BHEL

Bhel

277 +7.30 (2.71%)

L: 268.9 H: 280.55

Back to Option Chain

Historical option data for BHEL
09 Dec 2025 04:12 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

BHEL 30-DEC-2025 295 CE
Delta: 0.20 Vega: 0.19 Theta: -0.14 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	277.00	2 ₹ 5,250	0.85 2231.25	27.59	1,842 48,35,250	-42 -1,10,250	1,728 45,36,000
8 Dec	269.70	1.2 ₹ 3,150	-1.4 -3675.00	28.85	2,091 54,88,875	-37 -97,125	1,770 46,46,250
5 Dec	277.75	2.65 ₹ 6,956.25	0.05 131.25	27.15	1,373 36,04,125	126 3,30,750	1,809 47,48,625
4 Dec	275.75	2.6 ₹ 6,825	-0.7 -1837.50	28.27	1,044 27,40,500	55 1,44,375	1,683 44,17,875
3 Dec	278.55	3.3 ₹ 8,662.5	-2.4 -6300.00	27.72	1,950 51,18,750	101 2,65,125	1,620 42,52,500
2 Dec	285.50	5.95 ₹ 15,618.75	-2.15 -5643.75	27.25	1,196 31,39,500	29 76,125	1,520 39,90,000
1 Dec	291.00	8.25 ₹ 21,656.25	0.05 131.25	28.13	3,507 92,05,875	261 6,85,125	1,520 39,90,000
28 Nov	290.85	8 ₹ 21,000	-0.9 -2362.50	26.36	1,794 47,09,250	176 4,62,000	1,281 33,62,625
27 Nov	290.85	9 ₹ 23,625	1.4 3675.00	28.31	4,810 1,26,26,250	762 20,00,250	1,106 29,03,250
26 Nov	289.70	7.85 ₹ 20,606.25	2.3 6037.50	25.22	1,544 40,53,000	57 1,49,625	345 9,05,625
25 Nov	282.90	5.4 ₹ 14,175	1.55 4068.75	26.34	668 17,53,500	47 1,23,375	290 7,61,250
24 Nov	277.90	4 ₹ 10,500	-1.6 -4200.00	26.82	298 7,82,250	65 1,70,625	243 6,37,875
21 Nov	282.50	5.8 ₹ 15,225	-1.7 -4462.50	26.12	125 3,28,125	54 1,41,750	178 4,67,250

20 Nov	285.25	7.6 ₹ 19,950	-1.65 -4331.25	26.95	73 1,91,625	12 31,500	124 3,25,500
19 Nov	289.20	9.35 ₹ 24,543.75	-0.3 -787.50	27.31	157 4,12,125	46 1,20,750	111 2,91,375
18 Nov	289.10	9.9 ₹ 25,987.5	2.6 6825.00	28.18	33 86,625	14 36,750	61 1,60,125
17 Nov	285.50	7.3 ₹ 19,162.5	-0.35 -918.75	-	0 0	1 2,625	0 0
14 Nov	281.60	7.3 ₹ 19,162.5	-0.35 -918.75	27.92	10 26,250	1 2,625	47 1,23,375
13 Nov	281.50	7.65 ₹ 20,081.25	-2.45 -6431.25	29.31	12 31,500	2 5,250	45 1,18,125
12 Nov	287.05	10.1 ₹ 26,512.5	0.4 1050.00	29.19	15 39,375	1 2,625	43 1,12,875
11 Nov	285.80	9.7 ₹ 25,462.5	4.65 12206.25	29.49	20 52,500	-1 -2,625	42 1,10,250
10 Nov	273.35	4.8 ₹ 12,600	2.1 5512.50	28.42	32 84,000	10 26,250	43 1,12,875
7 Nov	263.85	2.7 ₹ 7,087.5	-1.2 -3150.00	26.91	11 28,875	1 2,625	31 81,375
6 Nov	260.05	3.9 ₹ 10,237.5	0.05 131.25	-	0 0	3 7,875	0 0
4 Nov	267.25	3.9 ₹ 10,237.5	0.05 131.25	28.02	8 21,000	2 5,250	29 76,125
3 Nov	264.95	3.85 ₹ 10,106.25	-0.35 -918.75	28.98	21 55,125	13 34,125	27 70,875
31 Oct	265.49	4.15 ₹ 10,893.75	-2.6 -6825.00	-	16 42,000	12 31,500	12 31,500

For Bhel - strike price 295 expiring on 30DEC2025

Delta for 295 CE is 0.20

Historical price for 295 CE is as follows

On 9 Dec BHEL was trading at 277.00. The strike last trading price was 2, which was 0.85 higher than the previous day. The implied volatity was 27.59, the open interest changed by -42 which decreased total open position to 1728

