BHEL
Bhel
Historical option data for BHEL
29 Jan 2026 04:12 PM IST
| BHEL 24-FEB-2026 260 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.55
Vega: 0.27
Theta: -0.24
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jan | 260.50 | 11.35 | 0.15 | 37.72 | 3,500 | -63 | 1,879 | |||||||||
| 28 Jan | 259.65 | 11.8 | 5.85 | 36.71 | 5,619 | 855 | 1,937 | |||||||||
| 27 Jan | 247.70 | 6.15 | 0.7 | 37.22 | 1,561 | 187 | 1,081 | |||||||||
| 23 Jan | 242.50 | 5.45 | -2.75 | 38.94 | 966 | 82 | 896 | |||||||||
| 22 Jan | 251.55 | 8.3 | -0.3 | 35.08 | 930 | 99 | 819 | |||||||||
| 21 Jan | 252.35 | 8.6 | 0.7 | 34.79 | 1,007 | -12 | 723 | |||||||||
| 20 Jan | 250.15 | 7.9 | -6.75 | 35.74 | 1,301 | 390 | 738 | |||||||||
| 19 Jan | 263.10 | 14.25 | -3.8 | 34.92 | 694 | 310 | 348 | |||||||||
| 16 Jan | 265.40 | 17.75 | -1.75 | 38.41 | 19 | 10 | 37 | |||||||||
| 14 Jan | 267.45 | 19.5 | 0.8 | 39.5 | 29 | 3 | 27 | |||||||||
| 13 Jan | 265.55 | 18.5 | -2.05 | 39.93 | 17 | 7 | 24 | |||||||||
| 12 Jan | 267.90 | 20.7 | -19.2 | 41.54 | 64 | 17 | 17 | |||||||||
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| 9 Jan | 274.25 | 39.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 271.75 | 39.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 303.55 | 39.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 296.95 | 39.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 300.05 | 39.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 299.50 | 39.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 291.45 | 39.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 287.45 | 39.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Dec | 282.80 | 39.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Dec | 279.40 | 39.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Dec | 281.50 | 39.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Dec | 278.20 | 39.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Dec | 281.90 | 39.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Dec | 281.85 | 39.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Dec | 275.75 | 39.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Dec | 275.05 | 39.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Dec | 277.85 | 39.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 279.35 | 39.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 282.60 | 39.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 285.15 | - | - | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 276.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 275.00 | 39.9 | - | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 277.00 | 39.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 269.70 | 39.9 | - | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 277.75 | 39.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 275.75 | 39.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 278.55 | 39.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 285.50 | - | - | - | 0 | 0 | 0 | |||||||||
For Bhel - strike price 260 expiring on 24FEB2026
Delta for 260 CE is 0.55
Historical price for 260 CE is as follows
On 29 Jan BHEL was trading at 260.50. The strike last trading price was 11.35, which was 0.15 higher than the previous day. The implied volatity was 37.72, the open interest changed by -63 which decreased total open position to 1879
On 28 Jan BHEL was trading at 259.65. The strike last trading price was 11.8, which was 5.85 higher than the previous day. The implied volatity was 36.71, the open interest changed by 855 which increased total open position to 1937
On 27 Jan BHEL was trading at 247.70. The strike last trading price was 6.15, which was 0.7 higher than the previous day. The implied volatity was 37.22, the open interest changed by 187 which increased total open position to 1081
On 23 Jan BHEL was trading at 242.50. The strike last trading price was 5.45, which was -2.75 lower than the previous day. The implied volatity was 38.94, the open interest changed by 82 which increased total open position to 896
On 22 Jan BHEL was trading at 251.55. The strike last trading price was 8.3, which was -0.3 lower than the previous day. The implied volatity was 35.08, the open interest changed by 99 which increased total open position to 819
On 21 Jan BHEL was trading at 252.35. The strike last trading price was 8.6, which was 0.7 higher than the previous day. The implied volatity was 34.79, the open interest changed by -12 which decreased total open position to 723
On 20 Jan BHEL was trading at 250.15. The strike last trading price was 7.9, which was -6.75 lower than the previous day. The implied volatity was 35.74, the open interest changed by 390 which increased total open position to 738
