[--[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 280 CE
Delta: 0.48
Vega: 0.26
Theta: -0.20
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 277.00 6.1 2.4 25.68 8,280 91 1,361
8 Dec 269.70 3.6 -3.9 26.02 3,195 23 1,267
5 Dec 277.75 7.55 0.5 26.60 3,017 222 1,242
4 Dec 275.75 6.9 -1.55 26.92 1,862 256 1,017
3 Dec 278.55 8.5 -4.4 26.96 1,261 252 769
2 Dec 285.50 13.35 -3.3 26.71 216 20 517
1 Dec 291.00 16.85 0.35 28.14 86 5 498
28 Nov 290.85 16.55 -1.05 26.33 95 -5 494
27 Nov 290.85 17.6 1.6 28.59 623 -196 502
26 Nov 289.70 16.55 4.4 25.67 734 -76 700
25 Nov 282.90 12 2.4 26.02 1,329 33 782
24 Nov 277.90 9.4 -3.05 26.62 522 118 746
21 Nov 282.50 12.5 -2.35 26.08 190 51 638
20 Nov 285.25 14.85 -2.5 26.18 66 10 586
19 Nov 289.20 17.5 -0.3 27.09 165 34 576
18 Nov 289.10 18.15 2.1 28.31 231 -83 539
17 Nov 285.50 16.05 2 28.89 363 286 622
14 Nov 281.60 14.35 0.2 28.73 21 2 335
13 Nov 281.50 14 -3.7 28.70 63 -5 334
12 Nov 287.05 17.7 1.2 29.00 65 -11 339
11 Nov 285.80 16.3 6.35 27.49 452 220 349
10 Nov 273.35 9.5 3.8 27.78 86 26 129
7 Nov 263.85 5.7 0.6 25.63 32 7 103
6 Nov 260.05 5.05 -2.85 27.39 52 1 96
4 Nov 267.25 7.9 0.3 27.64 10 2 95
3 Nov 264.95 7.6 -0.2 28.49 12 2 93
31 Oct 265.49 7.65 1.1 - 47 12 90
30 Oct 261.29 6.65 -3 28.00 135 72 72


For Bhel - strike price 280 expiring on 30DEC2025

Delta for 280 CE is 0.48

Historical price for 280 CE is as follows

On 9 Dec BHEL was trading at 277.00. The strike last trading price was 6.1, which was 2.4 higher than the previous day. The implied volatity was 25.68, the open interest changed by 91 which increased total open position to 1361


On 8 Dec BHEL was trading at 269.70. The strike last trading price was 3.6, which was -3.9 lower than the previous day. The implied volatity was 26.02, the open interest changed by 23 which increased total open position to 1267


On 5 Dec BHEL was trading at 277.75. The strike last trading price was 7.55, which was 0.5 higher than the previous day. The implied volatity was 26.60, the open interest changed by 222 which increased total open position to 1242


On 4 Dec BHEL was trading at 275.75. The strike last trading price was 6.9, which was -1.55 lower than the previous day. The implied volatity was 26.92, the open interest changed by 256 which increased total open position to 1017


On 3 Dec BHEL was trading at 278.55. The strike last trading price was 8.5, which was -4.4 lower than the previous day. The implied volatity was 26.96, the open interest changed by 252 which increased total open position to 769


On 2 Dec BHEL was trading at 285.50. The strike last trading price was 13.35, which was -3.3 lower than the previous day. The implied volatity was 26.71, the open interest changed by 20 which increased total open position to 517


On 1 Dec BHEL was trading at 291.00. The strike last trading price was 16.85, which was 0.35 higher than the previous day. The implied volatity was 28.14, the open interest changed by 5 which increased total open position to 498


On 28 Nov BHEL was trading at 290.85. The strike last trading price was 16.55, which was -1.05 lower than the previous day. The implied volatity was 26.33, the open interest changed by -5 which decreased total open position to 494


