BHEL
Bhel
Historical option data for BHEL
21 Sep 2025 04:12 PM IST
| BHEL 30SEP2025 260 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0.06
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 237.17 | 0.4 | 0.1 | 32.03 | 1,298 | 22 | 401 | |||||||||
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| 14 Sept | 228.72 | 0.35 | -0.1 | 33.49 | 215 | -14 | 304 | |||||||||
| 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 0.07
Historical price for 260 CE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 0.4, which was 0.1 higher than the previous day. The implied volatity was 32.03, the open interest changed by 22 which increased total open position to 401
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 33.49, the open interest changed by -14 which decreased total open position to 304
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: -0.90
Vega: 0.07
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 237.17 | 21.5 | -3.4 | 36.46 | 163 | 10 | 201 |
| 14 Sept | 228.72 | 31.05 | 0.7 | 39.29 | 37 | 3 | 172 |
| 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 -0.90
Historical price for 260 PE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 21.5, which was -3.4 lower than the previous day. The implied volatity was 36.46, the open interest changed by 10 which increased total open position to 201
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 31.05, which was 0.7 higher than the previous day. The implied volatity was 39.29, the open interest changed by 3 which increased total open position to 172
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
