[--[65.84.65.76]--]

BHEL

Bhel
258.95 +1.70 (0.66%)
L: 255.75 H: 264.45

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Historical option data for BHEL

06 Mar 2026 04:12 PM IST
BHEL 30-MAR-2026 260 CE
Delta: 0.53
Vega: 0.26
Theta: -0.22
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
6 Mar 258.95 9.1 1.3 32.95 1,963 -61 1,496
5 Mar 257.25 7.8 2.25 30.59 2,750 75 1,561
4 Mar 247.90 5.5 -5.5 36.05 3,445 154 1,484
2 Mar 262.15 11.1 -1.3 31.01 1,814 37 1,331
27 Feb 264.95 12.1 -0.15 28.53 1,222 -24 1,293
26 Feb 264.85 12.25 1.45 27.58 1,111 14 1,317
25 Feb 261.95 10.85 -0.35 28.17 1,728 -15 1,303
24 Feb 261.80 11.45 1.85 28.51 2,534 281 1,326
23 Feb 258.25 9.3 -0.3 29.44 1,126 1 1,045
20 Feb 257.30 9.75 1.6 28.83 1,503 359 1,049
19 Feb 253.80 7.8 -4.5 30.07 798 228 670
18 Feb 261.60 12.5 -1.1 30.62 164 23 443
17 Feb 262.80 13.3 -0.4 29.88 174 29 420
16 Feb 262.50 13.7 2.7 30.75 615 203 391
13 Feb 255.75 10.9 -2.75 32.47 183 27 188
12 Feb 260.60 13.2 0.2 32.06 152 26 158
11 Feb 260.65 13.2 -7.45 29.75 275 122 132
10 Feb 276.10 20.65 2.35 18.88 1 0 11
9 Feb 274.65 18.5 7 - 0 0 11
6 Feb 266.60 18.5 7 33.33 8 4 10
5 Feb 268.90 11.5 -2.75 - 0 0 6
4 Feb 272.70 11.5 -2.75 - 0 0 6
3 Feb 267.90 11.5 -2.75 - 0 0 6
2 Feb 258.25 11.5 -2.75 24.74 2 0 6
1 Feb 252.10 14.25 -3.3 40.4 2 1 5
30 Jan 262.70 17.55 -21.4 32.95 6 4 4
29 Jan 260.50 38.95 0 - 0 0 0
28 Jan 259.65 38.95 0 0.01 0 0 0
27 Jan 247.70 38.95 0 2.26 0 0 0
23 Jan 242.50 38.95 0 3.8 0 0 0
22 Jan 251.55 38.95 0 0.9 0 0 0
21 Jan 252.35 38.95 0 0.85 0 0 0
20 Jan 250.15 38.95 0 1.5 0 0 0
19 Jan 263.10 38.95 0 - 0 0 0
16 Jan 265.40 38.95 0 - 0 0 0
14 Jan 267.45 38.95 0 - 0 0 0
13 Jan 265.55 38.95 0 - 0 0 0
12 Jan 267.90 38.95 0 - 0 0 0
9 Jan 274.25 38.95 0 - 0 0 0
8 Jan 271.75 38.95 - - 0 0 0
1 Jan 291.45 - - - 0 0 0
31 Dec 287.45 0 - - 0 0 0


For Bhel - strike price 260 expiring on 30MAR2026

Delta for 260 CE is 0.53

Historical price for 260 CE is as follows

On 6 Mar BHEL was trading at 258.95. The strike last trading price was 9.1, which was 1.3 higher than the previous day. The implied volatity was 32.95, the open interest changed by -61 which decreased total open position to 1496


On 5 Mar BHEL was trading at 257.25. The strike last trading price was 7.8, which was 2.25 higher than the previous day. The implied volatity was 30.59, the open interest changed by 75 which increased total open position to 1561


On 4 Mar BHEL was trading at 247.90. The strike last trading price was 5.5, which was -5.5 lower than the previous day. The implied volatity was 36.05, the open interest changed by 154 which increased total open position to 1484


On 2 Mar BHEL was trading at 262.15. The strike last trading price was 11.1, which was -1.3 lower than the previous day. The implied volatity was 31.01, the open interest changed by 37 which increased total open position to 1331


