[--[65.84.65.76]--]

BHEL

Bhel
278.2 -3.70 (-1.31%)
L: 277.75 H: 285.5

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Historical option data for BHEL

24 Dec 2025 04:11 PM IST
BHEL 27-JAN-2026 280 CE
Delta: 0.53
Vega: 0.34
Theta: -0.18
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 278.20 10 -2.6 28.69 319 27 448
23 Dec 281.90 12.5 -0.1 29.62 404 139 419
22 Dec 281.85 12.5 2.95 29.00 490 48 280
19 Dec 275.75 8.95 -0.35 26.78 132 -1 233
18 Dec 275.05 9.4 -1.75 28.39 238 160 234
17 Dec 277.85 11.15 -0.45 29.95 79 16 72
16 Dec 279.35 11.3 -3.3 27.83 70 10 55
15 Dec 282.60 14.55 -1.4 30.02 19 12 46
12 Dec 285.15 15.95 5.05 29.06 39 6 33
11 Dec 276.50 10.9 0.35 27.51 12 -1 27
10 Dec 275.00 10.55 -0.95 28.74 19 -11 28
9 Dec 277.00 11.2 2.85 26.92 47 17 39
8 Dec 269.70 8.6 -3.7 28.36 27 12 21
5 Dec 277.75 12.3 0.55 27.06 4 3 8
4 Dec 275.75 11.75 -0.75 27.75 4 0 3
3 Dec 278.55 12.5 3.8 25.69 3 0 0
2 Dec 285.50 8.7 0 - 0 0 0
1 Dec 291.00 8.7 0 - 0 0 0
28 Nov 290.85 8.7 0 - 0 0 0
27 Nov 290.85 8.7 0 - 0 0 0
26 Nov 289.70 8.7 0 - 0 0 0
25 Nov 282.90 8.7 0 - 0 0 0
24 Nov 277.90 8.7 0 - 0 0 0
21 Nov 282.50 8.7 0 - 0 0 0
20 Nov 285.25 8.7 0 - 0 0 0
19 Nov 289.20 8.7 0 - 0 0 0
18 Nov 289.10 8.7 0 - 0 0 0
17 Nov 285.50 8.7 0 - 0 0 0
14 Nov 281.60 8.7 0 - 0 0 0
11 Nov 285.80 8.7 0 - 0 0 0
10 Nov 273.35 8.7 0 0.50 0 0 0
7 Nov 263.85 8.7 0 2.32 0 0 0
6 Nov 260.05 8.7 0 - 0 0 0
4 Nov 267.25 8.7 0 1.56 0 0 0
3 Nov 264.95 8.7 0 1.99 0 0 0
31 Oct 265.49 8.7 0 - 0 0 0
30 Oct 261.29 8.7 0 - 0 0 0


For Bhel - strike price 280 expiring on 27JAN2026

Delta for 280 CE is 0.53

Historical price for 280 CE is as follows

On 24 Dec BHEL was trading at 278.20. The strike last trading price was 10, which was -2.6 lower than the previous day. The implied volatity was 28.69, the open interest changed by 27 which increased total open position to 448


On 23 Dec BHEL was trading at 281.90. The strike last trading price was 12.5, which was -0.1 lower than the previous day. The implied volatity was 29.62, the open interest changed by 139 which increased total open position to 419


On 22 Dec BHEL was trading at 281.85. The strike last trading price was 12.5, which was 2.95 higher than the previous day. The implied volatity was 29.00, the open interest changed by 48 which increased total open position to 280


On 19 Dec BHEL was trading at 275.75. The strike last trading price was 8.95, which was -0.35 lower than the previous day. The implied volatity was 26.78, the open interest changed by -1 which decreased total open position to 233


On 18 Dec BHEL was trading at 275.05. The strike last trading price was 9.4, which was -1.75 lower than the previous day. The implied volatity was 28.39, the open interest changed by 160 which increased total open position to 234


On 17 Dec BHEL was trading at 277.85. The strike last trading price was 11.15, which was -0.45 lower than the previous day. The implied volatity was 29.95, the open interest changed by 16 which increased total open position to 72


