BHEL
Bhel
Historical option data for BHEL
29 Apr 2026 04:10 PM IST
| BHEL 26-May-2026 (27d) 330 CE | ||||||||||||||||
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Delta: 0.68
Vega: 0
Theta: -0.29
Gamma: 0.00854
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 344.50 | 25.82 | -7.030000000000001 | 44.5 | 342 | 183 | 1,003 | |||||||||
| 28 Apr | 354.71 | 33.1 | 2.9400000000000013 | 44.91 | 779 | 469 | 820 | |||||||||
| 27 Apr | 348.58 | 30.99 | 8.219999999999999 | 49.31 | 295 | -50 | 355 | |||||||||
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| 24 Apr | 337.39 | 22.67 | -0.5499999999999972 | 45.18 | 279 | -46 | 409 | |||||||||
| 23 Apr | 337.60 | 23.6 | 3.1799999999999997 | 45.76 | 586 | 83 | 455 | |||||||||
| 22 Apr | 333.64 | 20.61 | 1.4699999999999989 | 43.63 | 500 | 132 | 375 | |||||||||
| 21 Apr | 332.61 | 18.72 | 3.6099999999999994 | 40.65 | 526 | -12 | 243 | |||||||||
| 20 Apr | 325.63 | 14.68 | 3.9499999999999993 | 39.51 | 767 | 110 | 252 | |||||||||
| 17 Apr | 316.79 | 10.7 | 1.3699999999999992 | 37.78 | 323 | 33 | 139 | |||||||||
| 16 Apr | 309.26 | 10.05 | 6.420000000000001 | 41.66 | 251 | 86 | 92 | |||||||||
| 15 Apr | 292.50 | 3.6 | -2.6 | 36.85 | 10 | 5 | 5 | |||||||||
For Bhel - strike price 330 expiring on 26MAY2026
Delta for 330 CE is 0.68
Historical price for 330 CE is as follows
On 29 Apr BHEL was trading at 344.50. The strike last trading price was 25.82, which was -7.030000000000001 lower than the previous day. The implied volatity was 44.5, the open interest changed by 183 which increased total open position to 1003
On 28 Apr BHEL was trading at 354.71. The strike last trading price was 33.1, which was 2.9400000000000013 higher than the previous day. The implied volatity was 44.91, the open interest changed by 469 which increased total open position to 820
On 27 Apr BHEL was trading at 348.58. The strike last trading price was 30.99, which was 8.219999999999999 higher than the previous day. The implied volatity was 49.31, the open interest changed by -50 which decreased total open position to 355
On 24 Apr BHEL was trading at 337.39. The strike last trading price was 22.67, which was -0.5499999999999972 lower than the previous day. The implied volatity was 45.18, the open interest changed by -46 which decreased total open position to 409
On 23 Apr BHEL was trading at 337.60. The strike last trading price was 23.6, which was 3.1799999999999997 higher than the previous day. The implied volatity was 45.76, the open interest changed by 83 which increased total open position to 455
On 22 Apr BHEL was trading at 333.64. The strike last trading price was 20.61, which was 1.4699999999999989 higher than the previous day. The implied volatity was 43.63, the open interest changed by 132 which increased total open position to 375
On 21 Apr BHEL was trading at 332.61. The strike last trading price was 18.72, which was 3.6099999999999994 higher than the previous day. The implied volatity was 40.65, the open interest changed by -12 which decreased total open position to 243
On 20 Apr BHEL was trading at 325.63. The strike last trading price was 14.68, which was 3.9499999999999993 higher than the previous day. The implied volatity was 39.51, the open interest changed by 110 which increased total open position to 252
On 17 Apr BHEL was trading at 316.79. The strike last trading price was 10.7, which was 1.3699999999999992 higher than the previous day. The implied volatity was 37.78, the open interest changed by 33 which increased total open position to 139
On 16 Apr BHEL was trading at 309.26. The strike last trading price was 10.05, which was 6.420000000000001 higher than the previous day. The implied volatity was 41.66, the open interest changed by 86 which increased total open position to 92
