[--[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 230 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 277.00 40.5 -8.5 - 0 -1 0
8 Dec 269.70 40.5 -8.5 - 1 0 21
5 Dec 277.75 49 -6 - 0 0 0
4 Dec 275.75 49 -6 - 0 0 0
3 Dec 278.55 49 -6 - 0 0 0
2 Dec 285.50 49 -6 - 0 0 0
1 Dec 291.00 49 -6 - 0 0 0
27 Nov 290.85 49 -6 - 0 0 0
26 Nov 289.70 49 -6 - 0 0 0
25 Nov 282.90 49 -6 - 0 1 0
24 Nov 277.90 49 -6 - 1 0 20
21 Nov 282.50 55 -2.6 27.24 4 2 19
20 Nov 285.25 57.6 -1.6 - 3 2 17
19 Nov 289.20 59.2 2.7 - 3 2 14
18 Nov 289.10 56.5 0.9 - 8 6 11
17 Nov 285.50 55.6 23.85 - 0 0 0
13 Nov 281.50 55.6 23.85 42.90 2 1 4
12 Nov 287.05 31.75 3.75 - 0 0 0
11 Nov 285.80 31.75 3.75 - 0 0 0
10 Nov 273.35 31.75 3.75 - 0 0 0
7 Nov 263.85 31.75 3.75 - 0 0 0
6 Nov 260.05 31.75 3.75 - 0 0 0
4 Nov 267.25 31.75 3.75 - 0 0 0
3 Nov 264.95 31.75 3.75 - 0 0 0
31 Oct 265.49 31.75 3.75 - 0 3 0
30 Oct 261.29 31.75 3.75 - 3 0 0
29 Oct 245.39 28 0 - 0 0 0
28 Oct 237.34 28 0 - 0 0 0
27 Oct 235.00 28 0 - 0 0 0
24 Oct 230.94 28 0 - 0 0 0
23 Oct 234.29 28 0 - 0 0 0
21 Oct 234.60 28 0 - 0 0 0
17 Oct 232.62 28 0 - 0 0 0
15 Oct 235.80 28 0 - 0 0 0
14 Oct 232.44 28 0 - 0 0 0
13 Oct 234.86 28 0 - 0 0 0
10 Oct 239.64 28 0 - 0 0 0
9 Oct 239.04 28 0 - 0 0 0
8 Oct 239.04 28 0 - 0 0 0
7 Oct 244.86 28 0 - 0 0 0
6 Oct 245.31 28 0 - 0 0 0
3 Oct 245.02 28 0 - 0 0 0


For Bhel - strike price 230 expiring on 30DEC2025

Delta for 230 CE is -

Historical price for 230 CE is as follows

On 9 Dec BHEL was trading at 277.00. The strike last trading price was 40.5, which was -8.5 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 8 Dec BHEL was trading at 269.70. The strike last trading price was 40.5, which was -8.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21


On 5 Dec BHEL was trading at 277.75. The strike last trading price was 49, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec BHEL was trading at 275.75. The strike last trading price was 49, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec BHEL was trading at 278.55. The strike last trading price was 49, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec BHEL was trading at 285.50. The strike last trading price was 49, which was -6 lower 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 49, which was -6 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 49, which was -6 lower 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 49, which was -6 lower 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 49, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 24 Nov BHEL was trading at 277.90. The strike last trading price was 49, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20


On 21 Nov BHEL was trading at 282.50. The strike last trading price was 55, which was -2.6 lower than the previous day. The implied volatity was 27.24, the open interest changed by 2 which increased total open position to 19


On 20 Nov BHEL was trading at 285.25. The strike last trading price was 57.6, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 17


On 19 Nov BHEL was trading at 289.20. The strike last trading price was 59.2, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 14


On 18 Nov BHEL was trading at 289.10. The strike last trading price was 56.5, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 11


On 17 Nov BHEL was trading at 285.50. The strike last trading price was 55.6, which was 23.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov BHEL was trading at 281.50. The strike last trading price was 55.6, which was 23.85 higher than the previous day. The implied volatity was 42.90, the open interest changed by 1 which increased total open position to 4


