BHEL
Bhel
Historical option data for BHEL
05 Dec 2025 04:11 PM IST
| BHEL 30-DEC-2025 275 CE | ||||||||||||||||
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Delta: 0.61
Vega: 0.28
Theta: -0.19
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 277.75 | 10.1 | 0.6 | 26.30 | 1,515 | 109 | 302 | |||||||||
| 4 Dec | 275.75 | 9.5 | -1.7 | 27.46 | 567 | 50 | 200 | |||||||||
| 3 Dec | 278.55 | 11.4 | -4.7 | 27.58 | 141 | 11 | 149 | |||||||||
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| 2 Dec | 285.50 | 16.65 | -4.45 | 26.21 | 40 | -26 | 138 | |||||||||
| 1 Dec | 291.00 | 21.1 | 1.15 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 290.85 | 21.1 | 1.15 | - | 0 | -4 | 0 | |||||||||
| 27 Nov | 290.85 | 21.1 | 1.15 | 28.26 | 11 | -4 | 164 | |||||||||
| 26 Nov | 289.70 | 19.95 | 4.5 | 24.61 | 120 | 85 | 169 | |||||||||
| 25 Nov | 282.90 | 15.2 | 3.5 | 26.40 | 78 | 11 | 83 | |||||||||
| 24 Nov | 277.90 | 12.2 | -2.85 | 27.13 | 39 | 20 | 71 | |||||||||
| 21 Nov | 282.50 | 15.05 | -4.25 | 24.57 | 34 | 12 | 51 | |||||||||
| 20 Nov | 285.25 | 19.3 | -0.7 | 29.82 | 1 | 0 | 39 | |||||||||
| 19 Nov | 289.20 | 20 | -0.75 | 23.75 | 1 | 0 | 38 | |||||||||
| 18 Nov | 289.10 | 21.2 | 1.65 | 27.10 | 19 | 12 | 38 | |||||||||
| 17 Nov | 285.50 | 19.55 | 1.65 | 29.90 | 6 | 0 | 24 | |||||||||
| 14 Nov | 281.60 | 17.9 | 0.9 | 30.44 | 1 | 0 | 24 | |||||||||
| 13 Nov | 281.50 | 17 | -3.85 | 29.07 | 7 | -1 | 24 | |||||||||
| 12 Nov | 287.05 | 20.85 | 0.9 | 28.85 | 6 | 1 | 25 | |||||||||
| 11 Nov | 285.80 | 19.95 | 7.7 | 28.87 | 47 | 22 | 25 | |||||||||
| 10 Nov | 273.35 | 12.2 | 6.2 | 28.83 | 2 | 1 | 3 | |||||||||
| 7 Nov | 263.85 | 6 | -3.6 | 22.05 | 1 | 0 | 1 | |||||||||
| 6 Nov | 260.05 | 9.6 | -1.2 | - | 0 | 1 | 0 | |||||||||
| 4 Nov | 267.25 | 9.6 | -1.2 | 27.04 | 1 | 0 | 0 | |||||||||
| 3 Nov | 264.95 | 10.8 | 0 | 1.79 | 0 | 0 | 0 | |||||||||
| 31 Oct | 265.49 | 10.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 261.29 | 10.8 | 0 | 2.44 | 0 | 0 | 0 | |||||||||
For Bhel - strike price 275 expiring on 30DEC2025
Delta for 275 CE is 0.61
Historical price for 275 CE is as follows
On 5 Dec BHEL was trading at 277.75. The strike last trading price was 10.1, which was 0.6 higher than the previous day. The implied volatity was 26.30, the open interest changed by 109 which increased total open position to 302
On 4 Dec BHEL was trading at 275.75. The strike last trading price was 9.5, which was -1.7 lower than the previous day. The implied volatity was 27.46, the open interest changed by 50 which increased total open position to 200
On 3 Dec BHEL was trading at 278.55. The strike last trading price was 11.4, which was -4.7 lower than the previous day. The implied volatity was 27.58, the open interest changed by 11 which increased total open position to 149
On 2 Dec BHEL was trading at 285.50. The strike last trading price was 16.65, which was -4.45 lower than the previous day. The implied volatity was 26.21, the open interest changed by -26 which decreased total open position to 138
On 1 Dec BHEL was trading at 291.00. The strike last trading price was 21.1, which was 1.15 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 21.1, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 27 Nov BHEL was trading at 290.85. The strike last trading price was 21.1, which was 1.15 higher than the previous day. The implied volatity was 28.26, the open interest changed by -4 which decreased total open position to 164
On 26 Nov BHEL was trading at 289.70. The strike last trading price was 19.95, which was 4.5 higher than the previous day. The implied volatity was 24.61, the open interest changed by 85 which increased total open position to 169
