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

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 300 CE
Delta: 0.15 Vega: 0.15 Theta: -0.12 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	277.00	1.4 ₹ 3,675	0.45 1181.25	28.63	5,125 1,34,53,125	9 23,625	5,267 1,38,25,875
8 Dec	269.70	0.95 ₹ 2,493.75	-0.9 -2362.50	30.81	3,903 1,02,45,375	376 9,87,000	5,264 1,38,18,000
5 Dec	277.75	1.85 ₹ 4,856.25	0 0.00	27.74	3,008 78,96,000	-127 -3,33,375	4,883 1,28,17,875
4 Dec	275.75	1.85 ₹ 4,856.25	-0.55 -1443.75	28.87	2,479 65,07,375	2 5,250	5,011 1,31,53,875
3 Dec	278.55	2.4 ₹ 6,300	-1.85 -4856.25	28.39	3,384 88,83,000	552 14,49,000	5,008 1,31,46,000
2 Dec	285.50	4.4 ₹ 11,550	-1.7 -4462.50	27.60	3,245 85,18,125	652 17,11,500	4,448 1,16,76,000
1 Dec	291.00	6.15 ₹ 16,143.75	-0.15 -393.75	27.89	4,389 1,15,21,125	164 4,30,500	3,802 99,80,250
28 Nov	290.85	6.1 ₹ 16,012.5	-0.75 -1968.75	26.66	5,581 1,46,50,125	849 22,28,625	3,656 95,97,000
27 Nov	290.85	6.9 ₹ 18,112.5	1.1 2887.50	28.18	10,215 2,68,14,375	1,561 40,97,625	2,813 73,84,125
26 Nov	289.70	5.85 ₹ 15,356.25	1.8 4725.00	25.19	2,790 73,23,750	-57 -1,49,625	1,250 32,81,250
25 Nov	282.90	3.9 ₹ 10,237.5	1.1 2887.50	26.19	2,157 56,62,125	248 6,51,000	1,301 34,15,125
24 Nov	277.90	2.9 ₹ 7,612.5	-1.4 -3675.00	26.92	994 26,09,250	318 8,34,750	1,053 27,64,125
21 Nov	282.50	4.4 ₹ 11,550	-1.5 -3937.50	26.39	728 19,11,000	198 5,19,750	728 19,11,000
20 Nov	285.25	5.9 ₹ 15,487.5	-1.45 -3806.25	27.13	487 12,78,375	38 99,750	529 13,88,625
19 Nov	289.20	7.4 ₹ 19,425	-0.25 -656.25	27.48	787 20,65,875	231 6,06,375	492 12,91,500
18 Nov	289.10	7.85 ₹ 20,606.25	1.15 3018.75	28.14	538 14,12,250	69 1,81,125	261 6,85,125
17 Nov	285.50	6.6 ₹ 17,325	0.7 1837.50	28.25	143 3,75,375	36 94,500	192 5,04,000
14 Nov	281.60	5.85 ₹ 15,356.25	-0.35 -918.75	28.32	80 2,10,000	12 31,500	156 4,09,500
13 Nov	281.50	6.15 ₹ 16,143.75	-2.1 -5512.50	29.54	123 3,22,875	23 60,375	144 3,78,000
12 Nov	287.05	8.2 ₹ 21,525	0.6 1575.00	29.26	137 3,59,625	15 39,375	122 3,20,250
11 Nov	285.80	7.65 ₹ 20,081.25	3.65 9581.25	28.98	314 8,24,250	98 2,57,250	104 2,73,000
10 Nov	273.35	3.8 ₹ 9,975	-2.15 -5643.75	28.77	6 15,750	5 13,125	5 13,125

4 Nov	267.25	5.95 ₹ 15,618.75	0 0.00	7.41	0 0	0 0	0 0

For Bhel - strike price 300 expiring on 30DEC2025

Delta for 300 CE is 0.15

Historical price for 300 CE is as follows

On 9 Dec BHEL was trading at 277.00. The strike last trading price was 1.4, which was 0.45 higher than the previous day. The implied volatity was 28.63, the open interest changed by 9 which increased total open position to 5267

