[--[65.84.65.76]--]

BHEL

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

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Historical option data for BHEL

09 Dec 2025 04:12 PM IST
BHEL 30-DEC-2025 245 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 277.00 33 -7 - 0 0 0
8 Dec 269.70 33 -7 - 0 0 4
5 Dec 277.75 33 -7 - 0 -1 0
4 Dec 275.75 33 -7 28.60 1 0 5
3 Dec 278.55 40 13.5 - 0 0 0
2 Dec 285.50 40 13.5 - 0 0 0
1 Dec 291.00 40 13.5 - 0 0 0
28 Nov 290.85 40 13.5 - 0 0 0
27 Nov 290.85 40 13.5 - 0 0 0
26 Nov 289.70 40 13.5 - 0 3 0
25 Nov 282.90 40 13.5 - 3 2 4
24 Nov 277.90 26.5 5.7 - 0 0 0
21 Nov 282.50 26.5 5.7 - 0 0 0
20 Nov 285.25 26.5 5.7 - 0 0 0
19 Nov 289.20 26.5 5.7 - 0 0 0
18 Nov 289.10 26.5 5.7 - 0 0 0
17 Nov 285.50 26.5 5.7 - 0 0 0
14 Nov 281.60 26.5 5.7 - 0 0 0
13 Nov 281.50 26.5 5.7 - 0 0 0
12 Nov 287.05 26.5 5.7 - 0 0 0
11 Nov 285.80 26.5 5.7 - 0 0 0
10 Nov 273.35 26.5 5.7 - 0 0 0
7 Nov 263.85 26.5 5.7 - 0 0 0
6 Nov 260.05 26.5 5.7 - 0 0 0
4 Nov 267.25 26.5 5.7 - 0 0 0
3 Nov 264.95 26.5 5.7 - 0 2 0
31 Oct 265.49 26.5 5.7 - 2 1 1
30 Oct 261.29 20.8 0 - 0 0 0
29 Oct 245.39 20.8 0 - 0 0 0
28 Oct 237.34 20.8 0 1.28 0 0 0
23 Oct 234.29 20.8 0 2.14 0 0 0
21 Oct 234.60 20.8 0 - 0 0 0
17 Oct 232.62 20.8 0 2.07 0 0 0
15 Oct 235.80 20.8 0 - 0 0 0
14 Oct 232.44 20.8 0 - 0 0 0
13 Oct 234.86 20.8 0 1.65 0 0 0
10 Oct 239.64 20.8 0 - 0 0 0
9 Oct 239.04 20.8 0 0.07 0 0 0
8 Oct 239.04 20.8 0 - 0 0 0
7 Oct 244.86 20.8 0 - 0 0 0
6 Oct 245.31 0 0 - 0 0 0
3 Oct 245.02 0 0 - 0 0 0


For Bhel - strike price 245 expiring on 30DEC2025

Delta for 245 CE is -

Historical price for 245 CE is as follows

On 9 Dec BHEL was trading at 277.00. The strike last trading price was 33, which was -7 lower 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 33, which was -7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 5 Dec BHEL was trading at 277.75. The strike last trading price was 33, which was -7 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 4 Dec BHEL was trading at 275.75. The strike last trading price was 33, which was -7 lower than the previous day. The implied volatity was 28.60, the open interest changed by 0 which decreased total open position to 5


On 3 Dec BHEL was trading at 278.55. The strike last trading price was 40, which was 13.5 higher 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 40, which was 13.5 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 40, which was 13.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov BHEL was trading at 290.85. The strike last trading price was 40, which was 13.5 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 40, which was 13.5 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 40, which was 13.5 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 25 Nov BHEL was trading at 282.90. The strike last trading price was 40, which was 13.5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 4


