[--[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 250 CE
Delta: 0.99
Vega: 0.02
Theta: -0.08
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 277.00 28.4 7.4 20.58 13 -8 53
8 Dec 269.70 21 -10.25 - 17 -2 61
5 Dec 277.75 31.25 1.75 38.66 4 0 63
4 Dec 275.75 29.5 -1.75 36.94 3 0 63
3 Dec 278.55 31 -11.7 27.42 21 0 63
2 Dec 285.50 42.75 -1.15 - 0 -2 0
1 Dec 291.00 42.75 -1.15 26.50 5 -2 63
28 Nov 290.85 43.9 3.1 - 0 0 0
27 Nov 290.85 43.9 3.1 38.09 5 1 66
26 Nov 289.70 40.8 4.8 - 17 1 65
25 Nov 282.90 36 1 29.76 23 19 63
24 Nov 277.90 35 -0.4 47.60 5 2 42
21 Nov 282.50 35.85 -2.3 27.17 43 15 38
20 Nov 285.25 38.15 -2.5 - 5 2 24
19 Nov 289.20 40.65 -1.05 - 17 1 23
18 Nov 289.10 41.7 1.95 - 8 0 23
17 Nov 285.50 39.75 2 32.26 11 0 23
14 Nov 281.60 37.75 -6.25 - 0 -2 0
13 Nov 281.50 37.75 -6.25 38.46 2 -1 24
12 Nov 287.05 44 5 44.36 3 0 25
11 Nov 285.80 39 11.85 23.86 9 -3 25
10 Nov 273.35 27.15 5.9 22.70 2 0 28
7 Nov 263.85 21.25 2.35 25.28 1 0 27
6 Nov 260.05 18.9 -4.6 27.57 3 1 27
4 Nov 267.25 23.5 0.4 24.09 1 0 26
3 Nov 264.95 23.1 -0.1 27.54 1 0 25
31 Oct 265.49 23.2 2.95 - 13 -5 26
30 Oct 261.29 20.8 8.7 26.71 196 26 32
29 Oct 245.39 12.1 -6.65 29.52 23 6 6
28 Oct 237.34 18.75 0 2.64 0 0 0
23 Oct 234.29 18.75 0 3.32 0 0 0
21 Oct 234.60 18.75 0 - 0 0 0
17 Oct 232.62 18.75 0 3.40 0 0 0
15 Oct 235.80 18.75 0 - 0 0 0
14 Oct 232.44 18.75 0 - 0 0 0
13 Oct 234.86 18.75 0 2.87 0 0 0
10 Oct 239.64 18.75 0 - 0 0 0
9 Oct 239.04 18.75 0 1.43 0 0 0
8 Oct 239.04 18.75 0 - 0 0 0
7 Oct 244.86 18.75 0 - 0 0 0
6 Oct 245.31 18.75 0 - 0 0 0
3 Oct 245.02 18.75 0 0.71 0 0 0


For Bhel - strike price 250 expiring on 30DEC2025

Delta for 250 CE is 0.99

Historical price for 250 CE is as follows

On 9 Dec BHEL was trading at 277.00. The strike last trading price was 28.4, which was 7.4 higher than the previous day. The implied volatity was 20.58, the open interest changed by -8 which decreased total open position to 53


On 8 Dec BHEL was trading at 269.70. The strike last trading price was 21, which was -10.25 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 61


On 5 Dec BHEL was trading at 277.75. The strike last trading price was 31.25, which was 1.75 higher than the previous day. The implied volatity was 38.66, the open interest changed by 0 which decreased total open position to 63


On 4 Dec BHEL was trading at 275.75. The strike last trading price was 29.5, which was -1.75 lower than the previous day. The implied volatity was 36.94, the open interest changed by 0 which decreased total open position to 63


On 3 Dec BHEL was trading at 278.55. The strike last trading price was 31, which was -11.7 lower than the previous day. The implied volatity was 27.42, the open interest changed by 0 which decreased total open position to 63


On 2 Dec BHEL was trading at 285.50. The strike last trading price was 42.75, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0


On 1 Dec BHEL was trading at 291.00. The strike last trading price was 42.75, which was -1.15 lower than the previous day. The implied volatity was 26.50, the open interest changed by -2 which decreased total open position to 63


