BHEL
Bhel
Historical option data for BHEL
24 Apr 2026 01:35 PM IST
| BHEL 28-Apr-2026 (4d) 305 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0
Theta: -0.12
Gamma: 0.0039
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 338.00 | 30.08 | -3.3999999999999986 | 44.9 | 8 | -2 | 195 | |||||||||
| 23 Apr | 337.60 | 33.48 | 3.479999999999997 | 46.45 | 10 | -7 | 198 | |||||||||
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| 22 Apr | 333.64 | 30 | 1.1499999999999986 | 47.57 | 21 | -13 | 205 | |||||||||
| 21 Apr | 332.61 | 28.85 | 6.43 | 42.62 | 28 | -17 | 218 | |||||||||
| 20 Apr | 325.63 | 21.27 | 5.549999999999999 | 37.6 | 223 | -63 | 237 | |||||||||
| 17 Apr | 316.79 | 15.52 | 3.789999999999999 | 38.43 | 749 | -69 | 300 | |||||||||
| 16 Apr | 309.26 | 13.5 | 9.8 | 45.44 | 3,297 | 160 | 368 | |||||||||
| 15 Apr | 292.50 | 3.67 | 0.3900000000000001 | 36.78 | 857 | 31 | 209 | |||||||||
| 13 Apr | 287.77 | 3 | 0.3900000000000001 | 38.11 | 1,258 | 44 | 179 | |||||||||
| 10 Apr | 284.71 | 2.35 | 0.5900000000000001 | 34.81 | 650 | -29 | 137 | |||||||||
| 9 Apr | 277.20 | 1.8 | 1.14 | 37.06 | 810 | 91 | 163 | |||||||||
| 8 Apr | 265.70 | 0.67 | 0.17 | 36.75 | 109 | 19 | 70 | |||||||||
| 7 Apr | 253.59 | 0.5 | 0.08 | 43.39 | 19 | 5 | 52 | |||||||||
| 6 Apr | 245.64 | 0.42 | -0.18 | 46.82 | 9 | 1 | 47 | |||||||||
| 2 Apr | 248.11 | 0.6 | -0.15 | 44.2 | 62 | -10 | 46 | |||||||||
| 1 Apr | 251.84 | 0.75 | 0.05 | 42.79 | 57 | 4 | 56 | |||||||||
| 30 Mar | 245.50 | 0.7 | -0.4 | 44.62 | 31 | 5 | 50 | |||||||||
| 27 Mar | 254.85 | 1.1 | -0.35 | 39.93 | 17 | 11 | 44 | |||||||||
| 25 Mar | 262.05 | 1.45 | 0 | 36.12 | 33 | 3 | 32 | |||||||||
| 24 Mar | 258.20 | 1.45 | 0.05 | 38.68 | 9 | 2 | 28 | |||||||||
| 23 Mar | 252.85 | 1.4 | -0.75 | 41.81 | 11 | 9 | 25 | |||||||||
| 20 Mar | 262.05 | 2.15 | 0.65 | 38.17 | 6 | 0 | 16 | |||||||||
| 19 Mar | 251.75 | 1.5 | -0.05 | - | 13 | 0 | 16 | |||||||||
| 18 Mar | 260.15 | 1.5 | -0.05 | 34.65 | 13 | 4 | 16 | |||||||||
| 17 Mar | 256.35 | 1.55 | -0.8 | - | 11 | 0 | 12 | |||||||||
| 16 Mar | 253.50 | 1.55 | -0.8 | 38.26 | 11 | -3 | 13 | |||||||||
| 13 Mar | 258.50 | 2.35 | -1 | 37.85 | 6 | 1 | 16 | |||||||||
| 12 Mar | 267.85 | 3.35 | 1.8 | 34.94 | 24 | 2 | 15 | |||||||||
| 11 Mar | 255.75 | 1.55 | 0.25 | - | 0 | 0 | 13 | |||||||||
| 10 Mar | 258.65 | 1.55 | 0.25 | - | 1 | 0 | 13 | |||||||||
| 9 Mar | 255.40 | 1.55 | 0.25 | 33.74 | 1 | 0 | 13 | |||||||||
| 6 Mar | 258.95 | 1.3 | -0.6 | - | 0 | 0 | 13 | |||||||||
| 5 Mar | 257.25 | 1.3 | -0.6 | - | 4 | -1 | 13 | |||||||||
| 4 Mar | 247.90 | 1.3 | -0.6 | 34.8 | 4 | -1 | 13 | |||||||||
| 2 Mar | 262.15 | 1.9 | -0.6 | 29.22 | 2 | 1 | 13 | |||||||||
| 27 Feb | 264.95 | 2.5 | -4.35 | 29.7 | 18 | 12 | 12 | |||||||||
For Bhel - strike price 305 expiring on 28APR2026
Delta for 305 CE is 0.97
Historical price for 305 CE is as follows
On 24 Apr BHEL was trading at 338.00. The strike last trading price was 30.08, which was -3.3999999999999986 lower than the previous day. The implied volatity was 44.9, the open interest changed by -2 which decreased total open position to 195
On 23 Apr BHEL was trading at 337.60. The strike last trading price was 33.48, which was 3.479999999999997 higher than the previous day. The implied volatity was 46.45, the open interest changed by -7 which decreased total open position to 198
On 22 Apr BHEL was trading at 333.64. The strike last trading price was 30, which was 1.1499999999999986 higher than the previous day. The implied volatity was 47.57, the open interest changed by -13 which decreased total open position to 205
On 21 Apr BHEL was trading at 332.61. The strike last trading price was 28.85, which was 6.43 higher than the previous day. The implied volatity was 42.62, the open interest changed by -17 which decreased total open position to 218
