BHEL
Bhel
Historical option data for BHEL
09 Dec 2025 04:12 PM IST
| BHEL 30-DEC-2025 270 CE | ||||||||||||||||
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Delta: 0.71
Vega: 0.23
Theta: -0.19
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 277.00 | 11.6 | 3.85 | 25.01 | 2,083 | -37 | 409 | |||||||||
| 8 Dec | 269.70 | 7.7 | -5.75 | 26.02 | 978 | 228 | 444 | |||||||||
| 5 Dec | 277.75 | 13.35 | 0.7 | 26.72 | 215 | 12 | 218 | |||||||||
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| 4 Dec | 275.75 | 12.5 | -1.55 | 27.72 | 108 | 18 | 206 | |||||||||
| 3 Dec | 278.55 | 14.85 | -4.95 | 28.64 | 94 | 6 | 188 | |||||||||
| 2 Dec | 285.50 | 20.25 | -3.95 | 24.94 | 11 | 2 | 181 | |||||||||
| 1 Dec | 291.00 | 24.2 | -0.2 | 26.29 | 6 | -1 | 179 | |||||||||
| 28 Nov | 290.85 | 24.4 | -0.45 | 27.15 | 8 | 1 | 181 | |||||||||
| 27 Nov | 290.85 | 24.85 | 1.05 | 27.40 | 68 | -15 | 180 | |||||||||
| 26 Nov | 289.70 | 24.25 | 5.5 | 25.84 | 62 | 15 | 194 | |||||||||
| 25 Nov | 282.90 | 18.55 | 3.05 | 25.93 | 96 | 33 | 178 | |||||||||
| 24 Nov | 277.90 | 15.45 | -3.1 | 27.82 | 45 | 16 | 143 | |||||||||
| 21 Nov | 282.50 | 18.8 | -3.1 | 25.49 | 42 | 17 | 126 | |||||||||
| 20 Nov | 285.25 | 21.9 | -2.65 | 26.60 | 17 | 0 | 108 | |||||||||
| 19 Nov | 289.20 | 24.6 | -0.15 | 26.46 | 67 | 18 | 108 | |||||||||
| 18 Nov | 289.10 | 25.2 | 2 | 27.93 | 19 | 1 | 90 | |||||||||
| 17 Nov | 285.50 | 23.2 | 3.05 | 30.57 | 12 | 4 | 88 | |||||||||
| 14 Nov | 281.60 | 20.3 | 0.4 | 28.05 | 8 | 1 | 84 | |||||||||
| 13 Nov | 281.50 | 19.9 | -5.5 | 28.24 | 17 | -9 | 82 | |||||||||
| 12 Nov | 287.05 | 25.4 | 2.25 | 32.09 | 28 | 3 | 96 | |||||||||
| 11 Nov | 285.80 | 23 | 8.1 | 27.74 | 68 | -14 | 93 | |||||||||
| 10 Nov | 273.35 | 14.5 | 5 | 28.02 | 84 | 13 | 106 | |||||||||
| 7 Nov | 263.85 | 9.5 | 1.2 | 25.75 | 25 | 2 | 93 | |||||||||
| 6 Nov | 260.05 | 8.2 | -3.45 | 27.15 | 39 | 3 | 91 | |||||||||
| 4 Nov | 267.25 | 11.6 | 0.6 | 26.39 | 47 | 20 | 89 | |||||||||
| 3 Nov | 264.95 | 11.2 | -0.2 | 27.56 | 26 | 3 | 69 | |||||||||
| 31 Oct | 265.49 | 11.25 | 1.45 | - | 44 | 16 | 65 | |||||||||
| 30 Oct | 261.29 | 9.7 | 4.7 | 26.68 | 81 | 34 | 47 | |||||||||
| 29 Oct | 245.39 | 5 | 2 | 29.02 | 14 | 10 | 13 | |||||||||
| 28 Oct | 237.34 | 3 | -0.15 | 29.80 | 1 | 0 | 2 | |||||||||
| 20 Oct | 233.76 | 3.15 | -0.15 | - | 1 | 0 | 1 | |||||||||
| 16 Oct | 236.17 | 3.3 | 0 | - | 1 | 0 | 1 | |||||||||
| 6 Oct | 245.31 | 12.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 245.02 | 12.1 | 0 | 5.33 | 0 | 0 | 0 | |||||||||
For Bhel - strike price 270 expiring on 30DEC2025
Delta for 270 CE is 0.71
Historical price for 270 CE is as follows
On 9 Dec BHEL was trading at 277.00. The strike last trading price was 11.6, which was 3.85 higher than the previous day. The implied volatity was 25.01, the open interest changed by -37 which decreased total open position to 409
On 8 Dec BHEL was trading at 269.70. The strike last trading price was 7.7, which was -5.75 lower than the previous day. The implied volatity was 26.02, the open interest changed by 228 which increased total open position to 444
On 5 Dec BHEL was trading at 277.75. The strike last trading price was 13.35, which was 0.7 higher than the previous day. The implied volatity was 26.72, the open interest changed by 12 which increased total open position to 218
On 4 Dec BHEL was trading at 275.75. The strike last trading price was 12.5, which was -1.55 lower than the previous day. The implied volatity was 27.72, the open interest changed by 18 which increased total open position to 206
On 3 Dec BHEL was trading at 278.55. The strike last trading price was 14.85, which was -4.95 lower than the previous day. The implied volatity was 28.64, the open interest changed by 6 which increased total open position to 188