On 25 Nov BHEL was trading at 282.90. The strike last trading price was 15.2, which was 3.5 higher than the previous day. The implied volatity was 26.40, the open interest changed by 11 which increased total open position to 83
On 24 Nov BHEL was trading at 277.90. The strike last trading price was 12.2, which was -2.85 lower than the previous day. The implied volatity was 27.13, the open interest changed by 20 which increased total open position to 71
On 21 Nov BHEL was trading at 282.50. The strike last trading price was 15.05, which was -4.25 lower than the previous day. The implied volatity was 24.57, the open interest changed by 12 which increased total open position to 51
On 20 Nov BHEL was trading at 285.25. The strike last trading price was 19.3, which was -0.7 lower than the previous day. The implied volatity was 29.82, the open interest changed by 0 which decreased total open position to 39
On 19 Nov BHEL was trading at 289.20. The strike last trading price was 20, which was -0.75 lower than the previous day. The implied volatity was 23.75, the open interest changed by 0 which decreased total open position to 38
On 18 Nov BHEL was trading at 289.10. The strike last trading price was 21.2, which was 1.65 higher than the previous day. The implied volatity was 27.10, the open interest changed by 12 which increased total open position to 38
On 17 Nov BHEL was trading at 285.50. The strike last trading price was 19.55, which was 1.65 higher than the previous day. The implied volatity was 29.90, the open interest changed by 0 which decreased total open position to 24
On 14 Nov BHEL was trading at 281.60. The strike last trading price was 17.9, which was 0.9 higher than the previous day. The implied volatity was 30.44, the open interest changed by 0 which decreased total open position to 24
On 13 Nov BHEL was trading at 281.50. The strike last trading price was 17, which was -3.85 lower than the previous day. The implied volatity was 29.07, the open interest changed by -1 which decreased total open position to 24
On 12 Nov BHEL was trading at 287.05. The strike last trading price was 20.85, which was 0.9 higher than the previous day. The implied volatity was 28.85, the open interest changed by 1 which increased total open position to 25
On 11 Nov BHEL was trading at 285.80. The strike last trading price was 19.95, which was 7.7 higher than the previous day. The implied volatity was 28.87, the open interest changed by 22 which increased total open position to 25
On 10 Nov BHEL was trading at 273.35. The strike last trading price was 12.2, which was 6.2 higher than the previous day. The implied volatity was 28.83, the open interest changed by 1 which increased total open position to 3
On 7 Nov BHEL was trading at 263.85. The strike last trading price was 6, which was -3.6 lower than the previous day. The implied volatity was 22.05, the open interest changed by 0 which decreased total open position to 1
On 6 Nov BHEL was trading at 260.05. The strike last trading price was 9.6, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Nov BHEL was trading at 267.25. The strike last trading price was 9.6, which was -1.2 lower than the previous day. The implied volatity was 27.04, the open interest changed by 0 which decreased total open position to 0
On 3 Nov BHEL was trading at 264.95. The strike last trading price was 10.8, which was 0 lower than the previous day. The implied volatity was 1.79, the open interest changed by 0 which decreased total open position to 0
On 31 Oct BHEL was trading at 265.49. The strike last trading price was 10.8, 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 30 Oct BHEL was trading at 261.29. The strike last trading price was 10.8, which was 0 lower than the previous day. The implied volatity was 2.44, the open interest changed by 0 which decreased total open position to 0