On 16 Dec BHEL was trading at 279.35. The strike last trading price was 11.3, which was -3.3 lower than the previous day. The implied volatity was 27.83, the open interest changed by 10 which increased total open position to 55


On 15 Dec BHEL was trading at 282.60. The strike last trading price was 14.55, which was -1.4 lower than the previous day. The implied volatity was 30.02, the open interest changed by 12 which increased total open position to 46


On 12 Dec BHEL was trading at 285.15. The strike last trading price was 15.95, which was 5.05 higher than the previous day. The implied volatity was 29.06, the open interest changed by 6 which increased total open position to 33


On 11 Dec BHEL was trading at 276.50. The strike last trading price was 10.9, which was 0.35 higher than the previous day. The implied volatity was 27.51, the open interest changed by -1 which decreased total open position to 27


On 10 Dec BHEL was trading at 275.00. The strike last trading price was 10.55, which was -0.95 lower than the previous day. The implied volatity was 28.74, the open interest changed by -11 which decreased total open position to 28


On 9 Dec BHEL was trading at 277.00. The strike last trading price was 11.2, which was 2.85 higher than the previous day. The implied volatity was 26.92, the open interest changed by 17 which increased total open position to 39


On 8 Dec BHEL was trading at 269.70. The strike last trading price was 8.6, which was -3.7 lower than the previous day. The implied volatity was 28.36, the open interest changed by 12 which increased total open position to 21


On 5 Dec BHEL was trading at 277.75. The strike last trading price was 12.3, which was 0.55 higher than the previous day. The implied volatity was 27.06, the open interest changed by 3 which increased total open position to 8


On 4 Dec BHEL was trading at 275.75. The strike last trading price was 11.75, which was -0.75 lower than the previous day. The implied volatity was 27.75, the open interest changed by 0 which decreased total open position to 3


On 3 Dec BHEL was trading at 278.55. The strike last trading price was 12.5, which was 3.8 higher than the previous day. The implied volatity was 25.69, the open interest changed by 0 which decreased total open position to 0


On 2 Dec BHEL was trading at 285.50. The strike last trading price was 8.7, 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 1 Dec BHEL was trading at 291.00. The strike last trading price was 8.7, 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 Nov BHEL was trading at 290.85. The strike last trading price was 8.7, 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 27 Nov BHEL was trading at 290.85. The strike last trading price was 8.7, 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 26 Nov BHEL was trading at 289.70. The strike last trading price was 8.7, 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 25 Nov BHEL was trading at 282.90. The strike last trading price was 8.7, 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 24 Nov BHEL was trading at 277.90. The strike last trading price was 8.7, 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 21 Nov BHEL was trading at 282.50. The strike last trading price was 8.7, 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 Nov BHEL was trading at 285.25. The strike last trading price was 8.7, 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 19 Nov BHEL was trading at 289.20. The strike last trading price was 8.7, 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 18 Nov BHEL was trading at 289.10. The strike last trading price was 8.7, 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 17 Nov BHEL was trading at 285.50. The strike last trading price was 8.7, 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 14 Nov BHEL was trading at 281.60. The strike last trading price was 8.7, 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 11 Nov BHEL was trading at 285.80. The strike last trading price was 8.7, 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 10 Nov BHEL was trading at 273.35. The strike last trading price was 8.7, which was 0 lower than the previous day. The implied volatity was 0.50, the open interest changed by 0 which decreased total open position to 0


On 7 Nov BHEL was trading at 263.85. The strike last trading price was 8.7, which was 0 lower than the previous day. The implied volatity was 2.32, 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 8.7, 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 4 Nov BHEL was trading at 267.25. The strike last trading price was 8.7, which was 0 lower than the previous day. The implied volatity was 1.56, 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 8.7, which was 0 lower than the previous day. The implied volatity was 1.99, 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 8.7, 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 8.7, 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


