Historical option data for BHEL
20 May 2026 04:10 PM IST
| BHEL 26-May-2026 (5d) 390 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.8
Vega: 0
Theta: -0.54
Gamma: 0.01163
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 408.40 | 21.85 | 6.85 (45.67%) | 44.24 | 445 | -105 | 854 | |||||||||
| 19 May | 401.10 | 14.5 | 2.5 (20.83%) | 40.42 | 1,009 | -97 | 959 | |||||||||
| 18 May | 395.25 | 12.45 | -3.55 (-22.19%) | 37.98 | 2,929 | 264 | 1,059 | |||||||||
| 15 May | 398.30 | 16.05 | -9.95 (-38.27%) | 39.71 | 556 | -95 | 799 | |||||||||
| 14 May | 413.15 | 29.8 | 7.8 (35.45%) | 50.75 | 1,508 | -726 | 894 | |||||||||
| 13 May | 403.85 | 22.75 | 9.75 (75.00%) | 0 | 1,542 | 326 | 1,646 | |||||||||
| 12 May | 391.75 | 13.7 | -6.3 (-31.50%) | 39.07 | 1,551 | -346 | 1,321 | |||||||||
| 11 May | 401.35 | 20 | -2 (-9.09%) | 39.69 | 551 | 7 | 1,667 | |||||||||
| 8 May | 404.60 | 21.25 | -3.5 (-14.14%) | 35.72 | 612 | -239 | 1,662 | |||||||||
| 7 May | 406.45 | 24.05 | 11.2 (87.16%) | 36.8 | 7,631 | 124 | 1,901 | |||||||||
| 6 May | 385.95 | 12.7 | 4.6 (56.79%) | 40.54 | 5,483 | -139 | 1,776 | |||||||||
| 5 May | 374.95 | 8.2 | -2.05 (-20.00%) | 37.53 | 7,153 | 172 | 1,935 | |||||||||
| 4 May | 377.05 | 11 | 6.48 (143.36%) | 40.97 | 16,943 | 1,199 | 1,764 | |||||||||
| 30 Apr | 352.41 | 4.42 | 1.22 (38.12%) | 41.8 | 1,061 | 110 | 675 | |||||||||
| 29 Apr | 344.50 | 3.25 | -1.82 (-35.90%) | 41.79 | 1,016 | 15 | 565 | |||||||||
| 28 Apr | 354.71 | 4.96 | 4.47 (912.24%) | 40.43 | 1,122 | 547 | 547 | |||||||||
For Bhel - strike price 390 expiring on 26MAY2026
Delta for 390 CE is 0.8
Historical price for 390 CE is as follows
On 20 May BHEL was trading at 408.40. The strike last trading price was 21.85, which was 6.85 higher than the previous day. The implied volatity was 44.24, the open interest changed by -105 which decreased total open position to 854
On 19 May BHEL was trading at 401.10. The strike last trading price was 14.5, which was 2.5 higher than the previous day. The implied volatity was 40.42, the open interest changed by -97 which decreased total open position to 959
On 18 May BHEL was trading at 395.25. The strike last trading price was 12.45, which was -3.55 lower than the previous day. The implied volatity was 37.98, the open interest changed by 264 which increased total open position to 1059
On 15 May BHEL was trading at 398.30. The strike last trading price was 16.05, which was -9.95 lower than the previous day. The implied volatity was 39.71, the open interest changed by -95 which decreased total open position to 799
On 14 May BHEL was trading at 413.15. The strike last trading price was 29.8, which was 7.8 higher than the previous day. The implied volatity was 50.75, the open interest changed by -726 which decreased total open position to 894
On 13 May BHEL was trading at 403.85. The strike last trading price was 22.75, which was 9.75 higher than the previous day. The implied volatity was 0, the open interest changed by 326 which increased total open position to 1646
On 12 May BHEL was trading at 391.75. The strike last trading price was 13.7, which was -6.3 lower than the previous day. The implied volatity was 39.07, the open interest changed by -346 which decreased total open position to 1321
On 11 May BHEL was trading at 401.35. The strike last trading price was 20, which was -2 lower than the previous day. The implied volatity was 39.69, the open interest changed by 7 which increased total open position to 1667
On 8 May BHEL was trading at 404.60. The strike last trading price was 21.25, which was -3.5 lower than the previous day. The implied volatity was 35.72, the open interest changed by -239 which decreased total open position to 1662
On 7 May BHEL was trading at 406.45. The strike last trading price was 24.05, which was 11.2 higher than the previous day. The implied volatity was 36.8, the open interest changed by 124 which increased total open position to 1901
On 6 May BHEL was trading at 385.95. The strike last trading price was 12.7, which was 4.6 higher than the previous day. The implied volatity was 40.54, the open interest changed by -139 which decreased total open position to 1776
On 5 May BHEL was trading at 374.95. The strike last trading price was 8.2, which was -2.05 lower than the previous day. The implied volatity was 37.53, the open interest changed by 172 which increased total open position to 1935
On 4 May BHEL was trading at 377.05. The strike last trading price was 11, which was 6.48 higher than the previous day. The implied volatity was 40.97, the open interest changed by 1199 which increased total open position to 1764
On 30 Apr BHEL was trading at 352.41. The strike last trading price was 4.42, which was 1.22 higher than the previous day. The implied volatity was 41.8, the open interest changed by 110 which increased total open position to 675