On 8 Dec BHEL was trading at 269.70. The strike last trading price was 0.95, which was -0.9 lower than the previous day. The implied volatity was 30.81, the open interest changed by 376 which increased total open position to 5264

On 5 Dec BHEL was trading at 277.75. The strike last trading price was 1.85, which was 0 lower than the previous day. The implied volatity was 27.74, the open interest changed by -127 which decreased total open position to 4883

On 4 Dec BHEL was trading at 275.75. The strike last trading price was 1.85, which was -0.55 lower than the previous day. The implied volatity was 28.87, the open interest changed by 2 which increased total open position to 5011

On 3 Dec BHEL was trading at 278.55. The strike last trading price was 2.4, which was -1.85 lower than the previous day. The implied volatity was 28.39, the open interest changed by 552 which increased total open position to 5008

On 2 Dec BHEL was trading at 285.50. The strike last trading price was 4.4, which was -1.7 lower than the previous day. The implied volatity was 27.60, the open interest changed by 652 which increased total open position to 4448

On 1 Dec BHEL was trading at 291.00. The strike last trading price was 6.15, which was -0.15 lower than the previous day. The implied volatity was 27.89, the open interest changed by 164 which increased total open position to 3802

On 28 Nov BHEL was trading at 290.85. The strike last trading price was 6.1, which was -0.75 lower than the previous day. The implied volatity was 26.66, the open interest changed by 849 which increased total open position to 3656

On 27 Nov BHEL was trading at 290.85. The strike last trading price was 6.9, which was 1.1 higher than the previous day. The implied volatity was 28.18, the open interest changed by 1561 which increased total open position to 2813

On 26 Nov BHEL was trading at 289.70. The strike last trading price was 5.85, which was 1.8 higher than the previous day. The implied volatity was 25.19, the open interest changed by -57 which decreased total open position to 1250

On 25 Nov BHEL was trading at 282.90. The strike last trading price was 3.9, which was 1.1 higher than the previous day. The implied volatity was 26.19, the open interest changed by 248 which increased total open position to 1301

On 24 Nov BHEL was trading at 277.90. The strike last trading price was 2.9, which was -1.4 lower than the previous day. The implied volatity was 26.92, the open interest changed by 318 which increased total open position to 1053

On 21 Nov BHEL was trading at 282.50. The strike last trading price was 4.4, which was -1.5 lower than the previous day. The implied volatity was 26.39, the open interest changed by 198 which increased total open position to 728

On 20 Nov BHEL was trading at 285.25. The strike last trading price was 5.9, which was -1.45 lower than the previous day. The implied volatity was 27.13, the open interest changed by 38 which increased total open position to 529

On 19 Nov BHEL was trading at 289.20. The strike last trading price was 7.4, which was -0.25 lower than the previous day. The implied volatity was 27.48, the open interest changed by 231 which increased total open position to 492

On 18 Nov BHEL was trading at 289.10. The strike last trading price was 7.85, which was 1.15 higher than the previous day. The implied volatity was 28.14, the open interest changed by 69 which increased total open position to 261

On 17 Nov BHEL was trading at 285.50. The strike last trading price was 6.6, which was 0.7 higher than the previous day. The implied volatity was 28.25, the open interest changed by 36 which increased total open position to 192

On 14 Nov BHEL was trading at 281.60. The strike last trading price was 5.85, which was -0.35 lower than the previous day. The implied volatity was 28.32, the open interest changed by 12 which increased total open position to 156

On 13 Nov BHEL was trading at 281.50. The strike last trading price was 6.15, which was -2.1 lower than the previous day. The implied volatity was 29.54, the open interest changed by 23 which increased total open position to 144

On 12 Nov BHEL was trading at 287.05. The strike last trading price was 8.2, which was 0.6 higher than the previous day. The implied volatity was 29.26, the open interest changed by 15 which increased total open position to 122

On 11 Nov BHEL was trading at 285.80. The strike last trading price was 7.65, which was 3.65 higher than the previous day. The implied volatity was 28.98, the open interest changed by 98 which increased total open position to 104

On 10 Nov BHEL was trading at 273.35. The strike last trading price was 3.8, which was -2.15 lower than the previous day. The implied volatity was 28.77, the open interest changed by 5 which increased total open position to 5

