BHEL
BHEL
Historical option data for BHEL
05 Jul 2024 04:12 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
5 Jul | 316.40 | 3.35 | 0.35 | - | 93,08,250 | -63,000 | 33,83,625 | |||
4 Jul | 311.05 | 3 | - | 57,77,625 | 76,125 | 34,46,625 | ||||
3 Jul | 311.30 | 3.8 | - | 77,96,250 | -3,67,500 | 33,70,500 | ||||
2 Jul | 297.15 | 1.95 | - | 14,54,250 | 3,67,500 | 37,40,625 | ||||
1 Jul | 302.40 | 2.7 | - | 18,58,500 | 2,59,875 | 33,73,125 | ||||
28 Jun | 300.85 | 2.8 | - | 47,69,625 | 11,97,000 | 31,13,250 | ||||
27 Jun | 296.95 | 2.95 | - | 23,67,750 | 3,85,875 | 19,16,250 | ||||
26 Jun | 295.75 | 2.5 | - | 7,19,250 | 2,38,875 | 15,27,750 | ||||
25 Jun | 293.90 | 2.65 | - | 10,94,625 | 3,70,125 | 12,88,875 | ||||
24 Jun | 294.70 | 3.1 | - | 11,13,000 | 3,07,125 | 9,18,750 | ||||
21 Jun | 295.05 | 3.70 | - | 6,56,250 | 49,875 | 6,09,000 | ||||
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20 Jun | 293.40 | 4.00 | - | 6,16,875 | 2,59,875 | 5,56,500 | ||||
19 Jun | 297.05 | 4.50 | - | 4,12,125 | 31,500 | 2,96,625 | ||||
18 Jun | 305.60 | 5.50 | - | 3,17,625 | 78,750 | 2,65,125 | ||||
14 Jun | 305.70 | 5.20 | - | 1,44,375 | 34,125 | 1,86,375 | ||||
13 Jun | 303.95 | 5.95 | - | 1,12,875 | 55,125 | 1,52,250 | ||||
12 Jun | 295.15 | 5.60 | - | 63,000 | 15,750 | 97,125 | ||||
11 Jun | 295.20 | 5.70 | - | 84,000 | 34,125 | 78,750 | ||||
10 Jun | 284.45 | 6.50 | - | 5,250 | 2,625 | 42,000 | ||||
7 Jun | 285.50 | 6.50 | - | 10,500 | 2,625 | 36,750 | ||||
6 Jun | 277.95 | 6.75 | - | 15,750 | 0 | 34,125 | ||||
5 Jun | 255.35 | 3.35 | - | 5,250 | 0 | 34,125 | ||||
4 Jun | 246.55 | 8.25 | - | 13,125 | 2,625 | 34,125 | ||||
3 Jun | 311.45 | 13.10 | - | 68,250 | 21,000 | 31,500 | ||||
30 May | 290.75 | 11.00 | - | 0 | 0 | 0 | ||||
29 May | 294.10 | 11.00 | - | 2,625 | 0 | 7,875 | ||||
24 May | 305.65 | 16.45 | - | 7,875 | 5,250 | 7,875 | ||||
23 May | 304.80 | 12.00 | - | 0 | 0 | 0 | ||||
22 May | 301.95 | 12.00 | - | 0 | 0 | 0 | ||||
21 May | 319.20 | 12.00 | - | 0 | 0 | 0 |
For BHEL - strike price 350 expiring on 25JUL2024
Delta for 350 CE is -
Historical price for 350 CE is as follows
On 5 Jul BHEL was trading at 316.40. The strike last trading price was 3.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by -63000 which decreased total open position to 3383625
On 4 Jul BHEL was trading at 311.05. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by 76125 which increased total open position to 3446625
On 3 Jul BHEL was trading at 311.30. The strike last trading price was 3.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -367500 which decreased total open position to 3370500
On 2 Jul BHEL was trading at 297.15. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 367500 which increased total open position to 3740625
On 1 Jul BHEL was trading at 302.40. The strike last trading price was 2.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 259875 which increased total open position to 3373125
On 28 Jun BHEL was trading at 300.85. The strike last trading price was 2.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 1197000 which increased total open position to 3113250
On 27 Jun BHEL was trading at 296.95. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 385875 which increased total open position to 1916250
On 26 Jun BHEL was trading at 295.75. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 238875 which increased total open position to 1527750
On 25 Jun BHEL was trading at 293.90. The strike last trading price was 2.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 370125 which increased total open position to 1288875
On 24 Jun BHEL was trading at 294.70. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 307125 which increased total open position to 918750
On 21 Jun BHEL was trading at 295.05. The strike last trading price was 3.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 49875 which increased total open position to 609000
On 20 Jun BHEL was trading at 293.40. The strike last trading price was 4.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 259875 which increased total open position to 556500
On 19 Jun BHEL was trading at 297.05. The strike last trading price was 4.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 31500 which increased total open position to 296625
On 18 Jun BHEL was trading at 305.60. The strike last trading price was 5.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 78750 which increased total open position to 265125
On 14 Jun BHEL was trading at 305.70. The strike last trading price was 5.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 34125 which increased total open position to 186375
On 13 Jun BHEL was trading at 303.95. The strike last trading price was 5.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 55125 which increased total open position to 152250
On 12 Jun BHEL was trading at 295.15. The strike last trading price was 5.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 15750 which increased total open position to 97125
On 11 Jun BHEL was trading at 295.20. The strike last trading price was 5.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 34125 which increased total open position to 78750
On 10 Jun BHEL was trading at 284.45. The strike last trading price was 6.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 42000
On 7 Jun BHEL was trading at 285.50. The strike last trading price was 6.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 36750
On 6 Jun BHEL was trading at 277.95. The strike last trading price was 6.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34125
