BHEL
Bhel
Historical option data for BHEL
14 May 2026 02:50 PM IST
| BHEL 26-May-2026 (12d) 380 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.82
Vega: 0
Theta: -0.36
Gamma: 0.00801
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 May | 406.95 | 31 | 2 (6.90%) | 43.61 | 309 | -75 | 563 | |||||||||
| 13 May | 403.85 | 30.25 | 11.25 (59.21%) | 0 | 282 | -34 | 638 | |||||||||
| 12 May | 391.75 | 20 | -7 (-25.93%) | 40.5 | 278 | -49 | 672 | |||||||||
| 11 May | 401.35 | 27.3 | -2.6999999999999993 (-9.00%) | 0 | 414 | -20 | 722 | |||||||||
| 8 May | 404.60 | 28.75 | -3.1999999999999993 (-10.02%) | 37.3 | 680 | -237 | 741 | |||||||||
| 7 May | 406.45 | 31.55 | 13.400000000000002 (73.83%) | 37.43 | 1,922 | -279 | 1,017 | |||||||||
| 6 May | 385.95 | 18 | 6 (50.00%) | 40.93 | 5,139 | -459 | 1,297 | |||||||||
| 5 May | 374.95 | 12.2 | -2.4000000000000004 (-16.44%) | 37.89 | 5,658 | 203 | 1,785 | |||||||||
| 4 May | 377.05 | 15.6 | 8.76 (128.07%) | 41.86 | 15,251 | 804 | 1,590 | |||||||||
| 30 Apr | 352.41 | 6.6 | 1.8099999999999996 (37.79%) | 42.08 | 1,343 | 9 | 795 | |||||||||
| 29 Apr | 344.50 | 4.85 | -2.380000000000001 (-32.92%) | 41.68 | 1,099 | 35 | 789 | |||||||||
|
|
||||||||||||||||
| 28 Apr | 354.71 | 7.19 | 0.29000000000000004 (4.20%) | 40.33 | 1,253 | -41 | 750 | |||||||||
| 27 Apr | 348.58 | 7 | 2.2199999999999998 (46.44%) | 43.03 | 1,658 | 435 | 782 | |||||||||
| 24 Apr | 337.39 | 4.68 | -0.20000000000000018 (-4.10%) | 43.11 | 416 | 92 | 349 | |||||||||
| 23 Apr | 337.60 | 4.84 | 0.5 (11.52%) | 42.5 | 389 | 123 | 258 | |||||||||
| 22 Apr | 333.64 | 4.45 | 0.8900000000000001 (25.00%) | 43.5 | 312 | 101 | 135 | |||||||||
| 21 Apr | 332.61 | 3.53 | 3.15 (828.95%) | 40.57 | 75 | 34 | 34 | |||||||||
For Bhel - strike price 380 expiring on 26MAY2026
Delta for 380 CE is 0.82
Historical price for 380 CE is as follows
On 14 May BHEL was trading at 406.95. The strike last trading price was 31, which was 2 higher than the previous day. The implied volatity was 43.61, the open interest changed by -75 which decreased total open position to 563
On 13 May BHEL was trading at 403.85. The strike last trading price was 30.25, which was 11.25 higher than the previous day. The implied volatity was 0, the open interest changed by -34 which decreased total open position to 638
On 12 May BHEL was trading at 391.75. The strike last trading price was 20, which was -7 lower than the previous day. The implied volatity was 40.5, the open interest changed by -49 which decreased total open position to 672
On 11 May BHEL was trading at 401.35. The strike last trading price was 27.3, which was -2.6999999999999993 lower than the previous day. The implied volatity was 0, the open interest changed by -20 which decreased total open position to 722
On 8 May BHEL was trading at 404.60. The strike last trading price was 28.75, which was -3.1999999999999993 lower than the previous day. The implied volatity was 37.3, the open interest changed by -237 which decreased total open position to 741
On 7 May BHEL was trading at 406.45. The strike last trading price was 31.55, which was 13.400000000000002 higher than the previous day. The implied volatity was 37.43, the open interest changed by -279 which decreased total open position to 1017
On 6 May BHEL was trading at 385.95. The strike last trading price was 18, which was 6 higher than the previous day. The implied volatity was 40.93, the open interest changed by -459 which decreased total open position to 1297
On 5 May BHEL was trading at 374.95. The strike last trading price was 12.2, which was -2.4000000000000004 lower than the previous day. The implied volatity was 37.89, the open interest changed by 203 which increased total open position to 1785
