Historical option data for BHEL
17 Jun 2026 10:57 AM IST
| BHEL 30-Jun-2026 (13d) 390 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.44
Vega: 0
Theta: -0.37
Gamma: 0.01637
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Jun | 384.70 | 7.6 | 0.6 (8.57%) | 32.53 | 830 | 138 | 1,462 | |||||||||
| 16 Jun | 384.20 | 7.3 | -0.7 (-8.75%) | 32.05 | 1,351 | 53 | 1,329 | |||||||||
| 15 Jun | 382.85 | 7.95 | -0.05 (-0.62%) | 34.33 | 3,796 | 413 | 1,276 | |||||||||
| 12 Jun | 378.75 | 7 | 1 (16.67%) | 34.3 | 1,487 | -20 | 865 | |||||||||
| 11 Jun | 370.65 | 5.7 | -3.3 (-36.67%) | 36.37 | 1,497 | -131 | 889 | |||||||||
| 10 Jun | 377.30 | 9 | -9 (-50.00%) | 39.2 | 1,862 | 368 | 1,020 | |||||||||
| 9 Jun | 396.55 | 17.75 | 4.75 (36.54%) | 36.86 | 1,354 | -190 | 652 | |||||||||
| 8 Jun | 386.30 | 12.35 | -2.65 (-17.67%) | 37 | 1,409 | 33 | 843 | |||||||||
| 5 Jun | 386.95 | 14.3 | -1.7 (-10.62%) | 37.18 | 2,986 | 250 | 812 | |||||||||
| 4 Jun | 389.20 | 15.8 | -12.2 (-43.57%) | 39.28 | 1,287 | 259 | 563 | |||||||||
| 3 Jun | 406.30 | 26.8 | -4.2 (-13.55%) | 37.53 | 45 | -25 | 306 | |||||||||
| 2 Jun | 410.75 | 30.1 | 5.1 (20.40%) | 35.02 | 279 | -175 | 331 | |||||||||
| 1 Jun | 404.80 | 25.2 | -10.8 (-30.00%) | 35.79 | 77 | -42 | 508 | |||||||||
| 29 May | 416.75 | 35.2 | -5.8 (-14.15%) | 37.82 | 76 | -63 | 551 | |||||||||
| 27 May | 422.35 | 40.95 | 3.95 (10.68%) | 36.54 | 82 | -13 | 614 | |||||||||
| 26 May | 417.75 | 36.5 | -2.5 (-6.41%) | 35.8 | 768 | -361 | 836 | |||||||||
| 25 May | 419.40 | 39.5 | 8.5 (27.42%) | 38.72 | 44 | -11 | 1,197 | |||||||||
| 22 May | 408.55 | 31.45 | -0.55 (-1.72%) | 37.39 | 197 | 132 | 1,208 | |||||||||
| 21 May | 408.15 | 31.5 | -0.5 (-1.56%) | 37.3 | 374 | 296 | 1,076 | |||||||||
| 20 May | 408.40 | 33.1 | 7.1 (27.31%) | 37.94 | 257 | 168 | 781 | |||||||||
| 19 May | 401.10 | 25.65 | 2.65 (11.52%) | 35.26 | 695 | 497 | 613 | |||||||||
| 18 May | 395.25 | 23.5 | -2.5 (-9.62%) | 35.56 | 107 | 37 | 117 | |||||||||
| 15 May | 398.30 | 25.6 | -8.4 (-24.71%) | 35.64 | 27 | 1 | 81 | |||||||||
| 14 May | 413.15 | 34.4 | 2.4 (7.50%) | 36.79 | 30 | -1 | 81 | |||||||||
| 13 May | 403.85 | 32.25 | 9.25 (40.22%) | 0 | 14 | 1 | 81 | |||||||||
| 12 May | 391.75 | 24.25 | -4.75 (-16.38%) | 0 | 23 | -6 | 80 | |||||||||
| 11 May | 401.35 | 29 | -3 (-9.38%) | 0 | 13 | 0 | 83 | |||||||||
| 8 May | 404.60 | 31.5 | -1 (-3.08%) | 34.23 | 28 | -12 | 83 | |||||||||
| 7 May | 406.45 | 32.7 | 11.05 (51.04%) | 34.91 | 103 | -11 | 95 | |||||||||
| 6 May | 385.95 | 21.35 | 4.8 (29.00%) | 37.1 | 51 | 0 | 105 | |||||||||
| 5 May | 374.95 | 16.6 | -1.85 (-10.03%) | 36.63 | 105 | 31 | 104 | |||||||||
| 4 May | 377.05 | 19.3 | 9.5 (96.94%) | 38.7 | 207 | 66 | 74 | |||||||||
| 30 Apr | 352.41 | 9.8 | 0.8 (8.89%) | 38.02 | 11 | 9 | 17 | |||||||||
| 29 Apr | 344.50 | 9 | 7.57 (529.37%) | 40.37 | 8 | 5 | 5 | |||||||||
For Bhel - strike price 390 expiring on 30JUN2026
Delta for 390 CE is 0.44
Historical price for 390 CE is as follows
On 17 Jun BHEL was trading at 384.70. The strike last trading price was 7.6, which was 0.6 higher than the previous day. The implied volatity was 32.53, the open interest changed by 138 which increased total open position to 1462
On 16 Jun BHEL was trading at 384.20. The strike last trading price was 7.3, which was -0.7 lower than the previous day. The implied volatity was 32.05, the open interest changed by 53 which increased total open position to 1329
On 15 Jun BHEL was trading at 382.85. The strike last trading price was 7.95, which was -0.05 lower than the previous day. The implied volatity was 34.33, the open interest changed by 413 which increased total open position to 1276
On 12 Jun BHEL was trading at 378.75. The strike last trading price was 7, which was 1 higher than the previous day. The implied volatity was 34.3, the open interest changed by -20 which decreased total open position to 865
On 11 Jun BHEL was trading at 370.65. The strike last trading price was 5.7, which was -3.3 lower than the previous day. The implied volatity was 36.37, the open interest changed by -131 which decreased total open position to 889
