[--[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 265 CE
Delta: 0.75
Vega: 0.21
Theta: -0.21
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 277.00 16.7 6 32.21 49 5 41
8 Dec 269.70 10.9 -4.9 27.28 69 2 35
5 Dec 277.75 15.8 -0.2 20.74 13 2 32
4 Dec 275.75 16 -2.45 28.21 11 5 29
3 Dec 278.55 18.2 -5.8 27.66 13 2 24
2 Dec 285.50 24 -5.85 20.78 1 0 23
1 Dec 291.00 29.85 2.85 - 0 0 0
28 Nov 290.85 29.85 2.85 - 0 -1 0
27 Nov 290.85 29.85 2.85 31.74 2 0 24
26 Nov 289.70 27 4.4 - 14 4 24
25 Nov 282.90 22.6 4 26.79 3 1 19
24 Nov 277.90 19.1 -3.15 28.69 6 3 18
21 Nov 282.50 22.25 -5.8 23.94 10 0 16
20 Nov 285.25 28.05 1.55 - 0 0 0
19 Nov 289.20 28.05 1.55 22.83 1 0 16
18 Nov 289.10 26.5 -0.65 - 0 4 0
17 Nov 285.50 26.5 -0.65 28.98 6 4 16
14 Nov 281.60 27.15 9.55 - 0 0 0
13 Nov 281.50 27.15 9.55 - 0 0 0
12 Nov 287.05 27.15 9.55 - 0 -5 0
11 Nov 285.80 27.15 9.55 29.14 8 -5 12
10 Nov 273.35 17.4 5.55 27.83 10 0 18
7 Nov 263.85 11.85 1.35 25.58 7 3 17
6 Nov 260.05 10.5 -3.75 27.64 7 0 13
4 Nov 267.25 14.25 0.1 26.45 2 1 12
3 Nov 264.95 14.15 0.1 28.79 6 2 11
31 Oct 265.49 14.05 1.85 - 13 7 9
30 Oct 261.29 12.2 -1.35 27.23 2 0 0
29 Oct 245.39 13.55 0 4.05 0 0 0
28 Oct 237.34 13.55 0 6.60 0 0 0
7 Oct 244.86 13.55 0 - 0 0 0
6 Oct 245.31 13.55 0 - 0 0 0
3 Oct 245.02 13.55 0 4.42 0 0 0


For Bhel - strike price 265 expiring on 30DEC2025

Delta for 265 CE is 0.75

Historical price for 265 CE is as follows

On 9 Dec BHEL was trading at 277.00. The strike last trading price was 16.7, which was 6 higher than the previous day. The implied volatity was 32.21, the open interest changed by 5 which increased total open position to 41


On 8 Dec BHEL was trading at 269.70. The strike last trading price was 10.9, which was -4.9 lower than the previous day. The implied volatity was 27.28, the open interest changed by 2 which increased total open position to 35


On 5 Dec BHEL was trading at 277.75. The strike last trading price was 15.8, which was -0.2 lower than the previous day. The implied volatity was 20.74, the open interest changed by 2 which increased total open position to 32


On 4 Dec BHEL was trading at 275.75. The strike last trading price was 16, which was -2.45 lower than the previous day. The implied volatity was 28.21, the open interest changed by 5 which increased total open position to 29


On 3 Dec BHEL was trading at 278.55. The strike last trading price was 18.2, which was -5.8 lower than the previous day. The implied volatity was 27.66, the open interest changed by 2 which increased total open position to 24


On 2 Dec BHEL was trading at 285.50. The strike last trading price was 24, which was -5.85 lower than the previous day. The implied volatity was 20.78, the open interest changed by 0 which decreased total open position to 23


On 1 Dec BHEL was trading at 291.00. The strike last trading price was 29.85, which was 2.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov BHEL was trading at 290.85. The strike last trading price was 29.85, which was 2.85 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 27 Nov BHEL was trading at 290.85. The strike last trading price was 29.85, which was 2.85 higher than the previous day. The implied volatity was 31.74, the open interest changed by 0 which decreased total open position to 24


On 26 Nov BHEL was trading at 289.70. The strike last trading price was 27, which was 4.4 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 24


On 25 Nov BHEL was trading at 282.90. The strike last trading price was 22.6, which was 4 higher than the previous day. The implied volatity was 26.79, the open interest changed by 1 which increased total open position to 19


On 24 Nov BHEL was trading at 277.90. The strike last trading price was 19.1, which was -3.15 lower than the previous day. The implied volatity was 28.69, the open interest changed by 3 which increased total open position to 18


On 21 Nov BHEL was trading at 282.50. The strike last trading price was 22.25, which was -5.8 lower than the previous day. The implied volatity was 23.94, the open interest changed by 0 which decreased total open position to 16


