BHEL
Bhel
Historical option data for BHEL
24 Apr 2026 01:36 PM IST
| BHEL 28-Apr-2026 (4d) 315 CE | ||||||||||||||||
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Delta: 0.96
Vega: 0
Theta: -0.13
Gamma: 0.00589
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 338.21 | 23.75 | 0.05000000000000071 | 37.24 | 25 | -3 | 156 | |||||||||
| 23 Apr | 337.60 | 23.7 | 3.8299999999999983 | 39.17 | 62 | -16 | 160 | |||||||||
| 22 Apr | 333.64 | 19.75 | -0.07000000000000028 | 36.48 | 185 | -64 | 177 | |||||||||
| 21 Apr | 332.61 | 19.4 | 4.509999999999998 | 43.02 | 1,340 | -951 | 251 | |||||||||
| 20 Apr | 325.63 | 13.69 | 4.209999999999999 | 39.23 | 2,554 | 598 | 1,206 | |||||||||
| 17 Apr | 316.79 | 8.85 | 1.08 | 35.13 | 6,100 | 118 | 630 | |||||||||
| 16 Apr | 309.26 | 8.5 | 6.79 | 45.34 | 3,344 | 235 | 508 | |||||||||
| 15 Apr | 292.50 | 1.73 | 0.1499999999999999 | 37.32 | 484 | 121 | 273 | |||||||||
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| 13 Apr | 287.77 | 1.55 | 0.27 | 39.34 | 814 | 35 | 148 | |||||||||
| 10 Apr | 284.71 | 1.11 | 0.16000000000000014 | 36.01 | 384 | 74 | 113 | |||||||||
| 9 Apr | 277.20 | 0.99 | -4.36 | 38.76 | 61 | 36 | 36 | |||||||||
For Bhel - strike price 315 expiring on 28APR2026
Delta for 315 CE is 0.96
Historical price for 315 CE is as follows
On 24 Apr BHEL was trading at 338.21. The strike last trading price was 23.75, which was 0.05000000000000071 higher than the previous day. The implied volatity was 37.24, the open interest changed by -3 which decreased total open position to 156
On 23 Apr BHEL was trading at 337.60. The strike last trading price was 23.7, which was 3.8299999999999983 higher than the previous day. The implied volatity was 39.17, the open interest changed by -16 which decreased total open position to 160
On 22 Apr BHEL was trading at 333.64. The strike last trading price was 19.75, which was -0.07000000000000028 lower than the previous day. The implied volatity was 36.48, the open interest changed by -64 which decreased total open position to 177
On 21 Apr BHEL was trading at 332.61. The strike last trading price was 19.4, which was 4.509999999999998 higher than the previous day. The implied volatity was 43.02, the open interest changed by -951 which decreased total open position to 251
On 20 Apr BHEL was trading at 325.63. The strike last trading price was 13.69, which was 4.209999999999999 higher than the previous day. The implied volatity was 39.23, the open interest changed by 598 which increased total open position to 1206
On 17 Apr BHEL was trading at 316.79. The strike last trading price was 8.85, which was 1.08 higher than the previous day. The implied volatity was 35.13, the open interest changed by 118 which increased total open position to 630
On 16 Apr BHEL was trading at 309.26. The strike last trading price was 8.5, which was 6.79 higher than the previous day. The implied volatity was 45.34, the open interest changed by 235 which increased total open position to 508
On 15 Apr BHEL was trading at 292.50. The strike last trading price was 1.73, which was 0.1499999999999999 higher than the previous day. The implied volatity was 37.32, the open interest changed by 121 which increased total open position to 273
On 13 Apr BHEL was trading at 287.77. The strike last trading price was 1.55, which was 0.27 higher than the previous day. The implied volatity was 39.34, the open interest changed by 35 which increased total open position to 148
On 10 Apr BHEL was trading at 284.71. The strike last trading price was 1.11, which was 0.16000000000000014 higher than the previous day. The implied volatity was 36.01, the open interest changed by 74 which increased total open position to 113
On 9 Apr BHEL was trading at 277.20. The strike last trading price was 0.99, which was -4.36 lower than the previous day. The implied volatity was 38.76, the open interest changed by 36 which increased total open position to 36
| BHEL 28-Apr-2026 (4d) 315 PE | |||||||
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Delta: -0.05
Vega: 0
Theta: -0.12
Gamma: 0.00674
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 338.21 | 0.3 | -0.09000000000000002 | 39.78 | 172 | -42 | 354 |
| 23 Apr | 337.60 | 0.36 | -0.51 | 37.36 | 498 | -3 | 389 |
| 22 Apr | 333.64 | 0.83 | -1.1 | 36.73 | 726 | -251 | 399 |
| 21 Apr | 332.61 | 1.9 | -2.18 | 41.78 | 1,431 | 10 | 667 |
| 20 Apr | 325.63 | 4.3 | -2.83 | 44.14 | 2,509 | 411 | 653 |
| 17 Apr | 316.79 | 6.76 | -5.390000000000001 | 34.3 | 1,294 | 152 | 242 |
| 16 Apr | 309.26 | 12.05 | -11.279999999999998 | 42.77 | 207 | 77 | 88 |
| 15 Apr | 292.50 | 23.33 | -44.519999999999996 | 31.43 | 15 | 8 | 8 |
| 13 Apr | 287.77 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 284.71 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 277.20 | 67.85 | 0 | - | 0 | 0 | 0 |
For Bhel - strike price 315 expiring on 28APR2026
Delta for 315 PE is -0.05
Historical price for 315 PE is as follows
On 24 Apr BHEL was trading at 338.21. The strike last trading price was 0.3, which was -0.09000000000000002 lower than the previous day. The implied volatity was 39.78, the open interest changed by -42 which decreased total open position to 354
On 23 Apr BHEL was trading at 337.60. The strike last trading price was 0.36, which was -0.51 lower than the previous day. The implied volatity was 37.36, the open interest changed by -3 which decreased total open position to 389
On 22 Apr BHEL was trading at 333.64. The strike last trading price was 0.83, which was -1.1 lower than the previous day. The implied volatity was 36.73, the open interest changed by -251 which decreased total open position to 399
On 21 Apr BHEL was trading at 332.61. The strike last trading price was 1.9, which was -2.18 lower than the previous day. The implied volatity was 41.78, the open interest changed by 10 which increased total open position to 667
On 20 Apr BHEL was trading at 325.63. The strike last trading price was 4.3, which was -2.83 lower than the previous day. The implied volatity was 44.14, the open interest changed by 411 which increased total open position to 653
On 17 Apr BHEL was trading at 316.79. The strike last trading price was 6.76, which was -5.390000000000001 lower than the previous day. The implied volatity was 34.3, the open interest changed by 152 which increased total open position to 242
On 16 Apr BHEL was trading at 309.26. The strike last trading price was 12.05, which was -11.279999999999998 lower than the previous day. The implied volatity was 42.77, the open interest changed by 77 which increased total open position to 88
On 15 Apr BHEL was trading at 292.50. The strike last trading price was 23.33, which was -44.519999999999996 lower than the previous day. The implied volatity was 31.43, the open interest changed by 8 which increased total open position to 8
On 13 Apr BHEL was trading at 287.77. 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
On 10 Apr BHEL was trading at 284.71. 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
On 9 Apr BHEL was trading at 277.20. The strike last trading price was 67.85, 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
