BHEL
Bhel
Historical option data for BHEL
09 Dec 2025 04:12 PM IST
| BHEL 30-DEC-2025 265 CE | ||||||||||||||||
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Delta: 0.75
Vega: 0.21
Theta: -0.21
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.22
Vega: 0.20
Theta: -0.11
Gamma: 0.02
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| 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































































































































































































