On 27 Feb BHEL was trading at 264.95. The strike last trading price was 12.1, which was -0.15 lower than the previous day. The implied volatity was 28.53, the open interest changed by -24 which decreased total open position to 1293


On 26 Feb BHEL was trading at 264.85. The strike last trading price was 12.25, which was 1.45 higher than the previous day. The implied volatity was 27.58, the open interest changed by 14 which increased total open position to 1317


On 25 Feb BHEL was trading at 261.95. The strike last trading price was 10.85, which was -0.35 lower than the previous day. The implied volatity was 28.17, the open interest changed by -15 which decreased total open position to 1303


On 24 Feb BHEL was trading at 261.80. The strike last trading price was 11.45, which was 1.85 higher than the previous day. The implied volatity was 28.51, the open interest changed by 281 which increased total open position to 1326


On 23 Feb BHEL was trading at 258.25. The strike last trading price was 9.3, which was -0.3 lower than the previous day. The implied volatity was 29.44, the open interest changed by 1 which increased total open position to 1045


On 20 Feb BHEL was trading at 257.30. The strike last trading price was 9.75, which was 1.6 higher than the previous day. The implied volatity was 28.83, the open interest changed by 359 which increased total open position to 1049


On 19 Feb BHEL was trading at 253.80. The strike last trading price was 7.8, which was -4.5 lower than the previous day. The implied volatity was 30.07, the open interest changed by 228 which increased total open position to 670


On 18 Feb BHEL was trading at 261.60. The strike last trading price was 12.5, which was -1.1 lower than the previous day. The implied volatity was 30.62, the open interest changed by 23 which increased total open position to 443


On 17 Feb BHEL was trading at 262.80. The strike last trading price was 13.3, which was -0.4 lower than the previous day. The implied volatity was 29.88, the open interest changed by 29 which increased total open position to 420


On 16 Feb BHEL was trading at 262.50. The strike last trading price was 13.7, which was 2.7 higher than the previous day. The implied volatity was 30.75, the open interest changed by 203 which increased total open position to 391


On 13 Feb BHEL was trading at 255.75. The strike last trading price was 10.9, which was -2.75 lower than the previous day. The implied volatity was 32.47, the open interest changed by 27 which increased total open position to 188


On 12 Feb BHEL was trading at 260.60. The strike last trading price was 13.2, which was 0.2 higher than the previous day. The implied volatity was 32.06, the open interest changed by 26 which increased total open position to 158


On 11 Feb BHEL was trading at 260.65. The strike last trading price was 13.2, which was -7.45 lower than the previous day. The implied volatity was 29.75, the open interest changed by 122 which increased total open position to 132


On 10 Feb BHEL was trading at 276.10. The strike last trading price was 20.65, which was 2.35 higher than the previous day. The implied volatity was 18.88, the open interest changed by 0 which decreased total open position to 11


On 9 Feb BHEL was trading at 274.65. The strike last trading price was 18.5, which was 7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 6 Feb BHEL was trading at 266.60. The strike last trading price was 18.5, which was 7 higher than the previous day. The implied volatity was 33.33, the open interest changed by 4 which increased total open position to 10


On 5 Feb BHEL was trading at 268.90. The strike last trading price was 11.5, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 4 Feb BHEL was trading at 272.70. The strike last trading price was 11.5, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 3 Feb BHEL was trading at 267.90. The strike last trading price was 11.5, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 2 Feb BHEL was trading at 258.25. The strike last trading price was 11.5, which was -2.75 lower than the previous day. The implied volatity was 24.74, the open interest changed by 0 which decreased total open position to 6


On 1 Feb BHEL was trading at 252.10. The strike last trading price was 14.25, which was -3.3 lower than the previous day. The implied volatity was 40.4, the open interest changed by 1 which increased total open position to 5


On 30 Jan BHEL was trading at 262.70. The strike last trading price was 17.55, which was -21.4 lower than the previous day. The implied volatity was 32.95, the open interest changed by 4 which increased total open position to 4


