BHEL
Bhel
Historical option data for BHEL
21 Sep 2025 04:12 PM IST
| BHEL 30SEP2025 210 CE | ||||||||||||||||
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Delta: 1.00
Vega: 0.01
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 237.17 | 29.05 | 3.8 | 29.17 | 63 | -24 | 311 | |||||||||
| 14 Sept | 228.72 | 19.9 | -0.8 | 28.02 | 125 | -6 | 436 | |||||||||
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| 17 Aug | 221.33 | 17.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bhel - strike price 210 expiring on 30SEP2025
Delta for 210 CE is 1.00
Historical price for 210 CE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 29.05, which was 3.8 higher than the previous day. The implied volatity was 29.17, the open interest changed by -24 which decreased total open position to 311
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 19.9, which was -0.8 lower than the previous day. The implied volatity was 28.02, the open interest changed by -6 which decreased total open position to 436
On 17 Aug BHEL was trading at 221.33. The strike last trading price was 17.8, 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
| BHEL 30SEP2025 210 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 | -0.05 | 40.55 | 377 | -120 | 539 |
| 14 Sept | 228.72 | 0.75 | -0.2 | 31.63 | 418 | -7 | 1,139 |
| 17 Aug | 221.33 | 3.8 | 0 | 30.37 | 1 | 0 | 21 |
For Bhel - strike price 210 expiring on 30SEP2025
Delta for 210 PE is -0.03
Historical price for 210 PE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 40.55, the open interest changed by -120 which decreased total open position to 539
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 0.75, which was -0.2 lower than the previous day. The implied volatity was 31.63, the open interest changed by -7 which decreased total open position to 1139
On 17 Aug BHEL was trading at 221.33. The strike last trading price was 3.8, which was 0 lower than the previous day. The implied volatity was 30.37, the open interest changed by 0 which decreased total open position to 21
