[--[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 305 CE
Delta: 0.11
Vega: 0.13
Theta: -0.10
Gamma: 0.01
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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