[--[65.84.65.76]--]

BHEL

Bhel
277 +7.30 (2.71%)
L: 268.9 H: 280.55

Back to Option Chain


Historical option data for BHEL

09 Dec 2025 04:12 PM IST
BHEL 30-DEC-2025 282.5 CE
Delta: 0.42
Vega: 0.26
Theta: -0.19
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 277.00 5.05 2.05 25.70 1,020 67 314
8 Dec 269.70 2.95 -3.4 26.25 251 60 250
5 Dec 277.75 6.45 0.4 26.70 390 45 196
4 Dec 275.75 6.15 -1.1 27.84 176 15 150
3 Dec 278.55 7.55 -3.8 27.72 305 56 135
2 Dec 285.50 11.7 -3.1 26.38 34 5 79
1 Dec 291.00 14.7 -0.7 26.55 11 -7 74
28 Nov 290.85 15.4 -0.65 28.10 43 4 81
27 Nov 290.85 16.05 1.8 28.94 74 -8 77
26 Nov 289.70 14.6 3.8 24.83 307 -50 86
25 Nov 282.90 10.8 2.4 26.56 644 24 135
24 Nov 277.90 8.3 -2.5 26.79 235 78 110
21 Nov 282.50 11.05 -2.45 25.86 71 22 33
20 Nov 285.25 13.45 -1.65 26.46 6 2 10
19 Nov 289.20 15.1 -1.2 24.82 5 2 7
18 Nov 289.10 16.3 2.9 27.58 8 1 5
17 Nov 285.50 13.4 0.45 25.69 6 0 3
14 Nov 281.60 12.95 1.5 28.56 1 0 2
13 Nov 281.50 11.45 5.55 - 0 0 0
12 Nov 287.05 11.45 5.55 - 0 1 0
11 Nov 285.80 11.45 5.55 18.91 6 2 3
10 Nov 273.35 5.9 0.8 - 0 0 0
7 Nov 263.85 5.9 0.8 - 0 0 0
6 Nov 260.05 5.9 0.8 - 0 0 0
4 Nov 267.25 5.9 0.8 - 0 0 0
3 Nov 264.95 5.9 0.8 - 0 1 0
31 Oct 265.49 5.9 0.8 - 1 0 0


For Bhel - strike price 282.5 expiring on 30DEC2025

Delta for 282.5 CE is 0.42

Historical price for 282.5 CE is as follows

On 9 Dec BHEL was trading at 277.00. The strike last trading price was 5.05, which was 2.05 higher than the previous day. The implied volatity was 25.70, the open interest changed by 67 which increased total open position to 314


On 8 Dec BHEL was trading at 269.70. The strike last trading price was 2.95, which was -3.4 lower than the previous day. The implied volatity was 26.25, the open interest changed by 60 which increased total open position to 250


On 5 Dec BHEL was trading at 277.75. The strike last trading price was 6.45, which was 0.4 higher than the previous day. The implied volatity was 26.70, the open interest changed by 45 which increased total open position to 196


On 4 Dec BHEL was trading at 275.75. The strike last trading price was 6.15, which was -1.1 lower than the previous day. The implied volatity was 27.84, the open interest changed by 15 which increased total open position to 150


On 3 Dec BHEL was trading at 278.55. The strike last trading price was 7.55, which was -3.8 lower than the previous day. The implied volatity was 27.72, the open interest changed by 56 which increased total open position to 135


On 2 Dec BHEL was trading at 285.50. The strike last trading price was 11.7, which was -3.1 lower than the previous day. The implied volatity was 26.38, the open interest changed by 5 which increased total open position to 79


On 1 Dec BHEL was trading at 291.00. The strike last trading price was 14.7, which was -0.7 lower than the previous day. The implied volatity was 26.55, the open interest changed by -7 which decreased total open position to 74


On 28 Nov BHEL was trading at 290.85. The strike last trading price was 15.4, which was -0.65 lower than the previous day. The implied volatity was 28.10, the open interest changed by 4 which increased total open position to 81


On 27 Nov BHEL was trading at 290.85. The strike last trading price was 16.05, which was 1.8 higher than the previous day. The implied volatity was 28.94, the open interest changed by -8 which decreased total open position to 77