On 19 Jan BHEL was trading at 263.10. The strike last trading price was 14.25, which was -3.8 lower than the previous day. The implied volatity was 34.92, the open interest changed by 310 which increased total open position to 348
On 16 Jan BHEL was trading at 265.40. The strike last trading price was 17.75, which was -1.75 lower than the previous day. The implied volatity was 38.41, the open interest changed by 10 which increased total open position to 37
On 14 Jan BHEL was trading at 267.45. The strike last trading price was 19.5, which was 0.8 higher than the previous day. The implied volatity was 39.5, the open interest changed by 3 which increased total open position to 27
On 13 Jan BHEL was trading at 265.55. The strike last trading price was 18.5, which was -2.05 lower than the previous day. The implied volatity was 39.93, the open interest changed by 7 which increased total open position to 24
On 12 Jan BHEL was trading at 267.90. The strike last trading price was 20.7, which was -19.2 lower than the previous day. The implied volatity was 41.54, the open interest changed by 17 which increased total open position to 17
On 9 Jan BHEL was trading at 274.25. The strike last trading price was 39.9, 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 39.9, 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 Jan BHEL was trading at 303.55. The strike last trading price was 39.9, 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 Jan BHEL was trading at 296.95. The strike last trading price was 39.9, 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 Jan BHEL was trading at 300.05. The strike last trading price was 39.9, 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 Jan BHEL was trading at 299.50. The strike last trading price was 39.9, 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 Jan BHEL was trading at 291.45. The strike last trading price was 39.9, 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 31 Dec BHEL was trading at 287.45. The strike last trading price was 39.9, 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 Dec BHEL was trading at 282.80. The strike last trading price was 39.9, 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 Dec BHEL was trading at 279.40. The strike last trading price was 39.9, 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 Dec BHEL was trading at 281.50. The strike last trading price was 39.9, 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 Dec BHEL was trading at 278.20. The strike last trading price was 39.9, 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 Dec BHEL was trading at 281.90. The strike last trading price was 39.9, 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 22 Dec BHEL was trading at 281.85. The strike last trading price was 39.9, 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 Dec BHEL was trading at 275.75. The strike last trading price was 39.9, 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 Dec BHEL was trading at 275.05. The strike last trading price was 39.9, 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 17 Dec BHEL was trading at 277.85. The strike last trading price was 39.9, 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 Dec BHEL was trading at 279.35. The strike last trading price was 39.9, 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 Dec BHEL was trading at 282.60. The strike last trading price was 39.9, 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 Dec BHEL was trading at 285.15. 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 11 Dec BHEL was trading at 276.50. 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 10 Dec BHEL was trading at 275.00. The strike last trading price was 39.9, 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 9 Dec BHEL was trading at 277.00. The strike last trading price was 39.9, 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 Dec BHEL was trading at 269.70. The strike last trading price was 39.9, 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 5 Dec BHEL was trading at 277.75. The strike last trading price was 39.9, 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 Dec BHEL was trading at 275.75. The strike last trading price was 39.9, 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 Dec BHEL was trading at 278.55. The strike last trading price was 39.9, 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 Dec BHEL was trading at 285.50. 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
| BHEL 24FEB2026 260 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.27
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jan | 260.50 | 9.9 | -0.3 | 39.16 | 1,573 | 237 | 832 |
