BHEL
Bhel
Historical option data for BHEL
12 Dec 2025 04:12 PM IST
| BHEL 30-DEC-2025 257.5 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 285.15 | 23.6 | 6.3 | - | 1 | 0 | 6 | |||||||||
| 11 Dec | 276.50 | 17.3 | -18.4 | - | 0 | 0 | 6 | |||||||||
| 10 Dec | 275.00 | 17.3 | -18.4 | - | 0 | 0 | 6 | |||||||||
| 9 Dec | 277.00 | 17.3 | -18.4 | - | 3 | 1 | 6 | |||||||||
| 8 Dec | 269.70 | 35.7 | 19.5 | - | 0 | 0 | 5 | |||||||||
| 5 Dec | 277.75 | 35.7 | 19.5 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 275.75 | 35.7 | 19.5 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 278.55 | 35.7 | 19.5 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 285.50 | 35.7 | 19.5 | - | 0 | 1 | 0 | |||||||||
| 1 Dec | 291.00 | 35.7 | 19.5 | 28.63 | 1 | 0 | 4 | |||||||||
| 28 Nov | 290.85 | 16.2 | 5.3 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 290.85 | 16.2 | 5.3 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 289.70 | 16.2 | 5.3 | - | 0 | 0 | 0 | |||||||||
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| 25 Nov | 282.90 | 16.2 | 5.3 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 277.90 | 16.2 | 5.3 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 282.50 | 16.2 | 5.3 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 285.25 | 16.2 | 5.3 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 289.20 | 16.2 | 5.3 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 289.10 | 16.2 | 5.3 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 285.50 | 16.2 | 5.3 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 281.60 | 16.2 | 5.3 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 281.50 | 16.2 | 5.3 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 287.05 | 16.2 | 5.3 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 285.80 | 16.2 | 5.3 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 273.35 | 16.2 | 5.3 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 263.85 | 16.2 | 5.3 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 260.05 | 16.2 | 5.3 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 267.25 | 16.2 | 5.3 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 264.95 | 16.2 | 5.3 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 265.49 | 16.2 | 5.3 | - | 0 | 4 | 0 | |||||||||
| 30 Oct | 261.29 | 16.2 | 5.3 | 27.02 | 7 | 4 | 4 | |||||||||
| 29 Oct | 245.39 | 10.9 | 0 | 2.11 | 0 | 0 | 0 | |||||||||
For Bhel - strike price 257.5 expiring on 30DEC2025
Delta for 257.5 CE is -
Historical price for 257.5 CE is as follows
On 12 Dec BHEL was trading at 285.15. The strike last trading price was 23.6, which was 6.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 11 Dec BHEL was trading at 276.50. The strike last trading price was 17.3, which was -18.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 10 Dec BHEL was trading at 275.00. The strike last trading price was 17.3, which was -18.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 9 Dec BHEL was trading at 277.00. The strike last trading price was 17.3, which was -18.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 8 Dec BHEL was trading at 269.70. The strike last trading price was 35.7, which was 19.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 5 Dec BHEL was trading at 277.75. The strike last trading price was 35.7, which was 19.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec BHEL was trading at 275.75. The strike last trading price was 35.7, which was 19.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec BHEL was trading at 278.55. The strike last trading price was 35.7, which was 19.5 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 35.7, which was 19.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 1 Dec BHEL was trading at 291.00. The strike last trading price was 35.7, which was 19.5 higher than the previous day. The implied volatity was 28.63, the open interest changed by 0 which decreased total open position to 4
On 28 Nov BHEL was trading at 290.85. The strike last trading price was 16.2, which was 5.3 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 16.2, which was 5.3 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 16.2, which was 5.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov BHEL was trading at 282.90. The strike last trading price was 16.2, which was 5.