On 4 May BHEL was trading at 377.05. The strike last trading price was 15.6, which was 8.76 higher than the previous day. The implied volatity was 41.86, the open interest changed by 804 which increased total open position to 1590
On 30 Apr BHEL was trading at 352.41. The strike last trading price was 6.6, which was 1.8099999999999996 higher than the previous day. The implied volatity was 42.08, the open interest changed by 9 which increased total open position to 795
On 29 Apr BHEL was trading at 344.50. The strike last trading price was 4.85, which was -2.380000000000001 lower than the previous day. The implied volatity was 41.68, the open interest changed by 35 which increased total open position to 789
On 28 Apr BHEL was trading at 354.71. The strike last trading price was 7.19, which was 0.29000000000000004 higher than the previous day. The implied volatity was 40.33, the open interest changed by -41 which decreased total open position to 750
On 27 Apr BHEL was trading at 348.58. The strike last trading price was 7, which was 2.2199999999999998 higher than the previous day. The implied volatity was 43.03, the open interest changed by 435 which increased total open position to 782
On 24 Apr BHEL was trading at 337.39. The strike last trading price was 4.68, which was -0.20000000000000018 lower than the previous day. The implied volatity was 43.11, the open interest changed by 92 which increased total open position to 349
On 23 Apr BHEL was trading at 337.60. The strike last trading price was 4.84, which was 0.5 higher than the previous day. The implied volatity was 42.5, the open interest changed by 123 which increased total open position to 258
On 22 Apr BHEL was trading at 333.64. The strike last trading price was 4.45, which was 0.8900000000000001 higher than the previous day. The implied volatity was 43.5, the open interest changed by 101 which increased total open position to 135
On 21 Apr BHEL was trading at 332.61. The strike last trading price was 3.53, which was 3.15 higher than the previous day. The implied volatity was 40.57, the open interest changed by 34 which increased total open position to 34
| BHEL 26-May-2026 (12d) 380 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 0
Theta: -0.24
Gamma: 0.00815
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 May | 406.95 | 2.4 | -1.25 (-34.25%) | 38.8 | 1,645 | 170 | 1,283 |
| 13 May | 403.85 | 3.5 | -3.4000000000000004 (-49.28%) | 0 | 2,048 | 144 | 1,114 |
| 12 May | 391.75 | 6.2 | 1.4000000000000004 (29.17%) | 38.04 | 2,088 | -200 | 971 |
| 11 May | 401.35 | 4.65 | 0.20000000000000018 (4.49%) | 0 | 2,009 | -175 | 1,171 |
| 8 May | 404.60 | 4.45 | -0.25 (-5.32%) | 37.95 | 1,433 | -49 | 1,353 |
| 7 May | 406.45 | 4.55 | -5.7 (-55.61%) | 39.73 | 5,192 | -138 | 1,410 |
| 6 May | 385.95 | 10.1 | -5.5 (-35.26%) | 36.02 | 2,994 | 415 | 1,574 |
| 5 May | 374.95 | 15.15 | 0.34999999999999964 (2.36%) | 37.12 | 4,880 | -45 | 1,168 |
| 4 May | 377.05 | 13.8 | -17.919999999999998 (-56.49%) | 37.04 | 10,717 | 1,170 | 1,198 |
| 30 Apr | 352.41 | 31.27 | -6.73 (-17.71%) | 37.49 | 34 | 11 | 39 |
| 29 Apr | 344.50 | 38 | 7.75 (25.62%) | 38.03 | 28 | 9 | 28 |
| 28 Apr | 354.71 | 30.25 | -5.5 (-15.38%) | 39.07 | 2 | 1 | 18 |
| 27 Apr | 348.58 | 35.75 | -11.75 (-24.74%) | 39.99 | 6 | 2 | 13 |
| 24 Apr | 337.39 | 47.5 | 47.5 | - | 0 | 0 | 11 |
| 23 Apr | 337.60 | 47.5 | 47.5 (-57.41%) | 39.52 | 0 | 0 | 11 |
| 22 Apr | 333.64 | 47.5 | -64.03 (-57.41%) | 39.52 | 11 | 10 | 10 |
| 21 Apr | 332.61 | 0 | 0 | - | 0 | 0 | 0 |
For Bhel - strike price 380 expiring on 26MAY2026
Delta for 380 PE is -0.15
Historical price for 380 PE is as follows