On 10 Jun BHEL was trading at 377.30. The strike last trading price was 9, which was -9 lower than the previous day. The implied volatity was 39.2, the open interest changed by 368 which increased total open position to 1020
On 9 Jun BHEL was trading at 396.55. The strike last trading price was 17.75, which was 4.75 higher than the previous day. The implied volatity was 36.86, the open interest changed by -190 which decreased total open position to 652
On 8 Jun BHEL was trading at 386.30. The strike last trading price was 12.35, which was -2.65 lower than the previous day. The implied volatity was 37, the open interest changed by 33 which increased total open position to 843
On 5 Jun BHEL was trading at 386.95. The strike last trading price was 14.3, which was -1.7 lower than the previous day. The implied volatity was 37.18, the open interest changed by 250 which increased total open position to 812
On 4 Jun BHEL was trading at 389.20. The strike last trading price was 15.8, which was -12.2 lower than the previous day. The implied volatity was 39.28, the open interest changed by 259 which increased total open position to 563
On 3 Jun BHEL was trading at 406.30. The strike last trading price was 26.8, which was -4.2 lower than the previous day. The implied volatity was 37.53, the open interest changed by -25 which decreased total open position to 306
On 2 Jun BHEL was trading at 410.75. The strike last trading price was 30.1, which was 5.1 higher than the previous day. The implied volatity was 35.02, the open interest changed by -175 which decreased total open position to 331
On 1 Jun BHEL was trading at 404.80. The strike last trading price was 25.2, which was -10.8 lower than the previous day. The implied volatity was 35.79, the open interest changed by -42 which decreased total open position to 508
On 29 May BHEL was trading at 416.75. The strike last trading price was 35.2, which was -5.8 lower than the previous day. The implied volatity was 37.82, the open interest changed by -63 which decreased total open position to 551
On 27 May BHEL was trading at 422.35. The strike last trading price was 40.95, which was 3.95 higher than the previous day. The implied volatity was 36.54, the open interest changed by -13 which decreased total open position to 614
On 26 May BHEL was trading at 417.75. The strike last trading price was 36.5, which was -2.5 lower than the previous day. The implied volatity was 35.8, the open interest changed by -361 which decreased total open position to 836
On 25 May BHEL was trading at 419.40. The strike last trading price was 39.5, which was 8.5 higher than the previous day. The implied volatity was 38.72, the open interest changed by -11 which decreased total open position to 1197
On 22 May BHEL was trading at 408.55. The strike last trading price was 31.45, which was -0.55 lower than the previous day. The implied volatity was 37.39, the open interest changed by 132 which increased total open position to 1208
On 21 May BHEL was trading at 408.15. The strike last trading price was 31.5, which was -0.5 lower than the previous day. The implied volatity was 37.3, the open interest changed by 296 which increased total open position to 1076
On 20 May BHEL was trading at 408.40. The strike last trading price was 33.1, which was 7.1 higher than the previous day. The implied volatity was 37.94, the open interest changed by 168 which increased total open position to 781
On 19 May BHEL was trading at 401.10. The strike last trading price was 25.65, which was 2.65 higher than the previous day. The implied volatity was 35.26, the open interest changed by 497 which increased total open position to 613
On 18 May BHEL was trading at 395.25. The strike last trading price was 23.5, which was -2.5 lower than the previous day. The implied volatity was 35.56, the open interest changed by 37 which increased total open position to 117
On 15 May BHEL was trading at 398.30. The strike last trading price was 25.6, which was -8.4 lower than the previous day. The implied volatity was 35.64, the open interest changed by 1 which increased total open position to 81
