[--[65.84.65.76]--]
BHEL
BHEL

316.4 5.35 (1.72%)

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Historical option data for BHEL

05 Jul 2024 04:12 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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
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: -
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