BHEL 27JAN2026 280 PE
Delta: -0.47
Vega: 0.34
Theta: -0.11
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 278.20 9.6 1.5 29.27 219 43 267
23 Dec 281.90 8.2 0 29.54 160 74 223
22 Dec 281.85 8.2 -2.35 29.28 125 83 148
19 Dec 275.75 10.65 -1.1 27.54 17 10 65
18 Dec 275.05 11.75 0.95 29.50 7 3 54
17 Dec 277.85 10.8 0.9 29.35 5 -3 49
16 Dec 279.35 10.1 1.8 29.04 22 8 52
15 Dec 282.60 8.5 0.9 29.04 19 10 44
12 Dec 285.15 7.75 -3.45 28.42 56 14 33
11 Dec 276.50 11.2 -0.05 - 0 0 19
10 Dec 275.00 11.2 -0.05 - 0 0 19
9 Dec 277.00 11.2 -0.05 28.49 5 0 18
8 Dec 269.70 11.25 -0.35 - 0 0 18
5 Dec 277.75 11.25 -0.35 28.82 1 0 17
4 Dec 275.75 11.6 0.55 27.43 1 0 16
3 Dec 278.55 10.8 2.3 28.35 5 3 16
2 Dec 285.50 8.5 2.15 30.04 1 0 12
1 Dec 291.00 6.35 -0.55 28.02 1 0 12
28 Nov 290.85 6.9 0.4 28.59 6 0 12
27 Nov 290.85 6.5 -2 27.45 5 -2 13
26 Nov 289.70 8.5 -4.3 31.66 2 1 14
25 Nov 282.90 12.8 2 - 0 4 0
24 Nov 277.90 12.8 2 30.29 5 3 12
21 Nov 282.50 10.8 0.9 29.99 2 0 7
20 Nov 285.25 9.9 1.3 30.64 5 2 4
19 Nov 289.20 8.6 -38.5 - 2 0 0
18 Nov 289.10 47.1 0 3.57 0 0 0
17 Nov 285.50 47.1 0 2.70 0 0 0
14 Nov 281.60 47.1 0 1.89 0 0 0
11 Nov 285.80 47.1 0 2.54 0 0 0
10 Nov 273.35 47.1 0 - 0 0 0
7 Nov 263.85 47.1 0 - 0 0 0
6 Nov 260.05 47.1 0 - 0 0 0
4 Nov 267.25 47.1 0 - 0 0 0
3 Nov 264.95 47.1 0 - 0 0 0
31 Oct 265.49 47.1 0 - 0 0 0
30 Oct 261.29 47.1 0 - 0 0 0


For Bhel - strike price 280 expiring on 27JAN2026

Delta for 280 PE is -0.47

Historical price for 280 PE is as follows

On 24 Dec BHEL was trading at 278.20. The strike last trading price was 9.6, which was 1.5 higher than the previous day. The implied volatity was 29.27, the open interest changed by 43 which increased total open position to 267


On 23 Dec BHEL was trading at 281.90. The strike last trading price was 8.2, which was 0 lower than the previous day. The implied volatity was 29.54, the open interest changed by 74 which increased total open position to 223


On 22 Dec BHEL was trading at 281.85. The strike last trading price was 8.2, which was -2.35 lower than the previous day. The implied volatity was 29.28, the open interest changed by 83 which increased total open position to 148


On 19 Dec BHEL was trading at 275.75. The strike last trading price was 10.65, which was -1.1 lower than the previous day. The implied volatity was 27.54, the open interest changed by 10 which increased total open position to 65


On 18 Dec BHEL was trading at 275.05. The strike last trading price was 11.75, which was 0.95 higher than the previous day. The implied volatity was 29.50, the open interest changed by 3 which increased total open position to 54


On 17 Dec BHEL was trading at 277.85. The strike last trading price was 10.8, which was 0.9 higher than the previous day. The implied volatity was 29.35, the open interest changed by -3 which decreased total open position to 49


On 16 Dec BHEL was trading at 279.35. The strike last trading price was 10.1, which was 1.8 higher than the previous day. The implied volatity was 29.04, the open interest changed by 8 which increased total open position to 52


On 15 Dec BHEL was trading at 282.60. The strike last trading price was 8.5, which was 0.9 higher than the previous day. The implied volatity was 29.04, the open interest changed by 10 which increased total open position to 44


On 12 Dec BHEL was trading at 285.15. The strike last trading price was 7.75, which was -3.45 lower than the previous day. The implied volatity was 28.42, the open interest changed by 14 which increased total open position to 33