On 2 Dec BHEL was trading at 285.50. The strike last trading price was 20.25, which was -3.95 lower than the previous day. The implied volatity was 24.94, the open interest changed by 2 which increased total open position to 181
On 1 Dec BHEL was trading at 291.00. The strike last trading price was 24.2, which was -0.2 lower than the previous day. The implied volatity was 26.29, the open interest changed by -1 which decreased total open position to 179
On 28 Nov BHEL was trading at 290.85. The strike last trading price was 24.4, which was -0.45 lower than the previous day. The implied volatity was 27.15, the open interest changed by 1 which increased total open position to 181
On 27 Nov BHEL was trading at 290.85. The strike last trading price was 24.85, which was 1.05 higher than the previous day. The implied volatity was 27.40, the open interest changed by -15 which decreased total open position to 180
On 26 Nov BHEL was trading at 289.70. The strike last trading price was 24.25, which was 5.5 higher than the previous day. The implied volatity was 25.84, the open interest changed by 15 which increased total open position to 194
On 25 Nov BHEL was trading at 282.90. The strike last trading price was 18.55, which was 3.05 higher than the previous day. The implied volatity was 25.93, the open interest changed by 33 which increased total open position to 178
On 24 Nov BHEL was trading at 277.90. The strike last trading price was 15.45, which was -3.1 lower than the previous day. The implied volatity was 27.82, the open interest changed by 16 which increased total open position to 143
On 21 Nov BHEL was trading at 282.50. The strike last trading price was 18.8, which was -3.1 lower than the previous day. The implied volatity was 25.49, the open interest changed by 17 which increased total open position to 126
On 20 Nov BHEL was trading at 285.25. The strike last trading price was 21.9, which was -2.65 lower than the previous day. The implied volatity was 26.60, the open interest changed by 0 which decreased total open position to 108
On 19 Nov BHEL was trading at 289.20. The strike last trading price was 24.6, which was -0.15 lower than the previous day. The implied volatity was 26.46, the open interest changed by 18 which increased total open position to 108
On 18 Nov BHEL was trading at 289.10. The strike last trading price was 25.2, which was 2 higher than the previous day. The implied volatity was 27.93, the open interest changed by 1 which increased total open position to 90
On 17 Nov BHEL was trading at 285.50. The strike last trading price was 23.2, which was 3.05 higher than the previous day. The implied volatity was 30.57, the open interest changed by 4 which increased total open position to 88
On 14 Nov BHEL was trading at 281.60. The strike last trading price was 20.3, which was 0.4 higher than the previous day. The implied volatity was 28.05, the open interest changed by 1 which increased total open position to 84
On 13 Nov BHEL was trading at 281.50. The strike last trading price was 19.9, which was -5.5 lower than the previous day. The implied volatity was 28.24, the open interest changed by -9 which decreased total open position to 82
On 12 Nov BHEL was trading at 287.05. The strike last trading price was 25.4, which was 2.25 higher than the previous day. The implied volatity was 32.09, the open interest changed by 3 which increased total open position to 96
On 11 Nov BHEL was trading at 285.80. The strike last trading price was 23, which was 8.1 higher than the previous day. The implied volatity was 27.74, the open interest changed by -14 which decreased total open position to 93
On 10 Nov BHEL was trading at 273.35. The strike last trading price was 14.5, which was 5 higher than the previous day. The implied volatity was 28.02, the open interest changed by 13 which increased total open position to 106
