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BHEL

Bhel
337.9 +0.30 (0.09%)
L: 333.02 H: 340.49

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Historical option data for BHEL

24 Apr 2026 01:34 PM IST
Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV
BHEL 28-Apr-2026 (4d) 320 CE
Delta: 0.94
Vega: 0
Theta: -0.19
Gamma: 0.00979
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 338.02 19 0.26000000000000156 34.12 133 -32 348
23 Apr 337.60 19.06 3.459999999999999 37.62 244 -74 384
22 Apr 333.64 15.56 0.009999999999999787 34.07 388 -79 459
21 Apr 332.61 15.39 4.24 41.72 1,422 -171 538
20 Apr 325.63 10.4 3.3400000000000007 38.03 6,173 -443 826
17 Apr 316.79 6.55 0.6600000000000001 36.12 11,256 145 1,280
16 Apr 309.26 6.48 5.300000000000001 44.91 7,261 788 1,120
15 Apr 292.50 1.2 0.050000000000000044 38.35 754 157 332
13 Apr 287.77 1.08 -3.67 39.52 1,077 176 176

For Bhel - strike price 320 expiring on 28APR2026

Delta for 320 CE is 0.94

Historical price for 320 CE is as follows

On 24 Apr BHEL was trading at 338.02. The strike last trading price was 19, which was 0.26000000000000156 higher than the previous day. The implied volatity was 34.12, the open interest changed by -32 which decreased total open position to 348


On 23 Apr BHEL was trading at 337.60. The strike last trading price was 19.06, which was 3.459999999999999 higher than the previous day. The implied volatity was 37.62, the open interest changed by -74 which decreased total open position to 384


On 22 Apr BHEL was trading at 333.64. The strike last trading price was 15.56, which was 0.009999999999999787 higher than the previous day. The implied volatity was 34.07, the open interest changed by -79 which decreased total open position to 459


On 21 Apr BHEL was trading at 332.61. The strike last trading price was 15.39, which was 4.24 higher than the previous day. The implied volatity was 41.72, the open interest changed by -171 which decreased total open position to 538


On 20 Apr BHEL was trading at 325.63. The strike last trading price was 10.4, which was 3.3400000000000007 higher than the previous day. The implied volatity was 38.03, the open interest changed by -443 which decreased total open position to 826


On 17 Apr BHEL was trading at 316.79. The strike last trading price was 6.55, which was 0.6600000000000001 higher than the previous day. The implied volatity was 36.12, the open interest changed by 145 which increased total open position to 1280


On 16 Apr BHEL was trading at 309.26. The strike last trading price was 6.48, which was 5.300000000000001 higher than the previous day. The implied volatity was 44.91, the open interest changed by 788 which increased total open position to 1120


On 15 Apr BHEL was trading at 292.50. The strike last trading price was 1.2, which was 0.050000000000000044 higher than the previous day. The implied volatity was 38.35, the open interest changed by 157 which increased total open position to 332


On 13 Apr BHEL was trading at 287.77. The strike last trading price was 1.08, which was -3.67 lower than the previous day. The implied volatity was 39.52, the open interest changed by 176 which increased total open position to 176


BHEL 28-Apr-2026 (4d) 320 PE
Delta: -0.09
Vega: 0
Theta: -0.21
Gamma: 0.01128
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 338.02 0.56 -0.10999999999999999 37.46 656 -34 580
23 Apr 337.60 0.65 -0.88 35.5 2,008 -141 620
22 Apr 333.64 1.47 -1.36 35.76 2,036 6 767
21 Apr 332.61 2.84 -2.92 40.4 3,129 151 763
20 Apr 325.63 6 -3.67 43.39 6,544 465 630
17 Apr 316.79 9.25 -5.859999999999999 33.65 551 136 162
16 Apr 309.26 14.95 -57.2 42.72 53 30 30
15 Apr 292.50 0 0 - 0 0 0
13 Apr 287.77 0 0 - 0 0 0

For Bhel - strike price 320 expiring on 28APR2026

Delta for 320 PE is -0.09

Historical price for 320 PE is as follows

On 24 Apr BHEL was trading at 338.02. The strike last trading price was 0.56, which was -0.10999999999999999 lower than the previous day. The implied volatity was 37.46, the open interest changed by -34 which decreased total open position to 580


On 23 Apr BHEL was trading at 337.60. The strike last trading price was 0.65, which was -0.88 lower than the previous day. The implied volatity was 35.5, the open interest changed by -141 which decreased total open position to 620


On 22 Apr BHEL was trading at 333.64. The strike last trading price was 1.47, which was -1.36 lower than the previous day. The implied volatity was 35.76, the open interest changed by 6 which increased total open position to 767


On 21 Apr BHEL was trading at 332.61. The strike last trading price was 2.84, which was -2.92 lower than the previous day. The implied volatity was 40.4, the open interest changed by 151 which increased total open position to 763


On 20 Apr BHEL was trading at 325.63. The strike last trading price was 6, which was -3.67 lower than the previous day. The implied volatity was 43.39, the open interest changed by 465 which increased total open position to 630


On 17 Apr BHEL was trading at 316.79. The strike last trading price was 9.25, which was -5.859999999999999 lower than the previous day. The implied volatity was 33.65, the open interest changed by 136 which increased total open position to 162


On 16 Apr BHEL was trading at 309.26. The strike last trading price was 14.95, which was -57.2 lower than the previous day. The implied volatity was 42.72, the open interest changed by 30 which increased total open position to 30


On 15 Apr BHEL was trading at 292.50. 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 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