On 28 Nov BHEL was trading at 290.85. The strike last trading price was 43.9, which was 3.1 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 43.9, which was 3.1 higher than the previous day. The implied volatity was 38.09, the open interest changed by 1 which increased total open position to 66


On 26 Nov BHEL was trading at 289.70. The strike last trading price was 40.8, which was 4.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 65


On 25 Nov BHEL was trading at 282.90. The strike last trading price was 36, which was 1 higher than the previous day. The implied volatity was 29.76, the open interest changed by 19 which increased total open position to 63


On 24 Nov BHEL was trading at 277.90. The strike last trading price was 35, which was -0.4 lower than the previous day. The implied volatity was 47.60, the open interest changed by 2 which increased total open position to 42


On 21 Nov BHEL was trading at 282.50. The strike last trading price was 35.85, which was -2.3 lower than the previous day. The implied volatity was 27.17, the open interest changed by 15 which increased total open position to 38


On 20 Nov BHEL was trading at 285.25. The strike last trading price was 38.15, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 24


On 19 Nov BHEL was trading at 289.20. The strike last trading price was 40.65, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 23


On 18 Nov BHEL was trading at 289.10. The strike last trading price was 41.7, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23


On 17 Nov BHEL was trading at 285.50. The strike last trading price was 39.75, which was 2 higher than the previous day. The implied volatity was 32.26, the open interest changed by 0 which decreased total open position to 23


On 14 Nov BHEL was trading at 281.60. The strike last trading price was 37.75, which was -6.25 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0


On 13 Nov BHEL was trading at 281.50. The strike last trading price was 37.75, which was -6.25 lower than the previous day. The implied volatity was 38.46, the open interest changed by -1 which decreased total open position to 24


On 12 Nov BHEL was trading at 287.05. The strike last trading price was 44, which was 5 higher than the previous day. The implied volatity was 44.36, the open interest changed by 0 which decreased total open position to 25


On 11 Nov BHEL was trading at 285.80. The strike last trading price was 39, which was 11.85 higher than the previous day. The implied volatity was 23.86, the open interest changed by -3 which decreased total open position to 25


On 10 Nov BHEL was trading at 273.35. The strike last trading price was 27.15, which was 5.9 higher than the previous day. The implied volatity was 22.70, the open interest changed by 0 which decreased total open position to 28


On 7 Nov BHEL was trading at 263.85. The strike last trading price was 21.25, which was 2.35 higher than the previous day. The implied volatity was 25.28, the open interest changed by 0 which decreased total open position to 27


On 6 Nov BHEL was trading at 260.05. The strike last trading price was 18.9, which was -4.6 lower than the previous day. The implied volatity was 27.57, the open interest changed by 1 which increased total open position to 27


On 4 Nov BHEL was trading at 267.25. The strike last trading price was 23.5, which was 0.4 higher than the previous day. The implied volatity was 24.09, the open interest changed by 0 which decreased total open position to 26


On 3 Nov BHEL was trading at 264.95. The strike last trading price was 23.1, which was -0.1 lower than the previous day. The implied volatity was 27.54, the open interest changed by 0 which decreased total open position to 25


On 31 Oct BHEL was trading at 265.49. The strike last trading price was 23.2, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 26


On 30 Oct BHEL was trading at 261.29. The strike last trading price was 20.8, which was 8.7 higher than the previous day. The implied volatity was 26.71, the open interest changed by 26 which increased total open position to 32


On 29 Oct BHEL was trading at 245.39. The strike last trading price was 12.1, which was -6.65 lower than the previous day. The implied volatity was 29.52, the open interest changed by 6 which increased total open position to 6


On 28 Oct BHEL was trading at 237.34. The strike last trading price was 18.75, 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 23 Oct BHEL was trading at 234.29. The strike last trading price was 18.75, which was 0 lower than the previous day. The implied volatity was 3.32, 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 18.75, 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 18.75, which was 0 lower than the previous day. The implied volatity was 3.40, 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 18.75, 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 18.75, 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 18.75, which was 0 lower than the previous day. The implied volatity was 2.87, 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 18.75, 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 18.75, which was 0 lower than the previous day. The implied volatity was 1.43, 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 18.75, 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 18.75, 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 18.75, 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 18.75, which was 0 lower than the previous day. The implied volatity was 0.71, the open interest changed by 0 which decreased total open position to 0