On 12 Nov BHEL was trading at 287.05. The strike last trading price was 31.75, which was 3.75 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 31.75, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Nov BHEL was trading at 273.35. The strike last trading price was 31.75, which was 3.75 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 31.75, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov BHEL was trading at 260.05. The strike last trading price was 31.75, which was 3.75 higher 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 31.75, which was 3.75 higher 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 31.75, which was 3.75 higher 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 31.75, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 30 Oct BHEL was trading at 261.29. The strike last trading price was 31.75, which was 3.75 higher 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 28, 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 28, 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 28, 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 28, 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 28, 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 28, 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 28, 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 28, 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 28, 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 28, 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 28, 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 28, 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 28, 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 28, 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 6 Oct BHEL was trading at 245.31. The strike last trading price was 28, 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 Oct BHEL was trading at 245.02. The strike last trading price was 28, 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 230 PE
Delta: -0.02
Vega: 0.03
Theta: -0.03
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 277.00 0.2 -0.1 39.75 48 -9 70
8 Dec 269.70 0.3 0.15 37.06 35 1 81
5 Dec 277.75 0.15 -0.1 35.54 19 7 81
4 Dec 275.75 0.25 0 36.65 24 9 74
3 Dec 278.55 0.25 0.05 37.58 16 7 63
2 Dec 285.50 0.2 0 39.69 1 0 56
1 Dec 291.00 0.2 0 41.19 9 0 56
27 Nov 290.85 0.2 0 38.67 8 3 55
26 Nov 289.70 0.2 -0.35 37.89 4 2 53
25 Nov 282.90 0.55 0.1 - 0 1 0
24 Nov 277.90 0.55 0.1 37.27 18 1 51
21 Nov 282.50 0.45 0 37.01 4 -2 49
20 Nov 285.25 0.45 -0.15 38.18 7 2 51
19 Nov 289.20 0.6 0.15 41.34 11 6 46
18 Nov 289.10 0.45 -0.25 38.82 17 4 43
17 Nov 285.50 0.7 0 39.97 6 0 33
13 Nov 281.50 0.7 -0.1 - 0 0 0
12 Nov 287.05 0.7 -0.1 38.55 1 0 33
11 Nov 285.80 0.8 -0.15 38.56 14 2 33
10 Nov 273.35 0.9 -0.6 33.11 19 -2 31
7 Nov 263.85 1.5 0.05 - 0 0 0
6 Nov 260.05 1.5 0.05 - 0 1 0
4 Nov 267.25 1.5 0.05 32.87 3 1 33
3 Nov 264.95 1.45 -0.25 31.30 6 1 31
31 Oct 265.49 1.7 -0.6 - 17 12 30
30 Oct 261.29 2.2 -2.6 32.44 23 6 18
29 Oct 245.39 4.8 -3.2 31.72 13 4 11
28 Oct 237.34 8 -1 33.20 5 2 7
27 Oct 235.00 9 -0.9 34.54 2 1 5
24 Oct 230.94 9.9 -6.2 32.39 4 2 2
23 Oct 234.29 16.1 0 2.50 0 0 0
21 Oct 234.60 16.1 0 2.66 0 0 0
17 Oct 232.62 16.1 0 2.25 0 0 0
15 Oct 235.80 16.1 0 - 0 0 0
14 Oct 232.44 16.1 0 - 0 0 0
13 Oct 234.86 16.1 0 2.64 0 0 0
10 Oct 239.64 16.1 0 - 0 0 0
9 Oct 239.04 16.1 0 - 0 0 0
8 Oct 239.04 16.1 0 - 0 0 0
7 Oct 244.86 16.1 0 - 0 0 0
6 Oct 245.31 16.1 0 - 0 0 0
3 Oct 245.02 16.1 0 4.24 0 0 0


For Bhel - strike price 230 expiring on 30DEC2025

Delta for 230 PE is -0.02

Historical price for 230 PE is as follows

On 9 Dec BHEL was trading at 277.00. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 39.75, the open interest changed by -9 which decreased total open position to 70


On 8 Dec BHEL was trading at 269.70. The strike last trading price was 0.3, which was 0.15 higher than the previous day. The implied volatity was 37.06, the open interest changed by 1 which increased total open position to 81


On 5 Dec BHEL was trading at 277.75. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 35.54, the open interest changed by 7 which increased total open position to 81


On 4 Dec BHEL was trading at 275.75. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 36.65, the open interest changed by 9 which increased total open position to 74


On 3 Dec BHEL was trading at 278.55. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 37.58, the open interest changed by 7 which increased total open position to 63