On 29 Apr BHEL was trading at 344.50. The strike last trading price was 3.25, which was -1.82 lower than the previous day. The implied volatity was 41.79, the open interest changed by 15 which increased total open position to 565
On 28 Apr BHEL was trading at 354.71. The strike last trading price was 4.96, which was 4.47 higher than the previous day. The implied volatity was 40.43, the open interest changed by 547 which increased total open position to 547
| BHEL 26-May-2026 (5d) 390 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 0
Theta: -0.29
Gamma: 0.012
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 408.40 | 1.4 | -2.55 (-64.56%) | 34.89 | 2,972 | 148 | 1,012 |
| 19 May | 401.10 | 4.3 | -2.3 (-34.85%) | 37.56 | 2,125 | -37 | 867 |
| 18 May | 395.25 | 6.2 | -0.4 (-6.06%) | 37.94 | 4,532 | 25 | 915 |
| 15 May | 398.30 | 6.9 | 3.7 (115.63%) | 39.01 | 1,984 | -72 | 895 |
| 14 May | 413.15 | 3.15 | -2.85 (-47.50%) | 38.4 | 1,950 | 19 | 974 |
| 13 May | 403.85 | 5.75 | -5.25 (-47.73%) | 39.75 | 2,666 | 21 | 955 |
| 12 May | 391.75 | 10.15 | 2.4 (30.97%) | 37.74 | 2,670 | -130 | 937 |
| 11 May | 401.35 | 7.6 | 0.4 (5.56%) | 39.86 | 2,587 | -102 | 1,068 |
| 8 May | 404.60 | 7.35 | 0.05 (0.68%) | 37.83 | 1,376 | 14 | 1,179 |
| 7 May | 406.45 | 7.15 | -7.7 (-51.85%) | 39.09 | 4,617 | 584 | 1,166 |
| 6 May | 385.95 | 14.8 | -6.65 (-31.00%) | 35.16 | 635 | 44 | 580 |
| 5 May | 374.95 | 21 | 0.9 (4.48%) | 36.22 | 1,335 | -10 | 537 |
| 4 May | 377.05 | 19.4 | -90.74 (-82.39%) | 37.36 | 6,205 | 547 | 547 |
| 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 390 expiring on 26MAY2026
Delta for 390 PE is -0.14
Historical price for 390 PE is as follows
On 20 May BHEL was trading at 408.40. The strike last trading price was 1.4, which was -2.55 lower than the previous day. The implied volatity was 34.89, the open interest changed by 148 which increased total open position to 1012
On 19 May BHEL was trading at 401.10. The strike last trading price was 4.3, which was -2.3 lower than the previous day. The implied volatity was 37.56, the open interest changed by -37 which decreased total open position to 867
On 18 May BHEL was trading at 395.25. The strike last trading price was 6.2, which was -0.4 lower than the previous day. The implied volatity was 37.94, the open interest changed by 25 which increased total open position to 915
On 15 May BHEL was trading at 398.30. The strike last trading price was 6.9, which was 3.7 higher than the previous day. The implied volatity was 39.01, the open interest changed by -72 which decreased total open position to 895
On 14 May BHEL was trading at 413.15. The strike last trading price was 3.15, which was -2.85 lower than the previous day. The implied volatity was 38.4, the open interest changed by 19 which increased total open position to 974
On 13 May BHEL was trading at 403.85. The strike last trading price was 5.75, which was -5.25 lower than the previous day. The implied volatity was 39.75, the open interest changed by 21 which increased total open position to 955
On 12 May BHEL was trading at 391.75. The strike last trading price was 10.15, which was 2.4 higher than the previous day. The implied volatity was 37.74, the open interest changed by -130 which decreased total open position to 937
On 11 May BHEL was trading at 401.35. The strike last trading price was 7.6, which was 0.4 higher than the previous day. The implied volatity was 39.86, the open interest changed by -102 which decreased total open position to 1068
On 8 May BHEL was trading at 404.60. The strike last trading price was 7.35, which was 0.05 higher than the previous day. The implied volatity was 37.83, the open interest changed by 14 which increased total open position to 1179
On 7 May BHEL was trading at 406.45. The strike last trading price was 7.15, which was -7.7 lower than the previous day. The implied volatity was 39.09, the open interest changed by 584 which increased total open position to 1166
On 6 May BHEL was trading at 385.95. The strike last trading price was 14.8, which was -6.65 lower than the previous day. The implied volatity was 35.16, the open interest changed by 44 which increased total open position to 580
On 5 May BHEL was trading at 374.95. The strike last trading price was 21, which was 0.9 higher than the previous day. The implied volatity was 36.22, the open interest changed by -10 which decreased total open position to 537
On 4 May BHEL was trading at 377.05. The strike last trading price was 19.4, which was -90.74 lower than the previous day. The implied volatity was 37.36, the open interest changed by 547 which increased total open position to 547
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
