[--[65.84.65.76]--]

BHEL

Bhel
277 +7.30 (2.71%)
L: 268.9 H: 280.55

Back to Option Chain


Historical option data for BHEL

09 Dec 2025 04:12 PM IST
BHEL 30-DEC-2025 220 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.01
Vega: 0.02
Theta: -0.02
Gamma: 0.00
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