On 14 May BHEL was trading at 406.95. The strike last trading price was 2.4, which was -1.25 lower than the previous day. The implied volatity was 38.8, the open interest changed by 170 which increased total open position to 1283
On 13 May BHEL was trading at 403.85. The strike last trading price was 3.5, which was -3.4000000000000004 lower than the previous day. The implied volatity was 0, the open interest changed by 144 which increased total open position to 1114
On 12 May BHEL was trading at 391.75. The strike last trading price was 6.2, which was 1.4000000000000004 higher than the previous day. The implied volatity was 38.04, the open interest changed by -200 which decreased total open position to 971
On 11 May BHEL was trading at 401.35. The strike last trading price was 4.65, which was 0.20000000000000018 higher than the previous day. The implied volatity was 0, the open interest changed by -175 which decreased total open position to 1171
On 8 May BHEL was trading at 404.60. The strike last trading price was 4.45, which was -0.25 lower than the previous day. The implied volatity was 37.95, the open interest changed by -49 which decreased total open position to 1353
On 7 May BHEL was trading at 406.45. The strike last trading price was 4.55, which was -5.7 lower than the previous day. The implied volatity was 39.73, the open interest changed by -138 which decreased total open position to 1410
On 6 May BHEL was trading at 385.95. The strike last trading price was 10.1, which was -5.5 lower than the previous day. The implied volatity was 36.02, the open interest changed by 415 which increased total open position to 1574
On 5 May BHEL was trading at 374.95. The strike last trading price was 15.15, which was 0.34999999999999964 higher than the previous day. The implied volatity was 37.12, the open interest changed by -45 which decreased total open position to 1168
On 4 May BHEL was trading at 377.05. The strike last trading price was 13.8, which was -17.919999999999998 lower than the previous day. The implied volatity was 37.04, the open interest changed by 1170 which increased total open position to 1198
On 30 Apr BHEL was trading at 352.41. The strike last trading price was 31.27, which was -6.73 lower than the previous day. The implied volatity was 37.49, the open interest changed by 11 which increased total open position to 39
On 29 Apr BHEL was trading at 344.50. The strike last trading price was 38, which was 7.75 higher than the previous day. The implied volatity was 38.03, the open interest changed by 9 which increased total open position to 28
On 28 Apr BHEL was trading at 354.71. The strike last trading price was 30.25, which was -5.5 lower than the previous day. The implied volatity was 39.07, the open interest changed by 1 which increased total open position to 18
On 27 Apr BHEL was trading at 348.58. The strike last trading price was 35.75, which was -11.75 lower than the previous day. The implied volatity was 39.99, the open interest changed by 2 which increased total open position to 13
On 24 Apr BHEL was trading at 337.39. The strike last trading price was 47.5, which was 47.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 23 Apr BHEL was trading at 337.60. The strike last trading price was 47.5, which was 47.5 higher than the previous day. The implied volatity was 39.52, the open interest changed by 0 which decreased total open position to 11
On 22 Apr BHEL was trading at 333.64. The strike last trading price was 47.5, which was -64.03 lower than the previous day. The implied volatity was 39.52, the open interest changed by 10 which increased total open position to 10
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
