[--[65.84.65.76]--]

BHEL

Bhel
245.5 -9.35 (-3.67%)
L: 244 H: 254.85

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Historical option data for BHEL

30 Mar 2026 04:12 PM IST
BHEL 28-Apr-2026 (28d) 255 CE
Delta: 0.42
Vega: 0.27
Theta: -0.22
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
30 Mar 245.50 8.3 -4.65 41.24 1,440 269 342
27 Mar 254.85 12.7 -4.3 38.54 106 15 73
25 Mar 262.05 17 2.3 37.02 45 -7 61
24 Mar 258.20 15 2.2 38.65 86 -4 69
23 Mar 252.85 12.5 -4.4 40.2 124 58 73
20 Mar 262.05 16.95 4.65 35.68 39 -23 14
19 Mar 251.75 12.3 -3.45 35.71 24 8 26
18 Mar 260.15 15.75 3.75 34.16 20 13 17
17 Mar 256.35 12 -11.25 28.86 3 2 4
16 Mar 253.50 23.25 8.95 - 0 0 0
13 Mar 258.50 23.25 8.95 - 0 -1 0
12 Mar 267.85 23.25 8.95 37.02 3 0 0
11 Mar 255.75 14.3 -6.65 - 0 0 3
10 Mar 258.65 14.3 -6.65 27.63 4 3 3
9 Mar 255.40 20.95 0 0.02 0 0 0
6 Mar 258.95 20.95 0 - 0 0 0
5 Mar 257.25 20.95 0 0.05 0 0 0
4 Mar 247.90 20.95 0 1.09 0 0 0
2 Mar 262.15 20.95 0 - 0 0 0
27 Feb 264.95 20.95 0 - 0 0 0
26 Feb 264.85 20.95 0 - 0 0 0
25 Feb 261.95 20.95 0 - 0 0 0
24 Feb 261.80 0 0 - 0 0 0
23 Feb 258.25 0 0 - 0 0 0
20 Feb 257.30 0 0 - 0 0 0
19 Feb 253.80 0 0 - 0 0 0
18 Feb 261.60 - - - 0 0 0
17 Feb 262.80 - - - 0 0 0
16 Feb 262.50 - - - 0 0 0
13 Feb 255.75 - - - 0 0 0
12 Feb 260.60 0 0 - 0 0 0
11 Feb 260.65 0 0 - 0 0 0
10 Feb 276.10 0 0 - 0 0 0
9 Feb 274.65 0 0 - 0 0 0
6 Feb 266.60 0 0 - 0 0 0
5 Feb 268.90 0 0 - 0 0 0
4 Feb 272.70 0 0 - 0 0 0
3 Feb 267.90 0 0 - 0 0 0
2 Feb 258.25 0 0 - 0 0 0
1 Feb 252.10 0 0 - 0 0 0
30 Jan 262.70 0 0 - 0 0 0
29 Jan 260.50 0 0 - 0 0 0


For Bhel - strike price 255 expiring on 28APR2026

Delta for 255 CE is 0.42

Historical price for 255 CE is as follows

On 30 Mar BHEL was trading at 245.50. The strike last trading price was 8.3, which was -4.65 lower than the previous day. The implied volatity was 41.24, the open interest changed by 269 which increased total open position to 342


On 27 Mar BHEL was trading at 254.85. The strike last trading price was 12.7, which was -4.3 lower than the previous day. The implied volatity was 38.54, the open interest changed by 15 which increased total open position to 73


On 25 Mar BHEL was trading at 262.05. The strike last trading price was 17, which was 2.3 higher than the previous day. The implied volatity was 37.02, the open interest changed by -7 which decreased total open position to 61


On 24 Mar BHEL was trading at 258.20. The strike last trading price was 15, which was 2.2 higher than the previous day. The implied volatity was 38.65, the open interest changed by -4 which decreased total open position to 69


On 23 Mar BHEL was trading at 252.85. The strike last trading price was 12.5, which was -4.4 lower than the previous day. The implied volatity was 40.2, the open interest changed by 58 which increased total open position to 73


