[--[65.84.65.76]--]

BHEL

Bhel
277.75 +2.00 (0.73%)
L: 273.1 H: 279.5

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Historical option data for BHEL

05 Dec 2025 04:11 PM IST
BHEL 30-DEC-2025 275 CE
Delta: 0.61
Vega: 0.28
Theta: -0.19
Gamma: 0.02
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
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
Delta: -0.39
Vega: 0.28
Theta: -0.12
Gamma: 0.02
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