BHEL
Bhel
Historical option data for BHEL
21 Sep 2025 04:12 PM IST
| BHEL 30SEP2025 215 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 | 23.9 | 3.05 | - | 136 | -36 | 440 | |||||||||
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| 14 Sept | 228.72 | 15.45 | -0.8 | 27.60 | 273 | -43 | 609 | |||||||||
| 17 Aug | 221.33 | 33.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Bhel - strike price 215 expiring on 30SEP2025
Delta for 215 CE is -
Historical price for 215 CE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 23.9, which was 3.05 higher than the previous day. The implied volatity was -, the open interest changed by -36 which decreased total open position to 440
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 15.45, which was -0.8 lower than the previous day. The implied volatity was 27.60, the open interest changed by -43 which decreased total open position to 609
On 17 Aug BHEL was trading at 221.33. The strike last trading price was 33.55, 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 215 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.04
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 237.17 | 0.3 | -0.1 | 37.11 | 364 | -52 | 786 |
| 14 Sept | 228.72 | 1.25 | -0.25 | 29.83 | 1,133 | -24 | 861 |
| 17 Aug | 221.33 | 6.1 | 1.1 | 32.73 | 5 | 4 | 8 |
For Bhel - strike price 215 expiring on 30SEP2025
Delta for 215 PE is -0.05
Historical price for 215 PE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 37.11, the open interest changed by -52 which decreased total open position to 786
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 1.25, which was -0.25 lower than the previous day. The implied volatity was 29.83, the open interest changed by -24 which decreased total open position to 861
On 17 Aug BHEL was trading at 221.33. The strike last trading price was 6.1, which was 1.1 higher than the previous day. The implied volatity was 32.73, the open interest changed by 4 which increased total open position to 8