On 20 Apr BHEL was trading at 325.63. The strike last trading price was 21.27, which was 5.549999999999999 higher than the previous day. The implied volatity was 37.6, the open interest changed by -63 which decreased total open position to 237
On 17 Apr BHEL was trading at 316.79. The strike last trading price was 15.52, which was 3.789999999999999 higher than the previous day. The implied volatity was 38.43, the open interest changed by -69 which decreased total open position to 300
On 16 Apr BHEL was trading at 309.26. The strike last trading price was 13.5, which was 9.8 higher than the previous day. The implied volatity was 45.44, the open interest changed by 160 which increased total open position to 368
On 15 Apr BHEL was trading at 292.50. The strike last trading price was 3.67, which was 0.3900000000000001 higher than the previous day. The implied volatity was 36.78, the open interest changed by 31 which increased total open position to 209
On 13 Apr BHEL was trading at 287.77. The strike last trading price was 3, which was 0.3900000000000001 higher than the previous day. The implied volatity was 38.11, the open interest changed by 44 which increased total open position to 179
On 10 Apr BHEL was trading at 284.71. The strike last trading price was 2.35, which was 0.5900000000000001 higher than the previous day. The implied volatity was 34.81, the open interest changed by -29 which decreased total open position to 137
On 9 Apr BHEL was trading at 277.20. The strike last trading price was 1.8, which was 1.14 higher than the previous day. The implied volatity was 37.06, the open interest changed by 91 which increased total open position to 163
On 8 Apr BHEL was trading at 265.70. The strike last trading price was 0.67, which was 0.17 higher than the previous day. The implied volatity was 36.75, the open interest changed by 19 which increased total open position to 70
On 7 Apr BHEL was trading at 253.59. The strike last trading price was 0.5, which was 0.08 higher than the previous day. The implied volatity was 43.39, the open interest changed by 5 which increased total open position to 52
On 6 Apr BHEL was trading at 245.64. The strike last trading price was 0.42, which was -0.18 lower than the previous day. The implied volatity was 46.82, the open interest changed by 1 which increased total open position to 47
On 2 Apr BHEL was trading at 248.11. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 44.2, the open interest changed by -10 which decreased total open position to 46
On 1 Apr BHEL was trading at 251.84. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 42.79, the open interest changed by 4 which increased total open position to 56
On 30 Mar BHEL was trading at 245.50. The strike last trading price was 0.7, which was -0.4 lower than the previous day. The implied volatity was 44.62, the open interest changed by 5 which increased total open position to 50
On 27 Mar BHEL was trading at 254.85. The strike last trading price was 1.1, which was -0.35 lower than the previous day. The implied volatity was 39.93, the open interest changed by 11 which increased total open position to 44
On 25 Mar BHEL was trading at 262.05. The strike last trading price was 1.45, which was 0 lower than the previous day. The implied volatity was 36.12, the open interest changed by 3 which increased total open position to 32
On 24 Mar BHEL was trading at 258.20. The strike last trading price was 1.45, which was 0.05 higher than the previous day. The implied volatity was 38.68, the open interest changed by 2 which increased total open position to 28
On 23 Mar BHEL was trading at 252.85. The strike last trading price was 1.4, which was -0.75 lower than the previous day. The implied volatity was 41.81, the open interest changed by 9 which increased total open position to 25
