BHEL
Bhel
Historical option data for BHEL
24 Apr 2026 01:35 PM IST
| BHEL 28-Apr-2026 (4d) 370 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0
Theta: -0.09
Gamma: 0.00349
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 338.00 | 0.12 | -0.14 | 40.31 | 63 | -10 | 194 | |||||||||
| 23 Apr | 337.60 | 0.27 | 0 | 41.75 | 282 | 4 | 204 | |||||||||
| 22 Apr | 333.64 | 0.26 | -0.04999999999999999 | 42.17 | 416 | 36 | 188 | |||||||||
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| 21 Apr | 332.61 | 0.31 | -0.38999999999999996 | 42.54 | 303 | 54 | 147 | |||||||||
| 20 Apr | 325.63 | 0.5 | -0.8 | 50.43 | 135 | 83 | 83 | |||||||||
For Bhel - strike price 370 expiring on 28APR2026
Delta for 370 CE is 0.02
Historical price for 370 CE is as follows
On 24 Apr BHEL was trading at 338.00. The strike last trading price was 0.12, which was -0.14 lower than the previous day. The implied volatity was 40.31, the open interest changed by -10 which decreased total open position to 194
On 23 Apr BHEL was trading at 337.60. The strike last trading price was 0.27, which was 0 lower than the previous day. The implied volatity was 41.75, the open interest changed by 4 which increased total open position to 204
On 22 Apr BHEL was trading at 333.64. The strike last trading price was 0.26, which was -0.04999999999999999 lower than the previous day. The implied volatity was 42.17, the open interest changed by 36 which increased total open position to 188
On 21 Apr BHEL was trading at 332.61. The strike last trading price was 0.31, which was -0.38999999999999996 lower than the previous day. The implied volatity was 42.54, the open interest changed by 54 which increased total open position to 147
On 20 Apr BHEL was trading at 325.63. The strike last trading price was 0.5, which was -0.8 lower than the previous day. The implied volatity was 50.43, the open interest changed by 83 which increased total open position to 83
| BHEL 28-Apr-2026 (4d) 370 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 338.00 | 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 370 expiring on 28APR2026
Delta for 370 PE is -
Historical price for 370 PE is as follows
On 24 Apr BHEL was trading at 338.00. 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
