[--[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 255 CE
Delta: 0.85
Vega: 0.16
Theta: -0.20
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 277.00 25.4 7.9 37.35 5 2 21
8 Dec 269.70 17.5 -6.55 22.94 9 2 19
5 Dec 277.75 24.05 0.9 - 3 0 18
4 Dec 275.75 23.15 -3.55 21.92 5 -1 18
3 Dec 278.55 26.7 -5.95 29.29 18 2 19
2 Dec 285.50 32.55 -8.55 - 4 -1 18
1 Dec 291.00 41.1 7.1 - 0 0 0
28 Nov 290.85 41.1 7.1 - 0 1 0
27 Nov 290.85 41.1 7.1 47.18 5 0 18
26 Nov 289.70 34 3 - 1 0 19
25 Nov 282.90 31 4.5 25.89 12 1 16
24 Nov 277.90 26.5 5.7 26.75 4 1 16
21 Nov 282.50 20.8 0.7 - 0 0 0
20 Nov 285.25 20.8 0.7 - 0 0 0
19 Nov 289.20 20.8 0.7 - 0 0 0
18 Nov 289.10 20.8 0.7 - 0 0 0
17 Nov 285.50 20.8 0.7 - 0 0 0
14 Nov 281.60 20.8 0.7 - 0 0 0
13 Nov 281.50 20.8 0.7 - 0 0 0
12 Nov 287.05 20.8 0.7 - 0 0 0
11 Nov 285.80 20.8 0.7 - 0 0 0
10 Nov 273.35 20.8 0.7 - 0 0 0
7 Nov 263.85 20.8 0.7 - 0 0 0
6 Nov 260.05 20.8 0.7 - 0 -2 0
4 Nov 267.25 20.8 0.7 27.22 4 -1 16
3 Nov 264.95 20.1 0.45 28.84 2 0 16
31 Oct 265.49 19.65 3.45 - 13 -4 15
30 Oct 261.29 16.2 -0.7 23.24 45 18 18
29 Oct 245.39 16.9 0 1.40 0 0 0
28 Oct 237.34 16.9 0 4.04 0 0 0
23 Oct 234.29 16.9 0 4.64 0 0 0
21 Oct 234.60 16.9 0 - 0 0 0
17 Oct 232.62 16.9 0 4.67 0 0 0
15 Oct 235.80 16.9 0 - 0 0 0
14 Oct 232.44 16.9 0 - 0 0 0
13 Oct 234.86 16.9 0 4.07 0 0 0
10 Oct 239.64 16.9 0 - 0 0 0
9 Oct 239.04 16.9 0 - 0 0 0
8 Oct 239.04 16.9 0 - 0 0 0
7 Oct 244.86 16.9 0 - 0 0 0
6 Oct 245.31 16.9 0 - 0 0 0
3 Oct 245.02 16.9 0 2.12 0 0 0


For Bhel - strike price 255 expiring on 30DEC2025

Delta for 255 CE is 0.85

Historical price for 255 CE is as follows

On 9 Dec BHEL was trading at 277.00. The strike last trading price was 25.4, which was 7.9 higher than the previous day. The implied volatity was 37.35, the open interest changed by 2 which increased total open position to 21


On 8 Dec BHEL was trading at 269.70. The strike last trading price was 17.5, which was -6.55 lower than the previous day. The implied volatity was 22.94, the open interest changed by 2 which increased total open position to 19


On 5 Dec BHEL was trading at 277.75. The strike last trading price was 24.05, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18


On 4 Dec BHEL was trading at 275.75. The strike last trading price was 23.15, which was -3.55 lower than the previous day. The implied volatity was 21.92, the open interest changed by -1 which decreased total open position to 18


On 3 Dec BHEL was trading at 278.55. The strike last trading price was 26.7, which was -5.95 lower than the previous day. The implied volatity was 29.29, the open interest changed by 2 which increased total open position to 19


On 2 Dec BHEL was trading at 285.50. The strike last trading price was 32.55, which was -8.55 lower than the previous day. The implied volatity was -, 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 41.1, which was 7.1 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 41.1, which was 7.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 27 Nov BHEL was trading at 290.85. The strike last trading price was 41.1, which was 7.1 higher than the previous day. The implied volatity was 47.18, the open interest changed by 0 which decreased total open position to 18


On 26 Nov BHEL was trading at 289.70. The strike last trading price was 34, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 25 Nov BHEL was trading at 282.90. The strike last trading price was 31, which was 4.5 higher than the previous day. The implied volatity was 25.89, the open interest changed by 1 which increased total open position to 16


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 26.75, the open interest changed by 1 which increased total open position to 16


On 21 Nov BHEL was trading at 282.50. The strike last trading price was 20.8, which was 0.7 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 20.8, which was 0.7 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 20.8, which was 0.7 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 20.8, which was 0.7 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 20.8, which was 0.7 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 20.8, which was 0.7 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 20.8, which was 0.7 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 20.8, which was 0.7 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 20.8, which was 0.7 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 20.8, which was 0.7 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 20.8, which was 0.7 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 20.8, which was 0.7 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0