On 14 May BHEL was trading at 413.15. The strike last trading price was 34.4, which was 2.4 higher than the previous day. The implied volatity was 36.79, the open interest changed by -1 which decreased total open position to 81
On 13 May BHEL was trading at 403.85. The strike last trading price was 32.25, which was 9.25 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 81
On 12 May BHEL was trading at 391.75. The strike last trading price was 24.25, which was -4.75 lower than the previous day. The implied volatity was 0, the open interest changed by -6 which decreased total open position to 80
On 11 May BHEL was trading at 401.35. The strike last trading price was 29, which was -3 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 83
On 8 May BHEL was trading at 404.60. The strike last trading price was 31.5, which was -1 lower than the previous day. The implied volatity was 34.23, the open interest changed by -12 which decreased total open position to 83
On 7 May BHEL was trading at 406.45. The strike last trading price was 32.7, which was 11.05 higher than the previous day. The implied volatity was 34.91, the open interest changed by -11 which decreased total open position to 95
On 6 May BHEL was trading at 385.95. The strike last trading price was 21.35, which was 4.8 higher than the previous day. The implied volatity was 37.1, the open interest changed by 0 which decreased total open position to 105
On 5 May BHEL was trading at 374.95. The strike last trading price was 16.6, which was -1.85 lower than the previous day. The implied volatity was 36.63, the open interest changed by 31 which increased total open position to 104
On 4 May BHEL was trading at 377.05. The strike last trading price was 19.3, which was 9.5 higher than the previous day. The implied volatity was 38.7, the open interest changed by 66 which increased total open position to 74
On 30 Apr BHEL was trading at 352.41. The strike last trading price was 9.8, which was 0.8 higher than the previous day. The implied volatity was 38.02, the open interest changed by 9 which increased total open position to 17
On 29 Apr BHEL was trading at 344.50. The strike last trading price was 9, which was 7.57 higher than the previous day. The implied volatity was 40.37, the open interest changed by 5 which increased total open position to 5
| BHEL 30-Jun-2026 (13d) 390 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0
Theta: -0.31
Gamma: 0.01681
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Jun | 384.70 | 11.8 | -0.35 (-2.88%) | 31.65 | 139 | 5 | 786 |
| 16 Jun | 384.20 | 12.05 | -1.5 (-11.07%) | 29.66 | 252 | -12 | 782 |
| 15 Jun | 382.85 | 13.35 | -2.85 (-17.59%) | 31.22 | 778 | 30 | 795 |
| 12 Jun | 378.75 | 17.1 | -5.75 (-25.16%) | 28.75 | 139 | -16 | 765 |
| 11 Jun | 370.65 | 22.6 | 2.95 (15.01%) | 32.95 | 677 | -246 | 865 |
| 10 Jun | 377.30 | 19.8 | 10 (102.04%) | 36.23 | 1,255 | -51 | 1,135 |
| 9 Jun | 396.55 | 10 | -6.1 (-37.89%) | 34.98 | 943 | 126 | 1,184 |
| 8 Jun | 386.30 | 16.4 | 1.8 (12.33%) | 37.95 | 563 | -7 | 1,057 |
| 5 Jun | 386.95 | 14.8 | 0.25 (1.72%) | 33.5 | 2,768 | 207 | 1,065 |
| 4 Jun | 389.20 | 15.25 | 7.25 (90.63%) | 35.41 | 2,327 | -166 | 858 |
| 3 Jun | 406.30 | 8.25 | 2.25 (37.50%) | 34.94 | 977 | 369 | 984 |
| 2 Jun | 410.75 | 5.95 | -2.3 (-27.88%) | 32.73 | 193 | -1 | 614 |
| 1 Jun | 404.80 | 8.4 | 3.15 (60.00%) | 33.66 | 288 | 14 | 615 |
| 29 May | 416.75 | 5.7 | 1.4 (32.56%) | 31.93 | 248 | -54 | 602 |
| 27 May | 422.35 | 4.1 | -2.3 (-35.94%) | 31.99 | 464 | -38 | 654 |
| 26 May | 417.75 | 6.25 | -0.1 (-1.57%) | 34.5 | 547 | 221 | 692 |
| 25 May | 419.40 | 6.25 | -3.5 (-35.90%) | 34.68 | 263 | 44 | 472 |
| 22 May | 408.55 | 9.6 | -0.6 (-5.88%) | 34.81 | 183 | 56 | 428 |
| 21 May | 408.15 | 10.15 | -0.15 (-1.46%) | 34.93 | 138 | 58 | 372 |
| 20 May | 408.40 | 10.1 | -2.95 (-22.61%) | 35.72 | 145 | 64 | 314 |
| 19 May | 401.10 | 13.35 | -1.6 (-10.70%) | 35.32 | 379 | 55 | 250 |
