Historical option data for BHEL
22 Jun 2026 01:19 PM IST
| BHEL 28-Jul-2026 (36d) 400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.65
Vega: 0
Theta: -0.27
Gamma: 0.00756
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 413.35 | 28 | -0.05 (-0.18%) | 37.53 | 82 | 9 | 164 | |||||||||
| 19 Jun | 414.35 | 29.2 | 6.1 (26.41%) | 33.46 | 300 | -4 | 155 | |||||||||
| 18 Jun | 405.90 | 22.85 | 7.3 (46.95%) | 34.19 | 337 | 1 | 159 | |||||||||
| 17 Jun | 392.25 | 15.5 | 3.65 (30.80%) | 34.04 | 209 | 44 | 158 | |||||||||
| 16 Jun | 384.20 | 11.85 | -0.65 (-5.20%) | 33.86 | 29 | 18 | 113 | |||||||||
| 15 Jun | 382.85 | 12.3 | 0.7 (6.03%) | 35.32 | 70 | 11 | 94 | |||||||||
| 12 Jun | 378.75 | 11.3 | 2.2 (24.18%) | 35.45 | 62 | 31 | 82 | |||||||||
| 11 Jun | 370.65 | 9.2 | -3.2 (-25.81%) | 35.62 | 32 | 2 | 51 | |||||||||
| 10 Jun | 377.30 | 12.25 | -8.25 (-40.24%) | 37.14 | 23 | 12 | 48 | |||||||||
| 9 Jun | 396.55 | 20.6 | 3.55 (20.82%) | 35.93 | 16 | 5 | 36 | |||||||||
| 8 Jun | 386.30 | 17.05 | -0.5 (-2.85%) | 36.51 | 21 | 9 | 31 | |||||||||
| 5 Jun | 386.95 | 17 | -3.1 (-15.42%) | 36.43 | 28 | 10 | 22 | |||||||||
| 4 Jun | 389.20 | 19 | -7.1 (-27.20%) | 36.99 | 12 | 8 | 12 | |||||||||
| 3 Jun | 406.30 | 26.1 | -3.9 (-13.00%) | 35.16 | 1 | 0 | 4 | |||||||||
| 2 Jun | 410.75 | 30 | 5 (20.00%) | 36.04 | 3 | 3 | 4 | |||||||||
| 1 Jun | 404.80 | 25 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 29 May | 416.75 | 25 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 27 May | 422.35 | 25 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 26 May | 417.75 | 25 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 25 May | 419.40 | 25 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 22 May | 408.55 | 25 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 21 May | 408.15 | 25 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 20 May | 408.40 | 25 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 19 May | 401.10 | 25 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 18 May | 395.25 | 25 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 15 May | 398.30 | 25 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 14 May | 413.15 | 25 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 13 May | 403.85 | 25 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 12 May | 391.75 | 25 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 11 May | 401.35 | 25 | 0 (0.00%) | 0 | 1 | 0 | 1 | |||||||||
| 8 May | 404.60 | 25 | 0 (0.00%) | 24.68 | 0 | 0 | 1 | |||||||||
For Bhel - strike price 400 expiring on 28JUL2026
Delta for 400 CE is 0.65
Historical price for 400 CE is as follows
On 22 Jun BHEL was trading at 413.35. The strike last trading price was 28, which was -0.05 lower than the previous day. The implied volatity was 37.53, the open interest changed by 9 which increased total open position to 164
On 19 Jun BHEL was trading at 414.35. The strike last trading price was 29.2, which was 6.1 higher than the previous day. The implied volatity was 33.46, the open interest changed by -4 which decreased total open position to 155
On 18 Jun BHEL was trading at 405.90. The strike last trading price was 22.85, which was 7.3 higher than the previous day. The implied volatity was 34.19, the open interest changed by 1 which increased total open position to 159
On 17 Jun BHEL was trading at 392.25. The strike last trading price was 15.5, which was 3.65 higher than the previous day. The implied volatity was 34.04, the open interest changed by 44 which increased total open position to 158
On 16 Jun BHEL was trading at 384.20. The strike last trading price was 11.85, which was -0.65 lower than the previous day. The implied volatity was 33.86, the open interest changed by 18 which increased total open position to 113
On 15 Jun BHEL was trading at 382.85. The strike last trading price was 12.3, which was 0.7 higher than the previous day. The implied volatity was 35.32, the open interest changed by 11 which increased total open position to 94
On 12 Jun BHEL was trading at 378.75. The strike last trading price was 11.3, which was 2.2 higher than the previous day. The implied volatity was 35.45, the open interest changed by 31 which increased total open position to 82
On 11 Jun BHEL was trading at 370.65. The strike last trading price was 9.2, which was -3.2 lower than the previous day. The implied volatity was 35.62, the open interest changed by 2 which increased total open position to 51
On 10 Jun BHEL was trading at 377.30. The strike last trading price was 12.25, which was -8.25 lower than the previous day. The implied volatity was 37.14, the open interest changed by 12 which increased total open position to 48
On 9 Jun BHEL was trading at 396.55. The strike last trading price was 20.6, which was 3.55 higher than the previous day. The implied volatity was 35.93, the open interest changed by 5 which increased total open position to 36
On 8 Jun BHEL was trading at 386.30. The strike last trading price was 17.05, which was -0.5 lower than the previous day. The implied volatity was 36.51, the open interest changed by 9 which increased total open position to 31