BHEL 30DEC2025 250 PE
Delta: -0.07
Vega: 0.08
Theta: -0.06
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 277.00 0.6 -0.8 30.57 462 133 773
8 Dec 269.70 1.45 0.75 31.51 240 -15 639
5 Dec 277.75 0.7 -0.3 29.90 173 12 653
4 Dec 275.75 1.05 0.15 31.10 144 51 629
3 Dec 278.55 0.85 0.2 30.92 338 -19 579
2 Dec 285.50 0.6 0.1 33.00 179 22 598
1 Dec 291.00 0.5 -0.05 33.68 304 105 575
28 Nov 290.85 0.55 -0.05 32.57 162 31 470
27 Nov 290.85 0.6 0 32.87 191 32 439
26 Nov 289.70 0.6 -0.55 32.15 201 53 391
25 Nov 282.90 1.05 -0.6 31.67 158 86 338
24 Nov 277.90 1.5 0.25 30.97 198 81 251
21 Nov 282.50 1.2 0.05 31.08 108 21 170
20 Nov 285.25 1.1 0 31.99 19 3 149
19 Nov 289.20 1.05 -0.15 33.03 92 40 146
18 Nov 289.10 1.15 -0.3 33.47 37 13 105
17 Nov 285.50 1.45 -0.45 33.07 17 7 92
14 Nov 281.60 1.9 -0.05 32.65 8 -2 84
13 Nov 281.50 1.95 0.4 32.11 26 2 85
12 Nov 287.05 1.55 -0.35 32.75 37 10 84
11 Nov 285.80 1.9 -0.9 33.55 78 0 74
10 Nov 273.35 2.75 -1.95 29.44 81 19 76
7 Nov 263.85 4.6 -0.9 29.35 20 4 57
6 Nov 260.05 5.5 1.05 28.37 19 3 52
4 Nov 267.25 4.45 -0.5 30.32 24 -9 50
3 Nov 264.95 4.95 -0.05 30.23 38 3 58
31 Oct 265.49 5.1 -1.4 - 41 10 53
30 Oct 261.29 6.5 -6.95 31.29 114 35 44
29 Oct 245.39 13.45 -13.1 33.70 16 8 8
28 Oct 237.34 26.55 0 - 0 0 0
23 Oct 234.29 26.55 0 - 0 0 0
21 Oct 234.60 26.55 0 - 0 0 0
17 Oct 232.62 26.55 0 - 0 0 0
15 Oct 235.80 26.55 0 - 0 0 0
14 Oct 232.44 26.55 0 - 0 0 0
13 Oct 234.86 26.55 0 - 0 0 0
10 Oct 239.64 26.55 0 - 0 0 0
9 Oct 239.04 26.55 0 - 0 0 0
8 Oct 239.04 26.55 0 - 0 0 0
7 Oct 244.86 26.55 0 0.39 0 0 0
6 Oct 245.31 0 0 - 0 0 0
3 Oct 245.02 0 0 0.31 0 0 0


For Bhel - strike price 250 expiring on 30DEC2025

Delta for 250 PE is -0.07

Historical price for 250 PE is as follows

On 9 Dec BHEL was trading at 277.00. The strike last trading price was 0.6, which was -0.8 lower than the previous day. The implied volatity was 30.57, the open interest changed by 133 which increased total open position to 773


On 8 Dec BHEL was trading at 269.70. The strike last trading price was 1.45, which was 0.75 higher than the previous day. The implied volatity was 31.51, the open interest changed by -15 which decreased total open position to 639


On 5 Dec BHEL was trading at 277.75. The strike last trading price was 0.7, which was -0.3 lower than the previous day. The implied volatity was 29.90, the open interest changed by 12 which increased total open position to 653


On 4 Dec BHEL was trading at 275.75. The strike last trading price was 1.05, which was 0.15 higher than the previous day. The implied volatity was 31.10, the open interest changed by 51 which increased total open position to 629


On 3 Dec BHEL was trading at 278.55. The strike last trading price was 0.85, which was 0.2 higher than the previous day. The implied volatity was 30.92, the open interest changed by -19 which decreased total open position to 579


On 2 Dec BHEL was trading at 285.50. The strike last trading price was 0.6, which was 0.1 higher than the previous day. The implied volatity was 33.00, the open interest changed by 22 which increased total open position to 598


On 1 Dec BHEL was trading at 291.00. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 33.68, the open interest changed by 105 which increased total open position to 575