| 18 May | 395.25 | 14.85 | 0.2 (1.37%) | 34.38 | 197 | 47 | 193 |
| 15 May | 398.30 | 14.85 | 5.2 (53.89%) | 35.55 | 67 | -8 | 141 |
| 14 May | 413.15 | 9.75 | -3.7 (-27.51%) | 35.02 | 64 | 29 | 148 |
| 13 May | 403.85 | 13.45 | -5.05 (-27.30%) | 0 | 78 | 35 | 119 |
| 12 May | 391.75 | 18.4 | 3.4 (22.67%) | 0 | 27 | -1 | 84 |
| 11 May | 401.35 | 15 | 1 (7.14%) | 0 | 38 | 3 | 84 |
| 8 May | 404.60 | 14.1 | 0.4 (2.92%) | 35.53 | 20 | 0 | 80 |
| 7 May | 406.45 | 13.65 | -8.25 (-37.67%) | 36.25 | 60 | 20 | 81 |
| 6 May | 385.95 | 21.9 | -7.85 (-26.39%) | 34.99 | 7 | -2 | 59 |
| 5 May | 374.95 | 29.75 | 2.75 (10.19%) | 37.31 | 7 | 2 | 62 |
| 4 May | 377.05 | 26.75 | -93.41 (-77.74%) | 37.75 | 83 | 60 | 60 |
| 30 Apr | 352.41 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 344.50 | 0 | 0 | - | 0 | 0 | 0 |
For Bhel - strike price 390 expiring on 30JUN2026
Delta for 390 PE is -0.56
Historical price for 390 PE is as follows
On 17 Jun BHEL was trading at 384.70. The strike last trading price was 11.8, which was -0.35 lower than the previous day. The implied volatity was 31.65, the open interest changed by 5 which increased total open position to 786
On 16 Jun BHEL was trading at 384.20. The strike last trading price was 12.05, which was -1.5 lower than the previous day. The implied volatity was 29.66, the open interest changed by -12 which decreased total open position to 782
On 15 Jun BHEL was trading at 382.85. The strike last trading price was 13.35, which was -2.85 lower than the previous day. The implied volatity was 31.22, the open interest changed by 30 which increased total open position to 795
On 12 Jun BHEL was trading at 378.75. The strike last trading price was 17.1, which was -5.75 lower than the previous day. The implied volatity was 28.75, the open interest changed by -16 which decreased total open position to 765
On 11 Jun BHEL was trading at 370.65. The strike last trading price was 22.6, which was 2.95 higher than the previous day. The implied volatity was 32.95, the open interest changed by -246 which decreased total open position to 865
On 10 Jun BHEL was trading at 377.30. The strike last trading price was 19.8, which was 10 higher than the previous day. The implied volatity was 36.23, the open interest changed by -51 which decreased total open position to 1135
On 9 Jun BHEL was trading at 396.55. The strike last trading price was 10, which was -6.1 lower than the previous day. The implied volatity was 34.98, the open interest changed by 126 which increased total open position to 1184
On 8 Jun BHEL was trading at 386.30. The strike last trading price was 16.4, which was 1.8 higher than the previous day. The implied volatity was 37.95, the open interest changed by -7 which decreased total open position to 1057
On 5 Jun BHEL was trading at 386.95. The strike last trading price was 14.8, which was 0.25 higher than the previous day. The implied volatity was 33.5, the open interest changed by 207 which increased total open position to 1065
On 4 Jun BHEL was trading at 389.20. The strike last trading price was 15.25, which was 7.25 higher than the previous day. The implied volatity was 35.41, the open interest changed by -166 which decreased total open position to 858
On 3 Jun BHEL was trading at 406.30. The strike last trading price was 8.25, which was 2.25 higher than the previous day. The implied volatity was 34.94, the open interest changed by 369 which increased total open position to 984
On 2 Jun BHEL was trading at 410.75. The strike last trading price was 5.95, which was -2.3 lower than the previous day. The implied volatity was 32.73, the open interest changed by -1 which decreased total open position to 614
On 1 Jun BHEL was trading at 404.80. The strike last trading price was 8.4, which was 3.15 higher than the previous day. The implied volatity was 33.66, the open interest changed by 14 which increased total open position to 615
On 29 May BHEL was trading at 416.75. The strike last trading price was 5.7, which was 1.4 higher than the previous day. The implied volatity was 31.93, the open interest changed by -54 which decreased total open position to 602
