BHEL
Bhel
Historical option data for BHEL
24 Apr 2026 01:34 PM IST
| BHEL 28-Apr-2026 (4d) 355 CE | ||||||||||||||||
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Delta: 0.1
Vega: 0
Theta: -0.27
Gamma: 0.01411
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 24 Apr | 338.02 | 0.63 | -0.4 | 34.51 | 1,066 | 12 | 428 | |||||||||
| 23 Apr | 337.60 | 1.1 | 0.09000000000000008 | 36.93 | 1,547 | -107 | 414 | |||||||||
| 22 Apr | 333.64 | 0.99 | -0.22999999999999998 | 38.59 | 1,090 | 33 | 522 | |||||||||
| 21 Apr | 332.61 | 1.18 | 0.21999999999999997 | 40.01 | 1,328 | 25 | 490 | |||||||||
| 20 Apr | 325.63 | 0.88 | -2.3200000000000003 | 42.49 | 3,555 | 476 | 476 | |||||||||
For Bhel - strike price 355 expiring on 28APR2026
Delta for 355 CE is 0.1
Historical price for 355 CE is as follows
On 24 Apr BHEL was trading at 338.02. The strike last trading price was 0.63, which was -0.4 lower than the previous day. The implied volatity was 34.51, the open interest changed by 12 which increased total open position to 428
On 23 Apr BHEL was trading at 337.60. The strike last trading price was 1.1, which was 0.09000000000000008 higher than the previous day. The implied volatity was 36.93, the open interest changed by -107 which decreased total open position to 414
On 22 Apr BHEL was trading at 333.64. The strike last trading price was 0.99, which was -0.22999999999999998 lower than the previous day. The implied volatity was 38.59, the open interest changed by 33 which increased total open position to 522
On 21 Apr BHEL was trading at 332.61. The strike last trading price was 1.18, which was 0.21999999999999997 higher than the previous day. The implied volatity was 40.01, the open interest changed by 25 which increased total open position to 490
On 20 Apr BHEL was trading at 325.63. The strike last trading price was 0.88, which was -2.3200000000000003 lower than the previous day. The implied volatity was 42.49, the open interest changed by 476 which increased total open position to 476
| BHEL 28-Apr-2026 (4d) 355 PE | |||||||
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Delta: -0.91
Vega: 0
Theta: -0.18
Gamma: 0.01342
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 338.02 | 17.34 | -3.91 | 32.48 | 29 | -1 | 5 |
| 23 Apr | 337.60 | 21.25 | 21.25 | 35.27 | 0 | 0 | 6 |
| 22 Apr | 333.64 | 21.25 | -4.399999999999999 | 35.27 | 15 | 4 | 8 |
| 21 Apr | 332.61 | 25.65 | 25.65 | 42.49 | 0 | 0 | 4 |
| 20 Apr | 325.63 | 25.65 | -64.55000000000001 | 42.49 | 8 | 4 | 4 |
For Bhel - strike price 355 expiring on 28APR2026
Delta for 355 PE is -0.91
Historical price for 355 PE is as follows
On 24 Apr BHEL was trading at 338.02. The strike last trading price was 17.34, which was -3.91 lower than the previous day. The implied volatity was 32.48, the open interest changed by -1 which decreased total open position to 5
On 23 Apr BHEL was trading at 337.60. The strike last trading price was 21.25, which was 21.25 higher than the previous day. The implied volatity was 35.27, the open interest changed by 0 which decreased total open position to 6
On 22 Apr BHEL was trading at 333.64. The strike last trading price was 21.25, which was -4.399999999999999 lower than the previous day. The implied volatity was 35.27, the open interest changed by 4 which increased total open position to 8
On 21 Apr BHEL was trading at 332.61. The strike last trading price was 25.65, which was 25.65 higher than the previous day. The implied volatity was 42.49, the open interest changed by 0 which decreased total open position to 4
On 20 Apr BHEL was trading at 325.63. The strike last trading price was 25.65, which was -64.55000000000001 lower than the previous day. The implied volatity was 42.49, the open interest changed by 4 which increased total open position to 4
