BHEL
Bhel
Historical option data for BHEL
09 Dec 2025 04:12 PM IST
| BHEL 30-DEC-2025 260 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 0.14
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 277.00 | 19.5 | 5.4 | 25.77 | 85 | 16 | 86 | |||||||||
| 8 Dec | 269.70 | 14.35 | -6.55 | 27.55 | 45 | -7 | 70 | |||||||||
| 5 Dec | 277.75 | 20.9 | 0.9 | 26.33 | 6 | 0 | 77 | |||||||||
| 4 Dec | 275.75 | 20 | -2.4 | 29.31 | 16 | -3 | 77 | |||||||||
| 3 Dec | 278.55 | 22.4 | -10.7 | 28.87 | 13 | -4 | 80 | |||||||||
| 2 Dec | 285.50 | 33.1 | -0.6 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 291.00 | 33.1 | -0.6 | 25.46 | 7 | 0 | 84 | |||||||||
| 28 Nov | 290.85 | 33.7 | -0.35 | 31.50 | 1 | 0 | 85 | |||||||||
| 27 Nov | 290.85 | 34.05 | 3.3 | 31.12 | 18 | 1 | 85 | |||||||||
| 26 Nov | 289.70 | 30.75 | 4.05 | - | 13 | 1 | 88 | |||||||||
| 25 Nov | 282.90 | 26.7 | 5.6 | 26.61 | 40 | 24 | 86 | |||||||||
| 24 Nov | 277.90 | 20.9 | -5.5 | 19.05 | 20 | 10 | 59 | |||||||||
| 21 Nov | 282.50 | 26.3 | -3.6 | 23.02 | 27 | 0 | 49 | |||||||||
| 20 Nov | 285.25 | 29.9 | -2.5 | 25.63 | 19 | 7 | 49 | |||||||||
| 19 Nov | 289.20 | 32.4 | -0.95 | 21.17 | 1 | 0 | 41 | |||||||||
| 18 Nov | 289.10 | 33.35 | 2.6 | 27.06 | 8 | 2 | 41 | |||||||||
| 17 Nov | 285.50 | 30.75 | 3.55 | 29.92 | 4 | 3 | 40 | |||||||||
| 14 Nov | 281.60 | 27.3 | -0.45 | 25.99 | 4 | 0 | 36 | |||||||||
| 13 Nov | 281.50 | 27.75 | -4.45 | 30.12 | 14 | -5 | 36 | |||||||||
| 12 Nov | 287.05 | 32.2 | 1.35 | 28.85 | 12 | -8 | 40 | |||||||||
| 11 Nov | 285.80 | 30.85 | 10.15 | 28.05 | 23 | -7 | 49 | |||||||||
| 10 Nov | 273.35 | 21 | 6.5 | 28.71 | 23 | -5 | 56 | |||||||||
| 7 Nov | 263.85 | 14.5 | 1.2 | 25.19 | 28 | 9 | 62 | |||||||||
| 6 Nov | 260.05 | 13.3 | -4 | 28.52 | 18 | 1 | 52 | |||||||||
| 4 Nov | 267.25 | 17.3 | 0.3 | 26.66 | 12 | 0 | 51 | |||||||||
| 3 Nov | 264.95 | 17 | 0.5 | 28.87 | 16 | -5 | 51 | |||||||||
| 31 Oct | 265.49 | 16.45 | 2.1 | - | 49 | -3 | 55 | |||||||||
| 30 Oct | 261.29 | 14.85 | 7 | 27.36 | 140 | 27 | 58 | |||||||||
| 29 Oct | 245.39 | 8.45 | 3.55 | 30.65 | 74 | 28 | 30 | |||||||||
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| 28 Oct | 237.34 | 4.9 | -0.1 | 29.17 | 1 | 0 | 1 | |||||||||
| 15 Oct | 235.80 | 15.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Oct | 239.64 | 15.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 239.04 | 15.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Oct | 239.04 | 15.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 244.86 | 15.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 245.31 | 15.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 245.02 | 15.15 | 0 | 3.13 | 0 | 0 | 0 | |||||||||
For Bhel - strike price 260 expiring on 30DEC2025
Delta for 260 CE is 0.87
Historical price for 260 CE is as follows
On 9 Dec BHEL was trading at 277.00. The strike last trading price was 19.5, which was 5.4 higher than the previous day. The implied volatity was 25.77, the open interest changed by 16 which increased total open position to 86
On 8 Dec BHEL was trading at 269.70. The strike last trading price was 14.35, which was -6.55 lower than the previous day. The implied volatity was 27.55, the open interest changed by -7 which decreased total open position to 70
On 5 Dec BHEL was trading at 277.75. The strike last trading price was 20.9, which was 0.9 higher than the previous day. The implied volatity was 26.33, the open interest changed by 0 which decreased total open position to 77
On 4 Dec BHEL was trading at 275.75. The strike last trading price was 20, which was -2.4 lower than the previous day. The implied volatity was 29.31, the open interest changed by -3 which decreased total open position to 77
On 3 Dec BHEL was trading at 278.55. The strike last trading price was 22.4, which was -10.7 lower than the previous day. The implied volatity was 28.87, the open interest changed by -4 which decreased total open position to 80