On 24 Nov BHEL was trading at 277.90. The strike last trading price was 26.5, which was 5.7 higher 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 26.5, which was 5.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov BHEL was trading at 285.25. The strike last trading price was 26.5, which was 5.7 higher 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 26.5, which was 5.7 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 26.5, which was 5.7 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 26.5, which was 5.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov BHEL was trading at 281.60. The strike last trading price was 26.5, which was 5.7 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 26.5, which was 5.7 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 26.5, which was 5.7 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 26.5, which was 5.7 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 26.5, which was 5.7 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 26.5, which was 5.7 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 26.5, which was 5.7 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 26.5, which was 5.7 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 26.5, which was 5.7 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 31 Oct BHEL was trading at 265.49. The strike last trading price was 26.5, which was 5.7 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 30 Oct BHEL was trading at 261.29. The strike last trading price was 20.8, 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 Oct BHEL was trading at 245.39. The strike last trading price was 20.8, 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 Oct BHEL was trading at 237.34. The strike last trading price was 20.8, which was 0 lower than the previous day. The implied volatity was 1.28, 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 20.8, which was 0 lower than the previous day. The implied volatity was 2.14, 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 20.8, 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 17 Oct BHEL was trading at 232.62. The strike last trading price was 20.8, which was 0 lower than the previous day. The implied volatity was 2.07, 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 20.8, 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 14 Oct BHEL was trading at 232.44. The strike last trading price was 20.8, 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 Oct BHEL was trading at 234.86. The strike last trading price was 20.8, which was 0 lower than the previous day. The implied volatity was 1.65, 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 20.8, 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 Oct BHEL was trading at 239.04. The strike last trading price was 20.8, which was 0 lower than the previous day. The implied volatity was 0.07, 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 20.8, 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 7 Oct BHEL was trading at 244.86. The strike last trading price was 20.8, 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 Oct BHEL was trading at 245.31. The strike last trading price was 0, 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 0, 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 245 PE
Delta: -0.04
Vega: 0.06
Theta: -0.04
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 277.00 0.4 -0.5 32.20 46 1 130
8 Dec 269.70 0.9 0.4 32.09 77 14 129
5 Dec 277.75 0.5 -0.2 31.61 20 1 115
4 Dec 275.75 0.7 0.05 32.10 12 2 113
3 Dec 278.55 0.6 0.15 32.32 45 10 111
2 Dec 285.50 0.45 0.1 34.63 52 -35 103
1 Dec 291.00 0.35 -0.05 34.84 38 -20 138
28 Nov 290.85 0.4 0 33.81 21 4 149
27 Nov 290.85 0.4 -0.1 33.50 18 -2 144
26 Nov 289.70 0.5 -0.3 34.20 61 16 146
25 Nov 282.90 0.8 -0.4 33.12 49 35 131
24 Nov 277.90 1.1 0.2 32.07 26 10 95
21 Nov 282.50 0.9 0 32.26 30 1 84
20 Nov 285.25 0.9 0 33.74 37 27 82
19 Nov 289.20 0.9 0 35.05 48 30 56
18 Nov 289.10 0.9 -0.2 34.72 19 3 25
17 Nov 285.50 1.1 -0.25 34.04 21 7 9
14 Nov 281.60 1.35 -1.95 32.92 4 -2 2
13 Nov 281.50 3.3 -1.45 - 0 0 0
12 Nov 287.05 3.3 -1.45 - 0 0 0
11 Nov 285.80 3.3 -1.45 - 0 0 0
10 Nov 273.35 3.3 -1.45 - 0 0 0
7 Nov 263.85 3.3 -1.45 - 0 0 0
6 Nov 260.05 3.3 -1.45 - 0 -1 0
4 Nov 267.25 3.3 -1.45 30.42 5 0 5
3 Nov 264.95 4.75 -0.2 - 0 3 0
31 Oct 265.49 4.75 -0.2 - 5 2 4
30 Oct 261.29 4.95 -18.7 31.16 2 1 1
29 Oct 245.39 23.65 0 1.90 0 0 0
28 Oct 237.34 23.65 0 - 0 0 0
23 Oct 234.29 23.65 0 - 0 0 0
21 Oct 234.60 23.65 0 - 0 0 0
17 Oct 232.62 23.65 0 - 0 0 0
15 Oct 235.80 23.65 0 - 0 0 0
14 Oct 232.44 23.65 0 - 0 0 0
13 Oct 234.86 23.65 0 - 0 0 0
10 Oct 239.64 23.65 0 - 0 0 0
9 Oct 239.04 23.65 0 - 0 0 0
8 Oct 239.04 23.65 0 - 0 0 0
7 Oct 244.86 23.65 0 1.68 0 0 0
6 Oct 245.31 0 0 - 0 0 0
3 Oct 245.02 0 0 1.67 0 0 0


