[--[65.84.65.76]--]

BHEL

Bhel
276.25 +0.50 (0.18%)
L: 273.1 H: 279.5

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Historical option data for BHEL

05 Dec 2025 02:46 PM IST
BHEL 30-DEC-2025 285 CE
Delta: 0.37
Vega: 0.27
Theta: -0.17
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 276.20 4.75 -0.35 26.35 1,483 7 1,182
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
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 0.37

Historical price for 285 CE is as follows

On 5 Dec BHEL was trading at 276.20. The strike last trading price was 4.75, which was -0.35 lower than the previous day. The implied volatity was 26.35, the open interest changed by 7 which increased total open position to 1182


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: -0.62
Vega: 0.27
Theta: -0.10
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 276.20 11.75 -0.7 26.89 90 -3 429
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 -0.62

Historical price for 285 PE is as follows

On 5 Dec BHEL was trading at 276.20. The strike last trading price was 11.75, which was -0.7 lower than the previous day. The implied volatity was 26.89, the open interest changed by -3 which decreased total open position to 429


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