On 20 Mar BHEL was trading at 262.05. The strike last trading price was 2.15, which was 0.65 higher than the previous day. The implied volatity was 38.17, the open interest changed by 0 which decreased total open position to 16
On 19 Mar BHEL was trading at 251.75. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 18 Mar BHEL was trading at 260.15. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was 34.65, the open interest changed by 4 which increased total open position to 16
On 17 Mar BHEL was trading at 256.35. The strike last trading price was 1.55, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 16 Mar BHEL was trading at 253.50. The strike last trading price was 1.55, which was -0.8 lower than the previous day. The implied volatity was 38.26, the open interest changed by -3 which decreased total open position to 13
On 13 Mar BHEL was trading at 258.50. The strike last trading price was 2.35, which was -1 lower than the previous day. The implied volatity was 37.85, the open interest changed by 1 which increased total open position to 16
On 12 Mar BHEL was trading at 267.85. The strike last trading price was 3.35, which was 1.8 higher than the previous day. The implied volatity was 34.94, the open interest changed by 2 which increased total open position to 15
On 11 Mar BHEL was trading at 255.75. The strike last trading price was 1.55, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 10 Mar BHEL was trading at 258.65. The strike last trading price was 1.55, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 9 Mar BHEL was trading at 255.40. The strike last trading price was 1.55, which was 0.25 higher than the previous day. The implied volatity was 33.74, the open interest changed by 0 which decreased total open position to 13
On 6 Mar BHEL was trading at 258.95. The strike last trading price was 1.3, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 5 Mar BHEL was trading at 257.25. The strike last trading price was 1.3, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 13
On 4 Mar BHEL was trading at 247.90. The strike last trading price was 1.3, which was -0.6 lower than the previous day. The implied volatity was 34.8, the open interest changed by -1 which decreased total open position to 13
On 2 Mar BHEL was trading at 262.15. The strike last trading price was 1.9, which was -0.6 lower than the previous day. The implied volatity was 29.22, the open interest changed by 1 which increased total open position to 13
On 27 Feb BHEL was trading at 264.95. The strike last trading price was 2.5, which was -4.35 lower than the previous day. The implied volatity was 29.7, the open interest changed by 12 which increased total open position to 12
| BHEL 28-Apr-2026 (4d) 305 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0
Theta: -0.07
Gamma: 0.00309
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 338.00 | 0.16 | -0.03 | 48.1 | 73 | -28 | 313 |
| 23 Apr | 337.60 | 0.19 | -0.14 | 44.95 | 122 | -39 | 340 |
| 22 Apr | 333.64 | 0.32 | -0.5800000000000001 | 40.9 | 309 | -67 | 379 |
| 21 Apr | 332.61 | 0.9 | -1.0499999999999998 | 45.89 | 487 | 9 | 449 |
| 20 Apr | 325.63 | 2.02 | -1.5299999999999998 | 45.59 | 1,533 | -6 | 441 |
| 17 Apr | 316.79 | 3.32 | -3.97 | 35.89 | 2,186 | 83 | 437 |
| 16 Apr | 309.26 | 7.17 | -8.55 | 43.78 | 1,416 | 330 | 359 |
| 15 Apr | 292.50 | 15.71 | -4.48 | 36.48 | 64 | 22 | 32 |
| 13 Apr | 287.77 | 20.45 | -2.289999999999999 | 40.72 | 19 | -1 | 9 |
| 10 Apr | 284.71 | 22.74 | -17.960000000000004 | 35.42 | 13 | 2 | 11 |
| 9 Apr | 277.20 | 40.7 | 3.7 | - | 0 | 0 | 0 |
| 8 Apr | 265.70 | 40.7 | 3.7 | - | 0 | 0 | 9 |
| 7 Apr | 253.59 | 40.7 | 3.7 | - | 0 | 0 | 9 |
| 6 Apr | 245.64 | 40.7 | 3.7 | - | 0 | 0 | 9 |
| 2 Apr | 248.11 | 40.7 | 3.7 | - | 0 | 0 | 9 |
