BHEL
Bhel
Historical option data for BHEL
24 Apr 2026 04:10 PM IST
| BHEL 28-Apr-2026 (4d) 345 CE | ||||||||||||||||
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Delta: 0.25
Vega: 0
Theta: -0.42
Gamma: 0.02953
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 337.39 | 1.63 | -1.23 | 29.54 | 4,313 | 222 | 681 | |||||||||
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| 23 Apr | 337.60 | 3.04 | 0.4900000000000002 | 35.18 | 4,370 | -171 | 461 | |||||||||
| 22 Apr | 333.64 | 2.51 | -0.38000000000000034 | 36.51 | 2,645 | 4 | 632 | |||||||||
| 21 Apr | 332.61 | 2.78 | 0.6399999999999997 | 38.96 | 2,068 | 159 | 624 | |||||||||
| 20 Apr | 325.63 | 2 | 0.8799999999999999 | 41.9 | 3,414 | 429 | 459 | |||||||||
| 17 Apr | 316.79 | 1.06 | -2.89 | 38.02 | 196 | 32 | 32 | |||||||||
| 16 Apr | 309.26 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bhel - strike price 345 expiring on 28APR2026
Delta for 345 CE is 0.25
Historical price for 345 CE is as follows
On 24 Apr BHEL was trading at 337.39. The strike last trading price was 1.63, which was -1.23 lower than the previous day. The implied volatity was 29.54, the open interest changed by 222 which increased total open position to 681
On 23 Apr BHEL was trading at 337.60. The strike last trading price was 3.04, which was 0.4900000000000002 higher than the previous day. The implied volatity was 35.18, the open interest changed by -171 which decreased total open position to 461
On 22 Apr BHEL was trading at 333.64. The strike last trading price was 2.51, which was -0.38000000000000034 lower than the previous day. The implied volatity was 36.51, the open interest changed by 4 which increased total open position to 632
On 21 Apr BHEL was trading at 332.61. The strike last trading price was 2.78, which was 0.6399999999999997 higher than the previous day. The implied volatity was 38.96, the open interest changed by 159 which increased total open position to 624
On 20 Apr BHEL was trading at 325.63. The strike last trading price was 2, which was 0.8799999999999999 higher than the previous day. The implied volatity was 41.9, the open interest changed by 429 which increased total open position to 459
On 17 Apr BHEL was trading at 316.79. The strike last trading price was 1.06, which was -2.89 lower than the previous day. The implied volatity was 38.02, the open interest changed by 32 which increased total open position to 32
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
| BHEL 28-Apr-2026 (4d) 345 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.76
Vega: 0
Theta: -0.34
Gamma: 0.03013
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 337.39 | 8.95 | -0.9199999999999999 | 28.23 | 173 | 16 | 45 |
| 23 Apr | 337.60 | 9.37 | -4.120000000000001 | 31.88 | 108 | 17 | 29 |
| 22 Apr | 333.64 | 13.24 | -3.17 | 35.19 | 34 | 12 | 13 |
| 21 Apr | 332.61 | 16.41 | 16.41 | 41.9 | 0 | 0 | 1 |
| 20 Apr | 325.63 | 16.41 | -67.69 | 41.9 | 3 | 1 | 1 |
| 17 Apr | 316.79 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 309.26 | 0 | 0 | - | 0 | 0 | 0 |
For Bhel - strike price 345 expiring on 28APR2026
Delta for 345 PE is -0.76
Historical price for 345 PE is as follows
On 24 Apr BHEL was trading at 337.39. The strike last trading price was 8.95, which was -0.9199999999999999 lower than the previous day. The implied volatity was 28.23, the open interest changed by 16 which increased total open position to 45
On 23 Apr BHEL was trading at 337.60. The strike last trading price was 9.37, which was -4.120000000000001 lower than the previous day. The implied volatity was 31.88, the open interest changed by 17 which increased total open position to 29
On 22 Apr BHEL was trading at 333.64. The strike last trading price was 13.24, which was -3.17 lower than the previous day. The implied volatity was 35.19, the open interest changed by 12 which increased total open position to 13
On 21 Apr BHEL was trading at 332.61. The strike last trading price was 16.41, which was 16.41 higher than the previous day. The implied volatity was 41.9, the open interest changed by 0 which decreased total open position to 1
On 20 Apr BHEL was trading at 325.63. The strike last trading price was 16.41, which was -67.69 lower than the previous day. The implied volatity was 41.9, the open interest changed by 1 which increased total open position to 1
On 17 Apr BHEL was trading at 316.79. 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 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
