BHEL
Bhel
Historical option data for BHEL
24 Apr 2026 01:35 PM IST
| BHEL 28-Apr-2026 (4d) 310 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 0
Theta: -0.19
Gamma: 0.00536
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 338.00 | 28.4 | 0.2799999999999976 | 47.06 | 78 | -53 | 386 | |||||||||
| 23 Apr | 337.60 | 28.85 | 4.450000000000003 | 49.09 | 95 | -53 | 439 | |||||||||
| 22 Apr | 333.64 | 24.59 | 0.41999999999999815 | 35.18 | 110 | -47 | 492 | |||||||||
| 21 Apr | 332.61 | 23.66 | 5.850000000000001 | 42.99 | 427 | -229 | 541 | |||||||||
| 20 Apr | 325.63 | 17.1 | 4.770000000000001 | 37.37 | 1,746 | -594 | 771 | |||||||||
| 17 Apr | 316.79 | 11.97 | 2.030000000000001 | 36.22 | 8,569 | -212 | 1,384 | |||||||||
| 16 Apr | 309.26 | 10.85 | 8.3 | 45.57 | 9,089 | 886 | 1,566 | |||||||||
| 15 Apr | 292.50 | 2.55 | 0.29000000000000004 | 37.45 | 1,748 | -58 | 704 | |||||||||
| 13 Apr | 287.77 | 2.17 | 0.3699999999999999 | 38.56 | 2,933 | 37 | 674 | |||||||||
| 10 Apr | 284.71 | 1.65 | 0.3599999999999999 | 35.19 | 2,410 | 37 | 632 | |||||||||
| 9 Apr | 277.20 | 1.28 | 0.81 | 37.47 | 3,586 | 307 | 599 | |||||||||
| 8 Apr | 265.70 | 0.48 | 0.1 | 37.53 | 308 | 9 | 292 | |||||||||
| 7 Apr | 253.59 | 0.39 | 0.01 | 44.44 | 155 | 80 | 284 | |||||||||
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| 6 Apr | 245.64 | 0.37 | -0.05 | 48.65 | 144 | 41 | 204 | |||||||||
| 2 Apr | 248.11 | 0.42 | -0.09 | 44.03 | 74 | -14 | 160 | |||||||||
| 1 Apr | 251.84 | 0.52 | 0.02 | 42.48 | 346 | 31 | 174 | |||||||||
| 30 Mar | 245.50 | 0.5 | -0.45 | 44.4 | 109 | 2 | 142 | |||||||||
| 27 Mar | 254.85 | 0.9 | -0.25 | 40.86 | 75 | 33 | 139 | |||||||||
| 25 Mar | 262.05 | 1.15 | 0 | 36.83 | 107 | 72 | 105 | |||||||||
| 24 Mar | 258.20 | 1.15 | -0.3 | 39.22 | 50 | 7 | 33 | |||||||||
| 23 Mar | 252.85 | 1.45 | 0.05 | 44.95 | 4 | -1 | 25 | |||||||||
| 20 Mar | 262.05 | 1.4 | 0.2 | 36.53 | 30 | 8 | 26 | |||||||||
| 19 Mar | 251.75 | 1.2 | -0.05 | - | 5 | 0 | 18 | |||||||||
| 18 Mar | 260.15 | 1.2 | -0.05 | 35.26 | 5 | 4 | 17 | |||||||||
| 17 Mar | 256.35 | 1.25 | -0.1 | 37.4 | 5 | 2 | 13 | |||||||||
| 16 Mar | 253.50 | 1.3 | -4.8 | 39.14 | 11 | 9 | 9 | |||||||||
For Bhel - strike price 310 expiring on 28APR2026
Delta for 310 CE is 0.96
Historical price for 310 CE is as follows
On 24 Apr BHEL was trading at 338.00. The strike last trading price was 28.4, which was 0.2799999999999976 higher than the previous day. The implied volatity was 47.06, the open interest changed by -53 which decreased total open position to 386
On 23 Apr BHEL was trading at 337.60. The strike last trading price was 28.85, which was 4.450000000000003 higher than the previous day. The implied volatity was 49.09, the open interest changed by -53 which decreased total open position to 439
On 22 Apr BHEL was trading at 333.64. The strike last trading price was 24.59, which was 0.41999999999999815 higher than the previous day. The implied volatity was 35.18, the open interest changed by -47 which decreased total open position to 492
On 21 Apr BHEL was trading at 332.61. The strike last trading price was 23.66, which was 5.850000000000001 higher than the previous day. The implied volatity was 42.99, the open interest changed by -229 which decreased total open position to 541
On 20 Apr BHEL was trading at 325.63. The strike last trading price was 17.1, which was 4.770000000000001 higher than the previous day. The implied volatity was 37.37, the open interest changed by -594 which decreased total open position to 771
On 17 Apr BHEL was trading at 316.79. The strike last trading price was 11.97, which was 2.030000000000001 higher than the previous day. The implied volatity was 36.22, the open interest changed by -212 which decreased total open position to 1384
