BHEL
Bhel
Historical option data for BHEL
09 Dec 2025 04:12 PM IST
| BHEL 30-DEC-2025 290 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.27
Vega: 0.22
Theta: -0.16
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 277.00 | 2.9 | 1.25 | 26.72 | 4,513 | -17 | 2,258 | |||||||||
| 8 Dec | 269.70 | 1.7 | -2.1 | 27.72 | 4,218 | 32 | 2,261 | |||||||||
| 5 Dec | 277.75 | 3.75 | 0.1 | 26.55 | 1,732 | 2 | 2,234 | |||||||||
| 4 Dec | 275.75 | 3.7 | -0.85 | 27.99 | 1,814 | 125 | 2,235 | |||||||||
| 3 Dec | 278.55 | 4.6 | -3 | 27.39 | 2,588 | 142 | 2,093 | |||||||||
| 2 Dec | 285.50 | 7.9 | -2.6 | 26.88 | 1,624 | 117 | 1,961 | |||||||||
| 1 Dec | 291.00 | 10.5 | -0.05 | 27.53 | 2,064 | -115 | 1,845 | |||||||||
| 28 Nov | 290.85 | 10.45 | -1 | 26.44 | 2,039 | 102 | 1,960 | |||||||||
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| 27 Nov | 290.85 | 11.4 | 1.45 | 28.19 | 5,371 | 794 | 1,821 | |||||||||
| 26 Nov | 289.70 | 10.1 | 2.75 | 24.73 | 4,083 | 85 | 1,020 | |||||||||
| 25 Nov | 282.90 | 7.05 | 1.75 | 25.84 | 1,778 | 219 | 938 | |||||||||
| 24 Nov | 277.90 | 5.35 | -2.15 | 26.53 | 707 | 87 | 715 | |||||||||
| 21 Nov | 282.50 | 7.7 | -1.95 | 26.27 | 450 | 87 | 628 | |||||||||
| 20 Nov | 285.25 | 9.65 | -1.95 | 26.75 | 1,022 | 94 | 540 | |||||||||
| 19 Nov | 289.20 | 11.6 | 0.05 | 26.99 | 678 | 118 | 446 | |||||||||
| 18 Nov | 289.10 | 12.1 | 1.4 | 27.71 | 553 | 62 | 328 | |||||||||
| 17 Nov | 285.50 | 10.55 | 1.4 | 28.33 | 174 | 40 | 265 | |||||||||
| 14 Nov | 281.60 | 9.1 | -0.55 | 27.65 | 185 | 118 | 212 | |||||||||
| 13 Nov | 281.50 | 10 | -2.4 | 30.49 | 72 | 18 | 91 | |||||||||
| 12 Nov | 287.05 | 12.3 | 0.6 | 29.10 | 76 | 8 | 73 | |||||||||
| 11 Nov | 285.80 | 11.55 | 5.15 | 28.78 | 100 | 7 | 66 | |||||||||
| 10 Nov | 273.35 | 6 | 2.1 | 27.98 | 31 | 9 | 59 | |||||||||
| 7 Nov | 263.85 | 3.9 | 0.8 | 27.83 | 16 | 2 | 51 | |||||||||
| 6 Nov | 260.05 | 3.1 | -1.9 | 28.09 | 19 | 9 | 48 | |||||||||
| 4 Nov | 267.25 | 5 | 0 | 27.94 | 22 | 0 | 40 | |||||||||
| 3 Nov | 264.95 | 5 | 0.25 | 29.19 | 34 | 11 | 38 | |||||||||
| 31 Oct | 265.49 | 4.75 | -2.85 | - | 32 | 25 | 25 | |||||||||
For Bhel - strike price 290 expiring on 30DEC2025
Delta for 290 CE is 0.27
Historical price for 290 CE is as follows
On 9 Dec BHEL was trading at 277.00. The strike last trading price was 2.9, which was 1.25 higher than the previous day. The implied volatity was 26.72, the open interest changed by -17 which decreased total open position to 2258
On 8 Dec BHEL was trading at 269.70. The strike last trading price was 1.7, which was -2.1 lower than the previous day. The implied volatity was 27.72, the open interest changed by 32 which increased total open position to 2261
On 5 Dec BHEL was trading at 277.75. The strike last trading price was 3.75, which was 0.1 higher than the previous day. The implied volatity was 26.55, the open interest changed by 2 which increased total open position to 2234
On 4 Dec BHEL was trading at 275.75. The strike last trading price was 3.7, which was -0.85 lower than the previous day. The implied volatity was 27.99, the open interest changed by 125 which increased total open position to 2235
On 3 Dec BHEL was trading at 278.55. The strike last trading price was 4.6, which was -3 lower than the previous day. The implied volatity was 27.39, the open interest changed by 142 which increased total open position to 2093
On 2 Dec BHEL was trading at 285.50. The strike last trading price was 7.9, which was -2.6 lower than the previous day. The implied volatity was 26.88, the open interest changed by 117 which increased total open position to 1961
On 1 Dec BHEL was trading at 291.00. The strike last trading price was 10.5, which was -0.05 lower than the previous day. The implied volatity was 27.53, the open interest changed by -115 which decreased total open position to 1845
