[--[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 310 CE
Delta: 0.08
Vega: 0.10
Theta: -0.08
Gamma: 0.01
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
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
Delta: -0.94
Vega: 0.08
Theta: 0.03
Gamma: 0.01
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