On 8 Dec BHEL was trading at 269.70. The strike last trading price was 1.2, which was -1.4 lower than the previous day. The implied volatity was 28.85, the open interest changed by -37 which decreased total open position to 1770

On 5 Dec BHEL was trading at 277.75. The strike last trading price was 2.65, which was 0.05 higher than the previous day. The implied volatity was 27.15, the open interest changed by 126 which increased total open position to 1809

On 4 Dec BHEL was trading at 275.75. The strike last trading price was 2.6, which was -0.7 lower than the previous day. The implied volatity was 28.27, the open interest changed by 55 which increased total open position to 1683

On 3 Dec BHEL was trading at 278.55. The strike last trading price was 3.3, which was -2.4 lower than the previous day. The implied volatity was 27.72, the open interest changed by 101 which increased total open position to 1620

On 2 Dec BHEL was trading at 285.50. The strike last trading price was 5.95, which was -2.15 lower than the previous day. The implied volatity was 27.25, the open interest changed by 29 which increased total open position to 1520

On 1 Dec BHEL was trading at 291.00. The strike last trading price was 8.25, which was 0.05 higher than the previous day. The implied volatity was 28.13, the open interest changed by 261 which increased total open position to 1520

On 28 Nov BHEL was trading at 290.85. The strike last trading price was 8, which was -0.9 lower than the previous day. The implied volatity was 26.36, the open interest changed by 176 which increased total open position to 1281

On 27 Nov BHEL was trading at 290.85. The strike last trading price was 9, which was 1.4 higher than the previous day. The implied volatity was 28.31, the open interest changed by 762 which increased total open position to 1106

On 26 Nov BHEL was trading at 289.70. The strike last trading price was 7.85, which was 2.3 higher than the previous day. The implied volatity was 25.22, the open interest changed by 57 which increased total open position to 345

On 25 Nov BHEL was trading at 282.90. The strike last trading price was 5.4, which was 1.55 higher than the previous day. The implied volatity was 26.34, the open interest changed by 47 which increased total open position to 290

On 24 Nov BHEL was trading at 277.90. The strike last trading price was 4, which was -1.6 lower than the previous day. The implied volatity was 26.82, the open interest changed by 65 which increased total open position to 243

On 21 Nov BHEL was trading at 282.50. The strike last trading price was 5.8, which was -1.7 lower than the previous day. The implied volatity was 26.12, the open interest changed by 54 which increased total open position to 178

On 20 Nov BHEL was trading at 285.25. The strike last trading price was 7.6, which was -1.65 lower than the previous day. The implied volatity was 26.95, the open interest changed by 12 which increased total open position to 124

On 19 Nov BHEL was trading at 289.20. The strike last trading price was 9.35, which was -0.3 lower than the previous day. The implied volatity was 27.31, the open interest changed by 46 which increased total open position to 111

On 18 Nov BHEL was trading at 289.10. The strike last trading price was 9.9, which was 2.6 higher than the previous day. The implied volatity was 28.18, the open interest changed by 14 which increased total open position to 61

On 17 Nov BHEL was trading at 285.50. The strike last trading price was 7.3, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 14 Nov BHEL was trading at 281.60. The strike last trading price was 7.3, which was -0.35 lower than the previous day. The implied volatity was 27.92, the open interest changed by 1 which increased total open position to 47

On 13 Nov BHEL was trading at 281.50. The strike last trading price was 7.65, which was -2.45 lower than the previous day. The implied volatity was 29.31, the open interest changed by 2 which increased total open position to 45

On 12 Nov BHEL was trading at 287.05. The strike last trading price was 10.1, which was 0.4 higher than the previous day. The implied volatity was 29.19, the open interest changed by 1 which increased total open position to 43

On 11 Nov BHEL was trading at 285.80. The strike last trading price was 9.7, which was 4.65 higher than the previous day. The implied volatity was 29.49, the open interest changed by -1 which decreased total open position to 42

On 10 Nov BHEL was trading at 273.35. The strike last trading price was 4.8, which was 2.1 higher than the previous day. The implied volatity was 28.42, the open interest changed by 10 which increased total open position to 43

On 7 Nov BHEL was trading at 263.85. The strike last trading price was 2.7, which was -1.2 lower than the previous day. The implied volatity was 26.91, the open interest changed by 1 which increased total open position to 31

On 6 Nov BHEL was trading at 260.05. The strike last trading price was 3.9, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 4 Nov BHEL was trading at 267.25. The strike last trading price was 3.9, which was 0.05 higher than the previous day. The implied volatity was 28.02, the open interest changed by 2 which increased total open position to 29