On 2 Dec BHEL was trading at 285.50. The strike last trading price was 33.1, which was -0.6 lower 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 33.1, which was -0.6 lower than the previous day. The implied volatity was 25.46, the open interest changed by 0 which decreased total open position to 84
On 28 Nov BHEL was trading at 290.85. The strike last trading price was 33.7, which was -0.35 lower than the previous day. The implied volatity was 31.50, the open interest changed by 0 which decreased total open position to 85
On 27 Nov BHEL was trading at 290.85. The strike last trading price was 34.05, which was 3.3 higher than the previous day. The implied volatity was 31.12, the open interest changed by 1 which increased total open position to 85
On 26 Nov BHEL was trading at 289.70. The strike last trading price was 30.75, which was 4.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 88
On 25 Nov BHEL was trading at 282.90. The strike last trading price was 26.7, which was 5.6 higher than the previous day. The implied volatity was 26.61, the open interest changed by 24 which increased total open position to 86
On 24 Nov BHEL was trading at 277.90. The strike last trading price was 20.9, which was -5.5 lower than the previous day. The implied volatity was 19.05, the open interest changed by 10 which increased total open position to 59
On 21 Nov BHEL was trading at 282.50. The strike last trading price was 26.3, which was -3.6 lower than the previous day. The implied volatity was 23.02, the open interest changed by 0 which decreased total open position to 49
On 20 Nov BHEL was trading at 285.25. The strike last trading price was 29.9, which was -2.5 lower than the previous day. The implied volatity was 25.63, the open interest changed by 7 which increased total open position to 49
On 19 Nov BHEL was trading at 289.20. The strike last trading price was 32.4, which was -0.95 lower than the previous day. The implied volatity was 21.17, the open interest changed by 0 which decreased total open position to 41
On 18 Nov BHEL was trading at 289.10. The strike last trading price was 33.35, which was 2.6 higher than the previous day. The implied volatity was 27.06, the open interest changed by 2 which increased total open position to 41
On 17 Nov BHEL was trading at 285.50. The strike last trading price was 30.75, which was 3.55 higher than the previous day. The implied volatity was 29.92, the open interest changed by 3 which increased total open position to 40
On 14 Nov BHEL was trading at 281.60. The strike last trading price was 27.3, which was -0.45 lower than the previous day. The implied volatity was 25.99, the open interest changed by 0 which decreased total open position to 36
On 13 Nov BHEL was trading at 281.50. The strike last trading price was 27.75, which was -4.45 lower than the previous day. The implied volatity was 30.12, the open interest changed by -5 which decreased total open position to 36
On 12 Nov BHEL was trading at 287.05. The strike last trading price was 32.2, which was 1.35 higher than the previous day. The implied volatity was 28.85, the open interest changed by -8 which decreased total open position to 40
On 11 Nov BHEL was trading at 285.80. The strike last trading price was 30.85, which was 10.15 higher than the previous day. The implied volatity was 28.05, the open interest changed by -7 which decreased total open position to 49
On 10 Nov BHEL was trading at 273.35. The strike last trading price was 21, which was 6.5 higher than the previous day. The implied volatity was 28.71, the open interest changed by -5 which decreased total open position to 56
On 7 Nov BHEL was trading at 263.85. The strike last trading price was 14.5, which was 1.2 higher than the previous day. The implied volatity was 25.19, the open interest changed by 9 which increased total open position to 62
