BHEL
Bhel
Historical option data for BHEL
09 Dec 2025 04:12 PM IST
| BHEL 30-DEC-2025 280 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 0.26
Theta: -0.20
Gamma: 0.02
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 0.26
Theta: -0.13
Gamma: 0.02
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| 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































































































































































































