On 26 Nov BHEL was trading at 289.70. The strike last trading price was 14.6, which was 3.8 higher than the previous day. The implied volatity was 24.83, the open interest changed by -50 which decreased total open position to 86


On 25 Nov BHEL was trading at 282.90. The strike last trading price was 10.8, which was 2.4 higher than the previous day. The implied volatity was 26.56, the open interest changed by 24 which increased total open position to 135


On 24 Nov BHEL was trading at 277.90. The strike last trading price was 8.3, which was -2.5 lower than the previous day. The implied volatity was 26.79, the open interest changed by 78 which increased total open position to 110


On 21 Nov BHEL was trading at 282.50. The strike last trading price was 11.05, which was -2.45 lower than the previous day. The implied volatity was 25.86, the open interest changed by 22 which increased total open position to 33


On 20 Nov BHEL was trading at 285.25. The strike last trading price was 13.45, which was -1.65 lower than the previous day. The implied volatity was 26.46, the open interest changed by 2 which increased total open position to 10


On 19 Nov BHEL was trading at 289.20. The strike last trading price was 15.1, which was -1.2 lower than the previous day. The implied volatity was 24.82, the open interest changed by 2 which increased total open position to 7


On 18 Nov BHEL was trading at 289.10. The strike last trading price was 16.3, which was 2.9 higher than the previous day. The implied volatity was 27.58, the open interest changed by 1 which increased total open position to 5


On 17 Nov BHEL was trading at 285.50. The strike last trading price was 13.4, which was 0.45 higher than the previous day. The implied volatity was 25.69, the open interest changed by 0 which decreased total open position to 3


On 14 Nov BHEL was trading at 281.60. The strike last trading price was 12.95, which was 1.5 higher than the previous day. The implied volatity was 28.56, the open interest changed by 0 which decreased total open position to 2


On 13 Nov BHEL was trading at 281.50. The strike last trading price was 11.45, which was 5.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov BHEL was trading at 287.05. The strike last trading price was 11.45, which was 5.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 11 Nov BHEL was trading at 285.80. The strike last trading price was 11.45, which was 5.55 higher than the previous day. The implied volatity was 18.91, the open interest changed by 2 which increased total open position to 3


On 10 Nov BHEL was trading at 273.35. The strike last trading price was 5.9, which was 0.8 higher 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 5.9, which was 0.8 higher 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 5.9, which was 0.8 higher 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 5.9, which was 0.8 higher 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 5.9, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 31 Oct BHEL was trading at 265.49. The strike last trading price was 5.9, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


BHEL 30DEC2025 282.5 PE
Delta: -0.57
Vega: 0.26
Theta: -0.12
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 277.00 9.5 -5.95 27.51 11 -3 182
8 Dec 269.70 15.45 5.95 33.53 37 -12 185
5 Dec 277.75 9.2 -1.7 26.45 42 6 197
4 Dec 275.75 11 1.35 28.72 93 -5 193
3 Dec 278.55 9.55 2.9 28.48 262 1 197
2 Dec 285.50 6.1 1.2 28.24 286 10 197
1 Dec 291.00 4.85 -0.35 28.41 278 11 188
28 Nov 290.85 5.15 -0.05 27.83 338 -4 178
27 Nov 290.85 5.2 -0.25 27.96 546 43 182
26 Nov 289.70 5.1 -3.3 26.81 297 -5 142
25 Nov 282.90 8.4 -2.75 28.28 297 85 148
24 Nov 277.90 11 1.9 28.29 135 14 64
21 Nov 282.50 8.8 0.85 27.93 71 31 51
20 Nov 285.25 8 0.9 29.31 20 8 19
19 Nov 289.20 7.05 -1.7 29.65 25 7 10
18 Nov 289.10 8.75 -38.5 - 0 3 0
17 Nov 285.50 8.75 -38.5 30.10 6 1 1
14 Nov 281.60 47.25 0 1.06 0 0 0
13 Nov 281.50 47.25 0 0.79 0 0 0
12 Nov 287.05 47.25 0 2.29 0 0 0
11 Nov 285.80 47.25 0 2.12 0 0 0
10 Nov 273.35 47.25 0 - 0 0 0
7 Nov 263.85 47.25 0 - 0 0 0
6 Nov 260.05 47.25 0 - 0 0 0
4 Nov 267.25 47.25 0 - 0 0 0
3 Nov 264.95 47.25 0 - 0 0 0
31 Oct 265.49 47.25 0 - 0 0 0


