BHEL
Bhel
Historical option data for BHEL
09 Dec 2025 04:12 PM IST
| BHEL 30-DEC-2025 315 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.08
Theta: -0.07
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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































































































































































































