On 4 Nov BHEL was trading at 267.25. The strike last trading price was 5.95, which was 0 lower than the previous day. The implied volatity was 7.41, the open interest changed by 0 which decreased total open position to 0

BHEL 30DEC2025 300 PE
Delta: -0.79 Vega: 0.19 Theta: -0.10 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	277.00	24.2 ₹ 63,525	-5.1 -13387.50	36.78	151 3,96,375	-68 -1,78,500	274 7,19,250
8 Dec	269.70	29.3 ₹ 76,912.5	7.25 19031.25	32.07	26 68,250	-9 -23,625	343 9,00,375
5 Dec	277.75	22.05 ₹ 57,881.25	-1.95 -5118.75	27.72	17 44,625	-7 -18,375	352 9,24,000
4 Dec	275.75	24.15 ₹ 63,393.75	1.95 5118.75	30.34	48 1,26,000	-10 -26,250	359 9,42,375
3 Dec	278.55	21.5 ₹ 56,437.5	4.7 12337.50	28.21	35 91,875	-14 -36,750	369 9,68,625
2 Dec	285.50	16.15 ₹ 42,393.75	2.75 7218.75	29.49	185 4,85,625	33 86,625	387 10,15,875
1 Dec	291.00	13.45 ₹ 35,306.25	-0.4 -1050.00	28.91	226 5,93,250	46 1,20,750	347 9,10,875
28 Nov	290.85	13.95 ₹ 36,618.75	0.3 787.50	28.68	182 4,77,750	53 1,39,125	300 7,87,500
27 Nov	290.85	13.5 ₹ 35,437.5	-0.75 -1968.75	27.59	523 13,72,875	132 3,46,500	246 6,45,750
26 Nov	289.70	14 ₹ 36,750	-5 -13125.00	27.92	109 2,86,125	18 47,250	114 2,99,250
25 Nov	282.90	18.9 ₹ 49,612.5	-4.25 -11156.25	28.39	51 1,33,875	10 26,250	96 2,52,000
24 Nov	277.90	22.55 ₹ 59,193.75	2.7 7087.50	27.47	29 76,125	3 7,875	85 2,23,125
21 Nov	282.50	19.5 ₹ 51,187.5	1.75 4593.75	28.82	74 1,94,250	20 52,500	123 3,22,875
20 Nov	285.25	17.9 ₹ 46,987.5	1.95 5118.75	30.42	81 2,12,625	35 91,875	102 2,67,750
19 Nov	289.20	15.95 ₹ 41,868.75	-0.2 -525.00	30.13	39 1,02,375	11 28,875	67 1,75,875
18 Nov	289.10	15.75 ₹ 41,343.75	-2.75 -7218.75	29.53	49 1,28,625	15 39,375	53 1,39,125
17 Nov	285.50	18.5 ₹ 48,562.5	-2.2 -5775.00	30.71	11 28,875	1 2,625	37 97,125
14 Nov	281.60	20.7 ₹ 54,337.5	-1.05 -2756.25	30.12	3 7,875	0 0	36 94,500
13 Nov	281.50	21.45 ₹ 56,306.25	3.45 9056.25	30.46	16 42,000	3 7,875	36 94,500
12 Nov	287.05	18 ₹ 47,250	-2 -5250.00	30.30	20 52,500	13 34,125	31 81,375
11 Nov	285.80	20 ₹ 52,500	-7.65 -20081.25	32.84	18 47,250	4 10,500	16 42,000
10 Nov	273.35	27.9 ₹ 73,237.5	-4.5 -11812.50	30.92	6 15,750	4 10,500	10 26,250
4 Nov	267.25	32.4 ₹ 85,050	-30.55 -80193.75	31.60	6 15,750	5 13,125	5 13,125

For Bhel - strike price 300 expiring on 30DEC2025

Delta for 300 PE is -0.79

Historical price for 300 PE is as follows

On 9 Dec BHEL was trading at 277.00. The strike last trading price was 24.2, which was -5.1 lower than the previous day. The implied volatity was 36.78, the open interest changed by -68 which decreased total open position to 274

On 8 Dec BHEL was trading at 269.70. The strike last trading price was 29.3, which was 7.25 higher than the previous day. The implied volatity was 32.07, the open interest changed by -9 which decreased total open position to 343

