BHEL
Bhel
Historical option data for BHEL
24 Dec 2025 04:11 PM IST
| BHEL 27-JAN-2026 280 CE | ||||||||||||||||
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Delta: 0.53
Vega: 0.34
Theta: -0.18
Gamma: 0.02
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.47
Vega: 0.34
Theta: -0.11
Gamma: 0.02
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| 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































































































































































































































