BHEL
Bhel
Historical option data for BHEL
07 May 2026 01:05 PM IST
| BHEL 26-May-2026 (19d) 375 CE | ||||||||||||||||
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Delta: 0.84
Vega: 0
Theta: -0.24
Gamma: 0.0069
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 404.35 | 35.3 | 14.049999999999997 (66.12%) | 37.87 | 283 | -9 | 264 | |||||||||
| 6 May | 385.95 | 21 | 6.6 (45.83%) | 41.34 | 1,608 | 27 | 278 | |||||||||
| 5 May | 374.95 | 14.6 | -2.5000000000000018 (-14.62%) | 37.87 | 937 | 97 | 266 | |||||||||
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| 4 May | 377.05 | 17.9 | 9.679999999999998 (117.76%) | 40.66 | 2,217 | 70 | 168 | |||||||||
| 30 Apr | 352.41 | 8.17 | 2.41 (41.84%) | 42.74 | 213 | 4 | 102 | |||||||||
| 29 Apr | 344.50 | 5.65 | -3.08 (-35.28%) | 41.92 | 162 | 19 | 97 | |||||||||
| 28 Apr | 354.71 | 8.65 | 0.4299999999999997 (5.23%) | 40.47 | 96 | 14 | 77 | |||||||||
| 27 Apr | 348.58 | 8.5 | 2.71 (46.80%) | 43.92 | 122 | 40 | 61 | |||||||||
| 24 Apr | 337.39 | 5.79 | 0.6399999999999997 (12.43%) | 43.52 | 29 | 20 | 21 | |||||||||
| 23 Apr | 337.60 | 5.15 | 4.930000000000001 (2240.91%) | 40.51 | 1 | 0 | 0 | |||||||||
| 22 Apr | 333.64 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 332.61 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bhel - strike price 375 expiring on 26MAY2026
Delta for 375 CE is 0.84
Historical price for 375 CE is as follows
On 7 May BHEL was trading at 404.35. The strike last trading price was 35.3, which was 14.049999999999997 higher than the previous day. The implied volatity was 37.87, the open interest changed by -9 which decreased total open position to 264
On 6 May BHEL was trading at 385.95. The strike last trading price was 21, which was 6.6 higher than the previous day. The implied volatity was 41.34, the open interest changed by 27 which increased total open position to 278
On 5 May BHEL was trading at 374.95. The strike last trading price was 14.6, which was -2.5000000000000018 lower than the previous day. The implied volatity was 37.87, the open interest changed by 97 which increased total open position to 266
On 4 May BHEL was trading at 377.05. The strike last trading price was 17.9, which was 9.679999999999998 higher than the previous day. The implied volatity was 40.66, the open interest changed by 70 which increased total open position to 168
On 30 Apr BHEL was trading at 352.41. The strike last trading price was 8.17, which was 2.41 higher than the previous day. The implied volatity was 42.74, the open interest changed by 4 which increased total open position to 102
On 29 Apr BHEL was trading at 344.50. The strike last trading price was 5.65, which was -3.08 lower than the previous day. The implied volatity was 41.92, the open interest changed by 19 which increased total open position to 97
On 28 Apr BHEL was trading at 354.71. The strike last trading price was 8.65, which was 0.4299999999999997 higher than the previous day. The implied volatity was 40.47, the open interest changed by 14 which increased total open position to 77
On 27 Apr BHEL was trading at 348.58. The strike last trading price was 8.5, which was 2.71 higher than the previous day. The implied volatity was 43.92, the open interest changed by 40 which increased total open position to 61
On 24 Apr BHEL was trading at 337.39. The strike last trading price was 5.79, which was 0.6399999999999997 higher than the previous day. The implied volatity was 43.52, the open interest changed by 20 which increased total open position to 21
On 23 Apr BHEL was trading at 337.60. The strike last trading price was 5.15, which was 4.930000000000001 higher than the previous day. The implied volatity was 40.51, 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
| BHEL 26-May-2026 (19d) 375 PE | |||||||
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Delta: -0.2
Vega: 0
Theta: -0.24
Gamma: 0.00705
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 404.35 | 4.5 | -3.9000000000000004 (-46.43%) | 42.13 | 1,053 | 112 | 488 |
| 6 May | 385.95 | 8.2 | -4.800000000000001 (-36.92%) | 36.46 | 1,553 | 101 | 378 |
| 5 May | 374.95 | 12.65 | 0 (0.00%) | 37.46 | 2,092 | -18 | 285 |
| 4 May | 377.05 | 11.75 | -16.97 (-59.09%) | 38.37 | 2,633 | 268 | 273 |
| 30 Apr | 352.41 | 28.72 | 28.72 (5.59%) | 41.29 | 0 | 0 | 5 |
| 29 Apr | 344.50 | 28.72 | 1.5199999999999996 (5.59%) | 41.29 | 3 | 1 | 3 |
| 28 Apr | 354.71 | 27.2 | -4.75 (-14.87%) | 40.19 | 1 | 0 | 1 |
| 27 Apr | 348.58 | 31.95 | -86.49 (-73.02%) | 43.64 | 2 | 1 | 1 |
| 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 375 expiring on 26MAY2026
Delta for 375 PE is -0.2
Historical price for 375 PE is as follows
On 7 May BHEL was trading at 404.35. The strike last trading price was 4.5, which was -3.9000000000000004 lower than the previous day. The implied volatity was 42.13, the open interest changed by 112 which increased total open position to 488
On 6 May BHEL was trading at 385.95. The strike last trading price was 8.2, which was -4.800000000000001 lower than the previous day. The implied volatity was 36.46, the open interest changed by 101 which increased total open position to 378
On 5 May BHEL was trading at 374.95. The strike last trading price was 12.65, which was 0 lower than the previous day. The implied volatity was 37.46, the open interest changed by -18 which decreased total open position to 285
On 4 May BHEL was trading at 377.05. The strike last trading price was 11.75, which was -16.97 lower than the previous day. The implied volatity was 38.37, the open interest changed by 268 which increased total open position to 273
On 30 Apr BHEL was trading at 352.41. The strike last trading price was 28.72, which was 28.72 higher than the previous day. The implied volatity was 41.29, the open interest changed by 0 which decreased total open position to 5
On 29 Apr BHEL was trading at 344.50. The strike last trading price was 28.72, which was 1.5199999999999996 higher than the previous day. The implied volatity was 41.29, the open interest changed by 1 which increased total open position to 3
On 28 Apr BHEL was trading at 354.71. The strike last trading price was 27.2, which was -4.75 lower than the previous day. The implied volatity was 40.19, the open interest changed by 0 which decreased total open position to 1
On 27 Apr BHEL was trading at 348.58. The strike last trading price was 31.95, which was -86.49 lower than the previous day. The implied volatity was 43.64, the open interest changed by 1 which increased total open position to 1
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
