Historical option data for BHEL
22 Jun 2026 02:29 PM IST
| BHEL 28-Jul-2026 (36d) 405 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.59
Vega: 0.01
Theta: -0.26
Gamma: 0.00841
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 411.30 | 22.7 | 0 (0.00%) | 34.75 | 26 | 0 | 11 | |||||||||
| 19 Jun | 414.35 | 22.7 | 0.95 (4.37%) | 34.5 | 26 | 7 | 11 | |||||||||
| 18 Jun | 405.90 | 21.75 | 4.5 (26.09%) | 38.31 | 14 | 3 | 3 | |||||||||
For Bhel - strike price 405 expiring on 28JUL2026
Delta for 405 CE is 0.59
Historical price for 405 CE is as follows
On 22 Jun BHEL was trading at 411.30. The strike last trading price was 22.7, which was 0 lower than the previous day. The implied volatity was 34.75, the open interest changed by 0 which decreased total open position to 11
On 19 Jun BHEL was trading at 414.35. The strike last trading price was 22.7, which was 0.95 higher than the previous day. The implied volatity was 34.5, the open interest changed by 7 which increased total open position to 11
On 18 Jun BHEL was trading at 405.90. The strike last trading price was 21.75, which was 4.5 higher than the previous day. The implied volatity was 38.31, the open interest changed by 3 which increased total open position to 3
| BHEL 28-Jul-2026 (36d) 405 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 0.01
Theta: -0.2
Gamma: 0.00876
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 411.30 | 14 | 1 (7.69%) | 34.14 | 20 | 5 | 31 |
| 19 Jun | 414.35 | 12 | -4 (-25.00%) | 34.4 | 32 | 20 | 26 |
| 18 Jun | 405.90 | 16 | -46 (-74.19%) | 32.04 | 6 | 5 | 5 |
For Bhel - strike price 405 expiring on 28JUL2026
Delta for 405 PE is -0.41
Historical price for 405 PE is as follows
On 22 Jun BHEL was trading at 411.30. The strike last trading price was 14, which was 1 higher than the previous day. The implied volatity was 34.14, the open interest changed by 5 which increased total open position to 31
On 19 Jun BHEL was trading at 414.35. The strike last trading price was 12, which was -4 lower than the previous day. The implied volatity was 34.4, the open interest changed by 20 which increased total open position to 26
On 18 Jun BHEL was trading at 405.90. The strike last trading price was 16, which was -46 lower than the previous day. The implied volatity was 32.04, the open interest changed by 5 which increased total open position to 5