On 15 Apr BHEL was trading at 292.50. The strike last trading price was 3.6, which was -2.6 lower than the previous day. The implied volatity was 36.85, the open interest changed by 5 which increased total open position to 5
| BHEL 26-May-2026 (27d) 330 PE | |||||||
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Delta: -0.32
Vega: 0
Theta: -0.23
Gamma: 0.00891
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 344.50 | 8.67 | 1.4699999999999998 | 42.25 | 616 | 66 | 540 |
| 28 Apr | 354.71 | 7.27 | -1.9400000000000013 | 45.47 | 348 | 54 | 473 |
| 27 Apr | 348.58 | 8.86 | -4 | 45.18 | 703 | 160 | 544 |
| 24 Apr | 337.39 | 12.8 | -0.2699999999999996 | 42.47 | 457 | 127 | 377 |
| 23 Apr | 337.60 | 12.75 | -1.6099999999999994 | 42.73 | 239 | 62 | 250 |
| 22 Apr | 333.64 | 14.5 | 0.2599999999999998 | 42.45 | 404 | 25 | 188 |
| 21 Apr | 332.61 | 14.4 | -3.179999999999998 | 39.59 | 188 | 64 | 159 |
| 20 Apr | 325.63 | 18.01 | -3.4899999999999984 | 39.52 | 282 | 88 | 97 |
| 17 Apr | 316.79 | 21.5 | -4.649999999999999 | 36.36 | 12 | 4 | 8 |
| 16 Apr | 309.26 | 26.45 | -42.5 | 38.35 | 4 | 3 | 3 |
| 15 Apr | 292.50 | 0 | 0 | - | 0 | 0 | 0 |
For Bhel - strike price 330 expiring on 26MAY2026
Delta for 330 PE is -0.32
Historical price for 330 PE is as follows
On 29 Apr BHEL was trading at 344.50. The strike last trading price was 8.67, which was 1.4699999999999998 higher than the previous day. The implied volatity was 42.25, the open interest changed by 66 which increased total open position to 540
On 28 Apr BHEL was trading at 354.71. The strike last trading price was 7.27, which was -1.9400000000000013 lower than the previous day. The implied volatity was 45.47, the open interest changed by 54 which increased total open position to 473
On 27 Apr BHEL was trading at 348.58. The strike last trading price was 8.86, which was -4 lower than the previous day. The implied volatity was 45.18, the open interest changed by 160 which increased total open position to 544
On 24 Apr BHEL was trading at 337.39. The strike last trading price was 12.8, which was -0.2699999999999996 lower than the previous day. The implied volatity was 42.47, the open interest changed by 127 which increased total open position to 377
On 23 Apr BHEL was trading at 337.60. The strike last trading price was 12.75, which was -1.6099999999999994 lower than the previous day. The implied volatity was 42.73, the open interest changed by 62 which increased total open position to 250
On 22 Apr BHEL was trading at 333.64. The strike last trading price was 14.5, which was 0.2599999999999998 higher than the previous day. The implied volatity was 42.45, the open interest changed by 25 which increased total open position to 188
On 21 Apr BHEL was trading at 332.61. The strike last trading price was 14.4, which was -3.179999999999998 lower than the previous day. The implied volatity was 39.59, the open interest changed by 64 which increased total open position to 159
On 20 Apr BHEL was trading at 325.63. The strike last trading price was 18.01, which was -3.4899999999999984 lower than the previous day. The implied volatity was 39.52, the open interest changed by 88 which increased total open position to 97
On 17 Apr BHEL was trading at 316.79. The strike last trading price was 21.5, which was -4.649999999999999 lower than the previous day. The implied volatity was 36.36, the open interest changed by 4 which increased total open position to 8
On 16 Apr BHEL was trading at 309.26. The strike last trading price was 26.45, which was -42.5 lower than the previous day. The implied volatity was 38.35, the open interest changed by 3 which increased total open position to 3
On 15 Apr BHEL was trading at 292.50. 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
