BHEL
Bhel
Historical option data for BHEL
24 Apr 2026 01:34 PM IST
| BHEL 28-Apr-2026 (4d) 375 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0
Theta: -0.09
Gamma: 0.00273
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 338.02 | 0.11 | -0.11 | 44.61 | 102 | 0 | 48 | |||||||||
| 23 Apr | 337.60 | 0.22 | -0.01999999999999999 | 45.64 | 101 | -24 | 48 | |||||||||
| 22 Apr | 333.64 | 0.21 | -0.010000000000000009 | 45.19 | 90 | 9 | 71 | |||||||||
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| 21 Apr | 332.61 | 0.23 | 0.22 | 44.27 | 123 | 52 | 52 | |||||||||
For Bhel - strike price 375 expiring on 28APR2026
Delta for 375 CE is 0.02
Historical price for 375 CE is as follows
On 24 Apr BHEL was trading at 338.02. The strike last trading price was 0.11, which was -0.11 lower than the previous day. The implied volatity was 44.61, the open interest changed by 0 which decreased total open position to 48
On 23 Apr BHEL was trading at 337.60. The strike last trading price was 0.22, which was -0.01999999999999999 lower than the previous day. The implied volatity was 45.64, the open interest changed by -24 which decreased total open position to 48
On 22 Apr BHEL was trading at 333.64. The strike last trading price was 0.21, which was -0.010000000000000009 lower than the previous day. The implied volatity was 45.19, the open interest changed by 9 which increased total open position to 71
On 21 Apr BHEL was trading at 332.61. The strike last trading price was 0.23, which was 0.22 higher than the previous day. The implied volatity was 44.27, the open interest changed by 52 which increased total open position to 52
| BHEL 28-Apr-2026 (4d) 375 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 |
For Bhel - strike price 375 expiring on 28APR2026
Delta for 375 PE is -
Historical price for 375 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
