BHEL
Bhel
Historical option data for BHEL
17 Aug 2025 12:56 AM IST
| BHEL 30SEP2025 260 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.15
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 221.33 | 1.2 | -0.2 | 31.19 | 13 | -3 | 134 | |||||||||
For Bhel - strike price 260 expiring on 30SEP2025
Delta for 260 CE is 0.11
Historical price for 260 CE is as follows
On 17 Aug BHEL was trading at 221.33. The strike last trading price was 1.2, which was -0.2 lower than the previous day. The implied volatity was 31.19, the open interest changed by -3 which decreased total open position to 134
| BHEL 30SEP2025 260 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.87
Vega: 0.17
Theta: 0.00
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 221.33 | 36.5 | 2.3 | 34.18 | 3 | 1 | 7 |
For Bhel - strike price 260 expiring on 30SEP2025
Delta for 260 PE is -0.87
Historical price for 260 PE is as follows
On 17 Aug BHEL was trading at 221.33. The strike last trading price was 36.5, which was 2.3 higher than the previous day. The implied volatity was 34.18, the open interest changed by 1 which increased total open position to 7