On 29 Jan BHEL was trading at 260.50. The strike last trading price was 38.95, 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 28 Jan BHEL was trading at 259.65. The strike last trading price was 38.95, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0


On 27 Jan BHEL was trading at 247.70. The strike last trading price was 38.95, which was 0 lower than the previous day. The implied volatity was 2.26, the open interest changed by 0 which decreased total open position to 0


On 23 Jan BHEL was trading at 242.50. The strike last trading price was 38.95, which was 0 lower than the previous day. The implied volatity was 3.8, the open interest changed by 0 which decreased total open position to 0


On 22 Jan BHEL was trading at 251.55. The strike last trading price was 38.95, which was 0 lower than the previous day. The implied volatity was 0.9, the open interest changed by 0 which decreased total open position to 0


On 21 Jan BHEL was trading at 252.35. The strike last trading price was 38.95, which was 0 lower than the previous day. The implied volatity was 0.85, the open interest changed by 0 which decreased total open position to 0


On 20 Jan BHEL was trading at 250.15. The strike last trading price was 38.95, which was 0 lower than the previous day. The implied volatity was 1.5, the open interest changed by 0 which decreased total open position to 0


On 19 Jan BHEL was trading at 263.10. The strike last trading price was 38.95, 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 16 Jan BHEL was trading at 265.40. The strike last trading price was 38.95, 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 14 Jan BHEL was trading at 267.45. The strike last trading price was 38.95, 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 13 Jan BHEL was trading at 265.55. The strike last trading price was 38.95, 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 12 Jan BHEL was trading at 267.90. The strike last trading price was 38.95, 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 9 Jan BHEL was trading at 274.25. The strike last trading price was 38.95, 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 8 Jan BHEL was trading at 271.75. The strike last trading price was 38.95, 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 1 Jan BHEL was trading at 291.45. 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 31 Dec BHEL was trading at 287.45. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


BHEL 30MAR2026 260 PE
Delta: -0.47
Vega: 0.26
Theta: -0.18
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
6 Mar 258.95 9.8 -0.35 38.46 1,422 33 803
5 Mar 257.25 10.05 -6.45 35.7 356 21 771
4 Mar 247.90 16.2 8.5 38.64 908 -82 749
2 Mar 262.15 7.45 1.25 32.56 2,230 20 833
27 Feb 264.95 6.5 0.75 30.58 1,345 -78 813
26 Feb 264.85 5.8 -1.3 28.33 990 108 891
25 Feb 261.95 7.05 -0.4 28.46 1,511 65 783
24 Feb 261.80 7.4 -1.6 29.99 774 28 726
23 Feb 258.25 9.55 -0.75 29.85 641 116 698
20 Feb 257.30 10.15 -2.55 31.22 415 15 584
19 Feb 253.80 13.55 4 33.17 467 128 561
18 Feb 261.60 9.25 0.85 32.35 167 26 436
17 Feb 262.80 8.3 -0.8 31.07 200 43 407
16 Feb 262.50 9.15 -3.6 33.14 371 162 364
13 Feb 255.75 12.7 2.05 33.27 97 23 201
12 Feb 260.60 10.95 0.35 33.73 100 16 175
11 Feb 260.65 10 4.7 32.28 212 129 158
10 Feb 276.10 5.2 -0.65 32.64 15 1 28
9 Feb 274.65 6 -2.6 33.37 18 4 26
6 Feb 266.60 8.6 0.6 32.74 3 2 21
5 Feb 268.90 8 1 33.2 16 -1 19
4 Feb 272.70 7 -1.45 33.48 11 3 20
3 Feb 267.90 8.4 -7.5 32.81 15 2 17
2 Feb 258.25 15.9 -0.1 43.08 8 4 14
1 Feb 252.10 16 4.6 34.8 2 0 8
30 Jan 262.70 11.4 -1.1 35.33 3 2 8
29 Jan 260.50 12.5 -1.5 34.84 2 1 5
28 Jan 259.65 14 1.7 - 0 0 4
27 Jan 247.70 14 1.7 - 0 0 4
23 Jan 242.50 14 1.7 - 0 0 4
22 Jan 251.55 14 1.7 - 0 0 4
21 Jan 252.35 14 1.7 28.68 4 3 3
20 Jan 250.15 12.3 0 0.36 0 0 0
19 Jan 263.10 12.3 0 2.1 0 0 0
16 Jan 265.40 12.3 0 2.85 0 0 0
14 Jan 267.45 12.3 0 3.2 0 0 0
13 Jan 265.55 12.3 0 2.71 0 0 0
12 Jan 267.90 12.3 0 3.35 0 0 0
9 Jan 274.25 12.3 0 4.42 0 0 0
8 Jan 271.75 12.3 - - 0 0 0
1 Jan 291.45 - - - 0 0 0
31 Dec 287.45 0 - - 0 0 0


