BHEL
Bhel
Historical option data for BHEL
17 Aug 2025 12:56 AM IST
| BHEL 30SEP2025 230 CE | ||||||||||||||||
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Delta: 0.42
Vega: 0.31
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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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 0.42
Historical price for 230 CE is as follows
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: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 0.00
Historical price for 230 PE is as follows
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