| 1 Apr | 251.84 | 40.7 | 3.7 | - | 0 | 0 | 9 |
| 30 Mar | 245.50 | 40.7 | 3.7 | - | 0 | 0 | 0 |
| 27 Mar | 254.85 | 40.7 | 3.7 | - | 0 | 0 | 9 |
| 25 Mar | 262.05 | 40.7 | 3.7 | - | 0 | 0 | 9 |
| 24 Mar | 258.20 | 40.7 | 3.7 | - | 0 | 0 | 9 |
| 23 Mar | 252.85 | 40.7 | 3.7 | - | 0 | 0 | 9 |
| 20 Mar | 262.05 | 40.7 | 3.7 | 22.44 | 1 | 0 | 0 |
| 19 Mar | 251.75 | 37 | -14.85 | - | 0 | 0 | 8 |
| 18 Mar | 260.15 | 37 | -14.85 | - | 0 | 0 | 8 |
| 17 Mar | 256.35 | 37 | -14.85 | - | 0 | 0 | 8 |
| 16 Mar | 253.50 | 37 | -14.85 | - | 0 | 0 | 0 |
| 13 Mar | 258.50 | 37 | -14.85 | - | 0 | 0 | 0 |
| 12 Mar | 267.85 | 37 | -14.85 | 36.26 | 1 | 0 | 0 |
| 11 Mar | 255.75 | 51.85 | -0.05 | - | 0 | 0 | 8 |
| 10 Mar | 258.65 | 51.85 | -0.05 | - | 8 | 0 | 8 |
| 9 Mar | 255.40 | 51.85 | -0.05 | 54.34 | 8 | 0 | 8 |
| 6 Mar | 258.95 | 51.9 | 13.5 | - | 0 | 0 | 8 |
| 5 Mar | 257.25 | 51.9 | 13.5 | - | 3 | 3 | 5 |
| 4 Mar | 247.90 | 51.9 | 13.5 | 22.1 | 3 | 0 | 5 |
| 2 Mar | 262.15 | 38.4 | -21.1 | - | 0 | 5 | 0 |
| 27 Feb | 264.95 | 38.4 | -21.1 | 29.85 | 5 | 0 | 0 |
For Bhel - strike price 305 expiring on 28APR2026
Delta for 305 PE is -0.02
Historical price for 305 PE is as follows
On 24 Apr BHEL was trading at 338.00. The strike last trading price was 0.16, which was -0.03 lower than the previous day. The implied volatity was 48.1, the open interest changed by -28 which decreased total open position to 313
On 23 Apr BHEL was trading at 337.60. The strike last trading price was 0.19, which was -0.14 lower than the previous day. The implied volatity was 44.95, the open interest changed by -39 which decreased total open position to 340
On 22 Apr BHEL was trading at 333.64. The strike last trading price was 0.32, which was -0.5800000000000001 lower than the previous day. The implied volatity was 40.9, the open interest changed by -67 which decreased total open position to 379
On 21 Apr BHEL was trading at 332.61. The strike last trading price was 0.9, which was -1.0499999999999998 lower than the previous day. The implied volatity was 45.89, the open interest changed by 9 which increased total open position to 449
On 20 Apr BHEL was trading at 325.63. The strike last trading price was 2.02, which was -1.5299999999999998 lower than the previous day. The implied volatity was 45.59, the open interest changed by -6 which decreased total open position to 441
On 17 Apr BHEL was trading at 316.79. The strike last trading price was 3.32, which was -3.97 lower than the previous day. The implied volatity was 35.89, the open interest changed by 83 which increased total open position to 437
On 16 Apr BHEL was trading at 309.26. The strike last trading price was 7.17, which was -8.55 lower than the previous day. The implied volatity was 43.78, the open interest changed by 330 which increased total open position to 359
On 15 Apr BHEL was trading at 292.50. The strike last trading price was 15.71, which was -4.48 lower than the previous day. The implied volatity was 36.48, the open interest changed by 22 which increased total open position to 32
On 13 Apr BHEL was trading at 287.77. The strike last trading price was 20.45, which was -2.289999999999999 lower than the previous day. The implied volatity was 40.72, the open interest changed by -1 which decreased total open position to 9
On 10 Apr BHEL was trading at 284.71. The strike last trading price was 22.74, which was -17.960000000000004 lower than the previous day. The implied volatity was 35.42, the open interest changed by 2 which increased total open position to 11