On 7 Nov BHEL was trading at 263.85. The strike last trading price was 9.5, which was 1.2 higher than the previous day. The implied volatity was 25.75, the open interest changed by 2 which increased total open position to 93
On 6 Nov BHEL was trading at 260.05. The strike last trading price was 8.2, which was -3.45 lower than the previous day. The implied volatity was 27.15, the open interest changed by 3 which increased total open position to 91
On 4 Nov BHEL was trading at 267.25. The strike last trading price was 11.6, which was 0.6 higher than the previous day. The implied volatity was 26.39, the open interest changed by 20 which increased total open position to 89
On 3 Nov BHEL was trading at 264.95. The strike last trading price was 11.2, which was -0.2 lower than the previous day. The implied volatity was 27.56, the open interest changed by 3 which increased total open position to 69
On 31 Oct BHEL was trading at 265.49. The strike last trading price was 11.25, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 65
On 30 Oct BHEL was trading at 261.29. The strike last trading price was 9.7, which was 4.7 higher than the previous day. The implied volatity was 26.68, the open interest changed by 34 which increased total open position to 47
On 29 Oct BHEL was trading at 245.39. The strike last trading price was 5, which was 2 higher than the previous day. The implied volatity was 29.02, the open interest changed by 10 which increased total open position to 13
On 28 Oct BHEL was trading at 237.34. The strike last trading price was 3, which was -0.15 lower than the previous day. The implied volatity was 29.80, the open interest changed by 0 which decreased total open position to 2
On 20 Oct BHEL was trading at 233.76. The strike last trading price was 3.15, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Oct BHEL was trading at 236.17. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Oct BHEL was trading at 245.31. The strike last trading price was 12.1, 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 3 Oct BHEL was trading at 245.02. The strike last trading price was 12.1, which was 0 lower than the previous day. The implied volatity was 5.33, the open interest changed by 0 which decreased total open position to 0
| BHEL 30DEC2025 270 PE | |||||||
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Delta: -0.31
Vega: 0.23
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 277.00 | 3.8 | -3 | 27.81 | 3,157 | 41 | 824 |
| 8 Dec | 269.70 | 6.9 | 3.05 | 29.15 | 1,861 | 14 | 784 |
| 5 Dec | 277.75 | 3.8 | -1.05 | 26.89 | 1,673 | 129 | 772 |
| 4 Dec | 275.75 | 4.75 | 0.45 | 27.79 | 985 | 30 | 644 |
| 3 Dec | 278.55 | 4.15 | 1.5 | 28.41 | 719 | -148 | 614 |
| 2 Dec | 285.50 | 2.45 | 0.45 | 28.69 | 470 | 123 | 761 |
| 1 Dec | 291.00 | 1.95 | -0.25 | 29.24 | 307 | 18 | 638 |
| 28 Nov | 290.85 | 2.2 | -0.1 | 28.90 | 299 | 30 | 620 |
| 27 Nov | 290.85 | 2.2 | -0.15 | 28.75 | 754 | -8 | 591 |
| 26 Nov | 289.70 | 2.2 | -1.75 | 28.01 | 578 | 90 | 599 |
| 25 Nov | 282.90 | 3.95 | -1.65 | 28.78 | 876 | 94 | 507 |
| 24 Nov | 277.90 | 5.5 | 1.2 | 28.62 | 453 | 110 | 412 |
| 21 Nov | 282.50 | 4.3 | 0.4 | 28.46 | 191 | 12 | 301 |
| 20 Nov | 285.25 | 3.9 | 0.4 | 29.62 | 185 | 73 | 289 |
| 19 Nov | 289.20 | 3.5 | -0.05 | 30.35 | 218 | 59 | 216 |
| 18 Nov | 289.10 | 3.5 | -1 | 30.12 | 128 | 15 | 138 |
| 17 Nov | 285.50 | 4.5 | -1.4 | 30.44 | 108 | 22 | 124 |
| 14 Nov | 281.60 | 5.9 | 0.2 | 31.12 | 39 | 18 | 102 |
| 13 Nov | 281.50 | 5.9 | 1.2 | 30.14 | 49 | 28 | 85 |
| 12 Nov | 287.05 | 4.8 | -0.55 | 30.95 | 40 | 8 | 57 |
| 11 Nov | 285.80 | 5.45 | -3.1 | 31.53 | 63 | 5 | 49 |
| 10 Nov | 273.35 | 8.7 | -4.85 | 28.99 | 29 | 17 | 43 |
