BHEL
Bhel
Historical option data for BHEL
24 Apr 2026 01:37 PM IST
| BHEL 28-Apr-2026 (4d) 350 CE | ||||||||||||||||
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Delta: 0.18
Vega: 0
Theta: -0.38
Gamma: 0.02133
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 337.96 | 1.19 | -0.56 | 33.18 | 4,289 | 59 | 1,311 | |||||||||
| 23 Apr | 337.60 | 1.81 | 0.20999999999999996 | 35.66 | 5,368 | 275 | 1,248 | |||||||||
| 22 Apr | 333.64 | 1.6 | -0.31999999999999984 | 37.46 | 3,953 | -203 | 972 | |||||||||
| 21 Apr | 332.61 | 1.85 | 0.40000000000000013 | 39.62 | 3,504 | -159 | 1,192 | |||||||||
| 20 Apr | 325.63 | 1.39 | 0.5899999999999999 | 42.53 | 10,169 | 561 | 1,247 | |||||||||
| 17 Apr | 316.79 | 0.72 | -0.41999999999999993 | 38.69 | 2,251 | 494 | 681 | |||||||||
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| 16 Apr | 309.26 | 1.18 | -1.0200000000000002 | 47.55 | 453 | 149 | 149 | |||||||||
For Bhel - strike price 350 expiring on 28APR2026
Delta for 350 CE is 0.18
Historical price for 350 CE is as follows
On 24 Apr BHEL was trading at 337.96. The strike last trading price was 1.19, which was -0.56 lower than the previous day. The implied volatity was 33.18, the open interest changed by 59 which increased total open position to 1311
On 23 Apr BHEL was trading at 337.60. The strike last trading price was 1.81, which was 0.20999999999999996 higher than the previous day. The implied volatity was 35.66, the open interest changed by 275 which increased total open position to 1248
On 22 Apr BHEL was trading at 333.64. The strike last trading price was 1.6, which was -0.31999999999999984 lower than the previous day. The implied volatity was 37.46, the open interest changed by -203 which decreased total open position to 972
On 21 Apr BHEL was trading at 332.61. The strike last trading price was 1.85, which was 0.40000000000000013 higher than the previous day. The implied volatity was 39.62, the open interest changed by -159 which decreased total open position to 1192
On 20 Apr BHEL was trading at 325.63. The strike last trading price was 1.39, which was 0.5899999999999999 higher than the previous day. The implied volatity was 42.53, the open interest changed by 561 which increased total open position to 1247
On 17 Apr BHEL was trading at 316.79. The strike last trading price was 0.72, which was -0.41999999999999993 lower than the previous day. The implied volatity was 38.69, the open interest changed by 494 which increased total open position to 681
On 16 Apr BHEL was trading at 309.26. The strike last trading price was 1.18, which was -1.0200000000000002 lower than the previous day. The implied volatity was 47.55, the open interest changed by 149 which increased total open position to 149
| BHEL 28-Apr-2026 (4d) 350 PE | |||||||
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Delta: -0.8
Vega: 0
Theta: -0.36
Gamma: 0.02171
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 337.96 | 12.69 | -1.2700000000000014 | 34.09 | 67 | -11 | 19 |
| 23 Apr | 337.60 | 13.82 | -3.6900000000000013 | 32.66 | 49 | 1 | 29 |
| 22 Apr | 333.64 | 17.5 | -1.7199999999999989 | 37.66 | 43 | 2 | 28 |
| 21 Apr | 332.61 | 19.3 | -7.009999999999998 | 39.29 | 61 | 11 | 27 |
| 20 Apr | 325.63 | 26.61 | -9.64 | 46.28 | 62 | 12 | 16 |
| 17 Apr | 316.79 | 36.25 | -62.900000000000006 | 58.7 | 4 | 1 | 1 |
| 16 Apr | 309.26 | 0 | 0 | - | 0 | 0 | 0 |
For Bhel - strike price 350 expiring on 28APR2026
Delta for 350 PE is -0.8
Historical price for 350 PE is as follows
On 24 Apr BHEL was trading at 337.96. The strike last trading price was 12.69, which was -1.2700000000000014 lower than the previous day. The implied volatity was 34.09, the open interest changed by -11 which decreased total open position to 19
On 23 Apr BHEL was trading at 337.60. The strike last trading price was 13.82, which was -3.6900000000000013 lower than the previous day. The implied volatity was 32.66, the open interest changed by 1 which increased total open position to 29
On 22 Apr BHEL was trading at 333.64. The strike last trading price was 17.5, which was -1.7199999999999989 lower than the previous day. The implied volatity was 37.66, the open interest changed by 2 which increased total open position to 28
On 21 Apr BHEL was trading at 332.61. The strike last trading price was 19.3, which was -7.009999999999998 lower than the previous day. The implied volatity was 39.29, the open interest changed by 11 which increased total open position to 27
On 20 Apr BHEL was trading at 325.63. The strike last trading price was 26.61, which was -9.64 lower than the previous day. The implied volatity was 46.28, the open interest changed by 12 which increased total open position to 16
On 17 Apr BHEL was trading at 316.79. The strike last trading price was 36.25, which was -62.900000000000006 lower than the previous day. The implied volatity was 58.7, the open interest changed by 1 which increased total open position to 1
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
