BHEL
Bhel
Historical option data for BHEL
17 Aug 2025 12:56 AM IST
| BHEL 30SEP2025 240 CE | ||||||||||||||||
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Delta: 0.28
Vega: 0.27
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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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 0.28
Historical price for 240 CE is as follows
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: 0.00
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 | 17.6 | 0 | 0.00 | 0 | 0 | 0 |
For Bhel - strike price 240 expiring on 30SEP2025
Delta for 240 PE is 0.00
Historical price for 240 PE is as follows
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