On 4 Nov BHEL was trading at 267.25. The strike last trading price was 20.8, which was 0.7 higher than the previous day. The implied volatity was 27.22, the open interest changed by -1 which decreased total open position to 16


On 3 Nov BHEL was trading at 264.95. The strike last trading price was 20.1, which was 0.45 higher than the previous day. The implied volatity was 28.84, the open interest changed by 0 which decreased total open position to 16


On 31 Oct BHEL was trading at 265.49. The strike last trading price was 19.65, which was 3.45 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 15


On 30 Oct BHEL was trading at 261.29. The strike last trading price was 16.2, which was -0.7 lower than the previous day. The implied volatity was 23.24, the open interest changed by 18 which increased total open position to 18


On 29 Oct BHEL was trading at 245.39. The strike last trading price was 16.9, which was 0 lower than the previous day. The implied volatity was 1.40, 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 16.9, which was 0 lower than the previous day. The implied volatity was 4.04, 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 16.9, which was 0 lower than the previous day. The implied volatity was 4.64, 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 16.9, 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 16.9, which was 0 lower than the previous day. The implied volatity was 4.67, 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 16.9, 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 16.9, 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 16.9, which was 0 lower than the previous day. The implied volatity was 4.07, 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 16.9, 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 16.9, 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 16.9, 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 16.9, 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 16.9, 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 16.9, which was 0 lower than the previous day. The implied volatity was 2.12, the open interest changed by 0 which decreased total open position to 0


BHEL 30DEC2025 255 PE
Delta: -0.10
Vega: 0.12
Theta: -0.07
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 277.00 0.95 -1.15 29.45 366 6 386
8 Dec 269.70 2 0.95 29.50 370 119 376
5 Dec 277.75 1 -0.45 28.29 132 31 257
4 Dec 275.75 1.5 0.2 29.76 79 14 226
3 Dec 278.55 1.2 0.35 29.50 116 37 212
2 Dec 285.50 0.85 0.25 31.79 89 49 175
1 Dec 291.00 0.6 -0.15 31.39 14 -4 126
28 Nov 290.85 0.7 -0.1 30.79 34 7 128
27 Nov 290.85 0.8 0 31.49 35 2 121
26 Nov 289.70 0.75 -0.75 30.33 140 38 119
25 Nov 282.90 1.5 -0.7 30.97 37 9 82
24 Nov 277.90 2.05 0.4 29.95 58 23 73
21 Nov 282.50 1.6 0.05 29.92 31 6 48
20 Nov 285.25 1.55 0 31.42 4 -1 42
19 Nov 289.20 1.55 0 32.99 26 17 42
18 Nov 289.10 1.55 -0.3 32.70 12 7 26
17 Nov 285.50 1.85 -0.45 31.84 10 0 18
14 Nov 281.60 2.3 0.05 30.99 1 0 18
13 Nov 281.50 2.25 0.3 29.96 2 0 18
12 Nov 287.05 1.95 -0.7 31.56 2 0 18
11 Nov 285.80 2.65 -1.1 33.60 15 3 17
10 Nov 273.35 3.75 -2.2 29.14 3 2 14
7 Nov 263.85 5.95 -0.7 - 0 0 0
6 Nov 260.05 5.95 -0.7 - 0 0 0
4 Nov 267.25 5.95 -0.7 - 0 -1 0
3 Nov 264.95 5.95 -0.7 28.70 1 0 13
31 Oct 265.49 6.65 -1.9 - 6 2 14
30 Oct 261.29 8.55 -21 31.95 22 12 12
29 Oct 245.39 29.55 0 - 0 0 0
28 Oct 237.34 29.55 0 - 0 0 0
23 Oct 234.29 29.55 0 - 0 0 0
21 Oct 234.60 29.55 0 - 0 0 0
17 Oct 232.62 29.55 0 - 0 0 0
15 Oct 235.80 29.55 0 - 0 0 0
14 Oct 232.44 29.55 0 - 0 0 0
13 Oct 234.86 29.55 0 - 0 0 0
10 Oct 239.64 29.55 0 - 0 0 0
9 Oct 239.04 29.55 0 - 0 0 0
8 Oct 239.04 29.55 0 - 0 0 0
7 Oct 244.86 29.55 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 255 expiring on 30DEC2025

Delta for 255 PE is -0.10

Historical price for 255 PE is as follows

On 9 Dec BHEL was trading at 277.00. The strike last trading price was 0.95, which was -1.15 lower than the previous day. The implied volatity was 29.45, the open interest changed by 6 which increased total open position to 386


On 8 Dec BHEL was trading at 269.70. The strike last trading price was 2, which was 0.95 higher than the previous day. The implied volatity was 29.50, the open interest changed by 119 which increased total open position to 376