On 16 Apr BHEL was trading at 309.26. The strike last trading price was 10.85, which was 8.3 higher than the previous day. The implied volatity was 45.57, the open interest changed by 886 which increased total open position to 1566
On 15 Apr BHEL was trading at 292.50. The strike last trading price was 2.55, which was 0.29000000000000004 higher than the previous day. The implied volatity was 37.45, the open interest changed by -58 which decreased total open position to 704
On 13 Apr BHEL was trading at 287.77. The strike last trading price was 2.17, which was 0.3699999999999999 higher than the previous day. The implied volatity was 38.56, the open interest changed by 37 which increased total open position to 674
On 10 Apr BHEL was trading at 284.71. The strike last trading price was 1.65, which was 0.3599999999999999 higher than the previous day. The implied volatity was 35.19, the open interest changed by 37 which increased total open position to 632
On 9 Apr BHEL was trading at 277.20. The strike last trading price was 1.28, which was 0.81 higher than the previous day. The implied volatity was 37.47, the open interest changed by 307 which increased total open position to 599
On 8 Apr BHEL was trading at 265.70. The strike last trading price was 0.48, which was 0.1 higher than the previous day. The implied volatity was 37.53, the open interest changed by 9 which increased total open position to 292
On 7 Apr BHEL was trading at 253.59. The strike last trading price was 0.39, which was 0.01 higher than the previous day. The implied volatity was 44.44, the open interest changed by 80 which increased total open position to 284
On 6 Apr BHEL was trading at 245.64. The strike last trading price was 0.37, which was -0.05 lower than the previous day. The implied volatity was 48.65, the open interest changed by 41 which increased total open position to 204
On 2 Apr BHEL was trading at 248.11. The strike last trading price was 0.42, which was -0.09 lower than the previous day. The implied volatity was 44.03, the open interest changed by -14 which decreased total open position to 160
On 1 Apr BHEL was trading at 251.84. The strike last trading price was 0.52, which was 0.02 higher than the previous day. The implied volatity was 42.48, the open interest changed by 31 which increased total open position to 174
On 30 Mar BHEL was trading at 245.50. The strike last trading price was 0.5, which was -0.45 lower than the previous day. The implied volatity was 44.4, the open interest changed by 2 which increased total open position to 142
On 27 Mar BHEL was trading at 254.85. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 40.86, the open interest changed by 33 which increased total open position to 139
On 25 Mar BHEL was trading at 262.05. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 36.83, the open interest changed by 72 which increased total open position to 105
On 24 Mar BHEL was trading at 258.20. The strike last trading price was 1.15, which was -0.3 lower than the previous day. The implied volatity was 39.22, the open interest changed by 7 which increased total open position to 33
On 23 Mar BHEL was trading at 252.85. The strike last trading price was 1.45, which was 0.05 higher than the previous day. The implied volatity was 44.95, the open interest changed by -1 which decreased total open position to 25
On 20 Mar BHEL was trading at 262.05. The strike last trading price was 1.4, which was 0.2 higher than the previous day. The implied volatity was 36.53, the open interest changed by 8 which increased total open position to 26
On 19 Mar BHEL was trading at 251.75. The strike last trading price was 1.2, 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 18