On 5 Jun BHEL was trading at 386.95. The strike last trading price was 17, which was -3.1 lower than the previous day. The implied volatity was 36.43, the open interest changed by 10 which increased total open position to 22
On 4 Jun BHEL was trading at 389.20. The strike last trading price was 19, which was -7.1 lower than the previous day. The implied volatity was 36.99, the open interest changed by 8 which increased total open position to 12
On 3 Jun BHEL was trading at 406.30. The strike last trading price was 26.1, which was -3.9 lower than the previous day. The implied volatity was 35.16, the open interest changed by 0 which decreased total open position to 4
On 2 Jun BHEL was trading at 410.75. The strike last trading price was 30, which was 5 higher than the previous day. The implied volatity was 36.04, the open interest changed by 3 which increased total open position to 4
On 1 Jun BHEL was trading at 404.80. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 May BHEL was trading at 416.75. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 May BHEL was trading at 422.35. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 May BHEL was trading at 417.75. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 May BHEL was trading at 419.40. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 May BHEL was trading at 408.55. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 May BHEL was trading at 408.15. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 May BHEL was trading at 408.40. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 May BHEL was trading at 401.10. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 May BHEL was trading at 395.25. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May BHEL was trading at 398.30. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 May BHEL was trading at 413.15. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 May BHEL was trading at 403.85. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 May BHEL was trading at 391.75. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 May BHEL was trading at 401.35. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May BHEL was trading at 404.60. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was 24.68, the open interest changed by 0 which decreased total open position to 1
| BHEL 28-Jul-2026 (36d) 400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 0
Theta: -0.19
Gamma: 0.00807
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 413.35 | 11 | 0 (0.00%) | 34.89 | 95 | 25 | 162 |
| 19 Jun | 414.35 | 10 | -4 (-28.57%) | 34.08 | 241 | 68 | 139 |
| 18 Jun | 405.90 | 14 | -6 (-30.00%) | 33.18 | 133 | 39 | 71 |
| 17 Jun | 392.25 | 20 | -4 (-16.67%) | 32.29 | 27 | 2 | 31 |
| 16 Jun | 384.20 | 24 | 24 (-33.33%) | 31.49 | 4 | 0 | 29 |
| 15 Jun | 382.85 | 24 | -12 (-33.33%) | 31.49 | 4 | 2 | 28 |
| 12 Jun | 378.75 | 36 | 36 (16.13%) | 33.91 | 6 | 0 | 26 |
| 11 Jun | 370.65 | 36 | 5 (16.13%) | 33.91 | 6 | 0 | 26 |
| 10 Jun | 377.30 | 31 | 11 (55.00%) | 33.83 | 31 | 6 | 26 |
| 9 Jun | 396.55 | 20 | -5 (-20.00%) | 34.08 | 4 | -2 | 20 |
| 8 Jun | 386.30 | 25 | 2 (8.70%) | 35.13 | 1 | 0 | 22 |
| 5 Jun | 386.95 | 23 | -1 (-4.17%) | 32.28 | 7 | -1 | 20 |
| 4 Jun | 389.20 | 24 | 8 (50.00%) | 34.32 | 11 | 1 | 20 |
| 3 Jun | 406.30 | 16 | 2 (14.29%) | 32.92 | 39 | -6 | 18 |
| 2 Jun | 410.75 | 14 | -3 (-17.65%) | 32.09 | 9 | 5 | 23 |
| 1 Jun | 404.80 | 17 | 4 (30.77%) | 32.08 | 36 | 13 | 22 |
| 29 May | 416.75 | 13 | 2 (18.18%) | 31.92 | 4 | 3 | 9 |
| 27 May | 422.35 | 11 | -3 (-21.43%) | 31.97 | 3 | -1 | 6 |
| 26 May | 417.75 | 14 | 1 (7.69%) | 33.67 | 2 | 1 | 6 |
| 25 May | 419.40 | 13 | -4 (-23.53%) | 33.21 | 4 | 3 | 4 |
| 22 May | 408.55 | 17 | -5 (-22.73%) | 33.22 | 1 | 0 | 1 |
| 21 May | 408.15 | 22 | 22 | - | 0 | 0 | 1 |
| 20 May | 408.40 | 22 | 22 | - | 0 | 0 | 1 |
| 19 May | 401.10 | 22 | 22 | - | 0 | 0 | 1 |
| 18 May | 395.25 | 22 | 22 | - | 0 | 0 | 1 |
| 15 May | 398.30 | 22 | 0 (0.00%) | 41.02 | 0 | 0 | 1 |
| 14 May | 413.15 | 22 | -36.16 (-62.17%) | 41.02 | 1 | 0 | 0 |
| 13 May | 403.85 | 0 | -58.16 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 391.75 | 0 | 0 | - | 0 | 0 | 0 |
| 11 May | 401.35 | 0 | 0 | - | 0 | 0 | 0 |
| 8 May | 404.60 | 0 | 0 | - | 0 | 0 | 0 |
For Bhel - strike price 400 expiring on 28JUL2026
Delta for 400 PE is -0.34
Historical price for 400 PE is as follows
On 22 Jun BHEL was trading at 413.35. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was 34.89, the open interest changed by 25 which increased total open position to 162
On 19 Jun BHEL was trading at 414.35. The strike last trading price was 10, which was -4 lower than the previous day. The implied volatity was 34.08, the open interest changed by 68 which increased total open position to 139
On 18 Jun BHEL was trading at 405.90. The strike last trading price was 14, which was -6 lower than the previous day. The implied volatity was 33.18, the open interest changed by 39 which increased total open position to 71
On 17 Jun BHEL was trading at 392.25. The strike last trading price was 20, which was -4 lower than the previous day. The implied volatity was 32.29, the open interest changed by 2 which increased total open position to 31
