BHEL
Bhel
Historical option data for BHEL
07 May 2026 11:56 AM IST
| BHEL 26-May-2026 (19d) 370 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.8
Vega: 0
Theta: -0.31
Gamma: 0.00703
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 399.80 | 34.95 | 10.300000000000004 (41.78%) | 43.76 | 260 | -27 | 1,458 | |||||||||
| 6 May | 385.95 | 24.5 | 7.199999999999999 (41.62%) | 42.52 | 1,581 | 168 | 1,487 | |||||||||
| 5 May | 374.95 | 17.4 | -3.200000000000003 (-15.53%) | 38.46 | 1,705 | -361 | 1,322 | |||||||||
| 4 May | 377.05 | 21.35 | 11.500000000000002 (116.75%) | 41.69 | 8,081 | 1,296 | 1,689 | |||||||||
|
|
||||||||||||||||
| 30 Apr | 352.41 | 9.74 | 2.63 (36.99%) | 42.88 | 827 | 90 | 483 | |||||||||
| 29 Apr | 344.50 | 7.2 | -3.2800000000000002 (-31.30%) | 41.79 | 773 | 37 | 393 | |||||||||
| 28 Apr | 354.71 | 10.39 | 0.620000000000001 (6.35%) | 41.05 | 548 | 103 | 355 | |||||||||
| 27 Apr | 348.58 | 9.94 | 3.1899999999999995 (47.26%) | 43.52 | 753 | 134 | 257 | |||||||||
| 24 Apr | 337.39 | 6.6 | -0.34000000000000075 (-4.90%) | 42.96 | 134 | 24 | 124 | |||||||||
| 23 Apr | 337.60 | 6.97 | 0.8599999999999994 (14.08%) | 43.08 | 120 | -4 | 100 | |||||||||
| 22 Apr | 333.64 | 6.2 | 1.1100000000000003 (21.81%) | 43.05 | 176 | 49 | 107 | |||||||||
| 21 Apr | 332.61 | 5.07 | 2.72 (115.74%) | 40.32 | 139 | 55 | 55 | |||||||||
For Bhel - strike price 370 expiring on 26MAY2026
Delta for 370 CE is 0.8
Historical price for 370 CE is as follows
On 7 May BHEL was trading at 399.80. The strike last trading price was 34.95, which was 10.300000000000004 higher than the previous day. The implied volatity was 43.76, the open interest changed by -27 which decreased total open position to 1458
On 6 May BHEL was trading at 385.95. The strike last trading price was 24.5, which was 7.199999999999999 higher than the previous day. The implied volatity was 42.52, the open interest changed by 168 which increased total open position to 1487
On 5 May BHEL was trading at 374.95. The strike last trading price was 17.4, which was -3.200000000000003 lower than the previous day. The implied volatity was 38.46, the open interest changed by -361 which decreased total open position to 1322
On 4 May BHEL was trading at 377.05. The strike last trading price was 21.35, which was 11.500000000000002 higher than the previous day. The implied volatity was 41.69, the open interest changed by 1296 which increased total open position to 1689
On 30 Apr BHEL was trading at 352.41. The strike last trading price was 9.74, which was 2.63 higher than the previous day. The implied volatity was 42.88, the open interest changed by 90 which increased total open position to 483
On 29 Apr BHEL was trading at 344.50. The strike last trading price was 7.2, which was -3.2800000000000002 lower than the previous day. The implied volatity was 41.79, the open interest changed by 37 which increased total open position to 393
On 28 Apr BHEL was trading at 354.71. The strike last trading price was 10.39, which was 0.620000000000001 higher than the previous day. The implied volatity was 41.05, the open interest changed by 103 which increased total open position to 355
On 27 Apr BHEL was trading at 348.58. The strike last trading price was 9.94, which was 3.1899999999999995 higher than the previous day. The implied volatity was 43.52, the open interest changed by 134 which increased total open position to 257
On 24 Apr BHEL was trading at 337.39. The strike last trading price was 6.6, which was -0.34000000000000075 lower than the previous day. The implied volatity was 42.96, the open interest changed by 24 which increased total open position to 124
On 23 Apr BHEL was trading at 337.60. The strike last trading price was 6.97, which was 0.8599999999999994 higher than the previous day. The implied volatity was 43.08, the open interest changed by -4 which decreased total open position to 100
