[--[65.84.65.76]--]

BHEL

Bhel
258.5 -9.35 (-3.49%)
L: 256.6 H: 270.3

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Historical option data for BHEL

13 Mar 2026 04:12 PM IST
BHEL 30-MAR-2026 240 CE
Delta: 0.81
Vega: 0.15
Theta: -0.25
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
13 Mar 258.50 22.15 -8.2 44.35 16 5 101
12 Mar 267.85 29.65 7.35 35.75 16 5 96
11 Mar 255.75 22.3 -0.1 54.37 5 -1 92
10 Mar 258.65 22.4 2.2 38.7 65 1 94
9 Mar 255.40 20.15 -4.95 41.85 60 4 95
6 Mar 258.95 25.1 3.95 47.77 12 0 90
5 Mar 257.25 20.6 5.05 29.49 94 9 89
4 Mar 247.90 15.7 -13.85 38.82 57 14 80
2 Mar 262.15 29.55 1.6 - 0 0 0
27 Feb 264.95 29.55 1.6 42.68 8 0 66
26 Feb 264.85 27.95 1.15 31.18 1 0 66
25 Feb 261.95 26.8 2.05 37.31 1 0 66
24 Feb 261.80 24.75 1.8 20.75 12 8 66
23 Feb 258.25 23 0.05 33.7 40 10 58
20 Feb 257.30 23.3 3.55 31.96 42 9 48
19 Feb 253.80 18.75 -8.75 29.33 66 17 37
18 Feb 261.60 27.5 -0.15 37.23 13 0 9
17 Feb 262.80 27.65 -25.15 31.89 9 8 8
16 Feb 262.50 52.8 0 - 0 0 0
13 Feb 255.75 52.8 0 - 0 0 0
12 Feb 260.60 52.8 0 - 0 0 0
11 Feb 260.65 52.8 0 - 0 0 0
10 Feb 276.10 52.8 0 - 0 0 0
9 Feb 274.65 52.8 0 - 0 0 0
6 Feb 266.60 52.8 0 - 0 0 0
5 Feb 268.90 52.8 0 - 0 0 0
4 Feb 272.70 52.8 0 - 0 0 0
3 Feb 267.90 52.8 0 - 0 0 0
2 Feb 258.25 52.8 0 - 0 0 0
1 Feb 252.10 52.8 0 - 0 0 0
30 Jan 262.70 52.8 0 - 0 0 0
29 Jan 260.50 52.8 0 - 0 0 0
28 Jan 259.65 52.8 0 - 0 0 0
27 Jan 247.70 52.8 0 - 0 0 0
23 Jan 242.50 52.8 0 - 0 0 0
22 Jan 251.55 52.8 0 - 0 0 0
21 Jan 252.35 - - - 0 0 0
20 Jan 250.15 - - - 0 0 0
19 Jan 263.10 - - - 0 0 0
16 Jan 265.40 - - - 0 0 0
14 Jan 267.45 - - - 0 0 0
13 Jan 265.55 52.8 0 - 0 0 0


For Bhel - strike price 240 expiring on 30MAR2026

Delta for 240 CE is 0.81

Historical price for 240 CE is as follows

On 13 Mar BHEL was trading at 258.50. The strike last trading price was 22.15, which was -8.2 lower than the previous day. The implied volatity was 44.35, the open interest changed by 5 which increased total open position to 101


On 12 Mar BHEL was trading at 267.85. The strike last trading price was 29.65, which was 7.35 higher than the previous day. The implied volatity was 35.75, the open interest changed by 5 which increased total open position to 96


On 11 Mar BHEL was trading at 255.75. The strike last trading price was 22.3, which was -0.1 lower than the previous day. The implied volatity was 54.37, the open interest changed by -1 which decreased total open position to 92


On 10 Mar BHEL was trading at 258.65. The strike last trading price was 22.4, which was 2.2 higher than the previous day. The implied volatity was 38.7, the open interest changed by 1 which increased total open position to 94


On 9 Mar BHEL was trading at 255.40. The strike last trading price was 20.15, which was -4.95 lower than the previous day. The implied volatity was 41.85, the open interest changed by 4 which increased total open position to 95


On 6 Mar BHEL was trading at 258.95. The strike last trading price was 25.1, which was 3.95 higher than the previous day. The implied volatity was 47.77, the open interest changed by 0 which decreased total open position to 90


On 5 Mar BHEL was trading at 257.25. The strike last trading price was 20.6, which was 5.05 higher than the previous day. The implied volatity was 29.49, the open interest changed by 9 which increased total open position to 89


