BHEL
Bhel
Historical option data for BHEL
09 Dec 2025 04:12 PM IST
| BHEL 30-DEC-2025 220 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 277.00 | 65 | 0.65 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 269.70 | 65 | 0.65 | - | 0 | 0 | 14 | |||||||||
| 3 Dec | 278.55 | 65 | 0.65 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 291.00 | 65 | 0.65 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 290.85 | 65 | 0.65 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 289.70 | 65 | 0.65 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 282.90 | 65 | 0.65 | - | 0 | 3 | 0 | |||||||||
| 24 Nov | 277.90 | 65 | 0.65 | 77.62 | 3 | 2 | 13 | |||||||||
| 21 Nov | 282.50 | 64.5 | 18.4 | - | 8 | 7 | 10 | |||||||||
| 19 Nov | 289.20 | 46.1 | 12.4 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 289.10 | 46.1 | 12.4 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 285.50 | 46.1 | 12.4 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 287.05 | 46.1 | 12.4 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 285.80 | 46.1 | 12.4 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 263.85 | 46.1 | 12.4 | - | 3 | 2 | 2 | |||||||||
| 6 Nov | 260.05 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 267.25 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
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| 3 Nov | 264.95 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 265.49 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 261.29 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 245.39 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 237.34 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 235.00 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 230.94 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Oct | 234.29 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 234.60 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Oct | 232.62 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Oct | 235.80 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 232.44 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Oct | 234.86 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Oct | 239.64 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 239.04 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Oct | 239.04 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 244.86 | 33.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Bhel - strike price 220 expiring on 30DEC2025
Delta for 220 CE is -
Historical price for 220 CE is as follows
On 9 Dec BHEL was trading at 277.00. The strike last trading price was 65, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec BHEL was trading at 269.70. The strike last trading price was 65, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 3 Dec BHEL was trading at 278.55. The strike last trading price was 65, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec BHEL was trading at 291.00. The strike last trading price was 65, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov BHEL was trading at 290.85. The strike last trading price was 65, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov BHEL was trading at 289.70. The strike last trading price was 65, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov BHEL was trading at 282.90. The strike last trading price was 65, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 24 Nov BHEL was trading at 277.90. The strike last trading price was 65, which was 0.65 higher than the previous day. The implied volatity was 77.62, the open interest changed by 2 which increased total open position to 13
On 21 Nov BHEL was trading at 282.50. The strike last trading price was 64.5, which was 18.4 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 10
On 19 Nov BHEL was trading at 289.20. The strike last trading price was 46.1, which was 12.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov BHEL was trading at 289.10. The strike last trading price was 46.1, which was 12.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov BHEL was trading at 285.50. The strike last trading price was 46.1, which was 12.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov BHEL was trading at 287.05. The strike last trading price was 46.1, which was 12.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov BHEL was trading at 285.80. The strike last trading price was 46.1, which was 12.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov BHEL was trading at 263.85. The strike last trading price was 46.1, which was 12.4 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 6 Nov BHEL was trading at 260.05. The strike last trading price was 33.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BHEL was trading at 267.25. The strike last trading price was 33.