On 20 Mar BHEL was trading at 262.05. The strike last trading price was 16.95, which was 4.65 higher than the previous day. The implied volatity was 35.68, the open interest changed by -23 which decreased total open position to 14


On 19 Mar BHEL was trading at 251.75. The strike last trading price was 12.3, which was -3.45 lower than the previous day. The implied volatity was 35.71, the open interest changed by 8 which increased total open position to 26


On 18 Mar BHEL was trading at 260.15. The strike last trading price was 15.75, which was 3.75 higher than the previous day. The implied volatity was 34.16, the open interest changed by 13 which increased total open position to 17


On 17 Mar BHEL was trading at 256.35. The strike last trading price was 12, which was -11.25 lower than the previous day. The implied volatity was 28.86, the open interest changed by 2 which increased total open position to 4


On 16 Mar BHEL was trading at 253.50. The strike last trading price was 23.25, which was 8.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Mar BHEL was trading at 258.50. The strike last trading price was 23.25, which was 8.95 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 12 Mar BHEL was trading at 267.85. The strike last trading price was 23.25, which was 8.95 higher than the previous day. The implied volatity was 37.02, the open interest changed by 0 which decreased total open position to 0


On 11 Mar BHEL was trading at 255.75. The strike last trading price was 14.3, which was -6.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 10 Mar BHEL was trading at 258.65. The strike last trading price was 14.3, which was -6.65 lower than the previous day. The implied volatity was 27.63, the open interest changed by 3 which increased total open position to 3


On 9 Mar BHEL was trading at 255.40. The strike last trading price was 20.95, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0


On 6 Mar BHEL was trading at 258.95. The strike last trading price was 20.95, 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 Mar BHEL was trading at 257.25. The strike last trading price was 20.95, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0


On 4 Mar BHEL was trading at 247.90. The strike last trading price was 20.95, which was 0 lower than the previous day. The implied volatity was 1.09, the open interest changed by 0 which decreased total open position to 0


On 2 Mar BHEL was trading at 262.15. The strike last trading price was 20.95, 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 Feb BHEL was trading at 264.95. The strike last trading price was 20.95, 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 26 Feb BHEL was trading at 264.85. The strike last trading price was 20.95, 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 25 Feb BHEL was trading at 261.95. The strike last trading price was 20.95, 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 Feb BHEL was trading at 261.80. 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 23 Feb BHEL was trading at 258.25. 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 20 Feb BHEL was trading at 257.30. 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 19 Feb BHEL was trading at 253.80. 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 18 Feb BHEL was trading at 261.60. 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 17 Feb BHEL was trading at 262.80. 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 Feb BHEL was trading at 262.50. 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 Feb BHEL was trading at 255.75. 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 12 Feb BHEL was trading at 260.60. 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 11 Feb BHEL was trading at 260.65. 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 10 Feb BHEL was trading at 276.10. 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 9 Feb BHEL was trading at 274.65. 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 6 Feb BHEL was trading at 266.60. 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 5 Feb BHEL was trading at 268.90. 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 4 Feb BHEL was trading at 272.70. 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 Feb BHEL was trading at 267.90. 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 2 Feb BHEL was trading at 258.25. 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 1 Feb BHEL was trading at 252.10. 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 30 Jan BHEL was trading at 262.70. 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 29 Jan BHEL was trading at 260.50. 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 28-Apr-2026 (28d) 255 PE
Delta: -0.57
Vega: 0.27
Theta: -0.17
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
30 Mar 245.50 16.4 4.95 44.44 794 242 345
27 Mar 254.85 11.4 2.9 41.64 180 38 101
25 Mar 262.05 8.4 -1.65 40.26 67 -1 61
24 Mar 258.20 10 -4 39.56 31 8 54
23 Mar 252.85 14 5.7 43.69 39 23 45
20 Mar 262.05 8.55 -3.95 37.43 28 18 24
19 Mar 251.75 12.5 -11.85 38.65 6 5 5
18 Mar 260.15 24.35 0 2.64 0 0 0
17 Mar 256.35 24.35 0 1.55 0 0 0
16 Mar 253.50 24.35 0 0.42 0 0 0
13 Mar 258.50 24.35 0 2.4 0 0 0
12 Mar 267.85 24.35 0 5.13 0 0 0
11 Mar 255.75 24.35 0 1.39 0 0 0
10 Mar 258.65 24.35 0 2.37 0 0 0
9 Mar 255.40 24.35 0 1.26 0 0 0
6 Mar 258.95 24.35 0 2.42 0 0 0
5 Mar 257.25 24.35 0 2.04 0 0 0
4 Mar 247.90 24.35 0 0.24 0 0 0
2 Mar 262.15 24.35 0 3.36 0 0 0
27 Feb 264.95 24.35 0 3.87 0 0 0
26 Feb 264.85 24.35 0 3.95 0 0 0
25 Feb 261.95 24.35 0 3.24 0 0 0
24 Feb 261.80 24.35 0 2.98 0 0 0
23 Feb 258.25 24.35 0 2.65 0 0 0
20 Feb 257.30 24.35 0 2.06 0 0 0
19 Feb 253.80 24.35 0 1.47 0 0 0
18 Feb 261.60 - - - 0 0 0
17 Feb 262.80 - - - 0 0 0
16 Feb 262.50 - - - 0 0 0
13 Feb 255.75 - - - 0 0 0
12 Feb 260.60 24.35 0 - 0 0 0
11 Feb 260.65 24.35 0 2.89 0 0 0
10 Feb 276.10 0 0 6.39 0 0 0
9 Feb 274.65 0 0 6.18 0 0 0
6 Feb 266.60 0 0 4.32 0 0 0
5 Feb 268.90 0 0 4.71 0 0 0
4 Feb 272.70 0 0 5.64 0 0 0
3 Feb 267.90 0 0 4.39 0 0 0
2 Feb 258.25 0 0 2.15 0 0 0
1 Feb 252.10 0 0 1.59 0 0 0
30 Jan 262.70 0 0 3.23 0 0 0
29 Jan 260.50 0 0 2.92 0 0 0