On 18 Mar BHEL was trading at 260.15. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 35.26, the open interest changed by 4 which increased total open position to 17
On 17 Mar BHEL was trading at 256.35. The strike last trading price was 1.25, which was -0.1 lower than the previous day. The implied volatity was 37.4, the open interest changed by 2 which increased total open position to 13
On 16 Mar BHEL was trading at 253.50. The strike last trading price was 1.3, which was -4.8 lower than the previous day. The implied volatity was 39.14, the open interest changed by 9 which increased total open position to 9
| BHEL 28-Apr-2026 (4d) 310 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0
Theta: -0.1
Gamma: 0.00459
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 338.00 | 0.22 | -0.05000000000000002 | 43.9 | 420 | -51 | 984 |
| 23 Apr | 337.60 | 0.25 | -0.27 | 40.93 | 772 | 71 | 1,041 |
| 22 Apr | 333.64 | 0.49 | -0.81 | 38.47 | 1,169 | -224 | 973 |
| 21 Apr | 332.61 | 1.26 | -1.5799999999999998 | 43.32 | 1,927 | -53 | 1,197 |
| 20 Apr | 325.63 | 2.95 | -2.1099999999999994 | 44.58 | 5,330 | 90 | 1,255 |
| 17 Apr | 316.79 | 4.73 | -4.719999999999999 | 34.7 | 5,330 | 539 | 1,170 |
| 16 Apr | 309.26 | 9.4 | -10.17 | 43.48 | 1,659 | 566 | 624 |
| 15 Apr | 292.50 | 19.61 | -5.390000000000001 | 36.42 | 44 | 7 | 55 |
| 13 Apr | 287.77 | 25 | -1.1999999999999993 | 39.8 | 33 | 7 | 48 |
| 10 Apr | 284.71 | 26.3 | -4.199999999999999 | 36.66 | 49 | -9 | 41 |
| 9 Apr | 277.20 | 30.5 | -12.25 | 27.39 | 23 | 8 | 44 |
| 8 Apr | 265.70 | 42.75 | -20.45 | 36.3 | 3 | 0 | 33 |
| 7 Apr | 253.59 | 63.2 | 10.7 | - | 0 | 0 | 33 |
| 6 Apr | 245.64 | 63.2 | 10.7 | - | 0 | 0 | 33 |
| 2 Apr | 248.11 | 63.2 | 10.7 | - | 0 | 0 | 33 |
| 1 Apr | 251.84 | 63.2 | 10.7 | - | 0 | 0 | 33 |
| 30 Mar | 245.50 | 63.2 | 10.7 | 54.98 | 12 | 11 | 33 |
| 27 Mar | 254.85 | 52.5 | 7.7 | 31.14 | 10 | 0 | 12 |
| 25 Mar | 262.05 | 44.8 | -18.85 | 19.91 | 12 | 10 | 10 |
| 24 Mar | 258.20 | 63.65 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 252.85 | 63.65 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 262.05 | 63.65 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 251.75 | 63.65 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 260.15 | 63.65 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 256.35 | 63.65 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 253.50 | 63.65 | 0 | - | 0 | 0 | 0 |
For Bhel - strike price 310 expiring on 28APR2026
Delta for 310 PE is -0.03
Historical price for 310 PE is as follows
On 24 Apr BHEL was trading at 338.00. The strike last trading price was 0.22, which was -0.05000000000000002 lower than the previous day. The implied volatity was 43.9, the open interest changed by -51 which decreased total open position to 984
On 23 Apr BHEL was trading at 337.60. The strike last trading price was 0.25, which was -0.27 lower than the previous day. The implied volatity was 40.93, the open interest changed by 71 which increased total open position to 1041
On 22 Apr BHEL was trading at 333.64. The strike last trading price was 0.49, which was -0.81 lower than the previous day. The implied volatity was 38.47, the open interest changed by -224 which decreased total open position to 973
On 21 Apr BHEL was trading at 332.61. The strike last trading price was 1.26, which was -1.5799999999999998 lower than the previous day. The implied volatity was 43.32, the open interest changed by -53 which decreased total open position to 1197
On 20 Apr BHEL was trading at 325.63. The strike last trading price was 2.95, which was -2.1099999999999994 lower than the previous day. The implied volatity was 44.58, the open interest changed by 90 which increased total open position to 1255
