BHEL
Bhel
Historical option data for BHEL
21 Sep 2025 04:12 PM IST
| BHEL 30SEP2025 230 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 0.11
Theta: -0.18
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 237.17 | 10.2 | 2.35 | 25.74 | 2,187 | -243 | 605 | |||||||||
| 14 Sept | 228.72 | 5.1 | -0.75 | 26.32 | 8,114 | 493 | 2,014 | |||||||||
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| 17 Aug | 221.33 | 6.4 | -1.45 | 27.37 | 17 | 7 | 98 | |||||||||
For Bhel - strike price 230 expiring on 30SEP2025
Delta for 230 CE is 0.81
Historical price for 230 CE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 10.2, which was 2.35 higher than the previous day. The implied volatity was 25.74, the open interest changed by -243 which decreased total open position to 605
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 5.1, which was -0.75 lower than the previous day. The implied volatity was 26.32, the open interest changed by 493 which increased total open position to 2014
On 17 Aug BHEL was trading at 221.33. The strike last trading price was 6.4, which was -1.45 lower than the previous day. The implied volatity was 27.37, the open interest changed by 7 which increased total open position to 98
| BHEL 30SEP2025 230 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.22
Vega: 0.12
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 237.17 | 1.55 | -0.65 | 29.54 | 4,296 | -63 | 891 |
| 14 Sept | 228.72 | 5.9 | -0.1 | 27.96 | 1,872 | 139 | 893 |
| 17 Aug | 221.33 | 12.45 | 0 | 0.00 | 0 | 0 | 0 |
For Bhel - strike price 230 expiring on 30SEP2025
Delta for 230 PE is -0.22
Historical price for 230 PE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 1.55, which was -0.65 lower than the previous day. The implied volatity was 29.54, the open interest changed by -63 which decreased total open position to 891
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 5.9, which was -0.1 lower than the previous day. The implied volatity was 27.96, the open interest changed by 139 which increased total open position to 893
On 17 Aug BHEL was trading at 221.33. The strike last trading price was 12.45, 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
