BHEL
Bhel
Historical option data for BHEL
21 Sep 2025 04:12 PM IST
| BHEL 30SEP2025 280 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.02
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 237.17 | 0.1 | 0 | 41.91 | 8 | -4 | 41 | |||||||||
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| 14 Sept | 228.72 | 0.05 | 0 | 36.77 | 27 | -1 | 40 | |||||||||
For Bhel - strike price 280 expiring on 30SEP2025
Delta for 280 CE is 0.02
Historical price for 280 CE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 41.91, the open interest changed by -4 which decreased total open position to 41
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 36.77, the open interest changed by -1 which decreased total open position to 40
| BHEL 30SEP2025 280 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.95
Vega: 0.04
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 237.17 | 41.2 | -5 | 53.60 | 18 | 6 | 110 |
| 14 Sept | 228.72 | 51.7 | 1.65 | - | 14 | -1 | 102 |
For Bhel - strike price 280 expiring on 30SEP2025
Delta for 280 PE is -0.95
Historical price for 280 PE is as follows
On 21 Sept BHEL was trading at 237.17. The strike last trading price was 41.2, which was -5 lower than the previous day. The implied volatity was 53.60, the open interest changed by 6 which increased total open position to 110
On 14 Sept BHEL was trading at 228.72. The strike last trading price was 51.7, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 102
