[--[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 320 CE
Delta: 0.05
Vega: 0.07
Theta: -0.06
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 277.00 0.45 0.1 34.17 1,214 -96 1,573
8 Dec 269.70 0.35 -0.2 36.54 1,558 149 1,653
5 Dec 277.75 0.5 -0.1 31.20 851 11 1,497
4 Dec 275.75 0.6 -0.1 33.02 666 77 1,487
3 Dec 278.55 0.7 -0.45 31.51 1,267 180 1,412
2 Dec 285.50 1.2 -0.5 29.36 779 12 1,221
1 Dec 291.00 1.75 -0.15 28.88 891 80 1,208
28 Nov 290.85 1.8 -0.4 27.91 1,214 109 1,148
27 Nov 290.85 2.2 0.5 29.09 1,702 164 1,042
26 Nov 289.70 1.7 0.45 26.62 751 66 879
25 Nov 282.90 1.25 0.3 28.66 895 153 827
24 Nov 277.90 0.95 -0.5 29.56 604 -20 673
21 Nov 282.50 1.45 -0.65 28.29 353 110 692
20 Nov 285.25 2.1 -0.65 28.81 530 222 581
19 Nov 289.20 2.75 -0.15 28.83 580 187 366
18 Nov 289.10 3 0.45 29.29 172 66 172
17 Nov 285.50 2.5 0.25 29.57 68 22 105
14 Nov 281.60 2.25 -0.35 29.68 91 50 83
13 Nov 281.50 2.5 -1 30.90 24 8 34
12 Nov 287.05 3.5 0.5 30.51 34 17 24
11 Nov 285.80 3 -0.6 29.44 10 6 6


For Bhel - strike price 320 expiring on 30DEC2025

Delta for 320 CE is 0.05

Historical price for 320 CE is as follows

On 9 Dec BHEL was trading at 277.00. The strike last trading price was 0.45, which was 0.1 higher than the previous day. The implied volatity was 34.17, the open interest changed by -96 which decreased total open position to 1573


On 8 Dec BHEL was trading at 269.70. The strike last trading price was 0.35, which was -0.2 lower than the previous day. The implied volatity was 36.54, the open interest changed by 149 which increased total open position to 1653


On 5 Dec BHEL was trading at 277.75. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 31.20, the open interest changed by 11 which increased total open position to 1497


On 4 Dec BHEL was trading at 275.75. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 33.02, the open interest changed by 77 which increased total open position to 1487


On 3 Dec BHEL was trading at 278.55. The strike last trading price was 0.7, which was -0.45 lower than the previous day. The implied volatity was 31.51, the open interest changed by 180 which increased total open position to 1412


On 2 Dec BHEL was trading at 285.50. The strike last trading price was 1.2, which was -0.5 lower than the previous day. The implied volatity was 29.36, the open interest changed by 12 which increased total open position to 1221


On 1 Dec BHEL was trading at 291.00. The strike last trading price was 1.75, which was -0.15 lower than the previous day. The implied volatity was 28.88, the open interest changed by 80 which increased total open position to 1208


On 28 Nov BHEL was trading at 290.85. The strike last trading price was 1.8, which was -0.4 lower than the previous day. The implied volatity was 27.91, the open interest changed by 109 which increased total open position to 1148


On 27 Nov BHEL was trading at 290.85. The strike last trading price was 2.2, which was 0.5 higher than the previous day. The implied volatity was 29.09, the open interest changed by 164 which increased total open position to 1042


On 26 Nov BHEL was trading at 289.70. The strike last trading price was 1.7, which was 0.45 higher than the previous day. The implied volatity was 26.62, the open interest changed by 66 which increased total open position to 879


On 25 Nov BHEL was trading at 282.90. The strike last trading price was 1.25, which was 0.3 higher than the previous day. The implied volatity was 28.66, the open interest changed by 153 which increased total open position to 827


On 24 Nov BHEL was trading at 277.90. The strike last trading price was 0.95, which was -0.5 lower than the previous day. The implied volatity was 29.56, the open interest changed by -20 which decreased total open position to 673


On 21 Nov BHEL was trading at 282.50. The strike last trading price was 1.45, which was -0.65 lower than the previous day. The implied volatity was 28.29, the open interest changed by 110 which increased total open position to 692


On 20 Nov BHEL was trading at 285.25. The strike last trading price was 2.1, which was -0.65 lower than the previous day. The implied volatity was 28.81, the open interest changed by 222 which increased total open position to 581


On 19 Nov BHEL was trading at 289.20. The strike last trading price was 2.75, which was -0.15 lower than the previous day. The implied volatity was 28.83, the open interest changed by 187 which increased total open position to 366


