[--[65.84.65.76]--]

BHEL

Bhel
274.25 +2.50 (0.92%)
L: 271.65 H: 285.5

Back to Option Chain


Historical option data for BHEL

09 Jan 2026 04:12 PM IST
BHEL 27-JAN-2026 285 CE
Delta: 0.37
Vega: 0.23
Theta: -0.31
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 274.25 6.55 -0.45 45.65 10,513 355 1,136
8 Jan 271.75 8.1 -14.45 43.53 2,994 215 789
7 Jan 303.55 22.3 4.9 32.93 156 -85 575
6 Jan 296.95 17 -2.8 32.39 671 -233 672
5 Jan 300.05 19.75 0.55 32.72 230 -68 915
2 Jan 299.50 19.6 5.4 29.31 1,824 -507 1,059
1 Jan 291.45 14.25 2.5 29.98 645 -76 1,574
31 Dec 287.45 12 2.1 29.80 2,402 -273 1,651
30 Dec 282.80 9.8 1.4 30.99 2,569 705 1,922
29 Dec 279.40 8.4 -1.6 32.19 819 132 1,220
26 Dec 281.50 9.5 1.6 31.44 1,871 848 1,090
24 Dec 278.20 7.8 -2.3 28.81 305 25 242
23 Dec 281.90 9.8 -0.2 29.11 247 96 217
22 Dec 281.85 10 2.65 29.10 148 59 119
19 Dec 275.75 7.15 -0.3 27.56 31 16 59
18 Dec 275.05 7.45 -2 28.68 31 7 43
17 Dec 277.85 9.45 -0.2 31.34 2 1 36
16 Dec 279.35 9.65 -2.5 29.61 15 6 34
15 Dec 282.60 12.15 -1.05 30.51 35 20 27
12 Dec 285.15 13.2 5.55 29.03 11 6 6
11 Dec 276.50 7.65 0 1.67 0 0 0
10 Dec 275.00 7.65 0 2.17 0 0 0
9 Dec 277.00 7.65 0 1.37 0 0 0
8 Dec 269.70 7.65 0 3.40 0 0 0
5 Dec 277.75 7.65 0 0.96 0 0 0
4 Dec 275.75 7.65 0 1.69 0 0 0
3 Dec 278.55 7.65 0 0.66 0 0 0
2 Dec 285.50 7.65 0 - 0 0 0
1 Dec 291.00 7.65 0 - 0 0 0
28 Nov 290.85 7.65 0 - 0 0 0
27 Nov 290.85 7.65 0 - 0 0 0
26 Nov 289.70 7.65 0 - 0 0 0
25 Nov 282.90 7.65 0 - 0 0 0
24 Nov 277.90 7.65 0 0.73 0 0 0
21 Nov 282.50 7.65 0 - 0 0 0
19 Nov 289.20 7.65 0 - 0 0 0
18 Nov 289.10 7.65 0 - 0 0 0
17 Nov 285.50 7.65 0 - 0 0 0
14 Nov 281.60 7.65 0 - 0 0 0
11 Nov 285.80 7.65 0 - 0 0 0
10 Nov 273.35 7.65 0 1.63 0 0 0
7 Nov 263.85 7.65 0 3.43 0 0 0
6 Nov 260.05 7.65 0 - 0 0 0
4 Nov 267.25 7.65 0 2.67 0 0 0
3 Nov 264.95 7.65 0 3.09 0 0 0
31 Oct 265.49 7.65 0 - 0 0 0
30 Oct 261.29 0 0 - 0 0 0


For Bhel - strike price 285 expiring on 27JAN2026

Delta for 285 CE is 0.37

Historical price for 285 CE is as follows

On 9 Jan BHEL was trading at 274.25. The strike last trading price was 6.55, which was -0.45 lower than the previous day. The implied volatity was 45.65, the open interest changed by 355 which increased total open position to 1136


On 8 Jan BHEL was trading at 271.75. The strike last trading price was 8.1, which was -14.45 lower than the previous day. The implied volatity was 43.53, the open interest changed by 215 which increased total open position to 789


On 7 Jan BHEL was trading at 303.55. The strike last trading price was 22.3, which was 4.9 higher than the previous day. The implied volatity was 32.93, the open interest changed by -85 which decreased total open position to 575


On 6 Jan BHEL was trading at 296.95. The strike last trading price was 17, which was -2.8 lower than the previous day. The implied volatity was 32.39, the open interest changed by -233 which decreased total open position to 672