On 5 Dec BHEL was trading at 277.75. The strike last trading price was 1, which was -0.45 lower than the previous day. The implied volatity was 28.29, the open interest changed by 31 which increased total open position to 257


On 4 Dec BHEL was trading at 275.75. The strike last trading price was 1.5, which was 0.2 higher than the previous day. The implied volatity was 29.76, the open interest changed by 14 which increased total open position to 226


On 3 Dec BHEL was trading at 278.55. The strike last trading price was 1.2, which was 0.35 higher than the previous day. The implied volatity was 29.50, the open interest changed by 37 which increased total open position to 212


On 2 Dec BHEL was trading at 285.50. The strike last trading price was 0.85, which was 0.25 higher than the previous day. The implied volatity was 31.79, the open interest changed by 49 which increased total open position to 175


On 1 Dec BHEL was trading at 291.00. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 31.39, the open interest changed by -4 which decreased total open position to 126


On 28 Nov BHEL was trading at 290.85. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 30.79, the open interest changed by 7 which increased total open position to 128


On 27 Nov BHEL was trading at 290.85. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 31.49, the open interest changed by 2 which increased total open position to 121


On 26 Nov BHEL was trading at 289.70. The strike last trading price was 0.75, which was -0.75 lower than the previous day. The implied volatity was 30.33, the open interest changed by 38 which increased total open position to 119


On 25 Nov BHEL was trading at 282.90. The strike last trading price was 1.5, which was -0.7 lower than the previous day. The implied volatity was 30.97, the open interest changed by 9 which increased total open position to 82


On 24 Nov BHEL was trading at 277.90. The strike last trading price was 2.05, which was 0.4 higher than the previous day. The implied volatity was 29.95, the open interest changed by 23 which increased total open position to 73


On 21 Nov BHEL was trading at 282.50. The strike last trading price was 1.6, which was 0.05 higher than the previous day. The implied volatity was 29.92, the open interest changed by 6 which increased total open position to 48


On 20 Nov BHEL was trading at 285.25. The strike last trading price was 1.55, which was 0 lower than the previous day. The implied volatity was 31.42, the open interest changed by -1 which decreased total open position to 42


On 19 Nov BHEL was trading at 289.20. The strike last trading price was 1.55, which was 0 lower than the previous day. The implied volatity was 32.99, the open interest changed by 17 which increased total open position to 42


On 18 Nov BHEL was trading at 289.10. The strike last trading price was 1.55, which was -0.3 lower than the previous day. The implied volatity was 32.70, the open interest changed by 7 which increased total open position to 26


On 17 Nov BHEL was trading at 285.50. The strike last trading price was 1.85, which was -0.45 lower than the previous day. The implied volatity was 31.84, the open interest changed by 0 which decreased total open position to 18


On 14 Nov BHEL was trading at 281.60. The strike last trading price was 2.3, which was 0.05 higher than the previous day. The implied volatity was 30.99, the open interest changed by 0 which decreased total open position to 18


On 13 Nov BHEL was trading at 281.50. The strike last trading price was 2.25, which was 0.3 higher than the previous day. The implied volatity was 29.96, the open interest changed by 0 which decreased total open position to 18


On 12 Nov BHEL was trading at 287.05. The strike last trading price was 1.95, which was -0.7 lower than the previous day. The implied volatity was 31.56, the open interest changed by 0 which decreased total open position to 18


On 11 Nov BHEL was trading at 285.80. The strike last trading price was 2.65, which was -1.1 lower than the previous day. The implied volatity was 33.60, the open interest changed by 3 which increased total open position to 17


On 10 Nov BHEL was trading at 273.35. The strike last trading price was 3.75, which was -2.2 lower than the previous day. The implied volatity was 29.14, the open interest changed by 2 which increased total open position to 14


On 7 Nov BHEL was trading at 263.85. The strike last trading price was 5.95, which was -0.7 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 5.95, which was -0.7 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 5.95, which was -0.7 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 3 Nov BHEL was trading at 264.95. The strike last trading price was 5.95, which was -0.7 lower than the previous day. The implied volatity was 28.70, the open interest changed by 0 which decreased total open position to 13


On 31 Oct BHEL was trading at 265.49. The strike last trading price was 6.65, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 14


On 30 Oct BHEL was trading at 261.29. The strike last trading price was 8.55, which was -21 lower than the previous day. The implied volatity was 31.95, the open interest changed by 12 which increased total open position to 12


On 29 Oct BHEL was trading at 245.39. The strike last trading price was 29.55, 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 28 Oct BHEL was trading at 237.34. The strike last trading price was 29.55, 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 29.55, 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 29.55, 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 29.55, 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 29.55, 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 29.55, 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 29.55, 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 29.55, 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 29.55, 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 29.55, 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 29.55, 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 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