BHEL
Bhel
Historical option data for BHEL
21 Sep 2025 04:12 PM IST
| BHEL 30SEP2025 275 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.02
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 237.17 | 0.15 | 0.05 | 40.20 | 79 | 16 | 100 | |||||||||
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| 14 Sept | 228.72 | 0.1 | -0.05 | 36.90 | 11 | 3 | 47 | |||||||||
For Bhel - strike price 275 expiring on 30SEP2025
Delta for 275 CE is 0.02
Historical price for 275 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 higher than the previous day. The implied volatity was 40.20, the open interest changed by 16 which increased total open position to 100
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 36.90, the open interest changed by 3 which increased total open position to 47
| BHEL 30SEP2025 275 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 237.17 | 35.15 | -5.15 | - | 25 | 7 | 143 |
| 14 Sept | 228.72 | 46.2 | 1.3 | 56.43 | 7 | 3 | 136 |
For Bhel - strike price 275 expiring on 30SEP2025
Delta for 275 PE is -
Historical price for 275 PE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 35.15, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 143
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 46.2, which was 1.3 higher than the previous day. The implied volatity was 56.43, the open interest changed by 3 which increased total open position to 136