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Nov BHEL was trading at 264.95. The strike last trading price was 33.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct BHEL was trading at 265.49. The strike last trading price was 33.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct BHEL was trading at 261.29. The strike last trading price was 33.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Oct BHEL was trading at 245.39. The strike last trading price was 33.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Oct BHEL was trading at 237.34. The strike last trading price was 33.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Oct BHEL was trading at 235.00. The strike last trading price was 33.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Oct BHEL was trading at 230.94. The strike last trading price was 33.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Oct BHEL was trading at 234.29. The strike last trading price was 33.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Oct BHEL was trading at 234.60. The strike last trading price was 33.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Oct BHEL was trading at 232.62. The strike last trading price was 33.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Oct BHEL was trading at 235.80. The strike last trading price was 33.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Oct BHEL was trading at 232.44. The strike last trading price was 33.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Oct BHEL was trading at 234.86. The strike last trading price was 33.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Oct BHEL was trading at 239.64. The strike last trading price was 33.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Oct BHEL was trading at 239.04. The strike last trading price was 33.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Oct BHEL was trading at 239.04. The strike last trading price was 33.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Oct BHEL was trading at 244.86. The strike last trading price was 33.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BHEL 30DEC2025 220 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.02
Theta: -0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 277.00 | 0.15 | -0.05 | 45.79 | 10 | -1 | 32 |
| 8 Dec | 269.70 | 0.15 | 0 | 40.60 | 15 | 14 | 33 |
| 3 Dec | 278.55 | 0.15 | 0 | 41.66 | 8 | -1 | 18 |
| 1 Dec | 291.00 | 0.15 | -0.15 | - | 0 | 0 | 0 |
| 27 Nov | 290.85 | 0.15 | -0.15 | - | 0 | 1 | 0 |
| 26 Nov | 289.70 | 0.15 | -0.15 | 42.19 | 6 | 0 | 18 |
| 25 Nov | 282.90 | 0.3 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 277.90 | 0.3 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 282.50 | 0.3 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 289.20 | 0.3 | 0 | 42.47 | 2 | 0 | 19 |
| 18 Nov | 289.10 | 0.3 | -0.1 | 41.95 | 13 | 0 | 27 |
| 17 Nov | 285.50 | 0.4 | -0.05 | 41.88 | 1 | 0 | 28 |
| 12 Nov | 287.05 | 0.45 | 0.05 | 41.11 | 2 | -1 | 29 |
| 11 Nov | 285.80 | 0.4 | -0.55 | 39.31 | 5 | -2 | 30 |
| 7 Nov | 263.85 | 0.95 | 0 | - | 0 | 4 | 0 |
| 6 Nov | 260.05 | 0.95 | 0 | 32.48 | 5 | 2 | 30 |
| 4 Nov | 267.25 | 0.95 | -0.25 | 35.36 | 2 | 0 | 30 |
| 3 Nov | 264.95 | 1.2 | -0.2 | - | 0 | 13 | 0 |
| 31 Oct | 265.49 | 1.2 | -0.2 | - | 15 | 13 | 30 |
| 30 Oct | 261.29 | 1.4 | -1.4 | 34.73 | 30 | 4 | 18 |
| 29 Oct | 245.39 | 2.75 | -3.85 | 32.51 | 76 | 12 | 15 |
| 28 Oct | 237.34 | 6.6 | -5.35 | - | 0 | 0 | 0 |
| 27 Oct | 235.00 | 6.6 | -5.35 | - | 0 | 3 | 0 |
| 24 Oct | 230.94 | 6.6 | -5.35 | 34.03 | 3 | 2 | 2 |
| 23 Oct | 234.29 | 11.95 | 0 | 5.46 | 0 | 0 | 0 |
| 21 Oct | 234.60 | 11.95 | 0 | 5.56 | 0 | 0 | 0 |
| 17 Oct | 232.62 | 11.95 | 0 | 5.11 | 0 | 0 | 0 |
| 15 Oct | 235.80 | 11.95 | 0 | - | 0 | 0 | 0 |
| 14 Oct | 232.44 | 11.95 | 0 | - | 0 | 0 | 0 |
| 13 Oct | 234.86 | 11.95 | 0 | 5.41 | 0 | 0 | 0 |
| 10 Oct | 239.64 | 11.95 | 0 | - | 0 | 0 | 0 |
| 9 Oct | 239.04 | 11.95 | 0 | - | 0 | 0 | 0 |
| 8 Oct | 239.04 | 11.95 | 0 | - | 0 | 0 | 0 |
| 7 Oct | 244.86 | 11.95 | 0 | - | 0 | 0 | 0 |
For Bhel - strike price 220 expiring on 30DEC2025
Delta for 220 PE is -0.01
Historical price for 220 PE is as follows
On 9 Dec BHEL was trading at 277.00. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 45.79, the open interest changed by -1 which decreased total open position to 32
On 8 Dec BHEL was trading at 269.70. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 40.60, the open interest changed by 14 which increased total open position to 33
On 3 Dec BHEL was trading at 278.55. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 41.66, the open interest changed by -1 which decreased total open position to 18