On 27 Nov BHEL was trading at 290.85. The strike last trading price was 17.6, which was 1.6 higher than the previous day. The implied volatity was 28.59, the open interest changed by -196 which decreased total open position to 502


On 26 Nov BHEL was trading at 289.70. The strike last trading price was 16.55, which was 4.4 higher than the previous day. The implied volatity was 25.67, the open interest changed by -76 which decreased total open position to 700


On 25 Nov BHEL was trading at 282.90. The strike last trading price was 12, which was 2.4 higher than the previous day. The implied volatity was 26.02, the open interest changed by 33 which increased total open position to 782


On 24 Nov BHEL was trading at 277.90. The strike last trading price was 9.4, which was -3.05 lower than the previous day. The implied volatity was 26.62, the open interest changed by 118 which increased total open position to 746


On 21 Nov BHEL was trading at 282.50. The strike last trading price was 12.5, which was -2.35 lower than the previous day. The implied volatity was 26.08, the open interest changed by 51 which increased total open position to 638


On 20 Nov BHEL was trading at 285.25. The strike last trading price was 14.85, which was -2.5 lower than the previous day. The implied volatity was 26.18, the open interest changed by 10 which increased total open position to 586


On 19 Nov BHEL was trading at 289.20. The strike last trading price was 17.5, which was -0.3 lower than the previous day. The implied volatity was 27.09, the open interest changed by 34 which increased total open position to 576


On 18 Nov BHEL was trading at 289.10. The strike last trading price was 18.15, which was 2.1 higher than the previous day. The implied volatity was 28.31, the open interest changed by -83 which decreased total open position to 539


On 17 Nov BHEL was trading at 285.50. The strike last trading price was 16.05, which was 2 higher than the previous day. The implied volatity was 28.89, the open interest changed by 286 which increased total open position to 622


On 14 Nov BHEL was trading at 281.60. The strike last trading price was 14.35, which was 0.2 higher than the previous day. The implied volatity was 28.73, the open interest changed by 2 which increased total open position to 335


On 13 Nov BHEL was trading at 281.50. The strike last trading price was 14, which was -3.7 lower than the previous day. The implied volatity was 28.70, the open interest changed by -5 which decreased total open position to 334


On 12 Nov BHEL was trading at 287.05. The strike last trading price was 17.7, which was 1.2 higher than the previous day. The implied volatity was 29.00, the open interest changed by -11 which decreased total open position to 339


On 11 Nov BHEL was trading at 285.80. The strike last trading price was 16.3, which was 6.35 higher than the previous day. The implied volatity was 27.49, the open interest changed by 220 which increased total open position to 349


On 10 Nov BHEL was trading at 273.35. The strike last trading price was 9.5, which was 3.8 higher than the previous day. The implied volatity was 27.78, the open interest changed by 26 which increased total open position to 129


On 7 Nov BHEL was trading at 263.85. The strike last trading price was 5.7, which was 0.6 higher than the previous day. The implied volatity was 25.63, the open interest changed by 7 which increased total open position to 103


On 6 Nov BHEL was trading at 260.05. The strike last trading price was 5.05, which was -2.85 lower than the previous day. The implied volatity was 27.39, the open interest changed by 1 which increased total open position to 96


On 4 Nov BHEL was trading at 267.25. The strike last trading price was 7.9, which was 0.3 higher than the previous day. The implied volatity was 27.64, the open interest changed by 2 which increased total open position to 95


On 3 Nov BHEL was trading at 264.95. The strike last trading price was 7.6, which was -0.2 lower than the previous day. The implied volatity was 28.49, the open interest changed by 2 which increased total open position to 93


On 31 Oct BHEL was trading at 265.49. The strike last trading price was 7.65, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 90


On 30 Oct BHEL was trading at 261.29. The strike last trading price was 6.65, which was -3 lower than the previous day. The implied volatity was 28.00, the open interest changed by 72 which increased total open position to 72