On 3 Nov BHEL was trading at 264.95. The strike last trading price was 3.85, which was -0.35 lower than the previous day. The implied volatity was 28.98, the open interest changed by 13 which increased total open position to 27

On 31 Oct BHEL was trading at 265.49. The strike last trading price was 4.15, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 12

BHEL 30DEC2025 295 PE
Delta: -0.77 Vega: 0.20 Theta: -0.09 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	277.00	19.1 ₹ 50,137.5	-5.9 -15487.50	31.14	46 1,20,750	-27 -70,875	358 9,39,750
8 Dec	269.70	25 ₹ 65,625	6.95 18243.75	32.64	28 73,500	-13 -34,125	386 10,13,250
5 Dec	277.75	18.05 ₹ 47,381.25	-1.75 -4593.75	27.87	28 73,500	-12 -31,500	398 10,44,750
4 Dec	275.75	19.8 ₹ 51,975	1.5 3937.50	28.92	45 1,18,125	-16 -42,000	410 10,76,250
3 Dec	278.55	17.65 ₹ 46,331.25	4.3 11287.50	28.42	99 2,59,875	-30 -78,750	427 11,20,875
2 Dec	285.50	12.75 ₹ 33,468.75	2.3 6037.50	29.06	243 6,37,875	-2 -5,250	455 11,94,375
1 Dec	291.00	10.3 ₹ 27,037.5	-0.55 -1443.75	28.23	859 22,54,875	0 0	459 12,04,875
28 Nov	290.85	10.75 ₹ 28,218.75	0.1 262.50	27.90	389 10,21,125	79 2,07,375	460 12,07,500
27 Nov	290.85	10.8 ₹ 28,350	-0.5 -1312.50	28.19	1,240 32,55,000	301 7,90,125	380 9,97,500
26 Nov	289.70	10.65 ₹ 27,956.25	-5.35 -14043.75	26.74	180 4,72,500	23 60,375	81 2,12,625
25 Nov	282.90	16 ₹ 42,000	-0.35 -918.75	30.02	1 2,625	0 0	57 1,49,625
24 Nov	277.90	16.25 ₹ 42,656.25	1.65 4331.25	-	0 0	1 2,625	0 0
21 Nov	282.50	16.25 ₹ 42,656.25	1.65 4331.25	29.22	6 15,750	2 5,250	58 1,52,250
20 Nov	285.25	14.4 ₹ 37,800	1.4 3675.00	29.41	30 78,750	3 7,875	55 1,44,375
19 Nov	289.20	13 ₹ 34,125	0.05 131.25	30.02	58 1,52,250	22 57,750	52 1,36,500
18 Nov	289.10	12.95 ₹ 33,993.75	-3.3 -8662.50	29.78	29 76,125	21 55,125	30 78,750
17 Nov	285.50	16.25 ₹ 42,656.25	-1.8 -4725.00	32.94	10 26,250	0 0	10 26,250
14 Nov	281.60	17.05 ₹ 44,756.25	2.05 5381.25	-	0 0	0 0	0 0
13 Nov	281.50	17.05 ₹ 44,756.25	2.05 5381.25	27.69	4 10,500	0 0	10 26,250
12 Nov	287.05	15 ₹ 39,375	-2.1 -5512.50	30.29	6 15,750	2 5,250	9 23,625
11 Nov	285.80	17.1 ₹ 44,887.5	-7.9 -20737.50	33.19	3 7,875	2 5,250	7 18,375
10 Nov	273.35	25 ₹ 65,625	-8.9 -23362.50	33.29	3 7,875	0 0	6 15,750
7 Nov	263.85	33.9 ₹ 88,987.5	3.3 8662.50	-	0 0	0 0	0 0
6 Nov	260.05	33.9 ₹ 88,987.5	3.3 8662.50	31.69	3 7,875	0 0	6 15,750
4 Nov	267.25	30.6 ₹ 80,325	-2.4 -6300.00	-	0 0	5 13,125	0 0
3 Nov	264.95	30.6 ₹ 80,325	-2.4 -6300.00	33.41	5 13,125	4 10,500	5 13,125
31 Oct	265.49	33 ₹ 86,625	-25.8 -67725.00	-	1 2,625	0 0	0 0

For Bhel - strike price 295 expiring on 30DEC2025

Delta for 295 PE is -0.77

Historical price for 295 PE is as follows

On 9 Dec BHEL was trading at 277.00. The strike last trading price was 19.1, which was -5.9 lower than the previous day. The implied volatity was 31.14, the open interest changed by -27 which decreased total open position to 358

