BHEL
Bhel
Historical option data for BHEL
24 Apr 2026 01:34 PM IST
| BHEL 28-Apr-2026 (4d) 360 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0
Theta: -0.22
Gamma: 0.00957
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 338.02 | 0.43 | -0.23000000000000004 | 37.84 | 916 | 171 | 767 | |||||||||
| 23 Apr | 337.60 | 0.73 | 0.06999999999999995 | 39.2 | 1,886 | -63 | 585 | |||||||||
| 22 Apr | 333.64 | 0.66 | -0.07999999999999996 | 40 | 3,396 | 279 | 648 | |||||||||
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| 21 Apr | 332.61 | 0.73 | 0.15000000000000002 | 40.35 | 738 | 90 | 367 | |||||||||
| 20 Apr | 325.63 | 0.56 | -1.14 | 42.78 | 858 | 275 | 275 | |||||||||
For Bhel - strike price 360 expiring on 28APR2026
Delta for 360 CE is 0.07
Historical price for 360 CE is as follows
On 24 Apr BHEL was trading at 338.02. The strike last trading price was 0.43, which was -0.23000000000000004 lower than the previous day. The implied volatity was 37.84, the open interest changed by 171 which increased total open position to 767
On 23 Apr BHEL was trading at 337.60. The strike last trading price was 0.73, which was 0.06999999999999995 higher than the previous day. The implied volatity was 39.2, the open interest changed by -63 which decreased total open position to 585
On 22 Apr BHEL was trading at 333.64. The strike last trading price was 0.66, which was -0.07999999999999996 lower than the previous day. The implied volatity was 40, the open interest changed by 279 which increased total open position to 648
On 21 Apr BHEL was trading at 332.61. The strike last trading price was 0.73, which was 0.15000000000000002 higher than the previous day. The implied volatity was 40.35, the open interest changed by 90 which increased total open position to 367
On 20 Apr BHEL was trading at 325.63. The strike last trading price was 0.56, which was -1.14 lower than the previous day. The implied volatity was 42.78, the open interest changed by 275 which increased total open position to 275
| BHEL 28-Apr-2026 (4d) 360 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 338.02 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 337.60 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 333.64 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 332.61 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 325.63 | 0 | 0 | - | 0 | 0 | 0 |
For Bhel - strike price 360 expiring on 28APR2026
Delta for 360 PE is -
Historical price for 360 PE is as follows
On 24 Apr BHEL was trading at 338.02. 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 23 Apr BHEL was trading at 337.60. 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 22 Apr BHEL was trading at 333.64. 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 21 Apr BHEL was trading at 332.61. 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 20 Apr BHEL was trading at 325.63. 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
