BHEL
Bhel
Historical option data for BHEL
21 Sep 2025 04:12 PM IST
| BHEL 30SEP2025 250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.11
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 237.17 | 1.1 | 0.3 | 27.49 | 4,847 | 221 | 979 | |||||||||
| 14 Sept | 228.72 | 0.75 | -0.25 | 30.00 | 973 | -7 | 686 | |||||||||
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| 17 Aug | 221.33 | 2 | -0.4 | 29.38 | 44 | 6 | 125 | |||||||||
For Bhel - strike price 250 expiring on 30SEP2025
Delta for 250 CE is 0.18
Historical price for 250 CE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 1.1, which was 0.3 higher than the previous day. The implied volatity was 27.49, the open interest changed by 221 which increased total open position to 979
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 30.00, the open interest changed by -7 which decreased total open position to 686
On 17 Aug BHEL was trading at 221.33. The strike last trading price was 2, which was -0.4 lower than the previous day. The implied volatity was 29.38, the open interest changed by 6 which increased total open position to 125
| BHEL 30SEP2025 250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 0.12
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 237.17 | 12.3 | -3 | 30.58 | 373 | -5 | 269 |
| 14 Sept | 228.72 | 21.5 | 0.6 | 33.73 | 68 | 6 | 274 |
| 17 Aug | 221.33 | 26 | 0 | 0.00 | 0 | 0 | 0 |
For Bhel - strike price 250 expiring on 30SEP2025
Delta for 250 PE is -0.79
Historical price for 250 PE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 12.3, which was -3 lower than the previous day. The implied volatity was 30.58, the open interest changed by -5 which decreased total open position to 269
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 21.5, which was 0.6 higher than the previous day. The implied volatity was 33.73, the open interest changed by 6 which increased total open position to 274
On 17 Aug BHEL was trading at 221.33. The strike last trading price was 26, 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