| BHEL 30DEC2025 275 PE | |||||||
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Delta: -0.39
Vega: 0.28
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 277.75 | 5.65 | -1.2 | 26.94 | 924 | -6 | 484 |
| 4 Dec | 275.75 | 6.6 | 0.5 | 27.12 | 733 | 47 | 501 |
| 3 Dec | 278.55 | 6.1 | 2.1 | 28.89 | 723 | 18 | 453 |
| 2 Dec | 285.50 | 3.65 | 0.75 | 28.60 | 281 | -25 | 434 |
| 1 Dec | 291.00 | 2.8 | -0.3 | 28.60 | 271 | 74 | 459 |
| 28 Nov | 290.85 | 3.1 | -0.1 | 28.27 | 166 | 8 | 386 |
| 27 Nov | 290.85 | 3.15 | -0.15 | 28.36 | 341 | 25 | 380 |
| 26 Nov | 289.70 | 3.1 | -2.35 | 27.40 | 865 | 92 | 358 |
| 25 Nov | 282.90 | 5.5 | -2.05 | 28.73 | 805 | 101 | 266 |
| 24 Nov | 277.90 | 7.35 | 1.5 | 28.32 | 198 | 33 | 165 |
| 21 Nov | 282.50 | 5.8 | 0.45 | 28.15 | 63 | 5 | 132 |
| 20 Nov | 285.25 | 5.2 | 0.45 | 29.20 | 52 | 5 | 127 |
| 19 Nov | 289.20 | 4.75 | -0.2 | 30.22 | 106 | 20 | 114 |
| 18 Nov | 289.10 | 4.9 | -1.05 | 30.48 | 29 | 4 | 94 |
| 17 Nov | 285.50 | 6 | -1 | 30.40 | 103 | 62 | 89 |
| 14 Nov | 281.60 | 7 | -0.7 | 29.33 | 16 | 7 | 26 |
| 13 Nov | 281.50 | 7.8 | 2.3 | 30.45 | 23 | -10 | 20 |
| 12 Nov | 287.05 | 5.5 | -1.35 | 28.69 | 16 | -4 | 29 |
| 11 Nov | 285.80 | 6.85 | -4.15 | 30.97 | 40 | 26 | 31 |
| 10 Nov | 273.35 | 11 | -11.4 | 28.93 | 2 | 0 | 3 |
| 7 Nov | 263.85 | 22.4 | -20.8 | - | 0 | 0 | 0 |
| 6 Nov | 260.05 | 22.4 | -20.8 | - | 0 | 0 | 0 |
| 4 Nov | 267.25 | 22.4 | -20.8 | - | 0 | 0 | 0 |
| 3 Nov | 264.95 | 22.4 | -20.8 | - | 0 | 0 | 0 |
| 31 Oct | 265.49 | 22.4 | -20.8 | - | 0 | 3 | 0 |
| 30 Oct | 261.29 | 22.4 | -20.8 | 40.94 | 3 | 0 | 0 |
For Bhel - strike price 275 expiring on 30DEC2025
Delta for 275 PE is -0.39
Historical price for 275 PE is as follows
On 5 Dec BHEL was trading at 277.75. The strike last trading price was 5.65, which was -1.2 lower than the previous day. The implied volatity was 26.94, the open interest changed by -6 which decreased total open position to 484
On 4 Dec BHEL was trading at 275.75. The strike last trading price was 6.6, which was 0.5 higher than the previous day. The implied volatity was 27.12, the open interest changed by 47 which increased total open position to 501
On 3 Dec BHEL was trading at 278.55. The strike last trading price was 6.1, which was 2.1 higher than the previous day. The implied volatity was 28.89, the open interest changed by 18 which increased total open position to 453
On 2 Dec BHEL was trading at 285.50. The strike last trading price was 3.65, which was 0.75 higher than the previous day. The implied volatity was 28.60, the open interest changed by -25 which decreased total open position to 434
On 1 Dec BHEL was trading at 291.00. The strike last trading price was 2.8, which was -0.3 lower than the previous day. The implied volatity was 28.60, the open interest changed by 74 which increased total open position to 459
On 28 Nov BHEL was trading at 290.85. The strike last trading price was 3.1, which was -0.1 lower than the previous day. The implied volatity was 28.27, the open interest changed by 8 which increased total open position to 386
On 27 Nov BHEL was trading at 290.85. The strike last trading price was 3.15, which was -0.15 lower than the previous day. The implied volatity was 28.36, the open interest changed by 25 which increased total open position to 380
On 26 Nov BHEL was trading at 289.70. The strike last trading price was 3.1, which was -2.35 lower than the previous day. The implied volatity was 27.40, the open interest changed by 92 which increased total open position to 358