BHEL 30DEC2025 280 PE
Delta: -0.52
Vega: 0.26
Theta: -0.13
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 277.00 8.1 -4.55 27.59 1,219 66 741
8 Dec 269.70 12.7 4.6 29.25 704 -69 687
5 Dec 277.75 7.95 -1.45 26.82 573 -6 754
4 Dec 275.75 9.35 1.1 27.90 723 -6 758
3 Dec 278.55 8.1 2.55 28.00 1,248 32 763
2 Dec 285.50 5.2 1.1 28.42 712 10 732
1 Dec 291.00 4.1 -0.3 28.57 692 53 722
28 Nov 290.85 4.35 -0.1 27.87 470 48 670
27 Nov 290.85 4.4 -0.25 27.98 1,475 170 625
26 Nov 289.70 4.45 -2.9 27.34 1,470 5 454
25 Nov 282.90 7.4 -2.5 28.62 873 114 451
24 Nov 277.90 9.55 1.6 27.91 485 59 333
21 Nov 282.50 7.7 0.7 27.99 248 23 274
20 Nov 285.25 7.05 0.8 29.47 146 37 248
19 Nov 289.20 6.25 -0.1 29.96 334 12 211
18 Nov 289.10 6.15 -1.5 29.48 157 52 187
17 Nov 285.50 7.8 -1.2 30.33 72 19 135
14 Nov 281.60 8.9 -0.7 29.00 43 0 100
13 Nov 281.50 9.25 1.2 28.78 59 -10 100
12 Nov 287.05 8.05 -0.8 30.85 63 21 99
11 Nov 285.80 9.1 -4.3 31.91 110 62 78
10 Nov 273.35 13.4 -8.6 28.31 11 8 16
7 Nov 263.85 22 4.05 - 0 1 0
6 Nov 260.05 22 4.05 30.38 4 0 7
4 Nov 267.25 17.95 -1.35 31.11 11 0 11
3 Nov 264.95 19.1 -0.35 30.95 2 1 11
31 Oct 265.49 19.35 -2.65 - 5 1 6
30 Oct 261.29 22 -24.95 32.45 5 0 0


For Bhel - strike price 280 expiring on 30DEC2025

Delta for 280 PE is -0.52

Historical price for 280 PE is as follows

On 9 Dec BHEL was trading at 277.00. The strike last trading price was 8.1, which was -4.55 lower than the previous day. The implied volatity was 27.59, the open interest changed by 66 which increased total open position to 741


On 8 Dec BHEL was trading at 269.70. The strike last trading price was 12.7, which was 4.6 higher than the previous day. The implied volatity was 29.25, the open interest changed by -69 which decreased total open position to 687


On 5 Dec BHEL was trading at 277.75. The strike last trading price was 7.95, which was -1.45 lower than the previous day. The implied volatity was 26.82, the open interest changed by -6 which decreased total open position to 754


On 4 Dec BHEL was trading at 275.75. The strike last trading price was 9.35, which was 1.1 higher than the previous day. The implied volatity was 27.90, the open interest changed by -6 which decreased total open position to 758


On 3 Dec BHEL was trading at 278.55. The strike last trading price was 8.1, which was 2.55 higher than the previous day. The implied volatity was 28.00, the open interest changed by 32 which increased total open position to 763


On 2 Dec BHEL was trading at 285.50. The strike last trading price was 5.2, which was 1.1 higher than the previous day. The implied volatity was 28.42, the open interest changed by 10 which increased total open position to 732


On 1 Dec BHEL was trading at 291.00. The strike last trading price was 4.1, which was -0.3 lower than the previous day. The implied volatity was 28.57, the open interest changed by 53 which increased total open position to 722


On 28 Nov BHEL was trading at 290.85. The strike last trading price was 4.35, which was -0.1 lower than the previous day. The implied volatity was 27.87, the open interest changed by 48 which increased total open position to 670


