BHEL
Bhel
Historical option data for BHEL
21 Sep 2025 04:12 PM IST
| BHEL 30SEP2025 205 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 | 33.6 | 3.4 | - | 22 | -2 | 87 | |||||||||
| 14 Sept | 228.72 | 24.6 | -0.85 | 28.23 | 49 | 2 | 109 | |||||||||
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| 17 Aug | 221.33 | 40.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Bhel - strike price 205 expiring on 30SEP2025
Delta for 205 CE is -
Historical price for 205 CE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 33.6, which was 3.4 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 87
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 24.6, which was -0.85 lower than the previous day. The implied volatity was 28.23, the open interest changed by 2 which increased total open position to 109
On 17 Aug BHEL was trading at 221.33. The strike last trading price was 40.7, 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 205 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.03
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 237.17 | 0.2 | 0 | 46.77 | 86 | -4 | 311 |
| 14 Sept | 228.72 | 0.55 | -0.05 | 35.07 | 164 | -43 | 369 |
| 17 Aug | 221.33 | 5.2 | 0 | 7.36 | 0 | 0 | 0 |
For Bhel - strike price 205 expiring on 30SEP2025
Delta for 205 PE is -0.03
Historical price for 205 PE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 46.77, the open interest changed by -4 which decreased total open position to 311
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 35.07, the open interest changed by -43 which decreased total open position to 369
On 17 Aug BHEL was trading at 221.33. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was 7.36, the open interest changed by 0 which decreased total open position to 0
