BHEL
Bhel
Historical option data for BHEL
21 Sep 2025 04:12 PM IST
| BHEL 30SEP2025 245 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.31
Vega: 0.15
Theta: -0.19
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 237.17 | 2.1 | 0.65 | 26.49 | 6,458 | 429 | 1,116 | |||||||||
| 14 Sept | 228.72 | 1.15 | -0.4 | 28.31 | 874 | 129 | 616 | |||||||||
| 17 Aug | 221.33 | 3.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bhel - strike price 245 expiring on 30SEP2025
Delta for 245 CE is 0.31
Historical price for 245 CE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 2.1, which was 0.65 higher than the previous day. The implied volatity was 26.49, the open interest changed by 429 which increased total open position to 1116
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 1.15, which was -0.4 lower than the previous day. The implied volatity was 28.31, the open interest changed by 129 which increased total open position to 616
On 17 Aug BHEL was trading at 221.33. The strike last trading price was 3.6, 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
| BHEL 30SEP2025 245 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 0.15
Theta: -0.14
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 237.17 | 8.2 | -2.9 | 28.11 | 1,138 | 287 | 341 |
| 14 Sept | 228.72 | 17 | 0.55 | 31.83 | 68 | 0 | 57 |
| 17 Aug | 221.33 | 21.5 | 0 | 0.00 | 0 | 0 | 0 |
For Bhel - strike price 245 expiring on 30SEP2025
Delta for 245 PE is -0.68
Historical price for 245 PE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 8.2, which was -2.9 lower than the previous day. The implied volatity was 28.11, the open interest changed by 287 which increased total open position to 341
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 17, which was 0.55 higher than the previous day. The implied volatity was 31.83, the open interest changed by 0 which decreased total open position to 57
On 17 Aug BHEL was trading at 221.33. The strike last trading price was 21.5, 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