For Bhel - strike price 282.5 expiring on 30DEC2025

Delta for 282.5 PE is -0.57

Historical price for 282.5 PE is as follows

On 9 Dec BHEL was trading at 277.00. The strike last trading price was 9.5, which was -5.95 lower than the previous day. The implied volatity was 27.51, the open interest changed by -3 which decreased total open position to 182


On 8 Dec BHEL was trading at 269.70. The strike last trading price was 15.45, which was 5.95 higher than the previous day. The implied volatity was 33.53, the open interest changed by -12 which decreased total open position to 185


On 5 Dec BHEL was trading at 277.75. The strike last trading price was 9.2, which was -1.7 lower than the previous day. The implied volatity was 26.45, the open interest changed by 6 which increased total open position to 197


On 4 Dec BHEL was trading at 275.75. The strike last trading price was 11, which was 1.35 higher than the previous day. The implied volatity was 28.72, the open interest changed by -5 which decreased total open position to 193


On 3 Dec BHEL was trading at 278.55. The strike last trading price was 9.55, which was 2.9 higher than the previous day. The implied volatity was 28.48, the open interest changed by 1 which increased total open position to 197


On 2 Dec BHEL was trading at 285.50. The strike last trading price was 6.1, which was 1.2 higher than the previous day. The implied volatity was 28.24, the open interest changed by 10 which increased total open position to 197


On 1 Dec BHEL was trading at 291.00. The strike last trading price was 4.85, which was -0.35 lower than the previous day. The implied volatity was 28.41, the open interest changed by 11 which increased total open position to 188


On 28 Nov BHEL was trading at 290.85. The strike last trading price was 5.15, which was -0.05 lower than the previous day. The implied volatity was 27.83, the open interest changed by -4 which decreased total open position to 178


On 27 Nov BHEL was trading at 290.85. The strike last trading price was 5.2, which was -0.25 lower than the previous day. The implied volatity was 27.96, the open interest changed by 43 which increased total open position to 182


On 26 Nov BHEL was trading at 289.70. The strike last trading price was 5.1, which was -3.3 lower than the previous day. The implied volatity was 26.81, the open interest changed by -5 which decreased total open position to 142


On 25 Nov BHEL was trading at 282.90. The strike last trading price was 8.4, which was -2.75 lower than the previous day. The implied volatity was 28.28, the open interest changed by 85 which increased total open position to 148


On 24 Nov BHEL was trading at 277.90. The strike last trading price was 11, which was 1.9 higher than the previous day. The implied volatity was 28.29, the open interest changed by 14 which increased total open position to 64


On 21 Nov BHEL was trading at 282.50. The strike last trading price was 8.8, which was 0.85 higher than the previous day. The implied volatity was 27.93, the open interest changed by 31 which increased total open position to 51


On 20 Nov BHEL was trading at 285.25. The strike last trading price was 8, which was 0.9 higher than the previous day. The implied volatity was 29.31, the open interest changed by 8 which increased total open position to 19


On 19 Nov BHEL was trading at 289.20. The strike last trading price was 7.05, which was -1.7 lower than the previous day. The implied volatity was 29.65, the open interest changed by 7 which increased total open position to 10


On 18 Nov BHEL was trading at 289.10. The strike last trading price was 8.75, which was -38.5 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 17 Nov BHEL was trading at 285.50. The strike last trading price was 8.75, which was -38.5 lower than the previous day. The implied volatity was 30.10, the open interest changed by 1 which increased total open position to 1


On 14 Nov BHEL was trading at 281.60. The strike last trading price was 47.25, which was 0 lower than the previous day. The implied volatity was 1.06, the open interest changed by 0 which decreased total open position to 0


On 13 Nov BHEL was trading at 281.50. The strike last trading price was 47.25, which was 0 lower than the previous day. The implied volatity was 0.79, the open interest changed by 0 which decreased total open position to 0


On 12 Nov BHEL was trading at 287.05. The strike last trading price was 47.25, which was 0 lower than the previous day. The implied volatity was 2.29, 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 47.25, which was 0 lower than the previous day. The implied volatity was 2.12, 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 47.25, 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 47.25, 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 47.25, 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 47.25, 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 47.25, 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 47.25, 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