On 28 Nov BHEL was trading at 290.85. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 32.57, the open interest changed by 31 which increased total open position to 470


On 27 Nov BHEL was trading at 290.85. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 32.87, the open interest changed by 32 which increased total open position to 439


On 26 Nov BHEL was trading at 289.70. The strike last trading price was 0.6, which was -0.55 lower than the previous day. The implied volatity was 32.15, the open interest changed by 53 which increased total open position to 391


On 25 Nov BHEL was trading at 282.90. The strike last trading price was 1.05, which was -0.6 lower than the previous day. The implied volatity was 31.67, the open interest changed by 86 which increased total open position to 338


On 24 Nov BHEL was trading at 277.90. The strike last trading price was 1.5, which was 0.25 higher than the previous day. The implied volatity was 30.97, the open interest changed by 81 which increased total open position to 251


On 21 Nov BHEL was trading at 282.50. The strike last trading price was 1.2, which was 0.05 higher than the previous day. The implied volatity was 31.08, the open interest changed by 21 which increased total open position to 170


On 20 Nov BHEL was trading at 285.25. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 31.99, the open interest changed by 3 which increased total open position to 149


On 19 Nov BHEL was trading at 289.20. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was 33.03, the open interest changed by 40 which increased total open position to 146


On 18 Nov BHEL was trading at 289.10. The strike last trading price was 1.15, which was -0.3 lower than the previous day. The implied volatity was 33.47, the open interest changed by 13 which increased total open position to 105


On 17 Nov BHEL was trading at 285.50. The strike last trading price was 1.45, which was -0.45 lower than the previous day. The implied volatity was 33.07, the open interest changed by 7 which increased total open position to 92


On 14 Nov BHEL was trading at 281.60. The strike last trading price was 1.9, which was -0.05 lower than the previous day. The implied volatity was 32.65, the open interest changed by -2 which decreased total open position to 84


On 13 Nov BHEL was trading at 281.50. The strike last trading price was 1.95, which was 0.4 higher than the previous day. The implied volatity was 32.11, the open interest changed by 2 which increased total open position to 85


On 12 Nov BHEL was trading at 287.05. The strike last trading price was 1.55, which was -0.35 lower than the previous day. The implied volatity was 32.75, the open interest changed by 10 which increased total open position to 84


On 11 Nov BHEL was trading at 285.80. The strike last trading price was 1.9, which was -0.9 lower than the previous day. The implied volatity was 33.55, the open interest changed by 0 which decreased total open position to 74


On 10 Nov BHEL was trading at 273.35. The strike last trading price was 2.75, which was -1.95 lower than the previous day. The implied volatity was 29.44, the open interest changed by 19 which increased total open position to 76


On 7 Nov BHEL was trading at 263.85. The strike last trading price was 4.6, which was -0.9 lower than the previous day. The implied volatity was 29.35, the open interest changed by 4 which increased total open position to 57


On 6 Nov BHEL was trading at 260.05. The strike last trading price was 5.5, which was 1.05 higher than the previous day. The implied volatity was 28.37, the open interest changed by 3 which increased total open position to 52


On 4 Nov BHEL was trading at 267.25. The strike last trading price was 4.45, which was -0.5 lower than the previous day. The implied volatity was 30.32, the open interest changed by -9 which decreased total open position to 50


On 3 Nov BHEL was trading at 264.95. The strike last trading price was 4.95, which was -0.05 lower than the previous day. The implied volatity was 30.23, the open interest changed by 3 which increased total open position to 58


On 31 Oct BHEL was trading at 265.49. The strike last trading price was 5.1, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 53


On 30 Oct BHEL was trading at 261.29. The strike last trading price was 6.5, which was -6.95 lower than the previous day. The implied volatity was 31.29, the open interest changed by 35 which increased total open position to 44


On 29 Oct BHEL was trading at 245.39. The strike last trading price was 13.45, which was -13.1 lower than the previous day. The implied volatity was 33.70, the open interest changed by 8 which increased total open position to 8


On 28 Oct BHEL was trading at 237.34. The strike last trading price was 26.55, 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 26.55, 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 26.55, 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 26.55, 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 26.55, 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 26.55, 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 26.55, 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 26.55, 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 26.55, 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 26.55, 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 26.55, which was 0 lower than the previous day. The implied volatity was 0.39, 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 0.31, the open interest changed by 0 which decreased total open position to 0