On 28 Nov BHEL was trading at 290.85. The strike last trading price was 10.45, which was -1 lower than the previous day. The implied volatity was 26.44, the open interest changed by 102 which increased total open position to 1960
On 27 Nov BHEL was trading at 290.85. The strike last trading price was 11.4, which was 1.45 higher than the previous day. The implied volatity was 28.19, the open interest changed by 794 which increased total open position to 1821
On 26 Nov BHEL was trading at 289.70. The strike last trading price was 10.1, which was 2.75 higher than the previous day. The implied volatity was 24.73, the open interest changed by 85 which increased total open position to 1020
On 25 Nov BHEL was trading at 282.90. The strike last trading price was 7.05, which was 1.75 higher than the previous day. The implied volatity was 25.84, the open interest changed by 219 which increased total open position to 938
On 24 Nov BHEL was trading at 277.90. The strike last trading price was 5.35, which was -2.15 lower than the previous day. The implied volatity was 26.53, the open interest changed by 87 which increased total open position to 715
On 21 Nov BHEL was trading at 282.50. The strike last trading price was 7.7, which was -1.95 lower than the previous day. The implied volatity was 26.27, the open interest changed by 87 which increased total open position to 628
On 20 Nov BHEL was trading at 285.25. The strike last trading price was 9.65, which was -1.95 lower than the previous day. The implied volatity was 26.75, the open interest changed by 94 which increased total open position to 540
On 19 Nov BHEL was trading at 289.20. The strike last trading price was 11.6, which was 0.05 higher than the previous day. The implied volatity was 26.99, the open interest changed by 118 which increased total open position to 446
On 18 Nov BHEL was trading at 289.10. The strike last trading price was 12.1, which was 1.4 higher than the previous day. The implied volatity was 27.71, the open interest changed by 62 which increased total open position to 328
On 17 Nov BHEL was trading at 285.50. The strike last trading price was 10.55, which was 1.4 higher than the previous day. The implied volatity was 28.33, the open interest changed by 40 which increased total open position to 265
On 14 Nov BHEL was trading at 281.60. The strike last trading price was 9.1, which was -0.55 lower than the previous day. The implied volatity was 27.65, the open interest changed by 118 which increased total open position to 212
On 13 Nov BHEL was trading at 281.50. The strike last trading price was 10, which was -2.4 lower than the previous day. The implied volatity was 30.49, the open interest changed by 18 which increased total open position to 91
On 12 Nov BHEL was trading at 287.05. The strike last trading price was 12.3, which was 0.6 higher than the previous day. The implied volatity was 29.10, the open interest changed by 8 which increased total open position to 73
On 11 Nov BHEL was trading at 285.80. The strike last trading price was 11.55, which was 5.15 higher than the previous day. The implied volatity was 28.78, the open interest changed by 7 which increased total open position to 66
On 10 Nov BHEL was trading at 273.35. The strike last trading price was 6, which was 2.1 higher than the previous day. The implied volatity was 27.98, the open interest changed by 9 which increased total open position to 59
On 7 Nov BHEL was trading at 263.85. The strike last trading price was 3.9, which was 0.8 higher than the previous day. The implied volatity was 27.83, the open interest changed by 2 which increased total open position to 51
On 6 Nov BHEL was trading at 260.05. The strike last trading price was 3.1, which was -1.9 lower than the previous day. The implied volatity was 28.09, the open interest changed by 9 which increased total open position to 48
On 4 Nov BHEL was trading at 267.25. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 27.94, the open interest changed by 0 which decreased total open position to 40
