[--[65.84.65.76]--]
BHEL
Bhel

239.6 2.43 (1.02%)

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Historical option data for BHEL

21 Sep 2025 04:12 PM IST
BHEL 30SEP2025 195 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 237.17 40.25 0 0.00 0 0 0
14 Sept 228.72 34.4 -1 0.00 0 0 0
17 Aug 221.33 48.6 0 - 0 0 0


For Bhel - strike price 195 expiring on 30SEP2025

Delta for 195 CE is 0.00

Historical price for 195 CE is as follows

On 21 Sept BHEL was trading at 237.17. The strike last trading price was 40.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 14 Sept BHEL was trading at 228.72. The strike last trading price was 34.4, which was -1 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 17 Aug BHEL was trading at 221.33. The strike last trading price was 48.6, 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 30SEP2025 195 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Sept 237.17 0.15 0 - 61 -1 127
14 Sept 228.72 0.25 -0.05 40.18 37 -4 177
17 Aug 221.33 3.2 0 11.54 0 0 0


For Bhel - strike price 195 expiring on 30SEP2025

Delta for 195 PE is -

Historical price for 195 PE is as follows

On 21 Sept BHEL was trading at 237.17. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 127


On 14 Sept BHEL was trading at 228.72. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 40.18, the open interest changed by -4 which decreased total open position to 177


On 17 Aug BHEL was trading at 221.33. The strike last trading price was 3.2, which was 0 lower than the previous day. The implied volatity was 11.54, the open interest changed by 0 which decreased total open position to 0