BHEL
Bhel
Historical option data for BHEL
05 Dec 2025 04:11 PM IST
| BHEL 30-DEC-2025 285 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.41
Vega: 0.28
Theta: -0.18
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 277.75 | 5.5 | 0.4 | 26.89 | 1,645 | 17 | 1,192 | |||||||||
| 4 Dec | 275.75 | 5.1 | -1.25 | 27.48 | 1,120 | 67 | 1,189 | |||||||||
| 3 Dec | 278.55 | 6.3 | -3.65 | 27.09 | 1,414 | 88 | 1,122 | |||||||||
| 2 Dec | 285.50 | 10.4 | -3 | 26.82 | 234 | 42 | 1,036 | |||||||||
| 1 Dec | 291.00 | 13.4 | 0 | 27.60 | 129 | 6 | 995 | |||||||||
| 28 Nov | 290.85 | 13.1 | -1.1 | 25.79 | 192 | 14 | 990 | |||||||||
| 27 Nov | 290.85 | 14.2 | 1.4 | 28.05 | 716 | -71 | 978 | |||||||||
| 26 Nov | 289.70 | 13.1 | 3.55 | 25.13 | 2,135 | -144 | 1,048 | |||||||||
| 25 Nov | 282.90 | 9.45 | 2.45 | 26.33 | 2,976 | 830 | 1,198 | |||||||||
| 24 Nov | 277.90 | 7.3 | -2.35 | 26.94 | 586 | 136 | 369 | |||||||||
| 21 Nov | 282.50 | 9.9 | -2.15 | 26.18 | 314 | 92 | 232 | |||||||||
| 20 Nov | 285.25 | 12.05 | -2.25 | 26.46 | 130 | 39 | 143 | |||||||||
| 19 Nov | 289.20 | 14.25 | -0.15 | 26.73 | 112 | 30 | 105 | |||||||||
| 18 Nov | 289.10 | 15 | 1.7 | 28.14 | 118 | 25 | 75 | |||||||||
| 17 Nov | 285.50 | 13.2 | 2.55 | 28.79 | 89 | 11 | 49 | |||||||||
| 14 Nov | 281.60 | 10.65 | -0.85 | 25.92 | 15 | 1 | 38 | |||||||||
| 13 Nov | 281.50 | 11.6 | -3.25 | 29.01 | 27 | 1 | 37 | |||||||||
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| 12 Nov | 287.05 | 14.75 | 0.55 | 28.84 | 28 | 9 | 34 | |||||||||
| 11 Nov | 285.80 | 14.3 | 6.15 | 29.48 | 41 | 14 | 25 | |||||||||
| 10 Nov | 273.35 | 7.95 | 4.5 | 28.79 | 10 | 4 | 10 | |||||||||
| 7 Nov | 263.85 | 3.45 | -1.8 | 23.03 | 1 | 0 | 5 | |||||||||
| 6 Nov | 260.05 | 5.25 | -3.3 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 267.25 | 5.25 | -3.3 | - | 0 | 5 | 0 | |||||||||
| 3 Nov | 264.95 | 5.25 | -3.3 | 26.16 | 5 | 0 | 0 | |||||||||
| 31 Oct | 265.49 | 8.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Bhel - strike price 285 expiring on 30DEC2025
Delta for 285 CE is 0.41
Historical price for 285 CE is as follows
On 5 Dec BHEL was trading at 277.75. The strike last trading price was 5.5, which was 0.4 higher than the previous day. The implied volatity was 26.89, the open interest changed by 17 which increased total open position to 1192
On 4 Dec BHEL was trading at 275.75. The strike last trading price was 5.1, which was -1.25 lower than the previous day. The implied volatity was 27.48, the open interest changed by 67 which increased total open position to 1189
On 3 Dec BHEL was trading at 278.55. The strike last trading price was 6.3, which was -3.65 lower than the previous day. The implied volatity was 27.09, the open interest changed by 88 which increased total open position to 1122
On 2 Dec BHEL was trading at 285.50. The strike last trading price was 10.4, which was -3 lower than the previous day. The implied volatity was 26.82, the open interest changed by 42 which increased total open position to 1036
On 1 Dec BHEL was trading at 291.00. The strike last trading price was 13.4, which was 0 lower than the previous day. The implied volatity was 27.60, the open interest changed by 6 which increased total open position to 995
On 28 Nov BHEL was trading at 290.85. The strike last trading price was 13.1, which was -1.1 lower than the previous day. The implied volatity was 25.79, the open interest changed by 14 which increased total open position to 990
On 27 Nov BHEL was trading at 290.85. The strike last trading price was 14.2, which was 1.4 higher than the previous day. The implied volatity was 28.05, the open interest changed by -71 which decreased total open position to 978
On 26 Nov BHEL was trading at 289.70. The strike last trading price was 13.1, which was 3.55 higher than the previous day. The implied volatity was 25.13, the open interest changed by -144 which decreased total open position to 1048
On 25 Nov BHEL was trading at 282.90. The strike last trading price was 9.45, which was 2.45 higher than the previous day. The implied volatity was 26.33, the open interest changed by 830 which increased total open position to 1198
On 24 Nov BHEL was trading at 277.90. The strike last trading price was 7.3, which was -2.35 lower than the previous day. The implied volatity was 26.94, the open interest changed by 136 which increased total open position to 369
On 21 Nov BHEL was trading at 282.50. The strike last trading price was 9.9, which was -2.15 lower than the previous day. The implied volatity was 26.18, the open interest changed by 92 which increased total open position to 232
On 20 Nov BHEL was trading at 285.25. The strike last trading price was 12.05, which was -2.25 lower than the previous day. The implied volatity was 26.46, the open interest changed by 39 which increased total open position to 143
