BHEL
Bhel
Historical option data for BHEL
09 Dec 2025 04:12 PM IST
| BHEL 30-DEC-2025 310 CE | ||||||||||||||||
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Delta: 0.08
Vega: 0.10
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 277.00 | 0.75 | 0.2 | 31.23 | 955 | 45 | 709 | |||||||||
| 8 Dec | 269.70 | 0.55 | -0.35 | 33.59 | 642 | 53 | 667 | |||||||||
| 5 Dec | 277.75 | 0.9 | -0.1 | 29.05 | 643 | -83 | 615 | |||||||||
| 4 Dec | 275.75 | 0.95 | -0.25 | 30.28 | 1,123 | -500 | 698 | |||||||||
| 3 Dec | 278.55 | 1.25 | -0.9 | 29.69 | 1,068 | -215 | 1,201 | |||||||||
| 2 Dec | 285.50 | 2.25 | -0.95 | 28.06 | 756 | 161 | 1,413 | |||||||||
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| 1 Dec | 291.00 | 3.3 | -0.15 | 28.08 | 871 | -4 | 1,253 | |||||||||
| 28 Nov | 290.85 | 3.25 | -0.6 | 26.75 | 784 | 120 | 1,239 | |||||||||
| 27 Nov | 290.85 | 3.9 | 0.7 | 28.30 | 1,859 | 478 | 1,119 | |||||||||
| 26 Nov | 289.70 | 3.25 | 1.05 | 25.99 | 817 | 61 | 641 | |||||||||
| 25 Nov | 282.90 | 2.1 | 0.5 | 26.93 | 444 | 99 | 580 | |||||||||
| 24 Nov | 277.90 | 1.55 | -0.9 | 27.69 | 496 | 11 | 480 | |||||||||
| 21 Nov | 282.50 | 2.5 | -0.95 | 27.16 | 277 | 97 | 467 | |||||||||
| 20 Nov | 285.25 | 3.5 | -1 | 27.77 | 252 | 83 | 372 | |||||||||
| 19 Nov | 289.20 | 4.45 | -0.2 | 27.76 | 272 | 41 | 285 | |||||||||
| 18 Nov | 289.10 | 4.85 | 0.8 | 28.48 | 221 | 43 | 238 | |||||||||
| 17 Nov | 285.50 | 4.05 | 0.65 | 28.71 | 173 | 124 | 194 | |||||||||
| 14 Nov | 281.60 | 3.4 | -0.75 | 28.12 | 27 | 1 | 69 | |||||||||
| 13 Nov | 281.50 | 4.2 | -1.15 | 31.01 | 56 | 1 | 68 | |||||||||
| 12 Nov | 287.05 | 5.35 | 0.3 | 29.71 | 87 | 28 | 67 | |||||||||
| 11 Nov | 285.80 | 4.9 | 0.25 | 29.27 | 101 | 39 | 39 | |||||||||
For Bhel - strike price 310 expiring on 30DEC2025
Delta for 310 CE is 0.08
Historical price for 310 CE is as follows
On 9 Dec BHEL was trading at 277.00. The strike last trading price was 0.75, which was 0.2 higher than the previous day. The implied volatity was 31.23, the open interest changed by 45 which increased total open position to 709
On 8 Dec BHEL was trading at 269.70. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 33.59, the open interest changed by 53 which increased total open position to 667
On 5 Dec BHEL was trading at 277.75. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 29.05, the open interest changed by -83 which decreased total open position to 615
On 4 Dec BHEL was trading at 275.75. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 30.28, the open interest changed by -500 which decreased total open position to 698
On 3 Dec BHEL was trading at 278.55. The strike last trading price was 1.25, which was -0.9 lower than the previous day. The implied volatity was 29.69, the open interest changed by -215 which decreased total open position to 1201
On 2 Dec BHEL was trading at 285.50. The strike last trading price was 2.25, which was -0.95 lower than the previous day. The implied volatity was 28.06, the open interest changed by 161 which increased total open position to 1413
On 1 Dec BHEL was trading at 291.00. The strike last trading price was 3.3, which was -0.15 lower than the previous day. The implied volatity was 28.08, the open interest changed by -4 which decreased total open position to 1253
On 28 Nov BHEL was trading at 290.85. The strike last trading price was 3.25, which was -0.6 lower than the previous day. The implied volatity was 26.75, the open interest changed by 120 which increased total open position to 1239
On 27 Nov BHEL was trading at 290.85. The strike last trading price was 3.9, which was 0.7 higher than the previous day. The implied volatity was 28.30, the open interest changed by 478 which increased total open position to 1119