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov BHEL was trading at 277.90. The strike last trading price was 16.2, which was 5.3 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 16.2, which was 5.3 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 16.2, which was 5.3 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 16.2, which was 5.3 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 16.2, which was 5.3 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 16.2, which was 5.3 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 16.2, which was 5.3 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 16.2, which was 5.3 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 16.2, which was 5.3 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 16.2, which was 5.3 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 16.2, which was 5.3 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 16.2, which was 5.3 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 16.2, which was 5.3 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 16.2, which was 5.3 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 16.2, which was 5.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct BHEL was trading at 265.49. The strike last trading price was 16.2, which was 5.3 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 30 Oct BHEL was trading at 261.29. The strike last trading price was 16.2, which was 5.3 higher than the previous day. The implied volatity was 27.02, the open interest changed by 4 which increased total open position to 4
On 29 Oct BHEL was trading at 245.39. The strike last trading price was 10.9, which was 0 lower than the previous day. The implied volatity was 2.11, the open interest changed by 0 which decreased total open position to 0
| BHEL 30DEC2025 257.5 PE | |||||||
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Delta: -0.05
Vega: 0.07
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 285.15 | 0.45 | -0.6 | 30.00 | 122 | -14 | 159 |
| 11 Dec | 276.50 | 1 | -0.45 | 28.28 | 87 | 9 | 173 |
| 10 Dec | 275.00 | 1.5 | 0.25 | 29.44 | 49 | -2 | 164 |
| 9 Dec | 277.00 | 1.25 | -1.35 | 29.34 | 189 | -16 | 167 |
| 8 Dec | 269.70 | 2.55 | 1.3 | 29.50 | 102 | 1 | 183 |
| 5 Dec | 277.75 | 1.25 | -0.5 | 27.86 | 57 | 25 | 180 |
| 4 Dec | 275.75 | 1.75 | 0.2 | 28.91 | 54 | 13 | 155 |
| 3 Dec | 278.55 | 1.55 | 0.5 | 29.57 | 181 | 78 | 142 |
| 2 Dec | 285.50 | 1.05 | 0.3 | 31.51 | 22 | 11 | 63 |
| 1 Dec | 291.00 | 0.75 | -0.1 | 31.15 | 8 | -1 | 52 |
| 28 Nov | 290.85 | 0.85 | -0.1 | 30.42 | 11 | 0 | 50 |
| 27 Nov | 290.85 | 0.95 | 0 | 31.01 | 35 | 6 | 50 |
| 26 Nov | 289.70 | 0.9 | -0.75 | 29.90 | 16 | 9 | 45 |
| 25 Nov | 282.90 | 1.65 | -0.4 | 29.89 | 15 | 4 | 36 |
| 24 Nov | 277.90 | 2.05 | 0.05 | 27.85 | 27 | 9 | 32 |
| 21 Nov | 282.50 | 2 | 0.25 | 30.13 | 11 | 2 | 23 |
| 20 Nov | 285.25 | 1.75 | -0.1 | 30.72 | 2 | 0 | 21 |
| 19 Nov | 289.20 | 1.85 | -0.4 | - | 0 | 9 | 0 |
| 18 Nov | 289.10 | 1.85 | -0.4 | 32.62 | 11 | 9 | 21 |
| 17 Nov | 285.50 | 2.25 | -0.25 | 31.99 | 4 | 0 | 12 |
| 14 Nov | 281.60 | 2.5 | -6.5 | - | 0 | 0 | 0 |
| 13 Nov | 281.50 | 2.5 | -6.5 | - | 0 | 0 | 0 |
| 12 Nov | 287.05 | 2.5 | -6.5 | - | 0 | 0 | 0 |
| 11 Nov | 285.80 | 2.5 | -6.5 | 31.17 | 1 | 0 | 12 |
| 10 Nov | 273.35 | 9 | -0.8 | - | 0 | 0 | 0 |
| 7 Nov | 263.85 | 9 | -0.8 | - | 0 | 0 | 0 |
| 6 Nov | 260.05 | 9 | -0.8 | - | 0 | 0 | 0 |
| 4 Nov | 267.25 | 9 | -0.8 | - | 0 | 0 | 0 |
| 3 Nov | 264.95 | 9 | -0.8 | - | 0 | -1 | 0 |
| 31 Oct | 265.49 | 9 | -0.8 | - | 3 | 0 | 13 |
| 30 Oct | 261.29 | 9.8 | -18.6 | 32.64 | 23 | 14 | 14 |
| 29 Oct | 245.39 | 28.4 | 0 | - | 0 | 0 | 0 |
For Bhel - strike price 257.5 expiring on 30DEC2025
Delta for 257.5 PE is -0.05
Historical price for 257.5 PE is as follows
On 12 Dec BHEL was trading at 285.15. The strike last trading price was 0.45, which was -0.6 lower than the previous day. The implied volatity was 30.00, the open interest changed by -14 which decreased total open position to 159
On 11 Dec BHEL was trading at 276.50. The strike last trading price was 1, which was -0.45 lower than the previous day. The implied volatity was 28.28, the open interest changed by 9 which increased total open position to 173
On 10 Dec BHEL was trading at 275.00. The strike last trading price was 1.5, which was 0.25 higher than the previous day. The implied volatity was 29.44, the open interest changed by -2 which decreased total open position to 164
On 9 Dec BHEL was trading at 277.00. The strike last trading price was 1.25, which was -1.35 lower than the previous day. The implied volatity was 29.34, the open interest changed by -16 which decreased total open position to 167
On 8 Dec BHEL was trading at 269.70. The strike last trading price was 2.55, which was 1.3 higher than the previous day. The implied volatity was 29.50, the open interest changed by 1 which increased total open position to 183
On 5 Dec BHEL was trading at 277.75. The strike last trading price was 1.25, which was -0.5 lower than the previous day. The implied volatity was 27.86, the open interest changed by 25 which increased total open position to 180