On 19 Nov BHEL was trading at 289.20. The strike last trading price was 14.25, which was -0.15 lower than the previous day. The implied volatity was 26.73, the open interest changed by 30 which increased total open position to 105
On 18 Nov BHEL was trading at 289.10. The strike last trading price was 15, which was 1.7 higher than the previous day. The implied volatity was 28.14, the open interest changed by 25 which increased total open position to 75
On 17 Nov BHEL was trading at 285.50. The strike last trading price was 13.2, which was 2.55 higher than the previous day. The implied volatity was 28.79, the open interest changed by 11 which increased total open position to 49
On 14 Nov BHEL was trading at 281.60. The strike last trading price was 10.65, which was -0.85 lower than the previous day. The implied volatity was 25.92, the open interest changed by 1 which increased total open position to 38
On 13 Nov BHEL was trading at 281.50. The strike last trading price was 11.6, which was -3.25 lower than the previous day. The implied volatity was 29.01, the open interest changed by 1 which increased total open position to 37
On 12 Nov BHEL was trading at 287.05. The strike last trading price was 14.75, which was 0.55 higher than the previous day. The implied volatity was 28.84, the open interest changed by 9 which increased total open position to 34
On 11 Nov BHEL was trading at 285.80. The strike last trading price was 14.3, which was 6.15 higher than the previous day. The implied volatity was 29.48, the open interest changed by 14 which increased total open position to 25
On 10 Nov BHEL was trading at 273.35. The strike last trading price was 7.95, which was 4.5 higher than the previous day. The implied volatity was 28.79, the open interest changed by 4 which increased total open position to 10
On 7 Nov BHEL was trading at 263.85. The strike last trading price was 3.45, which was -1.8 lower than the previous day. The implied volatity was 23.03, the open interest changed by 0 which decreased total open position to 5
On 6 Nov BHEL was trading at 260.05. The strike last trading price was 5.25, which was -3.3 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 5.25, which was -3.3 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 3 Nov BHEL was trading at 264.95. The strike last trading price was 5.25, which was -3.3 lower than the previous day. The implied volatity was 26.16, 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 8.55, 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 30DEC2025 285 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 0.28
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 277.75 | 10.75 | -1.7 | 26.69 | 104 | 3 | 435 |
| 4 Dec | 275.75 | 12.4 | 1.3 | 28.10 | 248 | -25 | 433 |
| 3 Dec | 278.55 | 10.8 | 3.1 | 27.93 | 540 | -39 | 457 |
| 2 Dec | 285.50 | 7.15 | 1.45 | 28.20 | 665 | 38 | 495 |
| 1 Dec | 291.00 | 5.6 | -0.5 | 27.94 | 819 | 14 | 459 |
| 28 Nov | 290.85 | 6 | -0.15 | 27.64 | 733 | 12 | 448 |
| 27 Nov | 290.85 | 6.15 | -0.2 | 28.10 | 1,228 | 54 | 436 |
| 26 Nov | 289.70 | 6.1 | -3.5 | 27.08 | 1,242 | 11 | 382 |
| 25 Nov | 282.90 | 9.75 | -2.75 | 28.68 | 533 | 142 | 372 |
| 24 Nov | 277.90 | 12.15 | 1.8 | 27.52 | 214 | -2 | 230 |
| 21 Nov | 282.50 | 10 | 0.9 | 27.89 | 230 | 53 | 233 |
| 20 Nov | 285.25 | 9.15 | 1 | 29.45 | 135 | 11 | 180 |
| 19 Nov | 289.20 | 8.1 | -0.2 | 29.81 | 164 | 21 | 169 |
| 18 Nov | 289.10 | 7.95 | -1.85 | 29.24 | 163 | 69 | 148 |
| 17 Nov | 285.50 | 9.75 | -2.05 | 29.80 | 61 | 24 | 78 |
| 14 Nov | 281.60 | 11.8 | -0.75 | 30.36 | 7 | 0 | 54 |
| 13 Nov | 281.50 | 12.55 | 2.6 | 30.99 | 24 | 4 | 53 |
| 12 Nov | 287.05 | 9.95 | -1.2 | 30.38 | 37 | 1 | 49 |
| 11 Nov | 285.80 | 11.15 | -12.55 | 31.55 | 61 | 26 | 47 |
| 10 Nov | 273.35 | 23.7 | -27.1 | - | 0 | 21 | 0 |
| 7 Nov | 263.85 | 23.7 | -27.1 | 33.46 | 21 | 14 | 14 |
| 6 Nov | 260.05 | 50.8 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 267.25 | 50.8 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 264.95 | 50.8 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 265.49 | 50.8 | 0 | - | 0 | 0 | 0 |
For Bhel - strike price 285 expiring on 30DEC2025
Delta for 285 PE is -0.59
Historical price for 285 PE is as follows
On 5 Dec BHEL was trading at 277.75. The strike last trading price was 10.75, which was -1.7 lower than the previous day. The implied volatity was 26.69, the open interest changed by 3 which increased total open position to 435
On 4 Dec BHEL was trading at 275.75. The strike last trading price was 12.4, which was 1.3 higher than the previous day. The implied volatity was 28.10, the open interest changed by -25 which decreased total open position to 433
