BHEL
Bhel
Historical option data for BHEL
21 Sep 2025 04:12 PM IST
| BHEL 30SEP2025 235 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 0.15
Theta: -0.22
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 237.17 | 6.6 | 1.9 | 25.86 | 4,863 | -382 | 476 | |||||||||
| 14 Sept | 228.72 | 3.25 | -0.55 | 27.12 | 3,301 | 10 | 835 | |||||||||
| 17 Aug | 221.33 | 4.7 | -2.1 | 27.28 | 1 | 1 | 16 | |||||||||
For Bhel - strike price 235 expiring on 30SEP2025
Delta for 235 CE is 0.66
Historical price for 235 CE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 6.6, which was 1.9 higher than the previous day. The implied volatity was 25.86, the open interest changed by -382 which decreased total open position to 476
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 3.25, which was -0.55 lower than the previous day. The implied volatity was 27.12, the open interest changed by 10 which increased total open position to 835
On 17 Aug BHEL was trading at 221.33. The strike last trading price was 4.7, which was -2.1 lower than the previous day. The implied volatity was 27.28, the open interest changed by 1 which increased total open position to 16
| BHEL 30SEP2025 235 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.15
Theta: -0.17
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 237.17 | 2.8 | -1.35 | 27.88 | 3,505 | -25 | 463 |
| 14 Sept | 228.72 | 9 | 0.2 | 28.73 | 264 | -1 | 173 |
| 17 Aug | 221.33 | 16 | 0 | 0.00 | 0 | 0 | 0 |
For Bhel - strike price 235 expiring on 30SEP2025
Delta for 235 PE is -0.35
Historical price for 235 PE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 2.8, which was -1.35 lower than the previous day. The implied volatity was 27.88, the open interest changed by -25 which decreased total open position to 463
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 9, which was 0.2 higher than the previous day. The implied volatity was 28.73, the open interest changed by -1 which decreased total open position to 173
On 17 Aug BHEL was trading at 221.33. The strike last trading price was 16, 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
