[--[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 270 CE
Delta: 0.71
Vega: 0.23
Theta: -0.19
Gamma: 0.02
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
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
Delta: -0.31
Vega: 0.23
Theta: -0.13
Gamma: 0.02
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