For Bhel - strike price 245 expiring on 30DEC2025

Delta for 245 PE is -0.04

Historical price for 245 PE is as follows

On 9 Dec BHEL was trading at 277.00. The strike last trading price was 0.4, which was -0.5 lower than the previous day. The implied volatity was 32.20, the open interest changed by 1 which increased total open position to 130


On 8 Dec BHEL was trading at 269.70. The strike last trading price was 0.9, which was 0.4 higher than the previous day. The implied volatity was 32.09, the open interest changed by 14 which increased total open position to 129


On 5 Dec BHEL was trading at 277.75. The strike last trading price was 0.5, which was -0.2 lower than the previous day. The implied volatity was 31.61, the open interest changed by 1 which increased total open position to 115


On 4 Dec BHEL was trading at 275.75. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 32.10, the open interest changed by 2 which increased total open position to 113


On 3 Dec BHEL was trading at 278.55. The strike last trading price was 0.6, which was 0.15 higher than the previous day. The implied volatity was 32.32, the open interest changed by 10 which increased total open position to 111


On 2 Dec BHEL was trading at 285.50. The strike last trading price was 0.45, which was 0.1 higher than the previous day. The implied volatity was 34.63, the open interest changed by -35 which decreased total open position to 103


On 1 Dec BHEL was trading at 291.00. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 34.84, the open interest changed by -20 which decreased total open position to 138


On 28 Nov BHEL was trading at 290.85. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 33.81, the open interest changed by 4 which increased total open position to 149


On 27 Nov BHEL was trading at 290.85. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 33.50, the open interest changed by -2 which decreased total open position to 144


On 26 Nov BHEL was trading at 289.70. The strike last trading price was 0.5, which was -0.3 lower than the previous day. The implied volatity was 34.20, the open interest changed by 16 which increased total open position to 146


On 25 Nov BHEL was trading at 282.90. The strike last trading price was 0.8, which was -0.4 lower than the previous day. The implied volatity was 33.12, the open interest changed by 35 which increased total open position to 131


On 24 Nov BHEL was trading at 277.90. The strike last trading price was 1.1, which was 0.2 higher than the previous day. The implied volatity was 32.07, the open interest changed by 10 which increased total open position to 95


On 21 Nov BHEL was trading at 282.50. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 32.26, the open interest changed by 1 which increased total open position to 84


On 20 Nov BHEL was trading at 285.25. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 33.74, the open interest changed by 27 which increased total open position to 82


On 19 Nov BHEL was trading at 289.20. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 35.05, the open interest changed by 30 which increased total open position to 56


On 18 Nov BHEL was trading at 289.10. The strike last trading price was 0.9, which was -0.2 lower than the previous day. The implied volatity was 34.72, the open interest changed by 3 which increased total open position to 25


On 17 Nov BHEL was trading at 285.50. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was 34.04, the open interest changed by 7 which increased total open position to 9


On 14 Nov BHEL was trading at 281.60. The strike last trading price was 1.35, which was -1.95 lower than the previous day. The implied volatity was 32.92, the open interest changed by -2 which decreased total open position to 2


On 13 Nov BHEL was trading at 281.50. The strike last trading price was 3.3, which was -1.45 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 3.3, which was -1.45 lower 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 3.3, which was -1.45 lower 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 3.3, which was -1.45 lower 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 3.3, which was -1.45 lower 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 3.3, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 4 Nov BHEL was trading at 267.25. The strike last trading price was 3.3, which was -1.45 lower than the previous day. The implied volatity was 30.42, the open interest changed by 0 which decreased total open position to 5


On 3 Nov BHEL was trading at 264.95. The strike last trading price was 4.75, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 31 Oct BHEL was trading at 265.49. The strike last trading price was 4.75, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 4


On 30 Oct BHEL was trading at 261.29. The strike last trading price was 4.95, which was -18.7 lower than the previous day. The implied volatity was 31.16, the open interest changed by 1 which increased total open position to 1


On 29 Oct BHEL was trading at 245.39. The strike last trading price was 23.65, which was 0 lower than the previous day. The implied volatity was 1.90, 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 23.65, 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 23.65, 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 23.65, 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 23.65, 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 23.65, 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 23.65, 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 23.65, 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 23.65, 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 23.65, 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 23.65, 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 23.65, which was 0 lower than the previous day. The implied volatity was 1.68, 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 0, 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 0, which was 0 lower than the previous day. The implied volatity was 1.67, the open interest changed by 0 which decreased total open position to 0