On 2 Dec BHEL was trading at 285.50. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 39.69, the open interest changed by 0 which decreased total open position to 56


On 1 Dec BHEL was trading at 291.00. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 41.19, the open interest changed by 0 which decreased total open position to 56


On 27 Nov BHEL was trading at 290.85. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 38.67, the open interest changed by 3 which increased total open position to 55


On 26 Nov BHEL was trading at 289.70. The strike last trading price was 0.2, which was -0.35 lower than the previous day. The implied volatity was 37.89, the open interest changed by 2 which increased total open position to 53


On 25 Nov BHEL was trading at 282.90. The strike last trading price was 0.55, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 24 Nov BHEL was trading at 277.90. The strike last trading price was 0.55, which was 0.1 higher than the previous day. The implied volatity was 37.27, the open interest changed by 1 which increased total open position to 51


On 21 Nov BHEL was trading at 282.50. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 37.01, the open interest changed by -2 which decreased total open position to 49


On 20 Nov BHEL was trading at 285.25. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 38.18, the open interest changed by 2 which increased total open position to 51


On 19 Nov BHEL was trading at 289.20. The strike last trading price was 0.6, which was 0.15 higher than the previous day. The implied volatity was 41.34, the open interest changed by 6 which increased total open position to 46


On 18 Nov BHEL was trading at 289.10. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 38.82, the open interest changed by 4 which increased total open position to 43


On 17 Nov BHEL was trading at 285.50. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was 39.97, the open interest changed by 0 which decreased total open position to 33


On 13 Nov BHEL was trading at 281.50. The strike last trading price was 0.7, which was -0.1 lower 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 0.7, which was -0.1 lower than the previous day. The implied volatity was 38.55, the open interest changed by 0 which decreased total open position to 33


On 11 Nov BHEL was trading at 285.80. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 38.56, the open interest changed by 2 which increased total open position to 33


On 10 Nov BHEL was trading at 273.35. The strike last trading price was 0.9, which was -0.6 lower than the previous day. The implied volatity was 33.11, the open interest changed by -2 which decreased total open position to 31


On 7 Nov BHEL was trading at 263.85. The strike last trading price was 1.5, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov BHEL was trading at 260.05. The strike last trading price was 1.5, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 4 Nov BHEL was trading at 267.25. The strike last trading price was 1.5, which was 0.05 higher than the previous day. The implied volatity was 32.87, the open interest changed by 1 which increased total open position to 33


On 3 Nov BHEL was trading at 264.95. The strike last trading price was 1.45, which was -0.25 lower than the previous day. The implied volatity was 31.30, the open interest changed by 1 which increased total open position to 31


On 31 Oct BHEL was trading at 265.49. The strike last trading price was 1.7, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 30


On 30 Oct BHEL was trading at 261.29. The strike last trading price was 2.2, which was -2.6 lower than the previous day. The implied volatity was 32.44, the open interest changed by 6 which increased total open position to 18


On 29 Oct BHEL was trading at 245.39. The strike last trading price was 4.8, which was -3.2 lower than the previous day. The implied volatity was 31.72, the open interest changed by 4 which increased total open position to 11


On 28 Oct BHEL was trading at 237.34. The strike last trading price was 8, which was -1 lower than the previous day. The implied volatity was 33.20, the open interest changed by 2 which increased total open position to 7


On 27 Oct BHEL was trading at 235.00. The strike last trading price was 9, which was -0.9 lower than the previous day. The implied volatity was 34.54, the open interest changed by 1 which increased total open position to 5


On 24 Oct BHEL was trading at 230.94. The strike last trading price was 9.9, which was -6.2 lower than the previous day. The implied volatity was 32.39, 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 16.1, which was 0 lower than the previous day. The implied volatity was 2.50, 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 16.1, which was 0 lower than the previous day. The implied volatity was 2.66, 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 16.1, which was 0 lower than the previous day. The implied volatity was 2.25, 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 16.1, 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 16.1, 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 16.1, which was 0 lower than the previous day. The implied volatity was 2.64, 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 16.1, 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 16.1, 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 16.1, 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 16.1, 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 6 Oct BHEL was trading at 245.31. The strike last trading price was 16.1, 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 Oct BHEL was trading at 245.02. The strike last trading price was 16.1, which was 0 lower than the previous day. The implied volatity was 4.24, the open interest changed by 0 which decreased total open position to 0