BHEL
Bhel
Historical option data for BHEL
21 Sep 2025 04:12 PM IST
| BHEL 28OCT2025 240 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.54
Vega: 0.31
Theta: -0.14
Gamma: 0.02
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 237.17 | 9.1 | 1.8 | 27.78 | 416 | 49 | 208 | |||||||||
| 14 Sept | 228.72 | 5.5 | -0.4 | 27.82 | 46 | 9 | 99 | |||||||||
| 17 Aug | 221.33 | 23.75 | 0 | 3.96 | 0 | 0 | 0 | |||||||||
For Bhel - strike price 240 expiring on 28OCT2025
Delta for 240 CE is 0.54
Historical price for 240 CE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 9.1, which was 1.8 higher than the previous day. The implied volatity was 27.78, the open interest changed by 49 which increased total open position to 208
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 5.5, which was -0.4 lower than the previous day. The implied volatity was 27.82, the open interest changed by 9 which increased total open position to 99
On 17 Aug BHEL was trading at 221.33. The strike last trading price was 23.75, which was 0 lower than the previous day. The implied volatity was 3.96, the open interest changed by 0 which decreased total open position to 0
| BHEL 28OCT2025 240 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 0.31
Theta: -0.09
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 237.17 | 9.25 | -1.2 | 31.34 | 159 | 47 | 91 |
| 14 Sept | 228.72 | 14.8 | -0.15 | 30.11 | 9 | 1 | 22 |
| 17 Aug | 221.33 | 18 | 0 | 0.00 | 0 | 0 | 2 |
For Bhel - strike price 240 expiring on 28OCT2025
Delta for 240 PE is -0.46
Historical price for 240 PE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 9.25, which was -1.2 lower than the previous day. The implied volatity was 31.34, the open interest changed by 47 which increased total open position to 91
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 14.8, which was -0.15 lower than the previous day. The implied volatity was 30.11, the open interest changed by 1 which increased total open position to 22
On 17 Aug BHEL was trading at 221.33. The strike last trading price was 18, 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 2