On 27 Nov BHEL was trading at 290.85. The strike last trading price was 4.4, which was -0.25 lower than the previous day. The implied volatity was 27.98, the open interest changed by 170 which increased total open position to 625


On 26 Nov BHEL was trading at 289.70. The strike last trading price was 4.45, which was -2.9 lower than the previous day. The implied volatity was 27.34, the open interest changed by 5 which increased total open position to 454


On 25 Nov BHEL was trading at 282.90. The strike last trading price was 7.4, which was -2.5 lower than the previous day. The implied volatity was 28.62, the open interest changed by 114 which increased total open position to 451


On 24 Nov BHEL was trading at 277.90. The strike last trading price was 9.55, which was 1.6 higher than the previous day. The implied volatity was 27.91, the open interest changed by 59 which increased total open position to 333


On 21 Nov BHEL was trading at 282.50. The strike last trading price was 7.7, which was 0.7 higher than the previous day. The implied volatity was 27.99, the open interest changed by 23 which increased total open position to 274


On 20 Nov BHEL was trading at 285.25. The strike last trading price was 7.05, which was 0.8 higher than the previous day. The implied volatity was 29.47, the open interest changed by 37 which increased total open position to 248


On 19 Nov BHEL was trading at 289.20. The strike last trading price was 6.25, which was -0.1 lower than the previous day. The implied volatity was 29.96, the open interest changed by 12 which increased total open position to 211


On 18 Nov BHEL was trading at 289.10. The strike last trading price was 6.15, which was -1.5 lower than the previous day. The implied volatity was 29.48, the open interest changed by 52 which increased total open position to 187


On 17 Nov BHEL was trading at 285.50. The strike last trading price was 7.8, which was -1.2 lower than the previous day. The implied volatity was 30.33, the open interest changed by 19 which increased total open position to 135


On 14 Nov BHEL was trading at 281.60. The strike last trading price was 8.9, which was -0.7 lower than the previous day. The implied volatity was 29.00, the open interest changed by 0 which decreased total open position to 100


On 13 Nov BHEL was trading at 281.50. The strike last trading price was 9.25, which was 1.2 higher than the previous day. The implied volatity was 28.78, the open interest changed by -10 which decreased total open position to 100


On 12 Nov BHEL was trading at 287.05. The strike last trading price was 8.05, which was -0.8 lower than the previous day. The implied volatity was 30.85, the open interest changed by 21 which increased total open position to 99


On 11 Nov BHEL was trading at 285.80. The strike last trading price was 9.1, which was -4.3 lower than the previous day. The implied volatity was 31.91, the open interest changed by 62 which increased total open position to 78


On 10 Nov BHEL was trading at 273.35. The strike last trading price was 13.4, which was -8.6 lower than the previous day. The implied volatity was 28.31, the open interest changed by 8 which increased total open position to 16


On 7 Nov BHEL was trading at 263.85. The strike last trading price was 22, which was 4.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 6 Nov BHEL was trading at 260.05. The strike last trading price was 22, which was 4.05 higher than the previous day. The implied volatity was 30.38, the open interest changed by 0 which decreased total open position to 7


On 4 Nov BHEL was trading at 267.25. The strike last trading price was 17.95, which was -1.35 lower than the previous day. The implied volatity was 31.11, the open interest changed by 0 which decreased total open position to 11


On 3 Nov BHEL was trading at 264.95. The strike last trading price was 19.1, which was -0.35 lower than the previous day. The implied volatity was 30.95, the open interest changed by 1 which increased total open position to 11


On 31 Oct BHEL was trading at 265.49. The strike last trading price was 19.35, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6


On 30 Oct BHEL was trading at 261.29. The strike last trading price was 22, which was -24.95 lower than the previous day. The implied volatity was 32.45, the open interest changed by 0 which decreased total open position to 0