Basic Option Chain of Bharat Heavy Electricals Ltd. (BHEL) with Implied Volatility & Greeks

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Basic Option Chain of Bharat Heavy Electricals Ltd. (BHEL)

Birds Eye View of Bharat Heavy Electricals Ltd.

Birds's Eye

Futures And Options Analysis of Bharat Heavy Electricals Ltd.

Spot Close : 370.65 Expiry date : Basic Detailed Call Put

BHEL Option for Expiry Date 30/06/2026

Calls						Puts
Strike Price	PCR OI	IV	Contracts	OI	Close	Close	OI	Contracts	IV	PCR Vol
310.0	0.5	69.5	5	136500	65.0	0.45	68250	16	43.67	3.2
317.5	-	-	-	-	-	0.95	2625	1	45.1	0.0
320.0	20.8	3.72	2	13125	51.0	0.9	273000	132	42.79	66.0
322.5	-	-	-	-	-	0.9	15750	28	41.02	0.0
325.0	-	-	-	-	-	1.2	23625	55	41.98	0.0
330.0	-	-	-	-	-	1.45	299250	201	40.19	0.0
335.0	-	-	-	-	-	1.9	107625	51	39.28	0.0
337.5	-	-	-	-	-	1.85	49875	3	36.96	0.0
340.0	-	-	-	-	-	2.45	530250	368	38.26	0.0
342.5	-	-	-	-	-	1.9	2625	1	33.19	0.0
345.0	-	-	-	-	-	3.1	210000	66	37.04	0.0
350.0	6.24	43.13	25	275625	27.6	4.15	1719375	796	36.77	31.84
352.5	-	-	-	-	-	5.1	36750	8	37.88	0.0
355.0	-	-	-	-	-	5.55	186375	153	36.86	0.0
360.0	3.79	37.22	70	351750	19.15	6.85	1333500	776	35.65	11.09
365.0	-	-	-	-	-	8.75	451500	429	35.48	0.0
367.5	-	-	-	-	-	9.75	149625	165	35.18	0.0
370.0	5.59	37.76	842	567000	13.65	10.8	3168375	2321	34.78	2.76
372.5	1.84	37.23	128	115500	12.25	12.0	212625	191	34.59	1.49
375.0	1.08	36.92	886	973875	11.0	13.15	1055250	881	34.0	0.99
377.5	1.68	37.12	201	115500	10.0	14.55	194250	178	33.9	0.89
380.0	1.18	36.94	1562	1622250	8.95	15.95	1908375	947	33.54	0.61
382.5	0.61	36.52	209	312375	7.9	16.15	191625	47	29.11	0.22
385.0	0.59	36.34	602	837375	7.0	19.95	490875	119	35.86	0.2
387.5	0.38	36.73	163	412125	6.35	19.5	157500	7	28.44	0.04
390.0	0.88	36.75	1497	2323125	5.65	22.85	2050125	677	33.7	0.45
392.5	1.27	37.44	137	357000	5.2	24.6	454125	4	33.19	0.03
395.0	0.69	37.05	344	1023750	4.5	26.5	708750	14	32.95	0.04
397.5	0.65	37.17	442	517125	4.0	26.4	338625	7	22.12	0.02
400.0	0.48	37.3	1583	5562375	3.55	30.45	2648625	89	32.27	0.06
402.5	1.34	37.46	29	270375	3.15	31.2	362250	5	23.65	0.17
405.0	0.71	37.89	390	1005375	2.85	34.4	714000	10	30.11	0.03
407.5	0.68	38.66	50	333375	2.65	-	-	-	-	-
410.0	0.47	38.55	1019	2745750	2.3	39.4	1281000	33	33.25	0.03
412.5	0.5	39.06	136	375375	2.1	-	-	-	-	-
415.0	0.46	39.46	310	1105125	1.9	-	-	-	-	-
417.5	0.35	40.36	152	378000	1.8	-	-	-	-	-
420.0	0.21	40.2	932	4449375	1.55	44.8	947625	20	5.06	0.02
422.5	0.32	40.56	144	396375	1.4	-	-	-	-	-
425.0	0.35	41.18	369	1207500	1.3	52.15	420000	7	4.77	0.02
427.5	0.83	41.73	108	217875	1.2	53.6	181125	1	4.09	0.01
430.0	0.09	42.19	559	2317875	1.1	55.0	212625	3	0.89	0.01
432.5	0.0	43.46	6	78750	1.1	-	-	-	-	-
435.0	0.11	43.33	165	446250	0.95	60.8	47250	2	3.47	0.01
440.0	0.09	44.72	443	1719375	0.85	-	-	-	-	-
442.5	-	-	-	-	-	68.0	7875	6	1.58	0.0
445.0	0.01	45.92	98	259875	0.75	-	-	-	-	-
447.5	0.0	46.44	20	97125	0.7	-	-	-	-	-
450.0	0.03	46.9	373	3428250	0.65	-	-	-	-	-
455.0	0.0	48.36	37	191625	0.6	-	-	-	-	-
457.5	0.0	49.42	26	97125	0.6	-	-	-	-	-
460.0	0.02	49.71	245	2821875	0.55	-	-	-	-	-

Risk Free rate : 6.25 %, Dividend Yield : 0.0035 %