On 22 Apr BHEL was trading at 333.64. The strike last trading price was 6.2, which was 1.1100000000000003 higher than the previous day. The implied volatity was 43.05, the open interest changed by 49 which increased total open position to 107
On 21 Apr BHEL was trading at 332.61. The strike last trading price was 5.07, which was 2.72 higher than the previous day. The implied volatity was 40.32, the open interest changed by 55 which increased total open position to 55
| BHEL 26-May-2026 (19d) 370 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.2
Vega: 0
Theta: -0.24
Gamma: 0.00712
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 399.80 | 4.5 | -2.4000000000000004 (-34.78%) | 42.36 | 1,292 | 195 | 1,335 |
| 6 May | 385.95 | 6.75 | -4 (-37.21%) | 37.31 | 5,127 | 265 | 1,141 |
| 5 May | 374.95 | 10.5 | 0.15000000000000036 (1.45%) | 37.85 | 2,750 | -63 | 877 |
| 4 May | 377.05 | 9.85 | -14.92 (-60.23%) | 39.09 | 6,742 | 862 | 936 |
| 30 Apr | 352.41 | 24.75 | -5.420000000000002 (-17.96%) | 39.86 | 19 | -1 | 73 |
| 29 Apr | 344.50 | 30 | 5.609999999999999 (23.00%) | 39.02 | 46 | -3 | 74 |
| 28 Apr | 354.71 | 24.1 | -3.7399999999999984 (-13.43%) | 41.2 | 62 | 16 | 77 |
| 27 Apr | 348.58 | 27.7 | -76.8 (-73.49%) | 41.6 | 76 | 55 | 55 |
| 24 Apr | 337.39 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 337.60 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 333.64 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 332.61 | 0 | 0 | - | 0 | 0 | 0 |
For Bhel - strike price 370 expiring on 26MAY2026
Delta for 370 PE is -0.2
Historical price for 370 PE is as follows
On 7 May BHEL was trading at 399.80. The strike last trading price was 4.5, which was -2.4000000000000004 lower than the previous day. The implied volatity was 42.36, the open interest changed by 195 which increased total open position to 1335
On 6 May BHEL was trading at 385.95. The strike last trading price was 6.75, which was -4 lower than the previous day. The implied volatity was 37.31, the open interest changed by 265 which increased total open position to 1141
On 5 May BHEL was trading at 374.95. The strike last trading price was 10.5, which was 0.15000000000000036 higher than the previous day. The implied volatity was 37.85, the open interest changed by -63 which decreased total open position to 877
On 4 May BHEL was trading at 377.05. The strike last trading price was 9.85, which was -14.92 lower than the previous day. The implied volatity was 39.09, the open interest changed by 862 which increased total open position to 936
On 30 Apr BHEL was trading at 352.41. The strike last trading price was 24.75, which was -5.420000000000002 lower than the previous day. The implied volatity was 39.86, the open interest changed by -1 which decreased total open position to 73
On 29 Apr BHEL was trading at 344.50. The strike last trading price was 30, which was 5.609999999999999 higher than the previous day. The implied volatity was 39.02, the open interest changed by -3 which decreased total open position to 74
On 28 Apr BHEL was trading at 354.71. The strike last trading price was 24.1, which was -3.7399999999999984 lower than the previous day. The implied volatity was 41.2, the open interest changed by 16 which increased total open position to 77
On 27 Apr BHEL was trading at 348.58. The strike last trading price was 27.7, which was -76.8 lower than the previous day. The implied volatity was 41.6, the open interest changed by 55 which increased total open position to 55
On 24 Apr BHEL was trading at 337.39. 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
On 23 Apr BHEL was trading at 337.60. 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
On 22 Apr BHEL was trading at 333.64. 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
On 21 Apr BHEL was trading at 332.61. 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