On 4 Dec BHEL was trading at 275.75. The strike last trading price was 1.75, which was 0.2 higher than the previous day. The implied volatity was 28.91, the open interest changed by 13 which increased total open position to 155
On 3 Dec BHEL was trading at 278.55. The strike last trading price was 1.55, which was 0.5 higher than the previous day. The implied volatity was 29.57, the open interest changed by 78 which increased total open position to 142
On 2 Dec BHEL was trading at 285.50. The strike last trading price was 1.05, which was 0.3 higher than the previous day. The implied volatity was 31.51, the open interest changed by 11 which increased total open position to 63
On 1 Dec BHEL was trading at 291.00. The strike last trading price was 0.75, which was -0.1 lower than the previous day. The implied volatity was 31.15, the open interest changed by -1 which decreased total open position to 52
On 28 Nov BHEL was trading at 290.85. The strike last trading price was 0.85, which was -0.1 lower than the previous day. The implied volatity was 30.42, the open interest changed by 0 which decreased total open position to 50
On 27 Nov BHEL was trading at 290.85. The strike last trading price was 0.95, which was 0 lower than the previous day. The implied volatity was 31.01, the open interest changed by 6 which increased total open position to 50
On 26 Nov BHEL was trading at 289.70. The strike last trading price was 0.9, which was -0.75 lower than the previous day. The implied volatity was 29.90, the open interest changed by 9 which increased total open position to 45
On 25 Nov BHEL was trading at 282.90. The strike last trading price was 1.65, which was -0.4 lower than the previous day. The implied volatity was 29.89, the open interest changed by 4 which increased total open position to 36
On 24 Nov BHEL was trading at 277.90. The strike last trading price was 2.05, which was 0.05 higher than the previous day. The implied volatity was 27.85, the open interest changed by 9 which increased total open position to 32
On 21 Nov BHEL was trading at 282.50. The strike last trading price was 2, which was 0.25 higher than the previous day. The implied volatity was 30.13, the open interest changed by 2 which increased total open position to 23
On 20 Nov BHEL was trading at 285.25. The strike last trading price was 1.75, which was -0.1 lower than the previous day. The implied volatity was 30.72, the open interest changed by 0 which decreased total open position to 21
On 19 Nov BHEL was trading at 289.20. The strike last trading price was 1.85, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0
On 18 Nov BHEL was trading at 289.10. The strike last trading price was 1.85, which was -0.4 lower than the previous day. The implied volatity was 32.62, the open interest changed by 9 which increased total open position to 21
On 17 Nov BHEL was trading at 285.50. The strike last trading price was 2.25, which was -0.25 lower than the previous day. The implied volatity was 31.99, the open interest changed by 0 which decreased total open position to 12
On 14 Nov BHEL was trading at 281.60. The strike last trading price was 2.5, which was -6.5 lower 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 2.5, which was -6.5 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 2.5, which was -6.5 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 2.5, which was -6.5 lower than the previous day. The implied volatity was 31.17, the open interest changed by 0 which decreased total open position to 12
On 10 Nov BHEL was trading at 273.35. The strike last trading price was 9, which was -0.8 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 9, which was -0.8 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 9, which was -0.8 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 9, which was -0.8 lower 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 9, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 31 Oct BHEL was trading at 265.49. The strike last trading price was 9, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 30 Oct BHEL was trading at 261.29. The strike last trading price was 9.8, which was -18.6 lower than the previous day. The implied volatity was 32.64, the open interest changed by 14 which increased total open position to 14
On 29 Oct BHEL was trading at 245.39. The strike last trading price was 28.4, 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































































































































































































