On 26 Nov BHEL was trading at 289.70. The strike last trading price was 3.25, which was 1.05 higher than the previous day. The implied volatity was 25.99, the open interest changed by 61 which increased total open position to 641
On 25 Nov BHEL was trading at 282.90. The strike last trading price was 2.1, which was 0.5 higher than the previous day. The implied volatity was 26.93, the open interest changed by 99 which increased total open position to 580
On 24 Nov BHEL was trading at 277.90. The strike last trading price was 1.55, which was -0.9 lower than the previous day. The implied volatity was 27.69, the open interest changed by 11 which increased total open position to 480
On 21 Nov BHEL was trading at 282.50. The strike last trading price was 2.5, which was -0.95 lower than the previous day. The implied volatity was 27.16, the open interest changed by 97 which increased total open position to 467
On 20 Nov BHEL was trading at 285.25. The strike last trading price was 3.5, which was -1 lower than the previous day. The implied volatity was 27.77, the open interest changed by 83 which increased total open position to 372
On 19 Nov BHEL was trading at 289.20. The strike last trading price was 4.45, which was -0.2 lower than the previous day. The implied volatity was 27.76, the open interest changed by 41 which increased total open position to 285
On 18 Nov BHEL was trading at 289.10. The strike last trading price was 4.85, which was 0.8 higher than the previous day. The implied volatity was 28.48, the open interest changed by 43 which increased total open position to 238
On 17 Nov BHEL was trading at 285.50. The strike last trading price was 4.05, which was 0.65 higher than the previous day. The implied volatity was 28.71, the open interest changed by 124 which increased total open position to 194
On 14 Nov BHEL was trading at 281.60. The strike last trading price was 3.4, which was -0.75 lower than the previous day. The implied volatity was 28.12, the open interest changed by 1 which increased total open position to 69
On 13 Nov BHEL was trading at 281.50. The strike last trading price was 4.2, which was -1.15 lower than the previous day. The implied volatity was 31.01, the open interest changed by 1 which increased total open position to 68
On 12 Nov BHEL was trading at 287.05. The strike last trading price was 5.35, which was 0.3 higher than the previous day. The implied volatity was 29.71, the open interest changed by 28 which increased total open position to 67
On 11 Nov BHEL was trading at 285.80. The strike last trading price was 4.9, which was 0.25 higher than the previous day. The implied volatity was 29.27, the open interest changed by 39 which increased total open position to 39
| BHEL 30DEC2025 310 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.94
Vega: 0.08
Theta: 0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 277.00 | 31.8 | 7.25 | 28.23 | 1 | 0 | 66 |
| 8 Dec | 269.70 | 24.55 | 4 | - | 0 | 0 | 66 |
| 5 Dec | 277.75 | 24.55 | 4 | - | 0 | 0 | 0 |
| 4 Dec | 275.75 | 24.55 | 4 | - | 0 | 0 | 0 |
| 3 Dec | 278.55 | 24.55 | 4 | - | 0 | -2 | 0 |
| 2 Dec | 285.50 | 24.55 | 4 | 33.14 | 5 | -1 | 67 |
| 1 Dec | 291.00 | 20.55 | -0.65 | 29.42 | 8 | 3 | 67 |
| 28 Nov | 290.85 | 21.05 | 0.65 | 29.29 | 3 | 1 | 64 |
| 27 Nov | 290.85 | 20.4 | -1.3 | 27.57 | 60 | 14 | 64 |
| 26 Nov | 289.70 | 21.7 | -9.3 | 30.55 | 31 | 20 | 51 |
| 25 Nov | 282.90 | 31 | 4 | - | 0 | 4 | 0 |
| 24 Nov | 277.90 | 31 | 4 | 27.92 | 8 | 1 | 28 |
| 21 Nov | 282.50 | 27 | 1.7 | 28.32 | 29 | 24 | 26 |
| 20 Nov | 285.25 | 25.3 | -0.75 | 31.34 | 1 | 0 | 1 |
| 19 Nov | 289.20 | 26.05 | -45.45 | - | 0 | 0 | 0 |
| 18 Nov | 289.10 | 26.05 | -45.45 | - | 0 | 0 | 0 |
| 17 Nov | 285.50 | 26.05 | -45.45 | - | 0 | 0 | 0 |
| 14 Nov | 281.60 | 26.05 | -45.45 | - | 0 | 0 | 0 |
| 13 Nov | 281.50 | 26.05 | -45.45 | - | 0 | 1 | 0 |
| 12 Nov | 287.05 | 26.05 | -45.45 | 32.94 | 2 | 1 | 1 |
