BHEL
Bhel
Historical option data for BHEL
21 Sep 2025 04:12 PM IST
| BHEL 30SEP2025 240 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 0.16
Theta: -0.22
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 237.17 | 3.8 | 1.15 | 25.54 | 13,160 | 545 | 2,044 | |||||||||
| 14 Sept | 228.72 | 2 | -0.4 | 27.91 | 2,789 | 203 | 1,012 | |||||||||
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| 17 Aug | 221.33 | 3.7 | -0.8 | 28.64 | 50 | 16 | 84 | |||||||||
For Bhel - strike price 240 expiring on 30SEP2025
Delta for 240 CE is 0.48
Historical price for 240 CE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 3.8, which was 1.15 higher than the previous day. The implied volatity was 25.54, the open interest changed by 545 which increased total open position to 2044
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 2, which was -0.4 lower than the previous day. The implied volatity was 27.91, the open interest changed by 203 which increased total open position to 1012
On 17 Aug BHEL was trading at 221.33. The strike last trading price was 3.7, which was -0.8 lower than the previous day. The implied volatity was 28.64, the open interest changed by 16 which increased total open position to 84
| BHEL 30SEP2025 240 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 0.16
Theta: -0.17
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 237.17 | 5.05 | -2.05 | 27.80 | 5,061 | 172 | 617 |
| 14 Sept | 228.72 | 12.7 | 0.1 | 29.65 | 156 | -6 | 217 |
| 17 Aug | 221.33 | 17.6 | 0 | 0.00 | 0 | 0 | 0 |
For Bhel - strike price 240 expiring on 30SEP2025
Delta for 240 PE is -0.52
Historical price for 240 PE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 5.05, which was -2.05 lower than the previous day. The implied volatity was 27.80, the open interest changed by 172 which increased total open position to 617
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 12.7, which was 0.1 higher than the previous day. The implied volatity was 29.65, the open interest changed by -6 which decreased total open position to 217
On 17 Aug BHEL was trading at 221.33. The strike last trading price was 17.6, 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
