BHEL
Bhel
Historical option data for BHEL
09 Dec 2025 04:12 PM IST
| BHEL 30-DEC-2025 305 CE | ||||||||||||||||
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Delta: 0.11
Vega: 0.13
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 277.00 | 1.05 | 0.35 | 30.20 | 537 | -34 | 400 | |||||||||
| 8 Dec | 269.70 | 0.65 | -0.55 | 31.49 | 797 | -283 | 434 | |||||||||
| 5 Dec | 277.75 | 1.3 | -0.05 | 28.45 | 487 | -1 | 717 | |||||||||
| 4 Dec | 275.75 | 1.3 | -0.35 | 29.40 | 368 | -30 | 718 | |||||||||
| 3 Dec | 278.55 | 1.7 | -1.3 | 28.85 | 981 | 173 | 748 | |||||||||
| 2 Dec | 285.50 | 3.15 | -1.3 | 27.73 | 597 | 57 | 574 | |||||||||
| 1 Dec | 291.00 | 4.55 | -0.1 | 27.98 | 806 | 18 | 516 | |||||||||
| 28 Nov | 290.85 | 4.5 | -0.75 | 26.70 | 789 | 37 | 499 | |||||||||
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| 27 Nov | 290.85 | 5.15 | 0.95 | 27.97 | 1,263 | 60 | 462 | |||||||||
| 26 Nov | 289.70 | 4.35 | 1.35 | 25.48 | 417 | 28 | 402 | |||||||||
| 25 Nov | 282.90 | 3 | 1 | 27.03 | 193 | 85 | 374 | |||||||||
| 24 Nov | 277.90 | 2.2 | -1 | 27.63 | 268 | 118 | 289 | |||||||||
| 21 Nov | 282.50 | 3.25 | -1.3 | 26.50 | 101 | 39 | 171 | |||||||||
| 20 Nov | 285.25 | 4.5 | -1.25 | 27.25 | 50 | 18 | 131 | |||||||||
| 19 Nov | 289.20 | 5.8 | -0.05 | 27.69 | 61 | 14 | 112 | |||||||||
| 18 Nov | 289.10 | 6.1 | 0.9 | 28.02 | 92 | 63 | 99 | |||||||||
| 17 Nov | 285.50 | 5.2 | 0.65 | 28.50 | 45 | 25 | 36 | |||||||||
| 14 Nov | 281.60 | 4.55 | -0.6 | 28.38 | 2 | 1 | 11 | |||||||||
| 13 Nov | 281.50 | 5.15 | -1 | 30.49 | 1 | 0 | 9 | |||||||||
| 12 Nov | 287.05 | 6.15 | 0.9 | - | 0 | 9 | 0 | |||||||||
| 11 Nov | 285.80 | 6.15 | 0.9 | 29.13 | 12 | 2 | 2 | |||||||||
For Bhel - strike price 305 expiring on 30DEC2025
Delta for 305 CE is 0.11
Historical price for 305 CE is as follows
On 9 Dec BHEL was trading at 277.00. The strike last trading price was 1.05, which was 0.35 higher than the previous day. The implied volatity was 30.20, the open interest changed by -34 which decreased total open position to 400
On 8 Dec BHEL was trading at 269.70. The strike last trading price was 0.65, which was -0.55 lower than the previous day. The implied volatity was 31.49, the open interest changed by -283 which decreased total open position to 434
On 5 Dec BHEL was trading at 277.75. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 28.45, the open interest changed by -1 which decreased total open position to 717
On 4 Dec BHEL was trading at 275.75. The strike last trading price was 1.3, which was -0.35 lower than the previous day. The implied volatity was 29.40, the open interest changed by -30 which decreased total open position to 718
On 3 Dec BHEL was trading at 278.55. The strike last trading price was 1.7, which was -1.3 lower than the previous day. The implied volatity was 28.85, the open interest changed by 173 which increased total open position to 748
On 2 Dec BHEL was trading at 285.50. The strike last trading price was 3.15, which was -1.3 lower than the previous day. The implied volatity was 27.73, the open interest changed by 57 which increased total open position to 574
On 1 Dec BHEL was trading at 291.00. The strike last trading price was 4.55, which was -0.1 lower than the previous day. The implied volatity was 27.98, the open interest changed by 18 which increased total open position to 516
On 28 Nov BHEL was trading at 290.85. The strike last trading price was 4.5, which was -0.75 lower than the previous day. The implied volatity was 26.70, the open interest changed by 37 which increased total open position to 499
On 27 Nov BHEL was trading at 290.85. The strike last trading price was 5.15, which was 0.95 higher than the previous day. The implied volatity was 27.97, the open interest changed by 60 which increased total open position to 462
On 26 Nov BHEL was trading at 289.70. The strike last trading price was 4.35, which was 1.35 higher than the previous day. The implied volatity was 25.48, the open interest changed by 28 which increased total open position to 402
On 25 Nov BHEL was trading at 282.90. The strike last trading price was 3, which was 1 higher than the previous day. The implied volatity was 27.03, the open interest changed by 85 which increased total open position to 374
On 24 Nov BHEL was trading at 277.90. The strike last trading price was 2.2, which was -1 lower than the previous day. The implied volatity was 27.63, the open interest changed by 118 which increased total open position to 289
On 21 Nov BHEL was trading at 282.50. The strike last trading price was 3.25, which was -1.3 lower than the previous day. The implied volatity was 26.50, the open interest changed by 39 which increased total open position to 171
On 20 Nov BHEL was trading at 285.25. The strike last trading price was 4.5, which was -1.25 lower than the previous day. The implied volatity was 27.25, the open interest changed by 18 which increased total open position to 131
On 19 Nov BHEL was trading at 289.20. The strike last trading price was 5.8, which was -0.05 lower than the previous day. The implied volatity was 27.69, the open interest changed by 14 which increased total open position to 112
On 18 Nov BHEL was trading at 289.10. The strike last trading price was 6.1, which was 0.9 higher than the previous day. The implied volatity was 28.02, the open interest changed by 63 which increased total open position to 99
On 17 Nov BHEL was trading at 285.50. The strike last trading price was 5.2, which was 0.65 higher than the previous day. The implied volatity was 28.50, the open interest changed by 25 which increased total open position to 36