On 6 Nov BHEL was trading at 260.05. The strike last trading price was 13.3, which was -4 lower than the previous day. The implied volatity was 28.52, the open interest changed by 1 which increased total open position to 52
On 4 Nov BHEL was trading at 267.25. The strike last trading price was 17.3, which was 0.3 higher than the previous day. The implied volatity was 26.66, the open interest changed by 0 which decreased total open position to 51
On 3 Nov BHEL was trading at 264.95. The strike last trading price was 17, which was 0.5 higher than the previous day. The implied volatity was 28.87, the open interest changed by -5 which decreased total open position to 51
On 31 Oct BHEL was trading at 265.49. The strike last trading price was 16.45, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 55
On 30 Oct BHEL was trading at 261.29. The strike last trading price was 14.85, which was 7 higher than the previous day. The implied volatity was 27.36, the open interest changed by 27 which increased total open position to 58
On 29 Oct BHEL was trading at 245.39. The strike last trading price was 8.45, which was 3.55 higher than the previous day. The implied volatity was 30.65, the open interest changed by 28 which increased total open position to 30
On 28 Oct BHEL was trading at 237.34. The strike last trading price was 4.9, which was -0.1 lower than the previous day. The implied volatity was 29.17, the open interest changed by 0 which decreased total open position to 1
On 15 Oct BHEL was trading at 235.80. The strike last trading price was 15.15, 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 15.15, 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 15.15, 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 15.15, 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 15.15, 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 15.15, 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 15.15, which was 0 lower than the previous day. The implied volatity was 3.13, the open interest changed by 0 which decreased total open position to 0
| BHEL 30DEC2025 260 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 0.15
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 277.00 | 1.5 | -1.7 | 28.45 | 1,766 | -38 | 855 |
| 8 Dec | 269.70 | 3.2 | 1.55 | 29.49 | 957 | -113 | 901 |
| 5 Dec | 277.75 | 1.65 | -0.6 | 27.99 | 949 | 276 | 1,014 |
| 4 Dec | 275.75 | 2.15 | 0.25 | 28.52 | 471 | 28 | 737 |
| 3 Dec | 278.55 | 1.75 | 0.55 | 28.40 | 861 | 168 | 717 |
| 2 Dec | 285.50 | 1.1 | 0.2 | 29.87 | 312 | 20 | 549 |
| 1 Dec | 291.00 | 0.9 | -0.15 | 30.63 | 336 | -73 | 529 |
| 28 Nov | 290.85 | 1.05 | -0.1 | 30.20 | 256 | 83 | 603 |
| 27 Nov | 290.85 | 1.1 | -0.05 | 30.34 | 448 | 52 | 521 |
| 26 Nov | 289.70 | 1.05 | -1 | 29.27 | 554 | -26 | 468 |
| 25 Nov | 282.90 | 2.05 | -1.1 | 29.97 | 419 | 96 | 492 |
| 24 Nov | 277.90 | 2.8 | 0.5 | 29.02 | 431 | 72 | 395 |
| 21 Nov | 282.50 | 2.2 | 0.1 | 29.11 | 217 | 68 | 322 |
| 20 Nov | 285.25 | 2.05 | 0.1 | 30.39 | 56 | 8 | 251 |
| 19 Nov | 289.20 | 1.85 | -0.2 | 31.09 | 138 | 31 | 240 |
| 18 Nov | 289.10 | 2 | -0.6 | 31.59 | 59 | 18 | 208 |
| 17 Nov | 285.50 | 2.6 | -0.5 | 31.68 | 60 | 12 | 190 |
| 14 Nov | 281.60 | 3.05 | -0.25 | 30.32 | 135 | 52 | 178 |
| 13 Nov | 281.50 | 3.05 | 0.4 | 29.48 | 90 | 27 | 125 |
| 12 Nov | 287.05 | 2.6 | -0.55 | 30.99 | 57 | 5 | 99 |
| 11 Nov | 285.80 | 3.15 | -1.85 | 31.96 | 102 | -12 | 94 |
| 10 Nov | 273.35 | 5.2 | -3.05 | 29.42 | 59 | 10 | 105 |
| 7 Nov | 263.85 | 8.25 | -0.9 | 29.95 | 21 | 12 | 96 |
| 6 Nov | 260.05 | 9.15 | 1.7 | 27.67 | 23 | 2 | 84 |
| 4 Nov | 267.25 | 7.5 | -0.55 | 29.97 | 16 | 4 | 81 |
| 3 Nov | 264.95 | 8.05 | -0.25 | 29.45 | 12 | 2 | 77 |
| 31 Oct | 265.49 | 8.3 | -2.15 | - | 50 | 30 | 75 |
