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BHEL

Bhel
338 +0.40 (0.12%)
L: 333.02 H: 340.49

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Historical option data for BHEL

24 Apr 2026 01:36 PM IST
Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV
BHEL 28-Apr-2026 (4d) 325 CE
Delta: 0.86
Vega: 0
Theta: -0.32
Gamma: 0.01775
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 338.21 13.94 -0.3800000000000008 33.49 414 -148 224
23 Apr 337.60 14.5 3.0199999999999996 34.47 372 -105 371
22 Apr 333.64 11.7 -0.8800000000000008 35.56 1,659 -740 474
21 Apr 332.61 11.73 3.530000000000001 40.31 3,440 743 1,218
20 Apr 325.63 7.73 2.66 38.44 6,866 68 483
17 Apr 316.79 4.61 0.16999999999999993 35.34 3,700 27 423
16 Apr 309.26 4.95 4.15 44.96 2,201 212 434
15 Apr 292.50 0.78 -0.020000000000000018 38.21 384 -29 219
13 Apr 287.77 0.8 -3.4000000000000004 40.58 838 251 251

For Bhel - strike price 325 expiring on 28APR2026

Delta for 325 CE is 0.86

Historical price for 325 CE is as follows

On 24 Apr BHEL was trading at 338.21. The strike last trading price was 13.94, which was -0.3800000000000008 lower than the previous day. The implied volatity was 33.49, the open interest changed by -148 which decreased total open position to 224


On 23 Apr BHEL was trading at 337.60. The strike last trading price was 14.5, which was 3.0199999999999996 higher than the previous day. The implied volatity was 34.47, the open interest changed by -105 which decreased total open position to 371


On 22 Apr BHEL was trading at 333.64. The strike last trading price was 11.7, which was -0.8800000000000008 lower than the previous day. The implied volatity was 35.56, the open interest changed by -740 which decreased total open position to 474


On 21 Apr BHEL was trading at 332.61. The strike last trading price was 11.73, which was 3.530000000000001 higher than the previous day. The implied volatity was 40.31, the open interest changed by 743 which increased total open position to 1218


On 20 Apr BHEL was trading at 325.63. The strike last trading price was 7.73, which was 2.66 higher than the previous day. The implied volatity was 38.44, the open interest changed by 68 which increased total open position to 483


On 17 Apr BHEL was trading at 316.79. The strike last trading price was 4.61, which was 0.16999999999999993 higher than the previous day. The implied volatity was 35.34, the open interest changed by 27 which increased total open position to 423


On 16 Apr BHEL was trading at 309.26. The strike last trading price was 4.95, which was 4.15 higher than the previous day. The implied volatity was 44.96, the open interest changed by 212 which increased total open position to 434


On 15 Apr BHEL was trading at 292.50. The strike last trading price was 0.78, which was -0.020000000000000018 lower than the previous day. The implied volatity was 38.21, the open interest changed by -29 which decreased total open position to 219


On 13 Apr BHEL was trading at 287.77. The strike last trading price was 0.8, which was -3.4000000000000004 lower than the previous day. The implied volatity was 40.58, the open interest changed by 251 which increased total open position to 251


BHEL 28-Apr-2026 (4d) 325 PE
Delta: -0.15
Vega: 0
Theta: -0.3
Gamma: 0.01776
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 338.21 1 -0.19999999999999996 34.89 1,243 -68 600
23 Apr 337.60 1.17 -1.5100000000000002 33.78 2,373 -47 667
22 Apr 333.64 2.5 -1.7300000000000004 34.9 2,036 126 714
21 Apr 332.61 4.22 -3.7700000000000005 39.43 2,596 204 591
20 Apr 325.63 8.35 -4.130000000000001 43.69 4,700 373 399
17 Apr 316.79 12.65 -5.9399999999999995 36.55 73 11 25
16 Apr 309.26 18.6 -15.899999999999999 42.61 20 7 14
15 Apr 292.50 34.5 34.5 - 0 0 7
13 Apr 287.77 34.5 -42 40.12 7 0 0

For Bhel - strike price 325 expiring on 28APR2026

Delta for 325 PE is -0.15

Historical price for 325 PE is as follows

On 24 Apr BHEL was trading at 338.21. The strike last trading price was 1, which was -0.19999999999999996 lower than the previous day. The implied volatity was 34.89, the open interest changed by -68 which decreased total open position to 600


On 23 Apr BHEL was trading at 337.60. The strike last trading price was 1.17, which was -1.5100000000000002 lower than the previous day. The implied volatity was 33.78, the open interest changed by -47 which decreased total open position to 667


On 22 Apr BHEL was trading at 333.64. The strike last trading price was 2.5, which was -1.7300000000000004 lower than the previous day. The implied volatity was 34.9, the open interest changed by 126 which increased total open position to 714


On 21 Apr BHEL was trading at 332.61. The strike last trading price was 4.22, which was -3.7700000000000005 lower than the previous day. The implied volatity was 39.43, the open interest changed by 204 which increased total open position to 591


On 20 Apr BHEL was trading at 325.63. The strike last trading price was 8.35, which was -4.130000000000001 lower than the previous day. The implied volatity was 43.69, the open interest changed by 373 which increased total open position to 399


On 17 Apr BHEL was trading at 316.79. The strike last trading price was 12.65, which was -5.9399999999999995 lower than the previous day. The implied volatity was 36.55, the open interest changed by 11 which increased total open position to 25


On 16 Apr BHEL was trading at 309.26. The strike last trading price was 18.6, which was -15.899999999999999 lower than the previous day. The implied volatity was 42.61, the open interest changed by 7 which increased total open position to 14


On 15 Apr BHEL was trading at 292.50. The strike last trading price was 34.5, which was 34.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 13 Apr BHEL was trading at 287.77. The strike last trading price was 34.5, which was -42 lower than the previous day. The implied volatity was 40.12, the open interest changed by 0 which decreased total open position to 0