| 28 Jan | 259.65 | 10.05 | -6.4 | 39.49 | 548 | 120 | 576 |
| 27 Jan | 247.70 | 16.05 | -5.35 | 36.78 | 119 | -19 | 455 |
| 23 Jan | 242.50 | 21.8 | 6.85 | 43.25 | 236 | 1 | 473 |
| 22 Jan | 251.55 | 14.8 | 0.2 | 39.21 | 133 | -6 | 473 |
| 21 Jan | 252.35 | 14.5 | -1.1 | 38.58 | 173 | 40 | 477 |
| 20 Jan | 250.15 | 15.25 | 5.85 | 35.68 | 579 | 152 | 436 |
| 19 Jan | 263.10 | 9.7 | -0.45 | 37.42 | 477 | 145 | 283 |
| 16 Jan | 265.40 | 10.1 | 1.05 | 40.87 | 30 | 7 | 137 |
| 14 Jan | 267.45 | 9.05 | -1.5 | 38.61 | 59 | 17 | 129 |
| 13 Jan | 265.55 | 10.5 | 0.3 | 40.26 | 38 | 22 | 110 |
| 12 Jan | 267.90 | 10.1 | 1.6 | 41.09 | 138 | 66 | 87 |
| 9 Jan | 274.25 | 8.5 | -3.4 | 40.3 | 12 | 3 | 20 |
| 8 Jan | 271.75 | 9 | 7.45 | 45.27 | 24 | 10 | 16 |
| 7 Jan | 303.55 | 1.55 | -0.8 | 34.87 | 1 | 0 | 5 |
| 6 Jan | 296.95 | 2.35 | 0.1 | 35.4 | 2 | 0 | 3 |
| 5 Jan | 300.05 | 2.25 | -0.75 | - | 0 | 0 | 3 |
| 2 Jan | 299.50 | 2.25 | -0.75 | 35.32 | 1 | 0 | 4 |
| 1 Jan | 291.45 | 3 | -2.4 | 34.08 | 4 | 2 | 4 |
| 31 Dec | 287.45 | 5.4 | 0 | - | 0 | 0 | 0 |
| 30 Dec | 282.80 | 5.4 | 0 | - | 0 | 0 | 2 |
| 29 Dec | 279.40 | 5.4 | 0 | - | 0 | 0 | 2 |
| 26 Dec | 281.50 | 5.4 | 0 | - | 0 | 0 | 2 |
| 24 Dec | 278.20 | 5.4 | 0 | 31.49 | 1 | 0 | 1 |
| 23 Dec | 281.90 | 5.4 | -7.7 | - | 0 | 0 | 0 |
| 22 Dec | 281.85 | 5.4 | -7.7 | - | 0 | 0 | 1 |
| 19 Dec | 275.75 | 5.4 | -7.7 | - | 0 | 0 | 1 |
| 18 Dec | 275.05 | 5.4 | -7.7 | - | 0 | 0 | 1 |
| 17 Dec | 277.85 | 5.4 | -7.7 | - | 0 | 0 | 1 |
| 16 Dec | 279.35 | 5.4 | -7.7 | - | 0 | 0 | 1 |
| 15 Dec | 282.60 | 5.4 | -7.7 | 32.54 | 1 | 0 | 0 |
| 12 Dec | 285.15 | - | - | - | 0 | 0 | 0 |
| 11 Dec | 276.50 | - | - | - | 0 | 0 | 0 |
| 10 Dec | 275.00 | 13.1 | - | - | 0 | 0 | 0 |
| 9 Dec | 277.00 | 13.1 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 269.70 | 13.1 | - | - | 0 | 0 | 0 |
| 5 Dec | 277.75 | 13.1 | 0 | 5.54 | 0 | 0 | 0 |
| 4 Dec | 275.75 | 13.1 | 0 | 5.08 | 0 | 0 | 0 |
| 3 Dec | 278.55 | 13.1 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 285.50 | - | - | - | 0 | 0 | 0 |
For Bhel - strike price 260 expiring on 24FEB2026
Delta for 260 PE is -0.45
Historical price for 260 PE is as follows
On 29 Jan BHEL was trading at 260.50. The strike last trading price was 9.9, which was -0.3 lower than the previous day. The implied volatity was 39.16, the open interest changed by 237 which increased total open position to 832
On 28 Jan BHEL was trading at 259.65. The strike last trading price was 10.05, which was -6.4 lower than the previous day. The implied volatity was 39.49, the open interest changed by 120 which increased total open position to 576
On 27 Jan BHEL was trading at 247.70. The strike last trading price was 16.05, which was -5.35 lower than the previous day. The implied volatity was 36.78, the open interest changed by -19 which decreased total open position to 455
On 23 Jan BHEL was trading at 242.50. The strike last trading price was 21.8, which was 6.85 higher than the previous day. The implied volatity was 43.25, the open interest changed by 1 which increased total open position to 473
On 22 Jan BHEL was trading at 251.55. The strike last trading price was 14.8, which was 0.2 higher than the previous day. The implied volatity was 39.21, the open interest changed by -6 which decreased total open position to 473
On 21 Jan BHEL was trading at 252.35. The strike last trading price was 14.5, which was -1.1 lower than the previous day. The implied volatity was 38.58, the open interest changed by 40 which increased total open position to 477
On 20 Jan BHEL was trading at 250.15. The strike last trading price was 15.25, which was 5.85 higher than the previous day. The implied volatity was 35.68, the open interest changed by 152 which increased total open position to 436
On 19 Jan BHEL was trading at 263.10. The strike last trading price was 9.7, which was -0.45 lower than the previous day. The implied volatity was 37.42, the open interest changed by 145 which increased total open position to 283
On 16 Jan BHEL was trading at 265.40. The strike last trading price was 10.1, which was 1.05 higher than the previous day. The implied volatity was 40.87, the open interest changed by 7 which increased total open position to 137
On 14 Jan BHEL was trading at 267.45. The strike last trading price was 9.05, which was -1.5 lower than the previous day. The implied volatity was 38.61, the open interest changed by 17 which increased total open position to 129
On 13 Jan BHEL was trading at 265.55. The strike last trading price was 10.5, which was 0.3 higher than the previous day. The implied volatity was 40.26, the open interest changed by 22 which increased total open position to 110
