BHEL
Bhel
Historical option data for BHEL
21 Sep 2025 04:12 PM IST
| BHEL 30SEP2025 270 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.03
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 237.17 | 0.15 | -0.05 | 35.78 | 237 | 49 | 229 | |||||||||
| 14 Sept | 228.72 | 0.15 | -0.05 | 35.86 | 23 | -1 | 130 | |||||||||
| 17 Aug | 221.33 | 0.95 | 0 | 34.82 | 1 | 1 | 40 | |||||||||
For Bhel - strike price 270 expiring on 30SEP2025
Delta for 270 CE is 0.03
Historical price for 270 CE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 35.78, the open interest changed by 49 which increased total open position to 229
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 35.86, the open interest changed by -1 which decreased total open position to 130
On 17 Aug BHEL was trading at 221.33. The strike last trading price was 0.95, which was 0 lower than the previous day. The implied volatity was 34.82, the open interest changed by 1 which increased total open position to 40
| BHEL 30SEP2025 270 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 0.07
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 237.17 | 31.75 | -4.9 | 52.26 | 20 | 4 | 84 |
| 14 Sept | 228.72 | 40.75 | 0.25 | 43.88 | 8 | 1 | 78 |
| 17 Aug | 221.33 | 46 | 7.5 | 37.56 | 1 | 1 | 4 |
For Bhel - strike price 270 expiring on 30SEP2025
Delta for 270 PE is -0.90
Historical price for 270 PE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 31.75, which was -4.9 lower than the previous day. The implied volatity was 52.26, the open interest changed by 4 which increased total open position to 84
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 40.75, which was 0.25 higher than the previous day. The implied volatity was 43.88, the open interest changed by 1 which increased total open position to 78
On 17 Aug BHEL was trading at 221.33. The strike last trading price was 46, which was 7.5 higher than the previous day. The implied volatity was 37.56, the open interest changed by 1 which increased total open position to 4
