[--[65.84.65.76]--]

BHEL

Bhel
277 +7.30 (2.71%)
L: 268.9 H: 280.55

Back to Option Chain


Historical option data for BHEL

09 Dec 2025 04:12 PM IST
BHEL 30-DEC-2025 325 CE
Delta: 0.04
Vega: 0.06
Theta: -0.05
Gamma: 0.00
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
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: -
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