[--[65.84.65.76]--]

BHEL

Bhel
277 +7.30 (2.71%)
L: 268.9 H: 280.55

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Historical option data for BHEL

09 Dec 2025 04:12 PM IST
BHEL 30-DEC-2025 290 CE
Delta: 0.27
Vega: 0.22
Theta: -0.16
Gamma: 0.02
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
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
Delta: -0.71
Vega: 0.23
Theta: -0.10
Gamma: 0.02
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