On 3 Nov BHEL was trading at 264.95. The strike last trading price was 5, which was 0.25 higher than the previous day. The implied volatity was 29.19, the open interest changed by 11 which increased total open position to 38
On 31 Oct BHEL was trading at 265.49. The strike last trading price was 4.75, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25
| BHEL 30DEC2025 290 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.71
Vega: 0.23
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 277.00 | 14.75 | -5.7 | 28.56 | 209 | -36 | 695 |
| 8 Dec | 269.70 | 20.4 | 6.2 | 30.19 | 304 | -69 | 735 |
| 5 Dec | 277.75 | 14.25 | -1.65 | 27.43 | 63 | -19 | 803 |
| 4 Dec | 275.75 | 15.9 | 1.5 | 28.41 | 114 | -24 | 841 |
| 3 Dec | 278.55 | 13.9 | 3.6 | 27.71 | 475 | -76 | 870 |
| 2 Dec | 285.50 | 9.65 | 1.75 | 28.35 | 1,019 | -64 | 945 |
| 1 Dec | 291.00 | 7.85 | -0.4 | 28.45 | 1,198 | -25 | 1,007 |
| 28 Nov | 290.85 | 8.25 | 0.1 | 28.01 | 1,413 | 210 | 1,031 |
| 27 Nov | 290.85 | 8.2 | -0.3 | 27.92 | 2,453 | 271 | 821 |
| 26 Nov | 289.70 | 8.2 | -4.15 | 26.99 | 1,011 | 189 | 549 |
| 25 Nov | 282.90 | 12.45 | -3.15 | 28.64 | 250 | 60 | 358 |
| 24 Nov | 277.90 | 14.95 | 1.8 | 26.51 | 196 | 11 | 302 |
| 21 Nov | 282.50 | 12.75 | 1.2 | 28.00 | 243 | 13 | 294 |
| 20 Nov | 285.25 | 11.6 | 1.25 | 29.42 | 207 | 4 | 279 |
| 19 Nov | 289.20 | 10.3 | -0.2 | 29.71 | 338 | 72 | 275 |
| 18 Nov | 289.10 | 10.1 | -2.1 | 29.05 | 162 | 52 | 202 |
| 17 Nov | 285.50 | 12.35 | -2.15 | 30.11 | 63 | 24 | 150 |
| 14 Nov | 281.60 | 14.5 | -0.55 | 30.37 | 109 | 93 | 126 |
| 13 Nov | 281.50 | 14.95 | 3.1 | 30.14 | 41 | -5 | 33 |
| 12 Nov | 287.05 | 11.85 | -7.95 | 29.19 | 59 | 33 | 36 |
| 11 Nov | 285.80 | 19.8 | -6.75 | - | 0 | 2 | 0 |
| 10 Nov | 273.35 | 19.8 | -6.75 | 28.65 | 3 | 2 | 3 |
| 7 Nov | 263.85 | 26.55 | -28.2 | 31.39 | 1 | 0 | 0 |
| 6 Nov | 260.05 | 54.75 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 267.25 | 54.75 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 264.95 | 54.75 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 265.49 | 54.75 | 0 | - | 0 | 0 | 0 |
For Bhel - strike price 290 expiring on 30DEC2025
Delta for 290 PE is -0.71
Historical price for 290 PE is as follows
On 9 Dec BHEL was trading at 277.00. The strike last trading price was 14.75, which was -5.7 lower than the previous day. The implied volatity was 28.56, the open interest changed by -36 which decreased total open position to 695
On 8 Dec BHEL was trading at 269.70. The strike last trading price was 20.4, which was 6.2 higher than the previous day. The implied volatity was 30.19, the open interest changed by -69 which decreased total open position to 735
On 5 Dec BHEL was trading at 277.75. The strike last trading price was 14.25, which was -1.65 lower than the previous day. The implied volatity was 27.43, the open interest changed by -19 which decreased total open position to 803
On 4 Dec BHEL was trading at 275.75. The strike last trading price was 15.9, which was 1.5 higher than the previous day. The implied volatity was 28.41, the open interest changed by -24 which decreased total open position to 841
On 3 Dec BHEL was trading at 278.55. The strike last trading price was 13.9, which was 3.6 higher than the previous day. The implied volatity was 27.71, the open interest changed by -76 which decreased total open position to 870
On 2 Dec BHEL was trading at 285.50. The strike last trading price was 9.65, which was 1.75 higher than the previous day. The implied volatity was 28.35, the open interest changed by -64 which decreased total open position to 945
On 1 Dec BHEL was trading at 291.00. The strike last trading price was 7.85, which was -0.4 lower than the previous day. The implied volatity was 28.45, the open interest changed by -25 which decreased total open position to 1007
