BHEL
Bhel
Historical option data for BHEL
09 Dec 2025 04:12 PM IST
| BHEL 30-DEC-2025 282.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 0.26
Theta: -0.19
Gamma: 0.02
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| 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 | |||||||||
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| 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
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| 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































































































































































































