On 8 Dec BHEL was trading at 269.70. The strike last trading price was 25, which was 6.95 higher than the previous day. The implied volatity was 32.64, the open interest changed by -13 which decreased total open position to 386

On 5 Dec BHEL was trading at 277.75. The strike last trading price was 18.05, which was -1.75 lower than the previous day. The implied volatity was 27.87, the open interest changed by -12 which decreased total open position to 398

On 4 Dec BHEL was trading at 275.75. The strike last trading price was 19.8, which was 1.5 higher than the previous day. The implied volatity was 28.92, the open interest changed by -16 which decreased total open position to 410

On 3 Dec BHEL was trading at 278.55. The strike last trading price was 17.65, which was 4.3 higher than the previous day. The implied volatity was 28.42, the open interest changed by -30 which decreased total open position to 427

On 2 Dec BHEL was trading at 285.50. The strike last trading price was 12.75, which was 2.3 higher than the previous day. The implied volatity was 29.06, the open interest changed by -2 which decreased total open position to 455

On 1 Dec BHEL was trading at 291.00. The strike last trading price was 10.3, which was -0.55 lower than the previous day. The implied volatity was 28.23, the open interest changed by 0 which decreased total open position to 459

On 28 Nov BHEL was trading at 290.85. The strike last trading price was 10.75, which was 0.1 higher than the previous day. The implied volatity was 27.90, the open interest changed by 79 which increased total open position to 460

On 27 Nov BHEL was trading at 290.85. The strike last trading price was 10.8, which was -0.5 lower than the previous day. The implied volatity was 28.19, the open interest changed by 301 which increased total open position to 380

On 26 Nov BHEL was trading at 289.70. The strike last trading price was 10.65, which was -5.35 lower than the previous day. The implied volatity was 26.74, the open interest changed by 23 which increased total open position to 81

On 25 Nov BHEL was trading at 282.90. The strike last trading price was 16, which was -0.35 lower than the previous day. The implied volatity was 30.02, the open interest changed by 0 which decreased total open position to 57

On 24 Nov BHEL was trading at 277.90. The strike last trading price was 16.25, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 21 Nov BHEL was trading at 282.50. The strike last trading price was 16.25, which was 1.65 higher than the previous day. The implied volatity was 29.22, the open interest changed by 2 which increased total open position to 58

On 20 Nov BHEL was trading at 285.25. The strike last trading price was 14.4, which was 1.4 higher than the previous day. The implied volatity was 29.41, the open interest changed by 3 which increased total open position to 55

On 19 Nov BHEL was trading at 289.20. The strike last trading price was 13, which was 0.05 higher than the previous day. The implied volatity was 30.02, the open interest changed by 22 which increased total open position to 52

On 18 Nov BHEL was trading at 289.10. The strike last trading price was 12.95, which was -3.3 lower than the previous day. The implied volatity was 29.78, the open interest changed by 21 which increased total open position to 30

On 17 Nov BHEL was trading at 285.50. The strike last trading price was 16.25, which was -1.8 lower than the previous day. The implied volatity was 32.94, the open interest changed by 0 which decreased total open position to 10

On 14 Nov BHEL was trading at 281.60. The strike last trading price was 17.05, which was 2.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 13 Nov BHEL was trading at 281.50. The strike last trading price was 17.05, which was 2.05 higher than the previous day. The implied volatity was 27.69, the open interest changed by 0 which decreased total open position to 10

On 12 Nov BHEL was trading at 287.05. The strike last trading price was 15, which was -2.1 lower than the previous day. The implied volatity was 30.29, the open interest changed by 2 which increased total open position to 9

On 11 Nov BHEL was trading at 285.80. The strike last trading price was 17.1, which was -7.9 lower than the previous day. The implied volatity was 33.19, the open interest changed by 2 which increased total open position to 7

On 10 Nov BHEL was trading at 273.35. The strike last trading price was 25, which was -8.9 lower than the previous day. The implied volatity was 33.29, the open interest changed by 0 which decreased total open position to 6

On 7 Nov BHEL was trading at 263.85. The strike last trading price was 33.9, which was 3.3 higher 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 33.9, which was 3.3 higher than the previous day. The implied volatity was 31.69, the open interest changed by 0 which decreased total open position to 6

On 4 Nov BHEL was trading at 267.25. The strike last trading price was 30.6, which was -2.4 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 30.6, which was -2.4 lower than the previous day. The implied volatity was 33.41, the open interest changed by 4 which increased total open position to 5

On 31 Oct BHEL was trading at 265.49. The strike last trading price was 33, which was -25.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

Related Pages for BHEL

BHEL

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

CYIENT

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD