BHEL
Bhel
Historical option data for BHEL
24 Apr 2026 01:37 PM IST
| BHEL 28-Apr-2026 (4d) 380 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0
Theta: -0.09
Gamma: 0.0023
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
|
|
||||||||||||||||
| 24 Apr | 337.96 | 0.11 | -0.06000000000000001 | 49.25 | 82 | -20 | 54 | |||||||||
| 23 Apr | 337.60 | 0.17 | -0.009999999999999981 | 47.93 | 139 | 6 | 70 | |||||||||
| 22 Apr | 333.64 | 0.17 | 0.16 | 47.68 | 132 | 63 | 63 | |||||||||
For Bhel - strike price 380 expiring on 28APR2026
Delta for 380 CE is 0.02
Historical price for 380 CE is as follows
On 24 Apr BHEL was trading at 337.96. The strike last trading price was 0.11, which was -0.06000000000000001 lower than the previous day. The implied volatity was 49.25, the open interest changed by -20 which decreased total open position to 54
On 23 Apr BHEL was trading at 337.60. The strike last trading price was 0.17, which was -0.009999999999999981 lower than the previous day. The implied volatity was 47.93, the open interest changed by 6 which increased total open position to 70
On 22 Apr BHEL was trading at 333.64. The strike last trading price was 0.17, which was 0.16 higher than the previous day. The implied volatity was 47.68, the open interest changed by 63 which increased total open position to 63
| BHEL 28-Apr-2026 (4d) 380 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 337.96 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 337.60 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 333.64 | 0 | 0 | - | 0 | 0 | 0 |
For Bhel - strike price 380 expiring on 28APR2026
Delta for 380 PE is -
Historical price for 380 PE is as follows
On 24 Apr BHEL was trading at 337.96. 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
