BHEL
Bhel
Historical option data for BHEL
17 Aug 2025 12:56 AM IST
| BHEL 30SEP2025 220 CE | ||||||||||||||||
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Delta: 0.60
Vega: 0.31
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 221.33 | 11.65 | -2.35 | 29.20 | 9 | 4 | 7 | |||||||||
For Bhel - strike price 220 expiring on 30SEP2025
Delta for 220 CE is 0.60
Historical price for 220 CE is as follows
On 17 Aug BHEL was trading at 221.33. The strike last trading price was 11.65, which was -2.35 lower than the previous day. The implied volatity was 29.20, the open interest changed by 4 which increased total open position to 7
| BHEL 30SEP2025 220 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.40
Vega: 0.31
Theta: -0.08
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 221.33 | 7.75 | 1 | 31.46 | 33 | 18 | 57 |
For Bhel - strike price 220 expiring on 30SEP2025
Delta for 220 PE is -0.40
Historical price for 220 PE is as follows
On 17 Aug BHEL was trading at 221.33. The strike last trading price was 7.75, which was 1 higher than the previous day. The implied volatity was 31.46, the open interest changed by 18 which increased total open position to 57