On 28 Nov BHEL was trading at 290.85. The strike last trading price was 8.25, which was 0.1 higher than the previous day. The implied volatity was 28.01, the open interest changed by 210 which increased total open position to 1031
On 27 Nov BHEL was trading at 290.85. The strike last trading price was 8.2, which was -0.3 lower than the previous day. The implied volatity was 27.92, the open interest changed by 271 which increased total open position to 821
On 26 Nov BHEL was trading at 289.70. The strike last trading price was 8.2, which was -4.15 lower than the previous day. The implied volatity was 26.99, the open interest changed by 189 which increased total open position to 549
On 25 Nov BHEL was trading at 282.90. The strike last trading price was 12.45, which was -3.15 lower than the previous day. The implied volatity was 28.64, the open interest changed by 60 which increased total open position to 358
On 24 Nov BHEL was trading at 277.90. The strike last trading price was 14.95, which was 1.8 higher than the previous day. The implied volatity was 26.51, the open interest changed by 11 which increased total open position to 302
On 21 Nov BHEL was trading at 282.50. The strike last trading price was 12.75, which was 1.2 higher than the previous day. The implied volatity was 28.00, the open interest changed by 13 which increased total open position to 294
On 20 Nov BHEL was trading at 285.25. The strike last trading price was 11.6, which was 1.25 higher than the previous day. The implied volatity was 29.42, the open interest changed by 4 which increased total open position to 279
On 19 Nov BHEL was trading at 289.20. The strike last trading price was 10.3, which was -0.2 lower than the previous day. The implied volatity was 29.71, the open interest changed by 72 which increased total open position to 275
On 18 Nov BHEL was trading at 289.10. The strike last trading price was 10.1, which was -2.1 lower than the previous day. The implied volatity was 29.05, the open interest changed by 52 which increased total open position to 202
On 17 Nov BHEL was trading at 285.50. The strike last trading price was 12.35, which was -2.15 lower than the previous day. The implied volatity was 30.11, the open interest changed by 24 which increased total open position to 150
On 14 Nov BHEL was trading at 281.60. The strike last trading price was 14.5, which was -0.55 lower than the previous day. The implied volatity was 30.37, the open interest changed by 93 which increased total open position to 126
On 13 Nov BHEL was trading at 281.50. The strike last trading price was 14.95, which was 3.1 higher than the previous day. The implied volatity was 30.14, the open interest changed by -5 which decreased total open position to 33
On 12 Nov BHEL was trading at 287.05. The strike last trading price was 11.85, which was -7.95 lower than the previous day. The implied volatity was 29.19, the open interest changed by 33 which increased total open position to 36
On 11 Nov BHEL was trading at 285.80. The strike last trading price was 19.8, which was -6.75 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 10 Nov BHEL was trading at 273.35. The strike last trading price was 19.8, which was -6.75 lower than the previous day. The implied volatity was 28.65, the open interest changed by 2 which increased total open position to 3
On 7 Nov BHEL was trading at 263.85. The strike last trading price was 26.55, which was -28.2 lower than the previous day. The implied volatity was 31.39, 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 54.75, 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 54.75, 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 54.75, 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 54.75, 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































































































































































































































