last trading price was 7.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -5250 which decreased total open position to 0
On 11 Jun BHEL was trading at 295.20. The strike last trading price was 7.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -2625 which decreased total open position to 15750
On 10 Jun BHEL was trading at 284.45. The strike last trading price was 5.00, 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 5.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 0
On 6 Jun BHEL was trading at 277.95. The strike last trading price was 5.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 0
On 5 Jun BHEL was trading at 255.35. The strike last trading price was 5.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 10500
On 4 Jun BHEL was trading at 246.55. The strike last trading price was 7.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -2625 which decreased total open position to 7875
On 3 Jun BHEL was trading at 311.45. The strike last trading price was 16.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 10500
On 30 May BHEL was trading at 290.75. The strike last trading price was 12.45, 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 29 May BHEL was trading at 294.10. The strike last trading price was 12.45, 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 May BHEL was trading at 305.65. The strike last trading price was 12.45, 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 23 May BHEL was trading at 304.80. The strike last trading price was 12.45, 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 22 May BHEL was trading at 301.95. The strike last trading price was 12.45, 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 May BHEL was trading at 319.20. The strike last trading price was 12.45, 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 16 May BHEL was trading at 294.80. The strike last trading price was 12.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5250
On 13 May BHEL was trading at 274.30. The strike last trading price was 10.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5250
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 316.40 | 27 | -3.40 | - | 28,875 | -10,500 | 81,375 |
| 4 Jul | 311.05 | 30.4 | - | 55,125 | 13,125 | 91,875 | |
| 3 Jul | 311.30 | 31.1 | - | 44,625 | 23,625 | 78,750 | |
| 2 Jul | 297.15 | 46.8 | - | 47,250 | 28,875 | 44,625 | |
| 1 Jul | 302.40 | 43.4 | - | 5,250 | -2,625 | 15,750 | |
| 28 Jun | 300.85 | 41.35 | - | 21,000 | 15,750 | 18,375 | |
| 27 Jun | 296.95 | 44.55 | - | 2,625 | 0 | 2,625 | |
| 26 Jun | 295.75 | 43.5 | - | 2,625 | 0 | 0 | |
| 25 Jun | 293.90 | 72.15 | - | 0 | 0 | 0 | |
| 24 Jun | 294.70 | 72.15 | - | 0 | 0 | 0 | |
| 21 Jun | 295.05 | 72.15 | - | 0 | 0 | 0 | |
| 20 Jun | 293.40 | 72.15 | - | 0 | 0 | 0 | |
| 19 Jun | 297.05 | 72.15 | - | 0 | 0 | 0 | |
| 18 Jun | 305.60 | 72.15 | - | 0 | 0 | 0 | |
| 14 Jun | 305.70 | 72.15 | - | 0 | 0 | 0 | |
| 13 Jun | 303.95 | 72.15 | - | 0 | 0 | 0 | |
| 12 Jun | 295.15 | 72.15 | - | 0 | 0 | 0 | |
| 11 Jun | 295.20 | 72.15 | - | 0 | 0 | 0 | |
| 10 Jun | 284.45 | 72.15 | - | 0 | 0 | 0 | |
| 7 Jun | 285.50 | 72.15 | - | 0 | 0 | 0 | |
| 6 Jun | 277.95 | 72.15 | - | 0 | 0 | 0 | |
| 5 Jun | 255.35 | 72.15 | - | 0 | 0 | 0 | |
| 4 Jun | 246.55 | 72.15 | - | 0 | 0 | 0 | |
| 3 Jun | 311.45 | 72.15 | - | 0 | 0 | 0 | |
| 30 May | 290.75 | 0.00 | - | 0 | 0 | 0 | |
| 29 May | 294.10 | 0.00 | - | 0 | 0 | 0 | |
| 24 May | 305.65 | 0.00 | - | 0 | 0 | 0 | |
| 23 May | 304.80 | 0.00 | - | 0 | 0 | 0 | |
| 22 May | 301.95 | 0.00 | - | 0 | 0 | 0 | |
| 21 May | 319.20 | 0.00 | - | 0 | 0 | 0 | |
| 16 May | 294.80 | 0.00 | - | 0 | 0 | 0 | |
| 13 May | 274.30 | 0.00 | - | 0 | 0 | 0 | |
For BHEL - strike price 340 expiring on 25JUL2024
Delta for 340 PE is -
Historical price for 340 PE is as follows
On 5 Jul BHEL was trading at 316.40. The strike last trading price was 27, which was -3.40 lower than the previous day. The implied volatity was -, the open interest changed by -10500 which decreased total open position to 81375
On 4 Jul BHEL was trading at 311.05. The strike last trading price was 30.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 13125 which increased total open position to 91875
On 3 Jul BHEL was trading at 311.30. The strike last trading price was 31.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 23625 which increased total open position to 78750
On 2 Jul BHEL was trading at 297.15. The strike last trading price was 46.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 28875 which increased total open position to 44625
On 1 Jul BHEL was trading at 302.40. The strike last trading price was 43.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -2625 which decreased total open position to 15750
On 28 Jun BHEL was trading at 300.85. The strike last trading price was 41.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 15750 which increased total open position to 18375
On 27 Jun BHEL was trading at 296.95. The strike last trading price was 44.55, 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 26 Jun BHEL was trading at 295.75. The strike last trading price was 43.5, 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 72.15, 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 72.15, 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 72.15, 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 72.15, 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 72.15, 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 72.15, 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 72.15, 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 72.15, 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 72.15, 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 72.15, 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 72.15, 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 72.15, 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 72.15, 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 72.15, 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 72.15, 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 72.15, 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 30 May BHEL was trading at 290.75. 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
On 29 May BHEL was trading at 294.10. 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
On 24 May BHEL was trading at 305.65. 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
On 23 May BHEL was trading at 304.80. 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
On 22 May BHEL was trading at 301.95. 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
On 21 May BHEL was trading at 319.20. 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
On 16 May BHEL was trading at 294.80. 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
On 13 May BHEL was trading at 274.30. 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