On 3 Dec BHEL was trading at 278.55. The strike last trading price was 10.8, which was 3.1 higher than the previous day. The implied volatity was 27.93, the open interest changed by -39 which decreased total open position to 457
On 2 Dec BHEL was trading at 285.50. The strike last trading price was 7.15, which was 1.45 higher than the previous day. The implied volatity was 28.20, the open interest changed by 38 which increased total open position to 495
On 1 Dec BHEL was trading at 291.00. The strike last trading price was 5.6, which was -0.5 lower than the previous day. The implied volatity was 27.94, the open interest changed by 14 which increased total open position to 459
On 28 Nov BHEL was trading at 290.85. The strike last trading price was 6, which was -0.15 lower than the previous day. The implied volatity was 27.64, the open interest changed by 12 which increased total open position to 448
On 27 Nov BHEL was trading at 290.85. The strike last trading price was 6.15, which was -0.2 lower than the previous day. The implied volatity was 28.10, the open interest changed by 54 which increased total open position to 436
On 26 Nov BHEL was trading at 289.70. The strike last trading price was 6.1, which was -3.5 lower than the previous day. The implied volatity was 27.08, the open interest changed by 11 which increased total open position to 382
On 25 Nov BHEL was trading at 282.90. The strike last trading price was 9.75, which was -2.75 lower than the previous day. The implied volatity was 28.68, the open interest changed by 142 which increased total open position to 372
On 24 Nov BHEL was trading at 277.90. The strike last trading price was 12.15, which was 1.8 higher than the previous day. The implied volatity was 27.52, the open interest changed by -2 which decreased total open position to 230
On 21 Nov BHEL was trading at 282.50. The strike last trading price was 10, which was 0.9 higher than the previous day. The implied volatity was 27.89, the open interest changed by 53 which increased total open position to 233
On 20 Nov BHEL was trading at 285.25. The strike last trading price was 9.15, which was 1 higher than the previous day. The implied volatity was 29.45, the open interest changed by 11 which increased total open position to 180
On 19 Nov BHEL was trading at 289.20. The strike last trading price was 8.1, which was -0.2 lower than the previous day. The implied volatity was 29.81, the open interest changed by 21 which increased total open position to 169
On 18 Nov BHEL was trading at 289.10. The strike last trading price was 7.95, which was -1.85 lower than the previous day. The implied volatity was 29.24, the open interest changed by 69 which increased total open position to 148
On 17 Nov BHEL was trading at 285.50. The strike last trading price was 9.75, which was -2.05 lower than the previous day. The implied volatity was 29.80, the open interest changed by 24 which increased total open position to 78
On 14 Nov BHEL was trading at 281.60. The strike last trading price was 11.8, which was -0.75 lower than the previous day. The implied volatity was 30.36, the open interest changed by 0 which decreased total open position to 54
On 13 Nov BHEL was trading at 281.50. The strike last trading price was 12.55, which was 2.6 higher than the previous day. The implied volatity was 30.99, the open interest changed by 4 which increased total open position to 53
On 12 Nov BHEL was trading at 287.05. The strike last trading price was 9.95, which was -1.2 lower than the previous day. The implied volatity was 30.38, the open interest changed by 1 which increased total open position to 49
On 11 Nov BHEL was trading at 285.80. The strike last trading price was 11.15, which was -12.55 lower than the previous day. The implied volatity was 31.55, the open interest changed by 26 which increased total open position to 47
On 10 Nov BHEL was trading at 273.35. The strike last trading price was 23.7, which was -27.1 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 0
On 7 Nov BHEL was trading at 263.85. The strike last trading price was 23.7, which was -27.1 lower than the previous day. The implied volatity was 33.46, the open interest changed by 14 which increased total open position to 14
On 6 Nov BHEL was trading at 260.05. The strike last trading price was 50.8, 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 50.8, 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 50.8, 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 50.8, 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































































































































































































