On 4 Mar BHEL was trading at 247.90. The strike last trading price was 15.7, which was -13.85 lower than the previous day. The implied volatity was 38.82, the open interest changed by 14 which increased total open position to 80


On 2 Mar BHEL was trading at 262.15. The strike last trading price was 29.55, which was 1.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Feb BHEL was trading at 264.95. The strike last trading price was 29.55, which was 1.6 higher than the previous day. The implied volatity was 42.68, the open interest changed by 0 which decreased total open position to 66


On 26 Feb BHEL was trading at 264.85. The strike last trading price was 27.95, which was 1.15 higher than the previous day. The implied volatity was 31.18, the open interest changed by 0 which decreased total open position to 66


On 25 Feb BHEL was trading at 261.95. The strike last trading price was 26.8, which was 2.05 higher than the previous day. The implied volatity was 37.31, the open interest changed by 0 which decreased total open position to 66


On 24 Feb BHEL was trading at 261.80. The strike last trading price was 24.75, which was 1.8 higher than the previous day. The implied volatity was 20.75, the open interest changed by 8 which increased total open position to 66


On 23 Feb BHEL was trading at 258.25. The strike last trading price was 23, which was 0.05 higher than the previous day. The implied volatity was 33.7, the open interest changed by 10 which increased total open position to 58


On 20 Feb BHEL was trading at 257.30. The strike last trading price was 23.3, which was 3.55 higher than the previous day. The implied volatity was 31.96, the open interest changed by 9 which increased total open position to 48


On 19 Feb BHEL was trading at 253.80. The strike last trading price was 18.75, which was -8.75 lower than the previous day. The implied volatity was 29.33, the open interest changed by 17 which increased total open position to 37


On 18 Feb BHEL was trading at 261.60. The strike last trading price was 27.5, which was -0.15 lower than the previous day. The implied volatity was 37.23, the open interest changed by 0 which decreased total open position to 9


On 17 Feb BHEL was trading at 262.80. The strike last trading price was 27.65, which was -25.15 lower than the previous day. The implied volatity was 31.89, the open interest changed by 8 which increased total open position to 8


On 16 Feb BHEL was trading at 262.50. The strike last trading price was 52.8, 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 Feb BHEL was trading at 255.75. The strike last trading price was 52.8, 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 12 Feb BHEL was trading at 260.60. The strike last trading price was 52.8, 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 11 Feb BHEL was trading at 260.65. The strike last trading price was 52.8, 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 Feb BHEL was trading at 276.10. The strike last trading price was 52.8, 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 Feb BHEL was trading at 274.65. The strike last trading price was 52.8, 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 Feb BHEL was trading at 266.60. The strike last trading price was 52.8, 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 5 Feb BHEL was trading at 268.90. The strike last trading price was 52.8, 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 Feb BHEL was trading at 272.70. The strike last trading price was 52.8, 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 Feb BHEL was trading at 267.90. The strike last trading price was 52.8, 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 2 Feb BHEL was trading at 258.25. The strike last trading price was 52.8, 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 1 Feb BHEL was trading at 252.10. The strike last trading price was 52.8, 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 Jan BHEL was trading at 262.70. The strike last trading price was 52.8, 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 Jan BHEL was trading at 260.50. The strike last trading price was 52.8, 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 Jan BHEL was trading at 259.65. The strike last trading price was 52.8, 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 Jan BHEL was trading at 247.70. The strike last trading price was 52.8, 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 Jan BHEL was trading at 242.50. The strike last trading price was 52.8, 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 22 Jan BHEL was trading at 251.55. The strike last trading price was 52.8, 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 Jan BHEL was trading at 252.35. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Jan BHEL was trading at 250.15. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Jan BHEL was trading at 263.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Jan BHEL was trading at 265.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jan BHEL was trading at 267.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jan BHEL was trading at 265.55. The strike last trading price was 52.8, 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 30MAR2026 240 PE
Delta: -0.19
Vega: 0.15
Theta: -0.18
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
13 Mar 258.50 2.75 1 44.13 967 -2 1,377
12 Mar 267.85 1.8 -1.95 46.84 1,104 -128 1,379
11 Mar 255.75 3.6 0.55 43.36 1,086 411 1,506
10 Mar 258.65 3 -1.25 43.09 1,570 9 1,094
9 Mar 255.40 4.25 1 44.34 835 -78 1,085
6 Mar 258.95 3.2 -0.05 40.95 511 34 1,163
5 Mar 257.25 3.2 -3.45 38.44 1,529 35 1,129
4 Mar 247.90 6.4 3.95 40.91 1,166 17 1,096
2 Mar 262.15 2.35 0.6 36.65 347 -10 1,078
27 Feb 264.95 1.85 0.25 33.78 449 90 1,091
26 Feb 264.85 1.65 -0.3 32.42 175 38 1,001
25 Feb 261.95 2 -0.4 31.75 460 54 958
24 Feb 261.80 2.45 -0.75 34.15 397 24 905
23 Feb 258.25 3.3 -0.65 33.66 219 -11 882
20 Feb 257.30 3.9 -0.5 35.25 862 90 892
19 Feb 253.80 4.75 1.75 33.28 240 49 802
18 Feb 261.60 3.2 0.55 34.35 145 31 754
17 Feb 262.80 2.6 -0.45 32.49 69 22 722
16 Feb 262.50 3 -1.7 33.87 211 5 700
13 Feb 255.75 4.8 1 34.06 287 7 695
12 Feb 260.60 3.9 0.25 34.04 207 103 687
11 Feb 260.65 3.45 0.45 32.93 853 562 583
10 Feb 276.10 3 -3.85 - 0 0 21
9 Feb 274.65 3 -3.85 39.63 1 0 21
6 Feb 266.60 6.85 1.05 - 0 0 21
5 Feb 268.90 6.85 1.05 - 0 0 21
4 Feb 272.70 6.85 1.05 - 0 0 21
3 Feb 267.90 6.85 1.05 - 0 0 21
2 Feb 258.25 6.85 1.05 - 0 0 21
1 Feb 252.10 6.85 1.05 34.47 6 1 21
30 Jan 262.70 5.8 -0.4 39.28 21 10 20
29 Jan 260.50 6.2 -0.75 38.13 12 5 10
28 Jan 259.65 6.95 -2.25 40.29 6 2 4
27 Jan 247.70 9.2 2.75 - 0 0 2
23 Jan 242.50 9.2 2.75 29.76 2 0 0
22 Jan 251.55 6.45 0 4.57 0 0 0
21 Jan 252.35 - - - 0 0 0
20 Jan 250.15 - - - 0 0 0
19 Jan 263.10 - - - 0 0 0
16 Jan 265.40 - - - 0 0 0
14 Jan 267.45 - - - 0 0 0
13 Jan 265.55 6.45 0 7.39 0 0 0


