BHEL
Bhel
Historical option data for BHEL
21 Sep 2025 04:12 PM IST
| BHEL 30SEP2025 225 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.92
Vega: 0.06
Theta: -0.13
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 237.17 | 14.45 | 2.85 | 25.13 | 442 | -35 | 459 | |||||||||
| 14 Sept | 228.72 | 7.8 | -0.8 | 26.16 | 1,716 | -101 | 753 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 221.33 | 8.65 | -1.35 | 27.77 | 20 | 4 | 23 | |||||||||
For Bhel - strike price 225 expiring on 30SEP2025
Delta for 225 CE is 0.92
Historical price for 225 CE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 14.45, which was 2.85 higher than the previous day. The implied volatity was 25.13, the open interest changed by -35 which decreased total open position to 459
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 7.8, which was -0.8 lower than the previous day. The implied volatity was 26.16, the open interest changed by -101 which decreased total open position to 753
On 17 Aug BHEL was trading at 221.33. The strike last trading price was 8.65, which was -1.35 lower than the previous day. The implied volatity was 27.77, the open interest changed by 4 which increased total open position to 23
| BHEL 30SEP2025 225 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 0.09
Theta: -0.12
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 237.17 | 0.85 | -0.35 | 31.55 | 1,348 | 22 | 616 |
| 14 Sept | 228.72 | 3.6 | -0.3 | 27.78 | 2,147 | -72 | 673 |
| 17 Aug | 221.33 | 10.15 | 0.55 | 31.42 | 5 | 5 | 48 |
For Bhel - strike price 225 expiring on 30SEP2025
Delta for 225 PE is -0.13
Historical price for 225 PE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 31.55, the open interest changed by 22 which increased total open position to 616
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 3.6, which was -0.3 lower than the previous day. The implied volatity was 27.78, the open interest changed by -72 which decreased total open position to 673
On 17 Aug BHEL was trading at 221.33. The strike last trading price was 10.15, which was 0.55 higher than the previous day. The implied volatity was 31.42, the open interest changed by 5 which increased total open position to 48