On 9 Apr BHEL was trading at 277.20. The strike last trading price was 40.7, which was 3.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr BHEL was trading at 265.70. The strike last trading price was 40.7, which was 3.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 7 Apr BHEL was trading at 253.59. The strike last trading price was 40.7, which was 3.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 6 Apr BHEL was trading at 245.64. The strike last trading price was 40.7, which was 3.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 2 Apr BHEL was trading at 248.11. The strike last trading price was 40.7, which was 3.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 1 Apr BHEL was trading at 251.84. The strike last trading price was 40.7, which was 3.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 30 Mar BHEL was trading at 245.50. The strike last trading price was 40.7, which was 3.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar BHEL was trading at 254.85. The strike last trading price was 40.7, which was 3.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 25 Mar BHEL was trading at 262.05. The strike last trading price was 40.7, which was 3.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 24 Mar BHEL was trading at 258.20. The strike last trading price was 40.7, which was 3.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 23 Mar BHEL was trading at 252.85. The strike last trading price was 40.7, which was 3.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 20 Mar BHEL was trading at 262.05. The strike last trading price was 40.7, which was 3.7 higher than the previous day. The implied volatity was 22.44, the open interest changed by 0 which decreased total open position to 0
On 19 Mar BHEL was trading at 251.75. The strike last trading price was 37, which was -14.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 18 Mar BHEL was trading at 260.15. The strike last trading price was 37, which was -14.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 17 Mar BHEL was trading at 256.35. The strike last trading price was 37, which was -14.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 16 Mar BHEL was trading at 253.50. The strike last trading price was 37, which was -14.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar BHEL was trading at 258.50. The strike last trading price was 37, which was -14.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar BHEL was trading at 267.85. The strike last trading price was 37, which was -14.85 lower than the previous day. The implied volatity was 36.26, the open interest changed by 0 which decreased total open position to 0
On 11 Mar BHEL was trading at 255.75. The strike last trading price was 51.85, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 10 Mar BHEL was trading at 258.65. The strike last trading price was 51.85, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 9 Mar BHEL was trading at 255.40. The strike last trading price was 51.85, which was -0.05 lower than the previous day. The implied volatity was 54.34, the open interest changed by 0 which decreased total open position to 8
On 6 Mar BHEL was trading at 258.95. The strike last trading price was 51.9, which was 13.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 5 Mar BHEL was trading at 257.25. The strike last trading price was 51.9, which was 13.5 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 5
On 4 Mar BHEL was trading at 247.90. The strike last trading price was 51.9, which was 13.5 higher than the previous day. The implied volatity was 22.1, the open interest changed by 0 which decreased total open position to 5
On 2 Mar BHEL was trading at 262.15. The strike last trading price was 38.4, which was -21.1 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 27 Feb BHEL was trading at 264.95. The strike last trading price was 38.4, which was -21.1 lower than the previous day. The implied volatity was 29.85, the open interest changed by 0 which decreased total open position to 0
