BHEL
Bhel
Historical option data for BHEL
17 Aug 2025 12:56 AM IST
| BHEL 30SEP2025 270 CE | ||||||||||||||||
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Delta: 0.08
Vega: 0.12
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 | 0.95 | 0 | 34.82 | 1 | 1 | 40 | |||||||||
For Bhel - strike price 270 expiring on 30SEP2025
Delta for 270 CE is 0.08
Historical price for 270 CE is as follows
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: 0.14
Theta: 0.01
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 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