| 11 Nov | 285.80 | 71.5 | 0 | - | 0 | 0 | 0 |
For Bhel - strike price 310 expiring on 30DEC2025
Delta for 310 PE is -0.94
Historical price for 310 PE is as follows
On 9 Dec BHEL was trading at 277.00. The strike last trading price was 31.8, which was 7.25 higher than the previous day. The implied volatity was 28.23, the open interest changed by 0 which decreased total open position to 66
On 8 Dec BHEL was trading at 269.70. The strike last trading price was 24.55, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66
On 5 Dec BHEL was trading at 277.75. The strike last trading price was 24.55, which was 4 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 24.55, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec BHEL was trading at 278.55. The strike last trading price was 24.55, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 2 Dec BHEL was trading at 285.50. The strike last trading price was 24.55, which was 4 higher than the previous day. The implied volatity was 33.14, the open interest changed by -1 which decreased total open position to 67
On 1 Dec BHEL was trading at 291.00. The strike last trading price was 20.55, which was -0.65 lower than the previous day. The implied volatity was 29.42, the open interest changed by 3 which increased total open position to 67
On 28 Nov BHEL was trading at 290.85. The strike last trading price was 21.05, which was 0.65 higher than the previous day. The implied volatity was 29.29, the open interest changed by 1 which increased total open position to 64
On 27 Nov BHEL was trading at 290.85. The strike last trading price was 20.4, which was -1.3 lower than the previous day. The implied volatity was 27.57, the open interest changed by 14 which increased total open position to 64
On 26 Nov BHEL was trading at 289.70. The strike last trading price was 21.7, which was -9.3 lower than the previous day. The implied volatity was 30.55, the open interest changed by 20 which increased total open position to 51
On 25 Nov BHEL was trading at 282.90. The strike last trading price was 31, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 24 Nov BHEL was trading at 277.90. The strike last trading price was 31, which was 4 higher than the previous day. The implied volatity was 27.92, the open interest changed by 1 which increased total open position to 28
On 21 Nov BHEL was trading at 282.50. The strike last trading price was 27, which was 1.7 higher than the previous day. The implied volatity was 28.32, the open interest changed by 24 which increased total open position to 26
On 20 Nov BHEL was trading at 285.25. The strike last trading price was 25.3, which was -0.75 lower than the previous day. The implied volatity was 31.34, the open interest changed by 0 which decreased total open position to 1
On 19 Nov BHEL was trading at 289.20. The strike last trading price was 26.05, which was -45.45 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 26.05, which was -45.45 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 26.05, which was -45.45 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 26.05, which was -45.45 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 26.05, which was -45.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 12 Nov BHEL was trading at 287.05. The strike last trading price was 26.05, which was -45.45 lower than the previous day. The implied volatity was 32.94, the open interest changed by 1 which increased total open position to 1
On 11 Nov BHEL was trading at 285.80. The strike last trading price was 71.5, 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































































































































































































































