BHEL
Bhel
Historical option data for BHEL
09 Dec 2025 04:12 PM IST
| BHEL 30-DEC-2025 325 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.06
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 277.00 | 0.35 | 0.05 | 35.48 | 542 | -88 | 540 | |||||||||
| 8 Dec | 269.70 | 0.3 | -0.1 | 38.29 | 576 | 78 | 628 | |||||||||
| 5 Dec | 277.75 | 0.4 | -0.05 | 32.58 | 110 | -25 | 551 | |||||||||
| 4 Dec | 275.75 | 0.45 | -0.1 | 33.81 | 240 | -22 | 577 | |||||||||
| 3 Dec | 278.55 | 0.55 | -0.3 | 32.66 | 441 | 21 | 596 | |||||||||
| 2 Dec | 285.50 | 0.9 | -0.35 | 30.20 | 229 | 61 | 575 | |||||||||
| 1 Dec | 291.00 | 1.3 | -0.1 | 29.55 | 538 | 156 | 512 | |||||||||
| 28 Nov | 290.85 | 1.3 | -0.35 | 28.28 | 162 | 41 | 356 | |||||||||
| 27 Nov | 290.85 | 1.65 | 0.35 | 29.56 | 484 | 94 | 313 | |||||||||
| 26 Nov | 289.70 | 1.3 | 0.35 | 27.47 | 367 | 101 | 216 | |||||||||
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| 25 Nov | 282.90 | 0.95 | 0.2 | 29.34 | 81 | 22 | 116 | |||||||||
| 24 Nov | 277.90 | 0.75 | -0.4 | 30.45 | 59 | 15 | 94 | |||||||||
| 21 Nov | 282.50 | 1.15 | -0.5 | 29.14 | 72 | -9 | 79 | |||||||||
| 20 Nov | 285.25 | 1.55 | -0.65 | 28.94 | 88 | -5 | 86 | |||||||||
| 19 Nov | 289.20 | 2.1 | -0.15 | 29.10 | 143 | 31 | 90 | |||||||||
| 18 Nov | 289.10 | 2.3 | 0.3 | 29.50 | 27 | 17 | 59 | |||||||||
| 17 Nov | 285.50 | 1.95 | 0.25 | 29.96 | 46 | 32 | 43 | |||||||||
| 14 Nov | 281.60 | 1.7 | -1.1 | 29.75 | 5 | 1 | 7 | |||||||||
| 13 Nov | 281.50 | 2.8 | -0.65 | 34.79 | 2 | 1 | 5 | |||||||||
| 12 Nov | 287.05 | 3.45 | 2.3 | 33.20 | 6 | 4 | 4 | |||||||||
For Bhel - strike price 325 expiring on 30DEC2025
Delta for 325 CE is 0.04
Historical price for 325 CE is as follows
On 9 Dec BHEL was trading at 277.00. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 35.48, the open interest changed by -88 which decreased total open position to 540
On 8 Dec BHEL was trading at 269.70. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 38.29, the open interest changed by 78 which increased total open position to 628
On 5 Dec BHEL was trading at 277.75. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 32.58, the open interest changed by -25 which decreased total open position to 551
On 4 Dec BHEL was trading at 275.75. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 33.81, the open interest changed by -22 which decreased total open position to 577
On 3 Dec BHEL was trading at 278.55. The strike last trading price was 0.55, which was -0.3 lower than the previous day. The implied volatity was 32.66, the open interest changed by 21 which increased total open position to 596
On 2 Dec BHEL was trading at 285.50. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 30.20, the open interest changed by 61 which increased total open position to 575
On 1 Dec BHEL was trading at 291.00. The strike last trading price was 1.3, which was -0.1 lower than the previous day. The implied volatity was 29.55, the open interest changed by 156 which increased total open position to 512
On 28 Nov BHEL was trading at 290.85. The strike last trading price was 1.3, which was -0.35 lower than the previous day. The implied volatity was 28.28, the open interest changed by 41 which increased total open position to 356
On 27 Nov BHEL was trading at 290.85. The strike last trading price was 1.65, which was 0.35 higher than the previous day. The implied volatity was 29.56, the open interest changed by 94 which increased total open position to 313
On 26 Nov BHEL was trading at 289.70. The strike last trading price was 1.3, which was 0.35 higher than the previous day. The implied volatity was 27.47, the open interest changed by 101 which increased total open position to 216
On 25 Nov BHEL was trading at 282.90. The strike last trading price was 0.95, which was 0.2 higher than the previous day. The implied volatity was 29.34, the open interest changed by 22 which increased total open position to 116
On 24 Nov BHEL was trading at 277.90. The strike last trading price was 0.75, which was -0.4 lower than the previous day. The implied volatity was 30.45, the open interest changed by 15 which increased total open position to 94
On 21 Nov BHEL was trading at 282.50. The strike last trading price was 1.15, which was -0.5 lower than the previous day. The implied volatity was 29.14, the open interest changed by -9 which decreased total open position to 79
On 20 Nov BHEL was trading at 285.25. The strike last trading price was 1.55, which was -0.65 lower than the previous day. The implied volatity was 28.94, the open interest changed by -5 which decreased total open position to 86
On 19 Nov BHEL was trading at 289.20. The strike last trading price was 2.1, which was -0.15 lower than the previous day. The implied volatity was 29.10, the open interest changed by 31 which increased total open position to 90
On 18 Nov BHEL was trading at 289.10. The strike last trading price was 2.3, which was 0.3 higher than the previous day. The implied volatity was 29.50, the open interest changed by 17 which increased total open position to 59
On 17 Nov BHEL was trading at 285.50. The strike last trading price was 1.95, which was 0.25 higher than the previous day. The implied volatity was 29.96, the open interest changed by 32 which increased total open position to 43
On 14 Nov BHEL was trading at 281.60. The strike last trading price was 1.7, which was -1.1 lower than the previous day. The implied volatity was 29.75, the open interest changed by 1 which increased total open position to 7
On 13 Nov BHEL was trading at 281.50. The strike last trading price was 2.8, which was -0.65 lower than the previous day. The implied volatity was 34.79, the open interest changed by 1 which increased total open position to 5
On 12 Nov BHEL was trading at 287.05. The strike last trading price was 3.45, which was 2.3 higher than the previous day. The implied volatity was 33.20, the open interest changed by 4 which increased total open position to 4
| BHEL 30DEC2025 325 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 277.00 | 85.4 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 269.70 | 85.4 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 277.75 | 85.4 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 275.75 | 85.4 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 278.55 | 85.4 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 285.50 | 85.4 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 291.00 | 85.4 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 290.85 | 85.4 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 290.85 | 85.4 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 289.70 | 85.4 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 282.90 | 85.4 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 277.90 | 85.4 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 282.50 | 85.4 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 285.25 | 85.4 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 289.20 | 85.4 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 289.10 | 85.4 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 285.50 | 85.4 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 281.60 | 85.4 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 281.50 | 85.4 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 287.05 | 85.4 | 0 | - | 0 | 0 | 0 |
For Bhel - strike price 325 expiring on 30DEC2025
Delta for 325 PE is -
Historical price for 325 PE is as follows
On 9 Dec BHEL was trading at 277.00. The strike last trading price was 85.4, 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 85.4, 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 85.4, 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 85.4, 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 85.4, 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 85.4, 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 85.4, 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 85.4, 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 85.4, 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 85.4, 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 85.4, 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 85.4, 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 85.4, 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 85.4, 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 85.4, 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 85.4, 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 85.4, 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 85.4, 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 85.4, 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 85.4, 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































































































































































































































