BHEL
Bhel
Historical option data for BHEL
21 Sep 2025 04:12 PM IST
| BHEL 30SEP2025 200 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 237.17 | 38.4 | 3.85 | - | 17 | -2 | 78 | |||||||||
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| 14 Sept | 228.72 | 29.6 | -0.8 | 34.00 | 48 | 2 | 84 | |||||||||
| 17 Aug | 221.33 | 71.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Bhel - strike price 200 expiring on 30SEP2025
Delta for 200 CE is -
Historical price for 200 CE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 38.4, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 78
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 29.6, which was -0.8 lower than the previous day. The implied volatity was 34.00, the open interest changed by 2 which increased total open position to 84
On 17 Aug BHEL was trading at 221.33. The strike last trading price was 71.5, 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 200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.02
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 237.17 | 0.15 | 0 | 50.71 | 141 | -55 | 452 |
| 14 Sept | 228.72 | 0.35 | -0.05 | 37.24 | 183 | -24 | 560 |
| 17 Aug | 221.33 | 1.9 | 0.1 | 31.70 | 32 | 17 | 42 |
For Bhel - strike price 200 expiring on 30SEP2025
Delta for 200 PE is -0.02
Historical price for 200 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 50.71, the open interest changed by -55 which decreased total open position to 452
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 37.24, the open interest changed by -24 which decreased total open position to 560
On 17 Aug BHEL was trading at 221.33. The strike last trading price was 1.9, which was 0.1 higher than the previous day. The implied volatity was 31.70, the open interest changed by 17 which increased total open position to 42
