[--[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 315 CE
Delta: 0.06
Vega: 0.08
Theta: -0.07
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 277.00 0.55 0.15 32.39 430 -120 339
8 Dec 269.70 0.45 -0.25 35.30 159 -17 459
5 Dec 277.75 0.65 -0.1 29.96 203 -48 476
4 Dec 275.75 0.75 -0.15 31.66 188 -44 525
3 Dec 278.55 0.95 -0.65 30.75 614 13 569
2 Dec 285.50 1.65 -0.7 28.74 285 45 556
1 Dec 291.00 2.35 -0.2 28.19 145 11 511
28 Nov 290.85 2.45 -0.45 27.44 168 27 501
27 Nov 290.85 2.9 0.5 28.54 603 130 474
26 Nov 289.70 2.4 0.8 26.46 278 80 344
25 Nov 282.90 1.6 0.4 27.72 121 40 265
24 Nov 277.90 1.2 -0.65 28.58 171 39 224
21 Nov 282.50 1.9 -0.8 27.71 166 73 181
20 Nov 285.25 2.7 -0.75 28.24 87 40 107
19 Nov 289.20 3.45 -0.15 28.12 103 59 64
18 Nov 289.10 3.6 0.35 28.15 6 0 4
17 Nov 285.50 3.25 0.1 29.36 7 3 4
14 Nov 281.60 3.15 -0.95 30.34 1 0 0
13 Nov 281.50 4.1 0 8.00 0 0 0
12 Nov 287.05 4.1 0 6.52 0 0 0
11 Nov 285.80 0 0 - 0 0 0


For Bhel - strike price 315 expiring on 30DEC2025

Delta for 315 CE is 0.06

Historical price for 315 CE is as follows

On 9 Dec BHEL was trading at 277.00. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 32.39, the open interest changed by -120 which decreased total open position to 339


On 8 Dec BHEL was trading at 269.70. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 35.30, the open interest changed by -17 which decreased total open position to 459


On 5 Dec BHEL was trading at 277.75. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 29.96, the open interest changed by -48 which decreased total open position to 476


On 4 Dec BHEL was trading at 275.75. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 31.66, the open interest changed by -44 which decreased total open position to 525


On 3 Dec BHEL was trading at 278.55. The strike last trading price was 0.95, which was -0.65 lower than the previous day. The implied volatity was 30.75, the open interest changed by 13 which increased total open position to 569


On 2 Dec BHEL was trading at 285.50. The strike last trading price was 1.65, which was -0.7 lower than the previous day. The implied volatity was 28.74, the open interest changed by 45 which increased total open position to 556


On 1 Dec BHEL was trading at 291.00. The strike last trading price was 2.35, which was -0.2 lower than the previous day. The implied volatity was 28.19, the open interest changed by 11 which increased total open position to 511


On 28 Nov BHEL was trading at 290.85. The strike last trading price was 2.45, which was -0.45 lower than the previous day. The implied volatity was 27.44, the open interest changed by 27 which increased total open position to 501


On 27 Nov BHEL was trading at 290.85. The strike last trading price was 2.9, which was 0.5 higher than the previous day. The implied volatity was 28.54, the open interest changed by 130 which increased total open position to 474


On 26 Nov BHEL was trading at 289.70. The strike last trading price was 2.4, which was 0.8 higher than the previous day. The implied volatity was 26.46, the open interest changed by 80 which increased total open position to 344


On 25 Nov BHEL was trading at 282.90. The strike last trading price was 1.6, which was 0.4 higher than the previous day. The implied volatity was 27.72, the open interest changed by 40 which increased total open position to 265


On 24 Nov BHEL was trading at 277.90. The strike last trading price was 1.2, which was -0.65 lower than the previous day. The implied volatity was 28.58, the open interest changed by 39 which increased total open position to 224


On 21 Nov BHEL was trading at 282.50. The strike last trading price was 1.9, which was -0.8 lower than the previous day. The implied volatity was 27.71, the open interest changed by 73 which increased total open position to 181


