BHEL
Bhel
Historical option data for BHEL
21 Sep 2025 04:12 PM IST
| BHEL 30SEP2025 265 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.04
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 237.17 | 0.3 | 0.1 | 35.36 | 399 | 87 | 163 | |||||||||
| 14 Sept | 228.72 | 0.25 | -0.05 | 35.24 | 9 | -4 | 36 | |||||||||
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| 17 Aug | 221.33 | 0.9 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bhel - strike price 265 expiring on 30SEP2025
Delta for 265 CE is 0.05
Historical price for 265 CE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 0.3, which was 0.1 higher than the previous day. The implied volatity was 35.36, the open interest changed by 87 which increased total open position to 163
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 35.24, the open interest changed by -4 which decreased total open position to 36
On 17 Aug BHEL was trading at 221.33. The strike last trading price was 0.9, 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 265 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 0.10
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 237.17 | 27.5 | -6.65 | 54.75 | 87 | -5 | 105 |
| 14 Sept | 228.72 | 35.9 | 0.45 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 221.33 | 34 | 0 | - | 0 | 0 | 0 |
For Bhel - strike price 265 expiring on 30SEP2025
Delta for 265 PE is -0.85
Historical price for 265 PE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 27.5, which was -6.65 lower than the previous day. The implied volatity was 54.75, the open interest changed by -5 which decreased total open position to 105
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 35.9, which was 0.45 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug BHEL was trading at 221.33. The strike last trading price was 34, 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