On 14 Nov BHEL was trading at 281.60. The strike last trading price was 4.55, which was -0.6 lower than the previous day. The implied volatity was 28.38, the open interest changed by 1 which increased total open position to 11
On 13 Nov BHEL was trading at 281.50. The strike last trading price was 5.15, which was -1 lower than the previous day. The implied volatity was 30.49, the open interest changed by 0 which decreased total open position to 9
On 12 Nov BHEL was trading at 287.05. The strike last trading price was 6.15, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0
On 11 Nov BHEL was trading at 285.80. The strike last trading price was 6.15, which was 0.9 higher than the previous day. The implied volatity was 29.13, the open interest changed by 2 which increased total open position to 2
| BHEL 30DEC2025 305 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 277.00 | 27.85 | 10.85 | - | 0 | 0 | 0 |
| 8 Dec | 269.70 | 27.85 | 10.85 | - | 0 | 0 | 22 |
| 5 Dec | 277.75 | 27.85 | 10.85 | - | 0 | 0 | 0 |
| 4 Dec | 275.75 | 27.85 | 10.85 | - | 0 | -2 | 0 |
| 3 Dec | 278.55 | 27.85 | 10.85 | 38.69 | 8 | -2 | 22 |
| 2 Dec | 285.50 | 17 | 0.75 | - | 0 | -2 | 0 |
| 1 Dec | 291.00 | 17 | 0.75 | 29.72 | 7 | -3 | 23 |
| 28 Nov | 290.85 | 16.25 | -5.25 | - | 0 | 24 | 0 |
| 27 Nov | 290.85 | 16.25 | -5.25 | 25.90 | 38 | 24 | 26 |
| 26 Nov | 289.70 | 21.5 | -45.7 | - | 0 | 0 | 0 |
| 25 Nov | 282.90 | 21.5 | -45.7 | - | 0 | 0 | 0 |
| 24 Nov | 277.90 | 21.5 | -45.7 | - | 0 | 0 | 0 |
| 21 Nov | 282.50 | 21.5 | -45.7 | - | 0 | 2 | 0 |
| 20 Nov | 285.25 | 21.5 | -45.7 | 30.94 | 3 | 2 | 2 |
| 19 Nov | 289.20 | 67.2 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 289.10 | 67.2 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 285.50 | 67.2 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 281.60 | 67.2 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 281.50 | 67.2 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 287.05 | 67.2 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 285.80 | 67.2 | 0 | - | 0 | 0 | 0 |
For Bhel - strike price 305 expiring on 30DEC2025
Delta for 305 PE is -
Historical price for 305 PE is as follows
On 9 Dec BHEL was trading at 277.00. The strike last trading price was 27.85, which was 10.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec BHEL was trading at 269.70. The strike last trading price was 27.85, which was 10.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 5 Dec BHEL was trading at 277.75. The strike last trading price was 27.85, which was 10.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec BHEL was trading at 275.75. The strike last trading price was 27.85, which was 10.85 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 3 Dec BHEL was trading at 278.55. The strike last trading price was 27.85, which was 10.85 higher than the previous day. The implied volatity was 38.69, the open interest changed by -2 which decreased total open position to 22
On 2 Dec BHEL was trading at 285.50. The strike last trading price was 17, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 1 Dec BHEL was trading at 291.00. The strike last trading price was 17, which was 0.75 higher than the previous day. The implied volatity was 29.72, the open interest changed by -3 which decreased total open position to 23
On 28 Nov BHEL was trading at 290.85. The strike last trading price was 16.25, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 0
On 27 Nov BHEL was trading at 290.85. The strike last trading price was 16.25, which was -5.25 lower than the previous day. The implied volatity was 25.90, the open interest changed by 24 which increased total open position to 26
On 26 Nov BHEL was trading at 289.70. The strike last trading price was 21.5, which was -45.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov BHEL was trading at 282.90. The strike last trading price was 21.5, which was -45.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov BHEL was trading at 277.90. The strike last trading price was 21.5, which was -45.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov BHEL was trading at 282.50. The strike last trading price was 21.5, which was -45.7 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 20 Nov BHEL was trading at 285.25. The strike last trading price was 21.5, which was -45.7 lower than the previous day. The implied volatity was 30.94, the open interest changed by 2 which increased total open position to 2
On 19 Nov BHEL was trading at 289.20. The strike last trading price was 67.2, 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 18 Nov BHEL was trading at 289.10. The strike last trading price was 67.2, 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 17 Nov BHEL was trading at 285.50. The strike last trading price was 67.2, 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 14 Nov BHEL was trading at 281.60. The strike last trading price was 67.2, 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 13 Nov BHEL was trading at 281.50. The strike last trading price was 67.2, 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 12 Nov BHEL was trading at 287.05. The strike last trading price was 67.2, 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 11 Nov BHEL was trading at 285.80. The strike last trading price was 67.2, 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































































































































































































