On 5 Jan BHEL was trading at 300.05. The strike last trading price was 19.75, which was 0.55 higher than the previous day. The implied volatity was 32.72, the open interest changed by -68 which decreased total open position to 915


On 2 Jan BHEL was trading at 299.50. The strike last trading price was 19.6, which was 5.4 higher than the previous day. The implied volatity was 29.31, the open interest changed by -507 which decreased total open position to 1059


On 1 Jan BHEL was trading at 291.45. The strike last trading price was 14.25, which was 2.5 higher than the previous day. The implied volatity was 29.98, the open interest changed by -76 which decreased total open position to 1574


On 31 Dec BHEL was trading at 287.45. The strike last trading price was 12, which was 2.1 higher than the previous day. The implied volatity was 29.80, the open interest changed by -273 which decreased total open position to 1651


On 30 Dec BHEL was trading at 282.80. The strike last trading price was 9.8, which was 1.4 higher than the previous day. The implied volatity was 30.99, the open interest changed by 705 which increased total open position to 1922


On 29 Dec BHEL was trading at 279.40. The strike last trading price was 8.4, which was -1.6 lower than the previous day. The implied volatity was 32.19, the open interest changed by 132 which increased total open position to 1220


On 26 Dec BHEL was trading at 281.50. The strike last trading price was 9.5, which was 1.6 higher than the previous day. The implied volatity was 31.44, the open interest changed by 848 which increased total open position to 1090


On 24 Dec BHEL was trading at 278.20. The strike last trading price was 7.8, which was -2.3 lower than the previous day. The implied volatity was 28.81, the open interest changed by 25 which increased total open position to 242


On 23 Dec BHEL was trading at 281.90. The strike last trading price was 9.8, which was -0.2 lower than the previous day. The implied volatity was 29.11, the open interest changed by 96 which increased total open position to 217


On 22 Dec BHEL was trading at 281.85. The strike last trading price was 10, which was 2.65 higher than the previous day. The implied volatity was 29.10, the open interest changed by 59 which increased total open position to 119


On 19 Dec BHEL was trading at 275.75. The strike last trading price was 7.15, which was -0.3 lower than the previous day. The implied volatity was 27.56, the open interest changed by 16 which increased total open position to 59


On 18 Dec BHEL was trading at 275.05. The strike last trading price was 7.45, which was -2 lower than the previous day. The implied volatity was 28.68, the open interest changed by 7 which increased total open position to 43


On 17 Dec BHEL was trading at 277.85. The strike last trading price was 9.45, which was -0.2 lower than the previous day. The implied volatity was 31.34, the open interest changed by 1 which increased total open position to 36


On 16 Dec BHEL was trading at 279.35. The strike last trading price was 9.65, which was -2.5 lower than the previous day. The implied volatity was 29.61, the open interest changed by 6 which increased total open position to 34


On 15 Dec BHEL was trading at 282.60. The strike last trading price was 12.15, which was -1.05 lower than the previous day. The implied volatity was 30.51, the open interest changed by 20 which increased total open position to 27


On 12 Dec BHEL was trading at 285.15. The strike last trading price was 13.2, which was 5.55 higher than the previous day. The implied volatity was 29.03, the open interest changed by 6 which increased total open position to 6


On 11 Dec BHEL was trading at 276.50. The strike last trading price was 7.65, which was 0 lower than the previous day. The implied volatity was 1.67, the open interest changed by 0 which decreased total open position to 0


On 10 Dec BHEL was trading at 275.00. The strike last trading price was 7.65, which was 0 lower than the previous day. The implied volatity was 2.17, the open interest changed by 0 which decreased total open position to 0


On 9 Dec BHEL was trading at 277.00. The strike last trading price was 7.65, which was 0 lower than the previous day. The implied volatity was 1.37, the open interest changed by 0 which decreased total open position to 0


On 8 Dec BHEL was trading at 269.70. The strike last trading price was 7.65, which was 0 lower than the previous day. The implied volatity was 3.40, the open interest changed by 0 which decreased total open position to 0


On 5 Dec BHEL was trading at 277.75. The strike last trading price was 7.65, which was 0 lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0


On 4 Dec BHEL was trading at 275.75. The strike last trading price was 7.65, which was 0 lower than the previous day. The implied volatity was 1.69, the open interest changed by 0 which decreased total open position to 0