| 30 Oct | 261.29 | 10.35 | -22.4 | 31.26 | 84 | 44 | 44 |
| 29 Oct | 245.39 | 32.75 | 0 | - | 0 | 0 | 0 |
| 28 Oct | 237.34 | 32.75 | 0 | - | 0 | 0 | 0 |
| 15 Oct | 235.80 | 32.75 | 0 | - | 0 | 0 | 0 |
| 10 Oct | 239.64 | 32.75 | 0 | - | 0 | 0 | 0 |
| 9 Oct | 239.04 | 32.75 | 0 | - | 0 | 0 | 0 |
| 8 Oct | 239.04 | 32.75 | 0 | - | 0 | 0 | 0 |
| 7 Oct | 244.86 | 32.75 | 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 260 expiring on 30DEC2025
Delta for 260 PE is -0.15
Historical price for 260 PE is as follows
On 9 Dec BHEL was trading at 277.00. The strike last trading price was 1.5, which was -1.7 lower than the previous day. The implied volatity was 28.45, the open interest changed by -38 which decreased total open position to 855
On 8 Dec BHEL was trading at 269.70. The strike last trading price was 3.2, which was 1.55 higher than the previous day. The implied volatity was 29.49, the open interest changed by -113 which decreased total open position to 901
On 5 Dec BHEL was trading at 277.75. The strike last trading price was 1.65, which was -0.6 lower than the previous day. The implied volatity was 27.99, the open interest changed by 276 which increased total open position to 1014
On 4 Dec BHEL was trading at 275.75. The strike last trading price was 2.15, which was 0.25 higher than the previous day. The implied volatity was 28.52, the open interest changed by 28 which increased total open position to 737
On 3 Dec BHEL was trading at 278.55. The strike last trading price was 1.75, which was 0.55 higher than the previous day. The implied volatity was 28.40, the open interest changed by 168 which increased total open position to 717
On 2 Dec BHEL was trading at 285.50. The strike last trading price was 1.1, which was 0.2 higher than the previous day. The implied volatity was 29.87, the open interest changed by 20 which increased total open position to 549
On 1 Dec BHEL was trading at 291.00. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 30.63, the open interest changed by -73 which decreased total open position to 529
On 28 Nov BHEL was trading at 290.85. The strike last trading price was 1.05, which was -0.1 lower than the previous day. The implied volatity was 30.20, the open interest changed by 83 which increased total open position to 603
On 27 Nov BHEL was trading at 290.85. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 30.34, the open interest changed by 52 which increased total open position to 521
On 26 Nov BHEL was trading at 289.70. The strike last trading price was 1.05, which was -1 lower than the previous day. The implied volatity was 29.27, the open interest changed by -26 which decreased total open position to 468
On 25 Nov BHEL was trading at 282.90. The strike last trading price was 2.05, which was -1.1 lower than the previous day. The implied volatity was 29.97, the open interest changed by 96 which increased total open position to 492
On 24 Nov BHEL was trading at 277.90. The strike last trading price was 2.8, which was 0.5 higher than the previous day. The implied volatity was 29.02, the open interest changed by 72 which increased total open position to 395
On 21 Nov BHEL was trading at 282.50. The strike last trading price was 2.2, which was 0.1 higher than the previous day. The implied volatity was 29.11, the open interest changed by 68 which increased total open position to 322
On 20 Nov BHEL was trading at 285.25. The strike last trading price was 2.05, which was 0.1 higher than the previous day. The implied volatity was 30.39, the open interest changed by 8 which increased total open position to 251
On 19 Nov BHEL was trading at 289.20. The strike last trading price was 1.85, which was -0.2 lower than the previous day. The implied volatity was 31.09, the open interest changed by 31 which increased total open position to 240