On 16 Jun BHEL was trading at 384.20. The strike last trading price was 24, which was 24 higher than the previous day. The implied volatity was 31.49, the open interest changed by 0 which decreased total open position to 29
On 15 Jun BHEL was trading at 382.85. The strike last trading price was 24, which was -12 lower than the previous day. The implied volatity was 31.49, the open interest changed by 2 which increased total open position to 28
On 12 Jun BHEL was trading at 378.75. The strike last trading price was 36, which was 36 higher than the previous day. The implied volatity was 33.91, the open interest changed by 0 which decreased total open position to 26
On 11 Jun BHEL was trading at 370.65. The strike last trading price was 36, which was 5 higher than the previous day. The implied volatity was 33.91, the open interest changed by 0 which decreased total open position to 26
On 10 Jun BHEL was trading at 377.30. The strike last trading price was 31, which was 11 higher than the previous day. The implied volatity was 33.83, the open interest changed by 6 which increased total open position to 26
On 9 Jun BHEL was trading at 396.55. The strike last trading price was 20, which was -5 lower than the previous day. The implied volatity was 34.08, the open interest changed by -2 which decreased total open position to 20
On 8 Jun BHEL was trading at 386.30. The strike last trading price was 25, which was 2 higher than the previous day. The implied volatity was 35.13, the open interest changed by 0 which decreased total open position to 22
On 5 Jun BHEL was trading at 386.95. The strike last trading price was 23, which was -1 lower than the previous day. The implied volatity was 32.28, the open interest changed by -1 which decreased total open position to 20
On 4 Jun BHEL was trading at 389.20. The strike last trading price was 24, which was 8 higher than the previous day. The implied volatity was 34.32, the open interest changed by 1 which increased total open position to 20
On 3 Jun BHEL was trading at 406.30. The strike last trading price was 16, which was 2 higher than the previous day. The implied volatity was 32.92, the open interest changed by -6 which decreased total open position to 18
On 2 Jun BHEL was trading at 410.75. The strike last trading price was 14, which was -3 lower than the previous day. The implied volatity was 32.09, the open interest changed by 5 which increased total open position to 23
On 1 Jun BHEL was trading at 404.80. The strike last trading price was 17, which was 4 higher than the previous day. The implied volatity was 32.08, the open interest changed by 13 which increased total open position to 22
On 29 May BHEL was trading at 416.75. The strike last trading price was 13, which was 2 higher than the previous day. The implied volatity was 31.92, the open interest changed by 3 which increased total open position to 9
On 27 May BHEL was trading at 422.35. The strike last trading price was 11, which was -3 lower than the previous day. The implied volatity was 31.97, the open interest changed by -1 which decreased total open position to 6
On 26 May BHEL was trading at 417.75. The strike last trading price was 14, which was 1 higher than the previous day. The implied volatity was 33.67, the open interest changed by 1 which increased total open position to 6
On 25 May BHEL was trading at 419.40. The strike last trading price was 13, which was -4 lower than the previous day. The implied volatity was 33.21, the open interest changed by 3 which increased total open position to 4
On 22 May BHEL was trading at 408.55. The strike last trading price was 17, which was -5 lower than the previous day. The implied volatity was 33.22, the open interest changed by 0 which decreased total open position to 1
On 21 May BHEL was trading at 408.15. The strike last trading price was 22, which was 22 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 May BHEL was trading at 408.40. The strike last trading price was 22, which was 22 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 May BHEL was trading at 401.10. The strike last trading price was 22, which was 22 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 May BHEL was trading at 395.25. The strike last trading price was 22, which was 22 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May BHEL was trading at 398.30. The strike last trading price was 22, which was 0 lower than the previous day. The implied volatity was 41.02, the open interest changed by 0 which decreased total open position to 1
On 14 May BHEL was trading at 413.15. The strike last trading price was 22, which was -36.16 lower than the previous day. The implied volatity was 41.02, the open interest changed by 0 which decreased total open position to 0
On 13 May BHEL was trading at 403.85. The strike last trading price was 0, which was -58.16 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May BHEL was trading at 391.75. 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 11 May BHEL was trading at 401.35. 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 8 May BHEL was trading at 404.60. 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
