BHEL
Bhel
Historical option data for BHEL
21 Sep 2025 04:12 PM IST
| BHEL 30SEP2025 220 CE | ||||||||||||||||
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Delta: 0.95
Vega: 0.04
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 237.17 | 19.3 | 3.15 | 29.09 | 501 | -110 | 497 | |||||||||
| 14 Sept | 228.72 | 11.25 | -0.9 | 26.19 | 735 | -46 | 845 | |||||||||
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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 0.95
Historical price for 220 CE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 19.3, which was 3.15 higher than the previous day. The implied volatity was 29.09, the open interest changed by -110 which decreased total open position to 497
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 11.25, which was -0.9 lower than the previous day. The implied volatity was 26.19, the open interest changed by -46 which decreased total open position to 845
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: -0.07
Vega: 0.06
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 237.17 | 0.45 | -0.2 | 33.45 | 1,464 | -237 | 719 |
| 14 Sept | 228.72 | 2.2 | -0.2 | 28.96 | 1,710 | -138 | 1,032 |
| 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 -0.07
Historical price for 220 PE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was 33.45, the open interest changed by -237 which decreased total open position to 719
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 2.2, which was -0.2 lower than the previous day. The implied volatity was 28.96, the open interest changed by -138 which decreased total open position to 1032
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