On 3 Dec BHEL was trading at 278.55. The strike last trading price was 7.65, which was 0 lower than the previous day. The implied volatity was 0.66, 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 7.65, 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 7.65, 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 7.65, 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 7.65, 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 7.65, 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 7.65, 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 7.65, which was 0 lower than the previous day. The implied volatity was 0.73, 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 7.65, 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 7.65, 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 7.65, 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 7.65, 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 7.65, 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 7.65, 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 7.65, which was 0 lower than the previous day. The implied volatity was 1.63, 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 7.65, which was 0 lower than the previous day. The implied volatity was 3.43, 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 7.65, 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 7.65, which was 0 lower than the previous day. The implied volatity was 2.67, 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 7.65, which was 0 lower than the previous day. The implied volatity was 3.09, 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 7.65, 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 0, 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 285 PE
Delta: -0.64
Vega: 0.23
Theta: -0.23
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 274.25 17.4 -2.6 44.56 1,473 -16 770
8 Jan 271.75 15.6 12.85 46.85 2,572 32 786
7 Jan 303.55 2.8 -1.05 35.34 1,123 -45 753
6 Jan 296.95 3.95 0.95 32.54 1,392 41 795
5 Jan 300.05 2.95 -0.3 30.96 844 39 755
2 Jan 299.50 3.05 -2.4 29.72 1,853 41 715
1 Jan 291.45 5.45 -1.65 30.06 858 25 680
31 Dec 287.45 7.05 -2.75 30.30 1,181 129 657
30 Dec 282.80 9.9 -2.25 32.04 451 78 527
29 Dec 279.40 12.3 1.45 32.69 314 137 446
26 Dec 281.50 11.5 -0.8 31.55 507 218 308
24 Dec 278.20 12.25 1.8 29.09 93 22 89
23 Dec 281.90 10.25 -0.3 28.45 64 45 62
22 Dec 281.85 10.6 1.45 29.23 8 0 17
19 Dec 275.75 9.15 1.15 - 0 0 17
18 Dec 275.05 9.15 1.15 - 0 0 17
17 Dec 277.85 9.15 1.15 - 0 0 17
16 Dec 279.35 9.15 1.15 - 0 0 17
15 Dec 282.60 9.15 1.15 - 0 0 0
12 Dec 285.15 9.15 1.15 - 0 0 17
11 Dec 276.50 9.15 1.15 - 0 0 17
10 Dec 275.00 9.15 1.15 - 0 0 17
9 Dec 277.00 9.15 1.15 - 0 0 0
8 Dec 269.70 9.15 1.15 - 0 0 17
5 Dec 277.75 9.15 1.15 - 0 0 0
4 Dec 275.75 9.15 1.15 - 0 0 0
3 Dec 278.55 9.15 1.15 - 0 0 0
2 Dec 285.50 9.15 1.15 26.69 1 0 17
1 Dec 291.00 8 -1 27.65 5 0 18
28 Nov 290.85 9 -0.9 - 0 6 0
27 Nov 290.85 9 -0.9 29.03 6 4 16
26 Nov 289.70 9.9 -41.1 30.46 14 13 13
25 Nov 282.90 51 0 0.81 0 0 0
24 Nov 277.90 51 0 - 0 0 0
21 Nov 282.50 51 0 0.75 0 0 0
19 Nov 289.20 51 0 2.39 0 0 0
18 Nov 289.10 51 0 - 0 0 0
17 Nov 285.50 51 0 1.61 0 0 0
14 Nov 281.60 51 0 - 0 0 0
11 Nov 285.80 51 0 1.51 0 0 0
10 Nov 273.35 51 0 - 0 0 0
7 Nov 263.85 51 0 - 0 0 0
6 Nov 260.05 51 0 - 0 0 0
4 Nov 267.25 51 0 - 0 0 0
3 Nov 264.95 51 0 - 0 0 0
31 Oct 265.49 51 0 - 0 0 0
30 Oct 261.29 0 0 - 0 0 0


For Bhel - strike price 285 expiring on 27JAN2026

Delta for 285 PE is -0.64

Historical price for 285 PE is as follows

On 9 Jan BHEL was trading at 274.25. The strike last trading price was 17.4, which was -2.6 lower than the previous day. The implied volatity was 44.56, the open interest changed by -16 which decreased total open position to 770


On 8 Jan BHEL was trading at 271.75. The strike last trading price was 15.6, which was 12.85 higher than the previous day. The implied volatity was 46.85, the open interest changed by 32 which increased total open position to 786


On 7 Jan BHEL was trading at 303.55. The strike last trading price was 2.8, which was -1.05 lower than the previous day. The implied volatity was 35.34, the open interest changed by -45 which decreased total open position to 753


On 6 Jan BHEL was trading at 296.95. The strike last trading price was 3.95, which was 0.95 higher than the previous day. The implied volatity was 32.54, the open interest changed by 41 which increased total open position to 795


