BHEL
Bhel
Historical option data for BHEL
17 Aug 2025 12:56 AM IST
| BHEL 30SEP2025 200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 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 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 | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 0.18
Theta: -0.05
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.14
Historical price for 200 PE is as follows
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
