BHEL
Bhel
Historical option data for BHEL
09 Dec 2025 04:12 PM IST
| BHEL 30-DEC-2025 320 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.07
Theta: -0.06
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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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 | 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































































































































































































