On 27 May BHEL was trading at 422.35. The strike last trading price was 4.1, which was -2.3 lower than the previous day. The implied volatity was 31.99, the open interest changed by -38 which decreased total open position to 654
On 26 May BHEL was trading at 417.75. The strike last trading price was 6.25, which was -0.1 lower than the previous day. The implied volatity was 34.5, the open interest changed by 221 which increased total open position to 692
On 25 May BHEL was trading at 419.40. The strike last trading price was 6.25, which was -3.5 lower than the previous day. The implied volatity was 34.68, the open interest changed by 44 which increased total open position to 472
On 22 May BHEL was trading at 408.55. The strike last trading price was 9.6, which was -0.6 lower than the previous day. The implied volatity was 34.81, the open interest changed by 56 which increased total open position to 428
On 21 May BHEL was trading at 408.15. The strike last trading price was 10.15, which was -0.15 lower than the previous day. The implied volatity was 34.93, the open interest changed by 58 which increased total open position to 372
On 20 May BHEL was trading at 408.40. The strike last trading price was 10.1, which was -2.95 lower than the previous day. The implied volatity was 35.72, the open interest changed by 64 which increased total open position to 314
On 19 May BHEL was trading at 401.10. The strike last trading price was 13.35, which was -1.6 lower than the previous day. The implied volatity was 35.32, the open interest changed by 55 which increased total open position to 250
On 18 May BHEL was trading at 395.25. The strike last trading price was 14.85, which was 0.2 higher than the previous day. The implied volatity was 34.38, the open interest changed by 47 which increased total open position to 193
On 15 May BHEL was trading at 398.30. The strike last trading price was 14.85, which was 5.2 higher than the previous day. The implied volatity was 35.55, the open interest changed by -8 which decreased total open position to 141
On 14 May BHEL was trading at 413.15. The strike last trading price was 9.75, which was -3.7 lower than the previous day. The implied volatity was 35.02, the open interest changed by 29 which increased total open position to 148
On 13 May BHEL was trading at 403.85. The strike last trading price was 13.45, which was -5.05 lower than the previous day. The implied volatity was 0, the open interest changed by 35 which increased total open position to 119
On 12 May BHEL was trading at 391.75. The strike last trading price was 18.4, which was 3.4 higher than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 84
On 11 May BHEL was trading at 401.35. The strike last trading price was 15, which was 1 higher than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 84
On 8 May BHEL was trading at 404.60. The strike last trading price was 14.1, which was 0.4 higher than the previous day. The implied volatity was 35.53, the open interest changed by 0 which decreased total open position to 80
On 7 May BHEL was trading at 406.45. The strike last trading price was 13.65, which was -8.25 lower than the previous day. The implied volatity was 36.25, the open interest changed by 20 which increased total open position to 81
On 6 May BHEL was trading at 385.95. The strike last trading price was 21.9, which was -7.85 lower than the previous day. The implied volatity was 34.99, the open interest changed by -2 which decreased total open position to 59
On 5 May BHEL was trading at 374.95. The strike last trading price was 29.75, which was 2.75 higher than the previous day. The implied volatity was 37.31, the open interest changed by 2 which increased total open position to 62
On 4 May BHEL was trading at 377.05. The strike last trading price was 26.75, which was -93.41 lower than the previous day. The implied volatity was 37.75, the open interest changed by 60 which increased total open position to 60
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