On 5 Dec BHEL was trading at 277.75. The strike last trading price was 22.05, which was -1.95 lower than the previous day. The implied volatity was 27.72, the open interest changed by -7 which decreased total open position to 352

On 4 Dec BHEL was trading at 275.75. The strike last trading price was 24.15, which was 1.95 higher than the previous day. The implied volatity was 30.34, the open interest changed by -10 which decreased total open position to 359

On 3 Dec BHEL was trading at 278.55. The strike last trading price was 21.5, which was 4.7 higher than the previous day. The implied volatity was 28.21, the open interest changed by -14 which decreased total open position to 369

On 2 Dec BHEL was trading at 285.50. The strike last trading price was 16.15, which was 2.75 higher than the previous day. The implied volatity was 29.49, the open interest changed by 33 which increased total open position to 387

On 1 Dec BHEL was trading at 291.00. The strike last trading price was 13.45, which was -0.4 lower than the previous day. The implied volatity was 28.91, the open interest changed by 46 which increased total open position to 347

On 28 Nov BHEL was trading at 290.85. The strike last trading price was 13.95, which was 0.3 higher than the previous day. The implied volatity was 28.68, the open interest changed by 53 which increased total open position to 300

On 27 Nov BHEL was trading at 290.85. The strike last trading price was 13.5, which was -0.75 lower than the previous day. The implied volatity was 27.59, the open interest changed by 132 which increased total open position to 246

On 26 Nov BHEL was trading at 289.70. The strike last trading price was 14, which was -5 lower than the previous day. The implied volatity was 27.92, the open interest changed by 18 which increased total open position to 114

On 25 Nov BHEL was trading at 282.90. The strike last trading price was 18.9, which was -4.25 lower than the previous day. The implied volatity was 28.39, the open interest changed by 10 which increased total open position to 96

On 24 Nov BHEL was trading at 277.90. The strike last trading price was 22.55, which was 2.7 higher than the previous day. The implied volatity was 27.47, the open interest changed by 3 which increased total open position to 85

On 21 Nov BHEL was trading at 282.50. The strike last trading price was 19.5, which was 1.75 higher than the previous day. The implied volatity was 28.82, the open interest changed by 20 which increased total open position to 123

On 20 Nov BHEL was trading at 285.25. The strike last trading price was 17.9, which was 1.95 higher than the previous day. The implied volatity was 30.42, the open interest changed by 35 which increased total open position to 102

On 19 Nov BHEL was trading at 289.20. The strike last trading price was 15.95, which was -0.2 lower than the previous day. The implied volatity was 30.13, the open interest changed by 11 which increased total open position to 67

On 18 Nov BHEL was trading at 289.10. The strike last trading price was 15.75, which was -2.75 lower than the previous day. The implied volatity was 29.53, the open interest changed by 15 which increased total open position to 53

On 17 Nov BHEL was trading at 285.50. The strike last trading price was 18.5, which was -2.2 lower than the previous day. The implied volatity was 30.71, the open interest changed by 1 which increased total open position to 37

On 14 Nov BHEL was trading at 281.60. The strike last trading price was 20.7, which was -1.05 lower than the previous day. The implied volatity was 30.12, the open interest changed by 0 which decreased total open position to 36

On 13 Nov BHEL was trading at 281.50. The strike last trading price was 21.45, which was 3.45 higher than the previous day. The implied volatity was 30.46, the open interest changed by 3 which increased total open position to 36

On 12 Nov BHEL was trading at 287.05. The strike last trading price was 18, which was -2 lower than the previous day. The implied volatity was 30.30, the open interest changed by 13 which increased total open position to 31

On 11 Nov BHEL was trading at 285.80. The strike last trading price was 20, which was -7.65 lower than the previous day. The implied volatity was 32.84, the open interest changed by 4 which increased total open position to 16

On 10 Nov BHEL was trading at 273.35. The strike last trading price was 27.9, which was -4.5 lower than the previous day. The implied volatity was 30.92, the open interest changed by 4 which increased total open position to 10

On 4 Nov BHEL was trading at 267.25. The strike last trading price was 32.4, which was -30.55 lower than the previous day. The implied volatity was 31.60, the open interest changed by 5 which increased total open position to 5

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