BHEL
Bhel
Historical option data for BHEL
14 May 2026 04:10 PM IST
| BHEL 26-May-2026 (11d) 385 CE | ||||||||||||||||
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Delta: 0.79
Vega: 0
Theta: -0.49
Gamma: 0.00727
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 May | 413.15 | 33.9 | 8.899999999999999 (35.60%) | 52.5 | 30 | -5 | 154 | |||||||||
| 13 May | 403.85 | 26.25 | 10.25 (64.06%) | 0 | 202 | -31 | 159 | |||||||||
| 12 May | 391.75 | 16.2 | -6.800000000000001 (-29.57%) | 0 | 128 | -39 | 191 | |||||||||
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| 11 May | 401.35 | 23.75 | -2.25 (-8.65%) | 0 | 83 | -24 | 230 | |||||||||
| 8 May | 404.60 | 24.9 | -3.150000000000002 (-11.23%) | 36.42 | 93 | -34 | 258 | |||||||||
| 7 May | 406.45 | 27.5 | 12.2 (79.74%) | 36.47 | 1,262 | -196 | 296 | |||||||||
| 6 May | 385.95 | 15.3 | 5.4 (54.55%) | 41.22 | 3,296 | -181 | 504 | |||||||||
| 5 May | 374.95 | 9.95 | -2.3500000000000014 (-19.11%) | 37.28 | 5,346 | 236 | 698 | |||||||||
| 4 May | 377.05 | 13.15 | 7.69 (140.84%) | 40.28 | 5,247 | 435 | 478 | |||||||||
| 30 Apr | 352.41 | 5.35 | 1.4999999999999996 (38.96%) | 41.69 | 177 | 38 | 81 | |||||||||
| 29 Apr | 344.50 | 3.91 | -2.2 (-36.01%) | 41.61 | 65 | 20 | 44 | |||||||||
| 28 Apr | 354.71 | 6.08 | 5.7700000000000005 (1861.29%) | 40.66 | 42 | 23 | 23 | |||||||||
For Bhel - strike price 385 expiring on 26MAY2026
Delta for 385 CE is 0.79
Historical price for 385 CE is as follows
On 14 May BHEL was trading at 413.15. The strike last trading price was 33.9, which was 8.899999999999999 higher than the previous day. The implied volatity was 52.5, the open interest changed by -5 which decreased total open position to 154
On 13 May BHEL was trading at 403.85. The strike last trading price was 26.25, which was 10.25 higher than the previous day. The implied volatity was 0, the open interest changed by -31 which decreased total open position to 159
On 12 May BHEL was trading at 391.75. The strike last trading price was 16.2, which was -6.800000000000001 lower than the previous day. The implied volatity was 0, the open interest changed by -39 which decreased total open position to 191
On 11 May BHEL was trading at 401.35. The strike last trading price was 23.75, which was -2.25 lower than the previous day. The implied volatity was 0, the open interest changed by -24 which decreased total open position to 230
On 8 May BHEL was trading at 404.60. The strike last trading price was 24.9, which was -3.150000000000002 lower than the previous day. The implied volatity was 36.42, the open interest changed by -34 which decreased total open position to 258
On 7 May BHEL was trading at 406.45. The strike last trading price was 27.5, which was 12.2 higher than the previous day. The implied volatity was 36.47, the open interest changed by -196 which decreased total open position to 296
On 6 May BHEL was trading at 385.95. The strike last trading price was 15.3, which was 5.4 higher than the previous day. The implied volatity was 41.22, the open interest changed by -181 which decreased total open position to 504
On 5 May BHEL was trading at 374.95. The strike last trading price was 9.95, which was -2.3500000000000014 lower than the previous day. The implied volatity was 37.28, the open interest changed by 236 which increased total open position to 698
On 4 May BHEL was trading at 377.05. The strike last trading price was 13.15, which was 7.69 higher than the previous day. The implied volatity was 40.28, the open interest changed by 435 which increased total open position to 478
On 30 Apr BHEL was trading at 352.41. The strike last trading price was 5.35, which was 1.4999999999999996 higher than the previous day. The implied volatity was 41.69, the open interest changed by 38 which increased total open position to 81
On 29 Apr BHEL was trading at 344.50. The strike last trading price was 3.91, which was -2.2 lower than the previous day. The implied volatity was 41.61, the open interest changed by 20 which increased total open position to 44