On 5 Jan BHEL was trading at 300.05. The strike last trading price was 2.95, which was -0.3 lower than the previous day. The implied volatity was 30.96, the open interest changed by 39 which increased total open position to 755


On 2 Jan BHEL was trading at 299.50. The strike last trading price was 3.05, which was -2.4 lower than the previous day. The implied volatity was 29.72, the open interest changed by 41 which increased total open position to 715


On 1 Jan BHEL was trading at 291.45. The strike last trading price was 5.45, which was -1.65 lower than the previous day. The implied volatity was 30.06, the open interest changed by 25 which increased total open position to 680


On 31 Dec BHEL was trading at 287.45. The strike last trading price was 7.05, which was -2.75 lower than the previous day. The implied volatity was 30.30, the open interest changed by 129 which increased total open position to 657


On 30 Dec BHEL was trading at 282.80. The strike last trading price was 9.9, which was -2.25 lower than the previous day. The implied volatity was 32.04, the open interest changed by 78 which increased total open position to 527


On 29 Dec BHEL was trading at 279.40. The strike last trading price was 12.3, which was 1.45 higher than the previous day. The implied volatity was 32.69, the open interest changed by 137 which increased total open position to 446


On 26 Dec BHEL was trading at 281.50. The strike last trading price was 11.5, which was -0.8 lower than the previous day. The implied volatity was 31.55, the open interest changed by 218 which increased total open position to 308


On 24 Dec BHEL was trading at 278.20. The strike last trading price was 12.25, which was 1.8 higher than the previous day. The implied volatity was 29.09, the open interest changed by 22 which increased total open position to 89


On 23 Dec BHEL was trading at 281.90. The strike last trading price was 10.25, which was -0.3 lower than the previous day. The implied volatity was 28.45, the open interest changed by 45 which increased total open position to 62


On 22 Dec BHEL was trading at 281.85. The strike last trading price was 10.6, which was 1.45 higher than the previous day. The implied volatity was 29.23, the open interest changed by 0 which decreased total open position to 17


On 19 Dec BHEL was trading at 275.75. The strike last trading price was 9.15, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 18 Dec BHEL was trading at 275.05. The strike last trading price was 9.15, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 17 Dec BHEL was trading at 277.85. The strike last trading price was 9.15, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 16 Dec BHEL was trading at 279.35. The strike last trading price was 9.15, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 15 Dec BHEL was trading at 282.60. The strike last trading price was 9.15, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec BHEL was trading at 285.15. The strike last trading price was 9.15, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 11 Dec BHEL was trading at 276.50. The strike last trading price was 9.15, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 10 Dec BHEL was trading at 275.00. The strike last trading price was 9.15, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 9 Dec BHEL was trading at 277.00. The strike last trading price was 9.15, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec BHEL was trading at 269.70. The strike last trading price was 9.15, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 5 Dec BHEL was trading at 277.75. The strike last trading price was 9.15, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec BHEL was trading at 275.75. The strike last trading price was 9.15, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec BHEL was trading at 278.55. The strike last trading price was 9.15, which was 1.15 higher than the previous day. The implied volatity was -, 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 9.15, which was 1.15 higher than the previous day. The implied volatity was 26.69, the open interest changed by 0 which decreased total open position to 17


On 1 Dec BHEL was trading at 291.00. The strike last trading price was 8, which was -1 lower than the previous day. The implied volatity was 27.65, the open interest changed by 0 which decreased total open position to 18


On 28 Nov BHEL was trading at 290.85. The strike last trading price was 9, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0


On 27 Nov BHEL was trading at 290.85. The strike last trading price was 9, which was -0.9 lower than the previous day. The implied volatity was 29.03, the open interest changed by 4 which increased total open position to 16


On 26 Nov BHEL was trading at 289.70. The strike last trading price was 9.9, which was -41.1 lower than the previous day. The implied volatity was 30.46, the open interest changed by 13 which increased total open position to 13


On 25 Nov BHEL was trading at 282.90. The strike last trading price was 51, which was 0 lower than the previous day. The implied volatity was 0.81, 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 51, 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 51, which was 0 lower than the previous day. The implied volatity was 0.75, 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 51, which was 0 lower than the previous day. The implied volatity was 2.39, 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 51, 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 51, which was 0 lower than the previous day. The implied volatity was 1.61, 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 51, 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 51, which was 0 lower than the previous day. The implied volatity was 1.51, 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 51, 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 51, 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 51, 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 51, 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 51, 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 51, 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 0, 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