BHEL
Bhel
Historical option data for BHEL
21 Sep 2025 04:12 PM IST
| BHEL 30SEP2025 255 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.08
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 237.17 | 0.65 | 0.2 | 29.75 | 1,589 | 133 | 346 | |||||||||
| 14 Sept | 228.72 | 0.4 | -0.25 | 30.15 | 317 | 20 | 112 | |||||||||
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| 17 Aug | 221.33 | 2.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bhel - strike price 255 expiring on 30SEP2025
Delta for 255 CE is 0.11
Historical price for 255 CE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 0.65, which was 0.2 higher than the previous day. The implied volatity was 29.75, the open interest changed by 133 which increased total open position to 346
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 30.15, the open interest changed by 20 which increased total open position to 112
On 17 Aug BHEL was trading at 221.33. The strike last trading price was 2.35, 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 255 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 0.10
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 237.17 | 17.05 | -3.15 | 36.06 | 217 | -6 | 95 |
| 14 Sept | 228.72 | 26.25 | 0.7 | 36.64 | 53 | 7 | 99 |
| 17 Aug | 221.33 | 27.25 | 0 | - | 0 | 0 | 0 |
For Bhel - strike price 255 expiring on 30SEP2025
Delta for 255 PE is -0.84
Historical price for 255 PE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 17.05, which was -3.15 lower than the previous day. The implied volatity was 36.06, the open interest changed by -6 which decreased total open position to 95
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 26.25, which was 0.7 higher than the previous day. The implied volatity was 36.64, the open interest changed by 7 which increased total open position to 99
On 17 Aug BHEL was trading at 221.33. The strike last trading price was 27.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