On 20 Nov BHEL was trading at 285.25. The strike last trading price was 28.05, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov BHEL was trading at 289.20. The strike last trading price was 28.05, which was 1.55 higher than the previous day. The implied volatity was 22.83, the open interest changed by 0 which decreased total open position to 16


On 18 Nov BHEL was trading at 289.10. The strike last trading price was 26.5, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 17 Nov BHEL was trading at 285.50. The strike last trading price was 26.5, which was -0.65 lower than the previous day. The implied volatity was 28.98, the open interest changed by 4 which increased total open position to 16


On 14 Nov BHEL was trading at 281.60. The strike last trading price was 27.15, which was 9.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov BHEL was trading at 281.50. The strike last trading price was 27.15, which was 9.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov BHEL was trading at 287.05. The strike last trading price was 27.15, which was 9.55 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 0


On 11 Nov BHEL was trading at 285.80. The strike last trading price was 27.15, which was 9.55 higher than the previous day. The implied volatity was 29.14, the open interest changed by -5 which decreased total open position to 12


On 10 Nov BHEL was trading at 273.35. The strike last trading price was 17.4, which was 5.55 higher than the previous day. The implied volatity was 27.83, the open interest changed by 0 which decreased total open position to 18


On 7 Nov BHEL was trading at 263.85. The strike last trading price was 11.85, which was 1.35 higher than the previous day. The implied volatity was 25.58, the open interest changed by 3 which increased total open position to 17


On 6 Nov BHEL was trading at 260.05. The strike last trading price was 10.5, which was -3.75 lower than the previous day. The implied volatity was 27.64, the open interest changed by 0 which decreased total open position to 13


On 4 Nov BHEL was trading at 267.25. The strike last trading price was 14.25, which was 0.1 higher than the previous day. The implied volatity was 26.45, the open interest changed by 1 which increased total open position to 12


On 3 Nov BHEL was trading at 264.95. The strike last trading price was 14.15, which was 0.1 higher than the previous day. The implied volatity was 28.79, the open interest changed by 2 which increased total open position to 11


On 31 Oct BHEL was trading at 265.49. The strike last trading price was 14.05, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 9


On 30 Oct BHEL was trading at 261.29. The strike last trading price was 12.2, which was -1.35 lower than the previous day. The implied volatity was 27.23, the open interest changed by 0 which decreased total open position to 0


On 29 Oct BHEL was trading at 245.39. The strike last trading price was 13.55, which was 0 lower than the previous day. The implied volatity was 4.05, 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 13.55, which was 0 lower than the previous day. The implied volatity was 6.60, 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 13.55, 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 13.55, 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 13.55, 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


BHEL 30DEC2025 265 PE
Delta: -0.22
Vega: 0.20
Theta: -0.11
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 277.00 2.45 -2.3 28.15 1,493 -11 415
8 Dec 269.70 4.65 2.1 28.68 747 39 427
5 Dec 277.75 2.5 -0.8 27.22 872 -21 373
4 Dec 275.75 3.2 0.2 27.92 407 18 393
3 Dec 278.55 2.85 1.05 28.80 563 31 374
2 Dec 285.50 1.65 0.3 29.21 279 -37 348
1 Dec 291.00 1.25 -0.25 29.36 285 81 381
28 Nov 290.85 1.5 -0.1 29.35 100 34 299
27 Nov 290.85 1.55 -0.05 29.45 248 -66 264
26 Nov 289.70 1.55 -1.3 28.73 292 27 329
25 Nov 282.90 2.9 -1.45 29.49 210 45 301
24 Nov 277.90 4 0.85 28.88 253 59 257
21 Nov 282.50 3.1 0.3 28.73 252 66 197
20 Nov 285.25 2.8 0.25 29.77 69 55 131
19 Nov 289.20 2.5 -0.15 30.42 69 44 69
18 Nov 289.10 2.65 -0.75 30.81 18 11 24
17 Nov 285.50 3.35 -0.8 30.71 16 5 12
14 Nov 281.60 4.15 -6.1 30.15 1 0 6
13 Nov 281.50 10.25 -1.75 - 0 0 0
12 Nov 287.05 10.25 -1.75 - 0 0 0
11 Nov 285.80 10.25 -1.75 - 0 0 0
10 Nov 273.35 10.25 -1.75 - 0 0 0
7 Nov 263.85 10.25 -1.75 - 0 0 0
6 Nov 260.05 10.25 -1.75 - 0 -1 0
4 Nov 267.25 10.25 -1.75 31.75 3 1 8
3 Nov 264.95 12 -0.95 - 0 -1 0
31 Oct 265.49 12 -0.95 - 8 -1 7
30 Oct 261.29 12.9 -23.2 31.68 9 8 8
29 Oct 245.39 36.1 0 - 0 0 0
28 Oct 237.34 36.1 0 - 0 0 0
7 Oct 244.86 36.1 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 265 expiring on 30DEC2025