| 7 Nov | 263.85 | 13.55 | -1.15 | 31.33 | 9 | 6 | 26 |
| 6 Nov | 260.05 | 14.7 | 2.2 | 28.55 | 2 | -1 | 19 |
| 4 Nov | 267.25 | 12.5 | -0.7 | 31.47 | 4 | 1 | 19 |
| 3 Nov | 264.95 | 13.2 | 0.05 | 30.75 | 13 | 8 | 17 |
| 31 Oct | 265.49 | 13.45 | -2.2 | - | 13 | 1 | 9 |
| 30 Oct | 261.29 | 15.6 | -24 | 31.78 | 11 | 7 | 7 |
| 29 Oct | 245.39 | 39.6 | 0 | - | 0 | 0 | 0 |
| 28 Oct | 237.34 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Oct | 233.76 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Oct | 236.17 | 0 | 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 270 expiring on 30DEC2025
Delta for 270 PE is -0.31
Historical price for 270 PE is as follows
On 9 Dec BHEL was trading at 277.00. The strike last trading price was 3.8, which was -3 lower than the previous day. The implied volatity was 27.81, the open interest changed by 41 which increased total open position to 824
On 8 Dec BHEL was trading at 269.70. The strike last trading price was 6.9, which was 3.05 higher than the previous day. The implied volatity was 29.15, the open interest changed by 14 which increased total open position to 784
On 5 Dec BHEL was trading at 277.75. The strike last trading price was 3.8, which was -1.05 lower than the previous day. The implied volatity was 26.89, the open interest changed by 129 which increased total open position to 772
On 4 Dec BHEL was trading at 275.75. The strike last trading price was 4.75, which was 0.45 higher than the previous day. The implied volatity was 27.79, the open interest changed by 30 which increased total open position to 644
On 3 Dec BHEL was trading at 278.55. The strike last trading price was 4.15, which was 1.5 higher than the previous day. The implied volatity was 28.41, the open interest changed by -148 which decreased total open position to 614
On 2 Dec BHEL was trading at 285.50. The strike last trading price was 2.45, which was 0.45 higher than the previous day. The implied volatity was 28.69, the open interest changed by 123 which increased total open position to 761
On 1 Dec BHEL was trading at 291.00. The strike last trading price was 1.95, which was -0.25 lower than the previous day. The implied volatity was 29.24, the open interest changed by 18 which increased total open position to 638
On 28 Nov BHEL was trading at 290.85. The strike last trading price was 2.2, which was -0.1 lower than the previous day. The implied volatity was 28.90, the open interest changed by 30 which increased total open position to 620
On 27 Nov BHEL was trading at 290.85. The strike last trading price was 2.2, which was -0.15 lower than the previous day. The implied volatity was 28.75, the open interest changed by -8 which decreased total open position to 591
On 26 Nov BHEL was trading at 289.70. The strike last trading price was 2.2, which was -1.75 lower than the previous day. The implied volatity was 28.01, the open interest changed by 90 which increased total open position to 599
On 25 Nov BHEL was trading at 282.90. The strike last trading price was 3.95, which was -1.65 lower than the previous day. The implied volatity was 28.78, the open interest changed by 94 which increased total open position to 507
On 24 Nov BHEL was trading at 277.90. The strike last trading price was 5.5, which was 1.2 higher than the previous day. The implied volatity was 28.62, the open interest changed by 110 which increased total open position to 412
On 21 Nov BHEL was trading at 282.50. The strike last trading price was 4.3, which was 0.4 higher than the previous day. The implied volatity was 28.46, the open interest changed by 12 which increased total open position to 301
On 20 Nov BHEL was trading at 285.25. The strike last trading price was 3.9, which was 0.4 higher than the previous day. The implied volatity was 29.62, the open interest changed by 73 which increased total open position to 289
