BHEL
Bhel
Historical option data for BHEL
25 Feb 2026 02:26 PM IST
| BHEL 30-MAR-2026 260 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.59
Vega: 0.31
Theta: -0.16
Gamma: 0.02
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Feb | 261.40 | 10.4 | -0.8 | 26.96 | 1,466 | 5 | 1,323 | |||||||||
| 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 0.59
Historical price for 260 CE is as follows
On 25 Feb BHEL was trading at 261.40. The strike last trading price was 10.4, which was -0.8 lower than the previous day. The implied volatity was 26.96, the open interest changed by 5 which increased total open position to 1323
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: -0.42
Vega: 0.31
Theta: -0.1
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Feb | 261.40 | 7.25 | -0.2 | 28.89 | 1,358 | 64 | 782 |
| 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 -0.42
Historical price for 260 PE is as follows
On 25 Feb BHEL was trading at 261.40. The strike last trading price was 7.25, which was -0.2 lower than the previous day. The implied volatity was 28.89, the open interest changed by 64 which increased total open position to 782
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