Delta for 265 PE is -0.22

Historical price for 265 PE is as follows

On 9 Dec BHEL was trading at 277.00. The strike last trading price was 2.45, which was -2.3 lower than the previous day. The implied volatity was 28.15, the open interest changed by -11 which decreased total open position to 415


On 8 Dec BHEL was trading at 269.70. The strike last trading price was 4.65, which was 2.1 higher than the previous day. The implied volatity was 28.68, the open interest changed by 39 which increased total open position to 427


On 5 Dec BHEL was trading at 277.75. The strike last trading price was 2.5, which was -0.8 lower than the previous day. The implied volatity was 27.22, the open interest changed by -21 which decreased total open position to 373


On 4 Dec BHEL was trading at 275.75. The strike last trading price was 3.2, which was 0.2 higher than the previous day. The implied volatity was 27.92, the open interest changed by 18 which increased total open position to 393


On 3 Dec BHEL was trading at 278.55. The strike last trading price was 2.85, which was 1.05 higher than the previous day. The implied volatity was 28.80, the open interest changed by 31 which increased total open position to 374


On 2 Dec BHEL was trading at 285.50. The strike last trading price was 1.65, which was 0.3 higher than the previous day. The implied volatity was 29.21, the open interest changed by -37 which decreased total open position to 348


On 1 Dec BHEL was trading at 291.00. The strike last trading price was 1.25, which was -0.25 lower than the previous day. The implied volatity was 29.36, the open interest changed by 81 which increased total open position to 381


On 28 Nov BHEL was trading at 290.85. The strike last trading price was 1.5, which was -0.1 lower than the previous day. The implied volatity was 29.35, the open interest changed by 34 which increased total open position to 299


On 27 Nov BHEL was trading at 290.85. The strike last trading price was 1.55, which was -0.05 lower than the previous day. The implied volatity was 29.45, the open interest changed by -66 which decreased total open position to 264


On 26 Nov BHEL was trading at 289.70. The strike last trading price was 1.55, which was -1.3 lower than the previous day. The implied volatity was 28.73, the open interest changed by 27 which increased total open position to 329


On 25 Nov BHEL was trading at 282.90. The strike last trading price was 2.9, which was -1.45 lower than the previous day. The implied volatity was 29.49, the open interest changed by 45 which increased total open position to 301


On 24 Nov BHEL was trading at 277.90. The strike last trading price was 4, which was 0.85 higher than the previous day. The implied volatity was 28.88, the open interest changed by 59 which increased total open position to 257


On 21 Nov BHEL was trading at 282.50. The strike last trading price was 3.1, which was 0.3 higher than the previous day. The implied volatity was 28.73, the open interest changed by 66 which increased total open position to 197


On 20 Nov BHEL was trading at 285.25. The strike last trading price was 2.8, which was 0.25 higher than the previous day. The implied volatity was 29.77, the open interest changed by 55 which increased total open position to 131


On 19 Nov BHEL was trading at 289.20. The strike last trading price was 2.5, which was -0.15 lower than the previous day. The implied volatity was 30.42, the open interest changed by 44 which increased total open position to 69


On 18 Nov BHEL was trading at 289.10. The strike last trading price was 2.65, which was -0.75 lower than the previous day. The implied volatity was 30.81, the open interest changed by 11 which increased total open position to 24


On 17 Nov BHEL was trading at 285.50. The strike last trading price was 3.35, which was -0.8 lower than the previous day. The implied volatity was 30.71, the open interest changed by 5 which increased total open position to 12


On 14 Nov BHEL was trading at 281.60. The strike last trading price was 4.15, which was -6.1 lower than the previous day. The implied volatity was 30.15, the open interest changed by 0 which decreased total open position to 6


On 13 Nov BHEL was trading at 281.50. The strike last trading price was 10.25, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov BHEL was trading at 287.05. The strike last trading price was 10.25, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov BHEL was trading at 285.80. The strike last trading price was 10.25, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Nov BHEL was trading at 273.35. The strike last trading price was 10.25, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov BHEL was trading at 263.85. The strike last trading price was 10.25, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov BHEL was trading at 260.05. The strike last trading price was 10.25, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 4 Nov BHEL was trading at 267.25. The strike last trading price was 10.25, which was -1.75 lower than the previous day. The implied volatity was 31.75, the open interest changed by 1 which increased total open position to 8


On 3 Nov BHEL was trading at 264.95. The strike last trading price was 12, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 31 Oct BHEL was trading at 265.49. The strike last trading price was 12, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 7


On 30 Oct BHEL was trading at 261.29. The strike last trading price was 12.9, which was -23.2 lower than the previous day. The implied volatity was 31.68, the open interest changed by 8 which increased total open position to 8


On 29 Oct BHEL was trading at 245.39. The strike last trading price was 36.1, 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 28 Oct BHEL was trading at 237.34. The strike last trading price was 36.1, 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 7 Oct BHEL was trading at 244.86. The strike last trading price was 36.1, 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 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