For Bhel - strike price 255 expiring on 28APR2026

Delta for 255 PE is -0.57

Historical price for 255 PE is as follows

On 30 Mar BHEL was trading at 245.50. The strike last trading price was 16.4, which was 4.95 higher than the previous day. The implied volatity was 44.44, the open interest changed by 242 which increased total open position to 345


On 27 Mar BHEL was trading at 254.85. The strike last trading price was 11.4, which was 2.9 higher than the previous day. The implied volatity was 41.64, the open interest changed by 38 which increased total open position to 101


On 25 Mar BHEL was trading at 262.05. The strike last trading price was 8.4, which was -1.65 lower than the previous day. The implied volatity was 40.26, the open interest changed by -1 which decreased total open position to 61


On 24 Mar BHEL was trading at 258.20. The strike last trading price was 10, which was -4 lower than the previous day. The implied volatity was 39.56, the open interest changed by 8 which increased total open position to 54


On 23 Mar BHEL was trading at 252.85. The strike last trading price was 14, which was 5.7 higher than the previous day. The implied volatity was 43.69, the open interest changed by 23 which increased total open position to 45


On 20 Mar BHEL was trading at 262.05. The strike last trading price was 8.55, which was -3.95 lower than the previous day. The implied volatity was 37.43, the open interest changed by 18 which increased total open position to 24


On 19 Mar BHEL was trading at 251.75. The strike last trading price was 12.5, which was -11.85 lower than the previous day. The implied volatity was 38.65, the open interest changed by 5 which increased total open position to 5


On 18 Mar BHEL was trading at 260.15. The strike last trading price was 24.35, 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 17 Mar BHEL was trading at 256.35. The strike last trading price was 24.35, which was 0 lower than the previous day. The implied volatity was 1.55, the open interest changed by 0 which decreased total open position to 0


On 16 Mar BHEL was trading at 253.50. The strike last trading price was 24.35, which was 0 lower than the previous day. The implied volatity was 0.42, the open interest changed by 0 which decreased total open position to 0