On 12 Jan BHEL was trading at 267.90. The strike last trading price was 10.1, which was 1.6 higher than the previous day. The implied volatity was 41.09, the open interest changed by 66 which increased total open position to 87
On 9 Jan BHEL was trading at 274.25. The strike last trading price was 8.5, which was -3.4 lower than the previous day. The implied volatity was 40.3, the open interest changed by 3 which increased total open position to 20
On 8 Jan BHEL was trading at 271.75. The strike last trading price was 9, which was 7.45 higher than the previous day. The implied volatity was 45.27, the open interest changed by 10 which increased total open position to 16
On 7 Jan BHEL was trading at 303.55. The strike last trading price was 1.55, which was -0.8 lower than the previous day. The implied volatity was 34.87, the open interest changed by 0 which decreased total open position to 5
On 6 Jan BHEL was trading at 296.95. The strike last trading price was 2.35, which was 0.1 higher than the previous day. The implied volatity was 35.4, the open interest changed by 0 which decreased total open position to 3
On 5 Jan BHEL was trading at 300.05. The strike last trading price was 2.25, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Jan BHEL was trading at 299.50. The strike last trading price was 2.25, which was -0.75 lower than the previous day. The implied volatity was 35.32, the open interest changed by 0 which decreased total open position to 4
On 1 Jan BHEL was trading at 291.45. The strike last trading price was 3, which was -2.4 lower than the previous day. The implied volatity was 34.08, the open interest changed by 2 which increased total open position to 4
On 31 Dec BHEL was trading at 287.45. The strike last trading price was 5.4, 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
On 30 Dec BHEL was trading at 282.80. The strike last trading price was 5.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 29 Dec BHEL was trading at 279.40. The strike last trading price was 5.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 26 Dec BHEL was trading at 281.50. The strike last trading price was 5.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 24 Dec BHEL was trading at 278.20. The strike last trading price was 5.4, which was 0 lower than the previous day. The implied volatity was 31.49, the open interest changed by 0 which decreased total open position to 1
On 23 Dec BHEL was trading at 281.90. The strike last trading price was 5.4, which was -7.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Dec BHEL was trading at 281.85. The strike last trading price was 5.4, which was -7.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Dec BHEL was trading at 275.75. The strike last trading price was 5.4, which was -7.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Dec BHEL was trading at 275.05. The strike last trading price was 5.4, which was -7.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Dec BHEL was trading at 277.85. The strike last trading price was 5.4, which was -7.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Dec BHEL was trading at 279.35. The strike last trading price was 5.4, which was -7.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Dec BHEL was trading at 282.60. The strike last trading price was 5.4, which was -7.7 lower than the previous day. The implied volatity was 32.54, the open interest changed by 0 which decreased total open position to 0
On 12 Dec BHEL was trading at 285.15. 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 11 Dec BHEL was trading at 276.50. 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 10 Dec BHEL was trading at 275.00. The strike last trading price was 13.1, 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 9 Dec BHEL was trading at 277.00. The strike last trading price was 13.1, 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 Dec BHEL was trading at 269.70. The strike last trading price was 13.1, 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 5 Dec BHEL was trading at 277.75. The strike last trading price was 13.1, which was 0 lower than the previous day. The implied volatity was 5.54, 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 13.1, which was 0 lower than the previous day. The implied volatity was 5.08, 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 13.1, 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 Dec BHEL was trading at 285.50. 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






























































































































































































