On 19 Nov BHEL was trading at 289.20. The strike last trading price was 3.5, which was -0.05 lower than the previous day. The implied volatity was 30.35, the open interest changed by 59 which increased total open position to 216
On 18 Nov BHEL was trading at 289.10. The strike last trading price was 3.5, which was -1 lower than the previous day. The implied volatity was 30.12, the open interest changed by 15 which increased total open position to 138
On 17 Nov BHEL was trading at 285.50. The strike last trading price was 4.5, which was -1.4 lower than the previous day. The implied volatity was 30.44, the open interest changed by 22 which increased total open position to 124
On 14 Nov BHEL was trading at 281.60. The strike last trading price was 5.9, which was 0.2 higher than the previous day. The implied volatity was 31.12, the open interest changed by 18 which increased total open position to 102
On 13 Nov BHEL was trading at 281.50. The strike last trading price was 5.9, which was 1.2 higher than the previous day. The implied volatity was 30.14, the open interest changed by 28 which increased total open position to 85
On 12 Nov BHEL was trading at 287.05. The strike last trading price was 4.8, which was -0.55 lower than the previous day. The implied volatity was 30.95, the open interest changed by 8 which increased total open position to 57
On 11 Nov BHEL was trading at 285.80. The strike last trading price was 5.45, which was -3.1 lower than the previous day. The implied volatity was 31.53, the open interest changed by 5 which increased total open position to 49
On 10 Nov BHEL was trading at 273.35. The strike last trading price was 8.7, which was -4.85 lower than the previous day. The implied volatity was 28.99, the open interest changed by 17 which increased total open position to 43
On 7 Nov BHEL was trading at 263.85. The strike last trading price was 13.55, which was -1.15 lower than the previous day. The implied volatity was 31.33, the open interest changed by 6 which increased total open position to 26
On 6 Nov BHEL was trading at 260.05. The strike last trading price was 14.7, which was 2.2 higher than the previous day. The implied volatity was 28.55, the open interest changed by -1 which decreased total open position to 19
On 4 Nov BHEL was trading at 267.25. The strike last trading price was 12.5, which was -0.7 lower than the previous day. The implied volatity was 31.47, the open interest changed by 1 which increased total open position to 19
On 3 Nov BHEL was trading at 264.95. The strike last trading price was 13.2, which was 0.05 higher than the previous day. The implied volatity was 30.75, the open interest changed by 8 which increased total open position to 17
On 31 Oct BHEL was trading at 265.49. The strike last trading price was 13.45, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 9
On 30 Oct BHEL was trading at 261.29. The strike last trading price was 15.6, which was -24 lower than the previous day. The implied volatity was 31.78, the open interest changed by 7 which increased total open position to 7
On 29 Oct BHEL was trading at 245.39. The strike last trading price was 39.6, 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 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 20 Oct BHEL was trading at 233.76. 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 16 Oct BHEL was trading at 236.17. 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 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































































































































































































































