[--[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 260 CE
Delta: 0.87
Vega: 0.14
Theta: -0.15
Gamma: 0.01
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
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
Delta: -0.15
Vega: 0.15
Theta: -0.09
Gamma: 0.01
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