On 25 Nov BHEL was trading at 282.90. The strike last trading price was 5.5, which was -2.05 lower than the previous day. The implied volatity was 28.73, the open interest changed by 101 which increased total open position to 266
On 24 Nov BHEL was trading at 277.90. The strike last trading price was 7.35, which was 1.5 higher than the previous day. The implied volatity was 28.32, the open interest changed by 33 which increased total open position to 165
On 21 Nov BHEL was trading at 282.50. The strike last trading price was 5.8, which was 0.45 higher than the previous day. The implied volatity was 28.15, the open interest changed by 5 which increased total open position to 132
On 20 Nov BHEL was trading at 285.25. The strike last trading price was 5.2, which was 0.45 higher than the previous day. The implied volatity was 29.20, the open interest changed by 5 which increased total open position to 127
On 19 Nov BHEL was trading at 289.20. The strike last trading price was 4.75, which was -0.2 lower than the previous day. The implied volatity was 30.22, the open interest changed by 20 which increased total open position to 114
On 18 Nov BHEL was trading at 289.10. The strike last trading price was 4.9, which was -1.05 lower than the previous day. The implied volatity was 30.48, the open interest changed by 4 which increased total open position to 94
On 17 Nov BHEL was trading at 285.50. The strike last trading price was 6, which was -1 lower than the previous day. The implied volatity was 30.40, the open interest changed by 62 which increased total open position to 89
On 14 Nov BHEL was trading at 281.60. The strike last trading price was 7, which was -0.7 lower than the previous day. The implied volatity was 29.33, the open interest changed by 7 which increased total open position to 26
On 13 Nov BHEL was trading at 281.50. The strike last trading price was 7.8, which was 2.3 higher than the previous day. The implied volatity was 30.45, the open interest changed by -10 which decreased total open position to 20
On 12 Nov BHEL was trading at 287.05. The strike last trading price was 5.5, which was -1.35 lower than the previous day. The implied volatity was 28.69, the open interest changed by -4 which decreased total open position to 29
On 11 Nov BHEL was trading at 285.80. The strike last trading price was 6.85, which was -4.15 lower than the previous day. The implied volatity was 30.97, the open interest changed by 26 which increased total open position to 31
On 10 Nov BHEL was trading at 273.35. The strike last trading price was 11, which was -11.4 lower than the previous day. The implied volatity was 28.93, the open interest changed by 0 which decreased total open position to 3
On 7 Nov BHEL was trading at 263.85. The strike last trading price was 22.4, which was -20.8 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 22.4, which was -20.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BHEL was trading at 267.25. The strike last trading price was 22.4, which was -20.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Nov BHEL was trading at 264.95. The strike last trading price was 22.4, which was -20.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct BHEL was trading at 265.49. The strike last trading price was 22.4, which was -20.8 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 30 Oct BHEL was trading at 261.29. The strike last trading price was 22.4, which was -20.8 lower than the previous day. The implied volatity was 40.94, the open interest changed by 0 which decreased total open position to 0































































































































































































