On 18 Nov BHEL was trading at 289.10. The strike last trading price was 2, which was -0.6 lower than the previous day. The implied volatity was 31.59, the open interest changed by 18 which increased total open position to 208
On 17 Nov BHEL was trading at 285.50. The strike last trading price was 2.6, which was -0.5 lower than the previous day. The implied volatity was 31.68, the open interest changed by 12 which increased total open position to 190
On 14 Nov BHEL was trading at 281.60. The strike last trading price was 3.05, which was -0.25 lower than the previous day. The implied volatity was 30.32, the open interest changed by 52 which increased total open position to 178
On 13 Nov BHEL was trading at 281.50. The strike last trading price was 3.05, which was 0.4 higher than the previous day. The implied volatity was 29.48, the open interest changed by 27 which increased total open position to 125
On 12 Nov BHEL was trading at 287.05. The strike last trading price was 2.6, which was -0.55 lower than the previous day. The implied volatity was 30.99, the open interest changed by 5 which increased total open position to 99
On 11 Nov BHEL was trading at 285.80. The strike last trading price was 3.15, which was -1.85 lower than the previous day. The implied volatity was 31.96, the open interest changed by -12 which decreased total open position to 94
On 10 Nov BHEL was trading at 273.35. The strike last trading price was 5.2, which was -3.05 lower than the previous day. The implied volatity was 29.42, the open interest changed by 10 which increased total open position to 105
On 7 Nov BHEL was trading at 263.85. The strike last trading price was 8.25, which was -0.9 lower than the previous day. The implied volatity was 29.95, the open interest changed by 12 which increased total open position to 96
On 6 Nov BHEL was trading at 260.05. The strike last trading price was 9.15, which was 1.7 higher than the previous day. The implied volatity was 27.67, the open interest changed by 2 which increased total open position to 84
On 4 Nov BHEL was trading at 267.25. The strike last trading price was 7.5, which was -0.55 lower than the previous day. The implied volatity was 29.97, the open interest changed by 4 which increased total open position to 81
On 3 Nov BHEL was trading at 264.95. The strike last trading price was 8.05, which was -0.25 lower than the previous day. The implied volatity was 29.45, the open interest changed by 2 which increased total open position to 77
On 31 Oct BHEL was trading at 265.49. The strike last trading price was 8.3, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 75
On 30 Oct BHEL was trading at 261.29. The strike last trading price was 10.35, which was -22.4 lower than the previous day. The implied volatity was 31.26, the open interest changed by 44 which increased total open position to 44
On 29 Oct BHEL was trading at 245.39. The strike last trading price was 32.75, 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 28 Oct BHEL was trading at 237.34. The strike last trading price was 32.75, 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 15 Oct BHEL was trading at 235.80. The strike last trading price was 32.75, 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 10 Oct BHEL was trading at 239.64. The strike last trading price was 32.75, 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 32.75, 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 8 Oct BHEL was trading at 239.04. The strike last trading price was 32.75, 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 32.75, 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 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































































































































































































