On 18 Nov BHEL was trading at 289.10. The strike last trading price was 3, which was 0.45 higher than the previous day. The implied volatity was 29.29, the open interest changed by 66 which increased total open position to 172


On 17 Nov BHEL was trading at 285.50. The strike last trading price was 2.5, which was 0.25 higher than the previous day. The implied volatity was 29.57, the open interest changed by 22 which increased total open position to 105


On 14 Nov BHEL was trading at 281.60. The strike last trading price was 2.25, which was -0.35 lower than the previous day. The implied volatity was 29.68, the open interest changed by 50 which increased total open position to 83


On 13 Nov BHEL was trading at 281.50. The strike last trading price was 2.5, which was -1 lower than the previous day. The implied volatity was 30.90, the open interest changed by 8 which increased total open position to 34


On 12 Nov BHEL was trading at 287.05. The strike last trading price was 3.5, which was 0.5 higher than the previous day. The implied volatity was 30.51, the open interest changed by 17 which increased total open position to 24


On 11 Nov BHEL was trading at 285.80. The strike last trading price was 3, which was -0.6 lower than the previous day. The implied volatity was 29.44, the open interest changed by 6 which increased total open position to 6


BHEL 30DEC2025 320 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 277.00 29.05 -2.55 - 0 0 0
8 Dec 269.70 29.05 -2.55 - 0 0 48
5 Dec 277.75 29.05 -2.55 - 0 0 0
4 Dec 275.75 29.05 -2.55 - 0 0 0
3 Dec 278.55 29.05 -2.55 - 0 0 0
2 Dec 285.50 29.05 -2.55 - 0 0 0
1 Dec 291.00 29.05 -2.55 - 0 1 0
28 Nov 290.85 29.05 -2.55 29.09 5 0 47
27 Nov 290.85 31.6 -5 - 0 3 0
26 Nov 289.70 31.6 -5 38.52 3 2 46
25 Nov 282.90 36.6 2.6 35.04 2 1 44
24 Nov 277.90 34 2.9 - 0 0 0
21 Nov 282.50 34 2.9 - 0 1 0
20 Nov 285.25 34 2.9 34.05 1 0 42
19 Nov 289.20 31.2 0.05 32.91 47 37 40
18 Nov 289.10 31.35 -48.95 33.52 3 2 2
17 Nov 285.50 80.3 0 - 0 0 0
14 Nov 281.60 80.3 0 - 0 0 0
13 Nov 281.50 80.3 0 - 0 0 0
12 Nov 287.05 80.3 0 - 0 0 0
11 Nov 285.80 0 0 - 0 0 0


For Bhel - strike price 320 expiring on 30DEC2025

Delta for 320 PE is -

Historical price for 320 PE is as follows

On 9 Dec BHEL was trading at 277.00. The strike last trading price was 29.05, which was -2.55 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 29.05, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48


On 5 Dec BHEL was trading at 277.75. The strike last trading price was 29.05, which was -2.55 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 29.05, which was -2.55 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 29.05, which was -2.55 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 29.05, which was -2.55 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 29.05, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 28 Nov BHEL was trading at 290.85. The strike last trading price was 29.05, which was -2.55 lower than the previous day. The implied volatity was 29.09, the open interest changed by 0 which decreased total open position to 47


On 27 Nov BHEL was trading at 290.85. The strike last trading price was 31.6, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 26 Nov BHEL was trading at 289.70. The strike last trading price was 31.6, which was -5 lower than the previous day. The implied volatity was 38.52, the open interest changed by 2 which increased total open position to 46


On 25 Nov BHEL was trading at 282.90. The strike last trading price was 36.6, which was 2.6 higher than the previous day. The implied volatity was 35.04, the open interest changed by 1 which increased total open position to 44


On 24 Nov BHEL was trading at 277.90. The strike last trading price was 34, which was 2.9 higher 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 34, which was 2.9 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 20 Nov BHEL was trading at 285.25. The strike last trading price was 34, which was 2.9 higher than the previous day. The implied volatity was 34.05, the open interest changed by 0 which decreased total open position to 42


On 19 Nov BHEL was trading at 289.20. The strike last trading price was 31.2, which was 0.05 higher than the previous day. The implied volatity was 32.91, the open interest changed by 37 which increased total open position to 40


On 18 Nov BHEL was trading at 289.10. The strike last trading price was 31.35, which was -48.95 lower than the previous day. The implied volatity was 33.52, the open interest changed by 2 which increased total open position to 2


On 17 Nov BHEL was trading at 285.50. The strike last trading price was 80.3, 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 80.3, 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 80.3, 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 80.3, 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