For Bhel - strike price 260 expiring on 30MAR2026

Delta for 260 PE is -0.47

Historical price for 260 PE is as follows

On 6 Mar BHEL was trading at 258.95. The strike last trading price was 9.8, which was -0.35 lower than the previous day. The implied volatity was 38.46, the open interest changed by 33 which increased total open position to 803


On 5 Mar BHEL was trading at 257.25. The strike last trading price was 10.05, which was -6.45 lower than the previous day. The implied volatity was 35.7, the open interest changed by 21 which increased total open position to 771


On 4 Mar BHEL was trading at 247.90. The strike last trading price was 16.2, which was 8.5 higher than the previous day. The implied volatity was 38.64, the open interest changed by -82 which decreased total open position to 749


On 2 Mar BHEL was trading at 262.15. The strike last trading price was 7.45, which was 1.25 higher than the previous day. The implied volatity was 32.56, the open interest changed by 20 which increased total open position to 833


On 27 Feb BHEL was trading at 264.95. The strike last trading price was 6.5, which was 0.75 higher than the previous day. The implied volatity was 30.58, the open interest changed by -78 which decreased total open position to 813


On 26 Feb BHEL was trading at 264.85. The strike last trading price was 5.8, which was -1.3 lower than the previous day. The implied volatity was 28.33, the open interest changed by 108 which increased total open position to 891


On 25 Feb BHEL was trading at 261.95. The strike last trading price was 7.05, which was -0.4 lower than the previous day. The implied volatity was 28.46, the open interest changed by 65 which increased total open position to 783


On 24 Feb BHEL was trading at 261.80. The strike last trading price was 7.4, which was -1.6 lower than the previous day. The implied volatity was 29.99, the open interest changed by 28 which increased total open position to 726


On 23 Feb BHEL was trading at 258.25. The strike last trading price was 9.55, which was -0.75 lower than the previous day. The implied volatity was 29.85, the open interest changed by 116 which increased total open position to 698


On 20 Feb BHEL was trading at 257.30. The strike last trading price was 10.15, which was -2.55 lower than the previous day. The implied volatity was 31.22, the open interest changed by 15 which increased total open position to 584


On 19 Feb BHEL was trading at 253.80. The strike last trading price was 13.55, which was 4 higher than the previous day. The implied volatity was 33.17, the open interest changed by 128 which increased total open position to 561


On 18 Feb BHEL was trading at 261.60. The strike last trading price was 9.25, which was 0.85 higher than the previous day. The implied volatity was 32.35, the open interest changed by 26 which increased total open position to 436


On 17 Feb BHEL was trading at 262.80. The strike last trading price was 8.3, which was -0.8 lower than the previous day. The implied volatity was 31.07, the open interest changed by 43 which increased total open position to 407


On 16 Feb BHEL was trading at 262.50. The strike last trading price was 9.15, which was -3.6 lower than the previous day. The implied volatity was 33.14, the open interest changed by 162 which increased total open position to 364


On 13 Feb BHEL was trading at 255.75. The strike last trading price was 12.7, which was 2.05 higher than the previous day. The implied volatity was 33.27, the open interest changed by 23 which increased total open position to 201


On 12 Feb BHEL was trading at 260.60. The strike last trading price was 10.95, which was 0.35 higher than the previous day. The implied volatity was 33.73, the open interest changed by 16 which increased total open position to 175


On 11 Feb BHEL was trading at 260.65. The strike last trading price was 10, which was 4.7 higher than the previous day. The implied volatity was 32.28, the open interest changed by 129 which increased total open position to 158