On 5 Jun BHEL was trading at 255.35. The strike last trading price was 3.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34125
On 4 Jun BHEL was trading at 246.55. The strike last trading price was 8.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 34125
On 3 Jun BHEL was trading at 311.45. The strike last trading price was 13.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 21000 which increased total open position to 31500
On 30 May BHEL was trading at 290.75. The strike last trading price was 11.00, 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 11.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7875
On 24 May BHEL was trading at 305.65. The strike last trading price was 16.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 7875
On 23 May BHEL was trading at 304.80. The strike last trading price was 12.00, 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 12.00, 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 12.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
5 Jul | 316.40 | 34.7 | -5.90 | - | 47,250 | 23,625 | 1,31,250 |
4 Jul | 311.05 | 40.6 | - | 81,375 | 7,875 | 1,07,625 | |
3 Jul | 311.30 | 39.55 | - | 13,125 | -7,875 | 99,750 | |
2 Jul | 297.15 | 49.85 | - | 5,250 | 2,625 | 1,07,625 | |
1 Jul | 302.40 | 47.85 | - | 15,750 | 5,250 | 1,05,000 | |
28 Jun | 300.85 | 48.4 | - | 7,875 | 5,250 | 99,750 | |
27 Jun | 296.95 | 54.05 | - | 47,250 | 34,125 | 94,500 | |
26 Jun | 295.75 | 53.95 | - | 47,250 | 39,375 | 60,375 | |
25 Jun | 293.90 | 56.45 | - | 23,625 | 18,375 | 21,000 | |
24 Jun | 294.70 | 45 | - | 0 | 0 | 0 | |
21 Jun | 295.05 | 45.00 | - | 0 | 0 | 0 | |
20 Jun | 293.40 | 45.00 | - | 0 | 0 | 0 | |
19 Jun | 297.05 | 45.00 | - | 0 | 0 | 0 | |
18 Jun | 305.60 | 45.00 | - | 0 | 0 | 0 | |
14 Jun | 305.70 | 45.00 | - | 0 | 0 | 0 | |
13 Jun | 303.95 | 45.00 | - | 0 | 0 | 0 | |
12 Jun | 295.15 | 45.00 | - | 0 | 0 | 0 | |
11 Jun | 295.20 | 45.00 | - | 0 | 0 | 0 | |
10 Jun | 284.45 | 45.00 | - | 0 | 0 | 0 | |
7 Jun | 285.50 | 45.00 | - | 0 | 2,625 | 0 | |
6 Jun | 277.95 | 45.00 | - | 0 | 2,625 | 0 | |
5 Jun | 255.35 | 45.00 | - | 0 | 2,625 | 2,625 | |
4 Jun | 246.55 | 45.00 | - | 0 | 0 | 0 | |
3 Jun | 311.45 | 45.00 | - | 2,625 | 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 |
For BHEL - strike price 350 expiring on 25JUL2024
Delta for 350 PE is -
Historical price for 350 PE is as follows
On 5 Jul BHEL was trading at 316.40. The strike last trading price was 34.7, which was -5.90 lower than the previous day. The implied volatity was -, the open interest changed by 23625 which increased total open position to 131250
On 4 Jul BHEL was trading at 311.05. The strike last trading price was 40.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 7875 which increased total open position to 107625
On 3 Jul BHEL was trading at 311.30. The strike last trading price was 39.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -7875 which decreased total open position to 99750
On 2 Jul BHEL was trading at 297.15. The strike last trading price was 49.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 107625
On 1 Jul BHEL was trading at 302.40. The strike last trading price was 47.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 105000
On 28 Jun BHEL was trading at 300.85. The strike last trading price was 48.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 99750
On 27 Jun BHEL was trading at 296.95. The strike last trading price was 54.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 34125 which increased total open position to 94500
On 26 Jun BHEL was trading at 295.75. The strike last trading price was 53.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 39375 which increased total open position to 60375
On 25 Jun BHEL was trading at 293.90. The strike last trading price was 56.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 18375 which increased total open position to 21000
On 24 Jun BHEL was trading at 294.70. The strike last trading price was 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 Jun BHEL was trading at 295.05. The strike last trading price was 45.00, 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 20 Jun BHEL was trading at 293.40. The strike last trading price was 45.00, 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 19 Jun BHEL was trading at 297.05. The strike last trading price was 45.00, 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 18 Jun BHEL was trading at 305.60. The strike last trading price was 45.00, 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 14 Jun BHEL was trading at 305.70. The strike last trading price was 45.00, 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 Jun BHEL was trading at 303.95. The strike last trading price was 45.00, 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 12 Jun BHEL was trading at 295.15. The strike last trading price was 45.00, 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 11 Jun BHEL was trading at 295.20. The strike last trading price was 45.00, 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 10 Jun BHEL was trading at 284.45. The strike last trading price was 45.00, 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 45.00, 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 45.00, 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 45.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 2625
On 4 Jun BHEL was trading at 246.55. The strike last trading price was 45.00, 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 3 Jun BHEL was trading at 311.45. The strike last trading price was 45.00, 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 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