On 1 Dec BHEL was trading at 291.00. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov BHEL was trading at 290.85. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 26 Nov BHEL was trading at 289.70. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 42.19, the open interest changed by 0 which decreased total open position to 18
On 25 Nov BHEL was trading at 282.90. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov BHEL was trading at 277.90. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov BHEL was trading at 282.50. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov BHEL was trading at 289.20. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 42.47, the open interest changed by 0 which decreased total open position to 19
On 18 Nov BHEL was trading at 289.10. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 41.95, the open interest changed by 0 which decreased total open position to 27
On 17 Nov BHEL was trading at 285.50. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 41.88, the open interest changed by 0 which decreased total open position to 28
On 12 Nov BHEL was trading at 287.05. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 41.11, the open interest changed by -1 which decreased total open position to 29
On 11 Nov BHEL was trading at 285.80. The strike last trading price was 0.4, which was -0.55 lower than the previous day. The implied volatity was 39.31, the open interest changed by -2 which decreased total open position to 30
On 7 Nov BHEL was trading at 263.85. The strike last trading price was 0.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 6 Nov BHEL was trading at 260.05. The strike last trading price was 0.95, which was 0 lower than the previous day. The implied volatity was 32.48, the open interest changed by 2 which increased total open position to 30
On 4 Nov BHEL was trading at 267.25. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 35.36, the open interest changed by 0 which decreased total open position to 30
On 3 Nov BHEL was trading at 264.95. The strike last trading price was 1.2, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 0
On 31 Oct BHEL was trading at 265.49. The strike last trading price was 1.2, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 30
On 30 Oct BHEL was trading at 261.29. The strike last trading price was 1.4, which was -1.4 lower than the previous day. The implied volatity was 34.73, the open interest changed by 4 which increased total open position to 18
On 29 Oct BHEL was trading at 245.39. The strike last trading price was 2.75, which was -3.85 lower than the previous day. The implied volatity was 32.51, the open interest changed by 12 which increased total open position to 15
On 28 Oct BHEL was trading at 237.34. The strike last trading price was 6.6, which was -5.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Oct BHEL was trading at 235.00. The strike last trading price was 6.6, which was -5.35 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 24 Oct BHEL was trading at 230.94. The strike last trading price was 6.6, which was -5.35 lower than the previous day. The implied volatity was 34.03, the open interest changed by 2 which increased total open position to 2
On 23 Oct BHEL was trading at 234.29. The strike last trading price was 11.95, which was 0 lower than the previous day. The implied volatity was 5.46, the open interest changed by 0 which decreased total open position to 0
On 21 Oct BHEL was trading at 234.60. The strike last trading price was 11.95, which was 0 lower than the previous day. The implied volatity was 5.56, the open interest changed by 0 which decreased total open position to 0
On 17 Oct BHEL was trading at 232.62. The strike last trading price was 11.95, which was 0 lower than the previous day. The implied volatity was 5.11, the open interest changed by 0 which decreased total open position to 0
On 15 Oct BHEL was trading at 235.80. The strike last trading price was 11.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Oct BHEL was trading at 232.44. The strike last trading price was 11.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Oct BHEL was trading at 234.86. The strike last trading price was 11.95, which was 0 lower than the previous day. The implied volatity was 5.41, the open interest changed by 0 which decreased total open position to 0
On 10 Oct BHEL was trading at 239.64. The strike last trading price was 11.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Oct BHEL was trading at 239.04. The strike last trading price was 11.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Oct BHEL was trading at 239.04. The strike last trading price was 11.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Oct BHEL was trading at 244.86. The strike last trading price was 11.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