On 13 Mar BHEL was trading at 258.50. The strike last trading price was 24.35, which was 0 lower than the previous day. The implied volatity was 2.4, the open interest changed by 0 which decreased total open position to 0


On 12 Mar BHEL was trading at 267.85. The strike last trading price was 24.35, which was 0 lower than the previous day. The implied volatity was 5.13, the open interest changed by 0 which decreased total open position to 0


On 11 Mar BHEL was trading at 255.75. The strike last trading price was 24.35, which was 0 lower than the previous day. The implied volatity was 1.39, the open interest changed by 0 which decreased total open position to 0


On 10 Mar BHEL was trading at 258.65. The strike last trading price was 24.35, which was 0 lower than the previous day. The implied volatity was 2.37, the open interest changed by 0 which decreased total open position to 0


On 9 Mar BHEL was trading at 255.40. The strike last trading price was 24.35, which was 0 lower than the previous day. The implied volatity was 1.26, the open interest changed by 0 which decreased total open position to 0


On 6 Mar BHEL was trading at 258.95. The strike last trading price was 24.35, which was 0 lower than the previous day. The implied volatity was 2.42, the open interest changed by 0 which decreased total open position to 0


On 5 Mar BHEL was trading at 257.25. The strike last trading price was 24.35, which was 0 lower than the previous day. The implied volatity was 2.04, the open interest changed by 0 which decreased total open position to 0


On 4 Mar BHEL was trading at 247.90. The strike last trading price was 24.35, which was 0 lower than the previous day. The implied volatity was 0.24, the open interest changed by 0 which decreased total open position to 0


On 2 Mar BHEL was trading at 262.15. The strike last trading price was 24.35, which was 0 lower than the previous day. The implied volatity was 3.36, 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 24.35, which was 0 lower than the previous day. The implied volatity was 3.87, the open interest changed by 0 which decreased total open position to 0


On 26 Feb BHEL was trading at 264.85. The strike last trading price was 24.35, which was 0 lower than the previous day. The implied volatity was 3.95, the open interest changed by 0 which decreased total open position to 0


On 25 Feb BHEL was trading at 261.95. The strike last trading price was 24.35, which was 0 lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0


On 24 Feb BHEL was trading at 261.80. The strike last trading price was 24.35, which was 0 lower than the previous day. The implied volatity was 2.98, the open interest changed by 0 which decreased total open position to 0


On 23 Feb BHEL was trading at 258.25. The strike last trading price was 24.35, which was 0 lower than the previous day. The implied volatity was 2.65, the open interest changed by 0 which decreased total open position to 0


On 20 Feb BHEL was trading at 257.30. The strike last trading price was 24.35, which was 0 lower than the previous day. The implied volatity was 2.06, the open interest changed by 0 which decreased total open position to 0


On 19 Feb BHEL was trading at 253.80. The strike last trading price was 24.35, which was 0 lower than the previous day. The implied volatity was 1.47, the open interest changed by 0 which decreased total open position to 0


On 18 Feb BHEL was trading at 261.60. 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 17 Feb BHEL was trading at 262.80. 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 Feb BHEL was trading at 262.50. 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 Feb BHEL was trading at 255.75. 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 12 Feb BHEL was trading at 260.60. The strike last trading price was 24.35, 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 24.35, which was 0 lower than the previous day. The implied volatity was 2.89, 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 0, which was 0 lower than the previous day. The implied volatity was 6.39, 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 0, which was 0 lower than the previous day. The implied volatity was 6.18, 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 0, which was 0 lower than the previous day. The implied volatity was 4.32, 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 0, which was 0 lower than the previous day. The implied volatity was 4.71, 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 0, which was 0 lower than the previous day. The implied volatity was 5.64, 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 0, which was 0 lower than the previous day. The implied volatity was 4.39, 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 0, which was 0 lower than the previous day. The implied volatity was 2.15, 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 0, which was 0 lower than the previous day. The implied volatity was 1.59, 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 0, which was 0 lower than the previous day. The implied volatity was 3.23, 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 0, which was 0 lower than the previous day. The implied volatity was 2.92, the open interest changed by 0 which decreased total open position to 0