On 20 Nov BHEL was trading at 285.25. The strike last trading price was 2.7, which was -0.75 lower than the previous day. The implied volatity was 28.24, the open interest changed by 40 which increased total open position to 107


On 19 Nov BHEL was trading at 289.20. The strike last trading price was 3.45, which was -0.15 lower than the previous day. The implied volatity was 28.12, the open interest changed by 59 which increased total open position to 64


On 18 Nov BHEL was trading at 289.10. The strike last trading price was 3.6, which was 0.35 higher than the previous day. The implied volatity was 28.15, the open interest changed by 0 which decreased total open position to 4


On 17 Nov BHEL was trading at 285.50. The strike last trading price was 3.25, which was 0.1 higher than the previous day. The implied volatity was 29.36, the open interest changed by 3 which increased total open position to 4


On 14 Nov BHEL was trading at 281.60. The strike last trading price was 3.15, which was -0.95 lower than the previous day. The implied volatity was 30.34, 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 4.1, which was 0 lower than the previous day. The implied volatity was 8.00, 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 4.1, which was 0 lower than the previous day. The implied volatity was 6.52, 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 0, 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


BHEL 30DEC2025 315 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 277.00 75.85 0 - 0 0 0
8 Dec 269.70 75.85 0 - 0 0 0
5 Dec 277.75 75.85 0 - 0 0 0
4 Dec 275.75 75.85 0 - 0 0 0
3 Dec 278.55 75.85 0 - 0 0 0
2 Dec 285.50 75.85 0 - 0 0 0
1 Dec 291.00 75.85 0 - 0 0 0
28 Nov 290.85 75.85 0 - 0 0 0
27 Nov 290.85 75.85 0 - 0 0 0
26 Nov 289.70 75.85 0 - 0 0 0
25 Nov 282.90 75.85 0 - 0 0 0
24 Nov 277.90 75.85 0 - 0 0 0
21 Nov 282.50 75.85 0 - 0 0 0
20 Nov 285.25 75.85 0 - 0 0 0
19 Nov 289.20 75.85 0 - 0 0 0
18 Nov 289.10 75.85 0 - 0 0 0
17 Nov 285.50 75.85 0 - 0 0 0
14 Nov 281.60 75.85 0 - 0 0 0
13 Nov 281.50 75.85 0 - 0 0 0
12 Nov 287.05 75.85 0 - 0 0 0
11 Nov 285.80 0 0 - 0 0 0


For Bhel - strike price 315 expiring on 30DEC2025

Delta for 315 PE is -

Historical price for 315 PE is as follows

On 9 Dec BHEL was trading at 277.00. The strike last trading price was 75.85, 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 8 Dec BHEL was trading at 269.70. The strike last trading price was 75.85, 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 5 Dec BHEL was trading at 277.75. The strike last trading price was 75.85, 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 4 Dec BHEL was trading at 275.75. The strike last trading price was 75.85, 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 3 Dec BHEL was trading at 278.55. The strike last trading price was 75.85, 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 2 Dec BHEL was trading at 285.50. The strike last trading price was 75.85, 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 1 Dec BHEL was trading at 291.00. The strike last trading price was 75.85, 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 28 Nov BHEL was trading at 290.85. The strike last trading price was 75.85, 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 27 Nov BHEL was trading at 290.85. The strike last trading price was 75.85, 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 26 Nov BHEL was trading at 289.70. The strike last trading price was 75.85, 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 25 Nov BHEL was trading at 282.90. The strike last trading price was 75.85, 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 24 Nov BHEL was trading at 277.90. The strike last trading price was 75.85, 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 21 Nov BHEL was trading at 282.50. The strike last trading price was 75.85, 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 Nov BHEL was trading at 285.25. The strike last trading price was 75.85, 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 Nov BHEL was trading at 289.20. The strike last trading price was 75.85, 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 75.85, 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 75.85, 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 75.85, 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 75.85, 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 75.85, 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 0, 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