On 28 Apr BHEL was trading at 354.71. The strike last trading price was 6.08, which was 5.7700000000000005 higher than the previous day. The implied volatity was 40.66, the open interest changed by 23 which increased total open position to 23
| BHEL 26-May-2026 (11d) 385 PE | |||||||
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Delta: -0.15
Vega: 0
Theta: -0.24
Gamma: 0.00779
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 May | 413.15 | 2.45 | -2.25 (-47.87%) | 39.67 | 841 | 68 | 479 |
| 13 May | 403.85 | 4.4 | -4.299999999999999 (-49.43%) | 0 | 1,293 | 40 | 412 |
| 12 May | 391.75 | 8 | 1.9000000000000004 (31.15%) | 37.85 | 755 | -40 | 373 |
| 11 May | 401.35 | 5.95 | 0.25 (4.39%) | 0 | 665 | -98 | 412 |
| 8 May | 404.60 | 5.7 | -0.20000000000000018 (-3.39%) | 37.65 | 328 | -71 | 512 |
| 7 May | 406.45 | 5.8 | -6.750000000000001 (-53.78%) | 39.62 | 3,359 | 221 | 583 |
| 6 May | 385.95 | 12.4 | -5.950000000000001 (-32.43%) | 35.87 | 1,014 | 50 | 364 |
| 5 May | 374.95 | 18.4 | 0.7999999999999972 (4.55%) | 37.43 | 1,558 | 71 | 315 |
| 4 May | 377.05 | 16.75 | -99.67 (-85.61%) | 38.23 | 2,984 | 251 | 251 |
| 30 Apr | 352.41 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 344.50 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 354.71 | 0 | 0 | - | 0 | 0 | 0 |
For Bhel - strike price 385 expiring on 26MAY2026
Delta for 385 PE is -0.15
Historical price for 385 PE is as follows
On 14 May BHEL was trading at 413.15. The strike last trading price was 2.45, which was -2.25 lower than the previous day. The implied volatity was 39.67, the open interest changed by 68 which increased total open position to 479
On 13 May BHEL was trading at 403.85. The strike last trading price was 4.4, which was -4.299999999999999 lower than the previous day. The implied volatity was 0, the open interest changed by 40 which increased total open position to 412
On 12 May BHEL was trading at 391.75. The strike last trading price was 8, which was 1.9000000000000004 higher than the previous day. The implied volatity was 37.85, the open interest changed by -40 which decreased total open position to 373
On 11 May BHEL was trading at 401.35. The strike last trading price was 5.95, which was 0.25 higher than the previous day. The implied volatity was 0, the open interest changed by -98 which decreased total open position to 412
On 8 May BHEL was trading at 404.60. The strike last trading price was 5.7, which was -0.20000000000000018 lower than the previous day. The implied volatity was 37.65, the open interest changed by -71 which decreased total open position to 512
On 7 May BHEL was trading at 406.45. The strike last trading price was 5.8, which was -6.750000000000001 lower than the previous day. The implied volatity was 39.62, the open interest changed by 221 which increased total open position to 583
On 6 May BHEL was trading at 385.95. The strike last trading price was 12.4, which was -5.950000000000001 lower than the previous day. The implied volatity was 35.87, the open interest changed by 50 which increased total open position to 364
On 5 May BHEL was trading at 374.95. The strike last trading price was 18.4, which was 0.7999999999999972 higher than the previous day. The implied volatity was 37.43, the open interest changed by 71 which increased total open position to 315
On 4 May BHEL was trading at 377.05. The strike last trading price was 16.75, which was -99.67 lower than the previous day. The implied volatity was 38.23, the open interest changed by 251 which increased total open position to 251
On 30 Apr BHEL was trading at 352.41. 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 29 Apr BHEL was trading at 344.50. 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
On 28 Apr BHEL was trading at 354.71. 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