For Bhel - strike price 240 expiring on 30MAR2026

Delta for 240 PE is -0.19

Historical price for 240 PE is as follows

On 13 Mar BHEL was trading at 258.50. The strike last trading price was 2.75, which was 1 higher than the previous day. The implied volatity was 44.13, the open interest changed by -2 which decreased total open position to 1377


On 12 Mar BHEL was trading at 267.85. The strike last trading price was 1.8, which was -1.95 lower than the previous day. The implied volatity was 46.84, the open interest changed by -128 which decreased total open position to 1379


On 11 Mar BHEL was trading at 255.75. The strike last trading price was 3.6, which was 0.55 higher than the previous day. The implied volatity was 43.36, the open interest changed by 411 which increased total open position to 1506


On 10 Mar BHEL was trading at 258.65. The strike last trading price was 3, which was -1.25 lower than the previous day. The implied volatity was 43.09, the open interest changed by 9 which increased total open position to 1094


On 9 Mar BHEL was trading at 255.40. The strike last trading price was 4.25, which was 1 higher than the previous day. The implied volatity was 44.34, the open interest changed by -78 which decreased total open position to 1085


On 6 Mar BHEL was trading at 258.95. The strike last trading price was 3.2, which was -0.05 lower than the previous day. The implied volatity was 40.95, the open interest changed by 34 which increased total open position to 1163


On 5 Mar BHEL was trading at 257.25. The strike last trading price was 3.2, which was -3.45 lower than the previous day. The implied volatity was 38.44, the open interest changed by 35 which increased total open position to 1129


On 4 Mar BHEL was trading at 247.90. The strike last trading price was 6.4, which was 3.95 higher than the previous day. The implied volatity was 40.91, the open interest changed by 17 which increased total open position to 1096


On 2 Mar BHEL was trading at 262.15. The strike last trading price was 2.35, which was 0.6 higher than the previous day. The implied volatity was 36.65, the open interest changed by -10 which decreased total open position to 1078


On 27 Feb BHEL was trading at 264.95. The strike last trading price was 1.85, which was 0.25 higher than the previous day. The implied volatity was 33.78, the open interest changed by 90 which increased total open position to 1091


On 26 Feb BHEL was trading at 264.85. The strike last trading price was 1.65, which was -0.3 lower than the previous day. The implied volatity was 32.42, the open interest changed by 38 which increased total open position to 1001