On 11 Dec BHEL was trading at 276.50. The strike last trading price was 11.2, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 10 Dec BHEL was trading at 275.00. The strike last trading price was 11.2, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 9 Dec BHEL was trading at 277.00. The strike last trading price was 11.2, which was -0.05 lower than the previous day. The implied volatity was 28.49, the open interest changed by 0 which decreased total open position to 18


On 8 Dec BHEL was trading at 269.70. The strike last trading price was 11.25, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18


On 5 Dec BHEL was trading at 277.75. The strike last trading price was 11.25, which was -0.35 lower than the previous day. The implied volatity was 28.82, the open interest changed by 0 which decreased total open position to 17


On 4 Dec BHEL was trading at 275.75. The strike last trading price was 11.6, which was 0.55 higher than the previous day. The implied volatity was 27.43, the open interest changed by 0 which decreased total open position to 16


On 3 Dec BHEL was trading at 278.55. The strike last trading price was 10.8, which was 2.3 higher than the previous day. The implied volatity was 28.35, the open interest changed by 3 which increased total open position to 16


On 2 Dec BHEL was trading at 285.50. The strike last trading price was 8.5, which was 2.15 higher than the previous day. The implied volatity was 30.04, the open interest changed by 0 which decreased total open position to 12


On 1 Dec BHEL was trading at 291.00. The strike last trading price was 6.35, which was -0.55 lower than the previous day. The implied volatity was 28.02, the open interest changed by 0 which decreased total open position to 12


On 28 Nov BHEL was trading at 290.85. The strike last trading price was 6.9, which was 0.4 higher than the previous day. The implied volatity was 28.59, the open interest changed by 0 which decreased total open position to 12


On 27 Nov BHEL was trading at 290.85. The strike last trading price was 6.5, which was -2 lower than the previous day. The implied volatity was 27.45, the open interest changed by -2 which decreased total open position to 13


On 26 Nov BHEL was trading at 289.70. The strike last trading price was 8.5, which was -4.3 lower than the previous day. The implied volatity was 31.66, the open interest changed by 1 which increased total open position to 14


On 25 Nov BHEL was trading at 282.90. The strike last trading price was 12.8, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 24 Nov BHEL was trading at 277.90. The strike last trading price was 12.8, which was 2 higher than the previous day. The implied volatity was 30.29, the open interest changed by 3 which increased total open position to 12


On 21 Nov BHEL was trading at 282.50. The strike last trading price was 10.8, which was 0.9 higher than the previous day. The implied volatity was 29.99, the open interest changed by 0 which decreased total open position to 7


On 20 Nov BHEL was trading at 285.25. The strike last trading price was 9.9, which was 1.3 higher than the previous day. The implied volatity was 30.64, the open interest changed by 2 which increased total open position to 4


On 19 Nov BHEL was trading at 289.20. The strike last trading price was 8.6, which was -38.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov BHEL was trading at 289.10. The strike last trading price was 47.1, which was 0 lower than the previous day. The implied volatity was 3.57, the open interest changed by 0 which decreased total open position to 0


On 17 Nov BHEL was trading at 285.50. The strike last trading price was 47.1, which was 0 lower than the previous day. The implied volatity was 2.70, the open interest changed by 0 which decreased total open position to 0


On 14 Nov BHEL was trading at 281.60. The strike last trading price was 47.1, which was 0 lower than the previous day. The implied volatity was 1.89, the open interest changed by 0 which decreased total open position to 0


On 11 Nov BHEL was trading at 285.80. The strike last trading price was 47.1, which was 0 lower than the previous day. The implied volatity was 2.54, the open interest changed by 0 which decreased total open position to 0


On 10 Nov BHEL was trading at 273.35. The strike last trading price was 47.1, 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 7 Nov BHEL was trading at 263.85. The strike last trading price was 47.1, 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 6 Nov BHEL was trading at 260.05. The strike last trading price was 47.1, 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 4 Nov BHEL was trading at 267.25. The strike last trading price was 47.1, 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 Nov BHEL was trading at 264.95. The strike last trading price was 47.1, 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 31 Oct BHEL was trading at 265.49. The strike last trading price was 47.1, 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 30 Oct BHEL was trading at 261.29. The strike last trading price was 47.1, 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