On 10 Feb BHEL was trading at 276.10. The strike last trading price was 5.2, which was -0.65 lower than the previous day. The implied volatity was 32.64, the open interest changed by 1 which increased total open position to 28


On 9 Feb BHEL was trading at 274.65. The strike last trading price was 6, which was -2.6 lower than the previous day. The implied volatity was 33.37, the open interest changed by 4 which increased total open position to 26


On 6 Feb BHEL was trading at 266.60. The strike last trading price was 8.6, which was 0.6 higher than the previous day. The implied volatity was 32.74, the open interest changed by 2 which increased total open position to 21


On 5 Feb BHEL was trading at 268.90. The strike last trading price was 8, which was 1 higher than the previous day. The implied volatity was 33.2, the open interest changed by -1 which decreased total open position to 19


On 4 Feb BHEL was trading at 272.70. The strike last trading price was 7, which was -1.45 lower than the previous day. The implied volatity was 33.48, the open interest changed by 3 which increased total open position to 20


On 3 Feb BHEL was trading at 267.90. The strike last trading price was 8.4, which was -7.5 lower than the previous day. The implied volatity was 32.81, the open interest changed by 2 which increased total open position to 17


On 2 Feb BHEL was trading at 258.25. The strike last trading price was 15.9, which was -0.1 lower than the previous day. The implied volatity was 43.08, the open interest changed by 4 which increased total open position to 14


On 1 Feb BHEL was trading at 252.10. The strike last trading price was 16, which was 4.6 higher than the previous day. The implied volatity was 34.8, the open interest changed by 0 which decreased total open position to 8


On 30 Jan BHEL was trading at 262.70. The strike last trading price was 11.4, which was -1.1 lower than the previous day. The implied volatity was 35.33, the open interest changed by 2 which increased total open position to 8


On 29 Jan BHEL was trading at 260.50. The strike last trading price was 12.5, which was -1.5 lower than the previous day. The implied volatity was 34.84, the open interest changed by 1 which increased total open position to 5


On 28 Jan BHEL was trading at 259.65. The strike last trading price was 14, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 27 Jan BHEL was trading at 247.70. The strike last trading price was 14, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 23 Jan BHEL was trading at 242.50. The strike last trading price was 14, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 22 Jan BHEL was trading at 251.55. The strike last trading price was 14, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 21 Jan BHEL was trading at 252.35. The strike last trading price was 14, which was 1.7 higher than the previous day. The implied volatity was 28.68, the open interest changed by 3 which increased total open position to 3


On 20 Jan BHEL was trading at 250.15. The strike last trading price was 12.3, which was 0 lower than the previous day. The implied volatity was 0.36, the open interest changed by 0 which decreased total open position to 0


On 19 Jan BHEL was trading at 263.10. The strike last trading price was 12.3, which was 0 lower than the previous day. The implied volatity was 2.1, the open interest changed by 0 which decreased total open position to 0


On 16 Jan BHEL was trading at 265.40. The strike last trading price was 12.3, which was 0 lower than the previous day. The implied volatity was 2.85, the open interest changed by 0 which decreased total open position to 0


On 14 Jan BHEL was trading at 267.45. The strike last trading price was 12.3, which was 0 lower than the previous day. The implied volatity was 3.2, the open interest changed by 0 which decreased total open position to 0


On 13 Jan BHEL was trading at 265.55. The strike last trading price was 12.3, which was 0 lower than the previous day. The implied volatity was 2.71, the open interest changed by 0 which decreased total open position to 0


On 12 Jan BHEL was trading at 267.90. The strike last trading price was 12.3, which was 0 lower than the previous day. The implied volatity was 3.35, the open interest changed by 0 which decreased total open position to 0


On 9 Jan BHEL was trading at 274.25. The strike last trading price was 12.3, which was 0 lower than the previous day. The implied volatity was 4.42, the open interest changed by 0 which decreased total open position to 0


On 8 Jan BHEL was trading at 271.75. The strike last trading price was 12.3, 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 1 Jan BHEL was trading at 291.45. 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 31 Dec BHEL was trading at 287.45. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0