On 17 Apr BHEL was trading at 316.79. The strike last trading price was 4.73, which was -4.719999999999999 lower than the previous day. The implied volatity was 34.7, the open interest changed by 539 which increased total open position to 1170
On 16 Apr BHEL was trading at 309.26. The strike last trading price was 9.4, which was -10.17 lower than the previous day. The implied volatity was 43.48, the open interest changed by 566 which increased total open position to 624
On 15 Apr BHEL was trading at 292.50. The strike last trading price was 19.61, which was -5.390000000000001 lower than the previous day. The implied volatity was 36.42, the open interest changed by 7 which increased total open position to 55
On 13 Apr BHEL was trading at 287.77. The strike last trading price was 25, which was -1.1999999999999993 lower than the previous day. The implied volatity was 39.8, the open interest changed by 7 which increased total open position to 48
On 10 Apr BHEL was trading at 284.71. The strike last trading price was 26.3, which was -4.199999999999999 lower than the previous day. The implied volatity was 36.66, the open interest changed by -9 which decreased total open position to 41
On 9 Apr BHEL was trading at 277.20. The strike last trading price was 30.5, which was -12.25 lower than the previous day. The implied volatity was 27.39, the open interest changed by 8 which increased total open position to 44
On 8 Apr BHEL was trading at 265.70. The strike last trading price was 42.75, which was -20.45 lower than the previous day. The implied volatity was 36.3, the open interest changed by 0 which decreased total open position to 33
On 7 Apr BHEL was trading at 253.59. The strike last trading price was 63.2, which was 10.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 6 Apr BHEL was trading at 245.64. The strike last trading price was 63.2, which was 10.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 2 Apr BHEL was trading at 248.11. The strike last trading price was 63.2, which was 10.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 1 Apr BHEL was trading at 251.84. The strike last trading price was 63.2, which was 10.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 30 Mar BHEL was trading at 245.50. The strike last trading price was 63.2, which was 10.7 higher than the previous day. The implied volatity was 54.98, the open interest changed by 11 which increased total open position to 33
On 27 Mar BHEL was trading at 254.85. The strike last trading price was 52.5, which was 7.7 higher than the previous day. The implied volatity was 31.14, the open interest changed by 0 which decreased total open position to 12
On 25 Mar BHEL was trading at 262.05. The strike last trading price was 44.8, which was -18.85 lower than the previous day. The implied volatity was 19.91, the open interest changed by 10 which increased total open position to 10
On 24 Mar BHEL was trading at 258.20. The strike last trading price was 63.65, 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 23 Mar BHEL was trading at 252.85. The strike last trading price was 63.65, 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 20 Mar BHEL was trading at 262.05. The strike last trading price was 63.65, 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 19 Mar BHEL was trading at 251.75. The strike last trading price was 63.65, 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 Mar BHEL was trading at 260.15. The strike last trading price was 63.65, 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 Mar BHEL was trading at 256.35. The strike last trading price was 63.65, 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 16 Mar BHEL was trading at 253.50. The strike last trading price was 63.65, 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
