BHEL
Bhel
Historical option data for BHEL
24 Apr 2026 04:10 PM IST
| BHEL 28-Apr-2026 (4d) 365 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0
Theta: -0.1
Gamma: 0.00469
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 337.39 | 0.14 | -0.27999999999999997 | 36.67 | 57 | 25 | 55 | |||||||||
| 23 Apr | 337.60 | 0.42 | -0.10000000000000003 | 39.06 | 107 | 24 | 31 | |||||||||
| 22 Apr | 333.64 | 0.52 | -2.88 | 43.11 | 10 | 6 | 6 | |||||||||
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| 21 Apr | 332.61 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 325.63 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bhel - strike price 365 expiring on 28APR2026
Delta for 365 CE is 0.03
Historical price for 365 CE is as follows
On 24 Apr BHEL was trading at 337.39. The strike last trading price was 0.14, which was -0.27999999999999997 lower than the previous day. The implied volatity was 36.67, the open interest changed by 25 which increased total open position to 55
On 23 Apr BHEL was trading at 337.60. The strike last trading price was 0.42, which was -0.10000000000000003 lower than the previous day. The implied volatity was 39.06, the open interest changed by 24 which increased total open position to 31
On 22 Apr BHEL was trading at 333.64. The strike last trading price was 0.52, which was -2.88 lower than the previous day. The implied volatity was 43.11, the open interest changed by 6 which increased total open position to 6
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
| BHEL 28-Apr-2026 (4d) 365 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 337.39 | 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 365 expiring on 28APR2026
Delta for 365 PE is -
Historical price for 365 PE is as follows
On 24 Apr BHEL was trading at 337.39. 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