On 25 Feb BHEL was trading at 261.95. The strike last trading price was 2, which was -0.4 lower than the previous day. The implied volatity was 31.75, the open interest changed by 54 which increased total open position to 958


On 24 Feb BHEL was trading at 261.80. The strike last trading price was 2.45, which was -0.75 lower than the previous day. The implied volatity was 34.15, the open interest changed by 24 which increased total open position to 905


On 23 Feb BHEL was trading at 258.25. The strike last trading price was 3.3, which was -0.65 lower than the previous day. The implied volatity was 33.66, the open interest changed by -11 which decreased total open position to 882


On 20 Feb BHEL was trading at 257.30. The strike last trading price was 3.9, which was -0.5 lower than the previous day. The implied volatity was 35.25, the open interest changed by 90 which increased total open position to 892


On 19 Feb BHEL was trading at 253.80. The strike last trading price was 4.75, which was 1.75 higher than the previous day. The implied volatity was 33.28, the open interest changed by 49 which increased total open position to 802


On 18 Feb BHEL was trading at 261.60. The strike last trading price was 3.2, which was 0.55 higher than the previous day. The implied volatity was 34.35, the open interest changed by 31 which increased total open position to 754


On 17 Feb BHEL was trading at 262.80. The strike last trading price was 2.6, which was -0.45 lower than the previous day. The implied volatity was 32.49, the open interest changed by 22 which increased total open position to 722


On 16 Feb BHEL was trading at 262.50. The strike last trading price was 3, which was -1.7 lower than the previous day. The implied volatity was 33.87, the open interest changed by 5 which increased total open position to 700


On 13 Feb BHEL was trading at 255.75. The strike last trading price was 4.8, which was 1 higher than the previous day. The implied volatity was 34.06, the open interest changed by 7 which increased total open position to 695


On 12 Feb BHEL was trading at 260.60. The strike last trading price was 3.9, which was 0.25 higher than the previous day. The implied volatity was 34.04, the open interest changed by 103 which increased total open position to 687


On 11 Feb BHEL was trading at 260.65. The strike last trading price was 3.45, which was 0.45 higher than the previous day. The implied volatity was 32.93, the open interest changed by 562 which increased total open position to 583


On 10 Feb BHEL was trading at 276.10. The strike last trading price was 3, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21


On 9 Feb BHEL was trading at 274.65. The strike last trading price was 3, which was -3.85 lower than the previous day. The implied volatity was 39.63, the open interest changed by 0 which decreased total open position to 21


On 6 Feb BHEL was trading at 266.60. The strike last trading price was 6.85, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21


On 5 Feb BHEL was trading at 268.90. The strike last trading price was 6.85, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21


On 4 Feb BHEL was trading at 272.70. The strike last trading price was 6.85, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21


On 3 Feb BHEL was trading at 267.90. The strike last trading price was 6.85, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21


On 2 Feb BHEL was trading at 258.25. The strike last trading price was 6.85, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21


On 1 Feb BHEL was trading at 252.10. The strike last trading price was 6.85, which was 1.05 higher than the previous day. The implied volatity was 34.47, the open interest changed by 1 which increased total open position to 21


On 30 Jan BHEL was trading at 262.70. The strike last trading price was 5.8, which was -0.4 lower than the previous day. The implied volatity was 39.28, the open interest changed by 10 which increased total open position to 20


On 29 Jan BHEL was trading at 260.50. The strike last trading price was 6.2, which was -0.75 lower than the previous day. The implied volatity was 38.13, the open interest changed by 5 which increased total open position to 10


On 28 Jan BHEL was trading at 259.65. The strike last trading price was 6.95, which was -2.25 lower than the previous day. The implied volatity was 40.29, the open interest changed by 2 which increased total open position to 4


On 27 Jan BHEL was trading at 247.70. The strike last trading price was 9.2, which was 2.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 23 Jan BHEL was trading at 242.50. The strike last trading price was 9.2, which was 2.75 higher than the previous day. The implied volatity was 29.76, the open interest changed by 0 which decreased total open position to 0


On 22 Jan BHEL was trading at 251.55. The strike last trading price was 6.45, which was 0 lower than the previous day. The implied volatity was 4.57, the open interest changed by 0 which decreased total open position to 0


On 21 Jan BHEL was trading at 252.35. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Jan BHEL was trading at 250.15. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Jan BHEL was trading at 263.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Jan BHEL was trading at 265.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jan BHEL was trading at 267.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jan BHEL was trading at 265.55. The strike last trading price was 6.45, which was 0 lower than the previous day. The implied volatity was 7.39, the open interest changed by 0 which decreased total open position to 0