Historical option data for BHEL
26 May 2026 04:10 PM IST
| BHEL 30-Jun-2026 (34d) 400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.69
Vega: 0
Theta: -0.25
Gamma: 0.00763
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 417.75 | 29.7 | -2.3 (-7.19%) | 35.53 | 1,032 | 355 | 1,143 | |||||||||
| 25 May | 419.40 | 31.8 | 6.8 (27.20%) | 37.84 | 349 | 13 | 788 | |||||||||
| 22 May | 408.55 | 25 | 0 (0.00%) | 36.17 | 434 | 152 | 775 | |||||||||
| 21 May | 408.15 | 24.65 | -1.35 (-5.19%) | 36.15 | 266 | 8 | 623 | |||||||||
| 20 May | 408.40 | 27.45 | 6.45 (30.71%) | 39.45 | 602 | 112 | 615 | |||||||||
| 19 May | 401.10 | 20.6 | 1.6 (8.42%) | 35.65 | 393 | 76 | 502 | |||||||||
| 18 May | 395.25 | 18.25 | -2.75 (-13.10%) | 35.46 | 347 | 53 | 428 | |||||||||
| 15 May | 398.30 | 20.45 | -10.55 (-34.03%) | 35.23 | 211 | 50 | 375 | |||||||||
| 14 May | 413.15 | 32.15 | 6.15 (23.65%) | 40.04 | 238 | 35 | 325 | |||||||||
| 13 May | 403.85 | 26.1 | 7.1 (37.37%) | 0 | 150 | -8 | 290 | |||||||||
| 12 May | 391.75 | 19 | -6 (-24.00%) | 0 | 65 | 2 | 298 | |||||||||
| 11 May | 401.35 | 24.7 | -1.3 (-5.00%) | 0 | 262 | 52 | 295 | |||||||||
| 8 May | 404.60 | 25.9 | -0.9 (-3.36%) | 34.49 | 44 | -4 | 243 | |||||||||
| 7 May | 406.45 | 27.1 | 9.85 (57.10%) | 35.31 | 620 | 163 | 248 | |||||||||
| 6 May | 385.95 | 16.85 | 4.4 (35.34%) | 36.64 | 113 | 61 | 88 | |||||||||
| 5 May | 374.95 | 12.45 | -2.2 (-15.02%) | 36.08 | 24 | 10 | 28 | |||||||||
| 4 May | 377.05 | 15.05 | 13.29 (755.11%) | 37.02 | 51 | 18 | 18 | |||||||||
For Bhel - strike price 400 expiring on 30JUN2026
Delta for 400 CE is 0.69
Historical price for 400 CE is as follows
On 26 May BHEL was trading at 417.75. The strike last trading price was 29.7, which was -2.3 lower than the previous day. The implied volatity was 35.53, the open interest changed by 355 which increased total open position to 1143
On 25 May BHEL was trading at 419.40. The strike last trading price was 31.8, which was 6.8 higher than the previous day. The implied volatity was 37.84, the open interest changed by 13 which increased total open position to 788
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 36.17, the open interest changed by 152 which increased total open position to 775
On 21 May BHEL was trading at 408.15. The strike last trading price was 24.65, which was -1.35 lower than the previous day. The implied volatity was 36.15, the open interest changed by 8 which increased total open position to 623
On 20 May BHEL was trading at 408.40. The strike last trading price was 27.45, which was 6.45 higher than the previous day. The implied volatity was 39.45, the open interest changed by 112 which increased total open position to 615
On 19 May BHEL was trading at 401.10. The strike last trading price was 20.6, which was 1.6 higher than the previous day. The implied volatity was 35.65, the open interest changed by 76 which increased total open position to 502
On 18 May BHEL was trading at 395.25. The strike last trading price was 18.25, which was -2.75 lower than the previous day. The implied volatity was 35.46, the open interest changed by 53 which increased total open position to 428
On 15 May BHEL was trading at 398.30. The strike last trading price was 20.45, which was -10.55 lower than the previous day. The implied volatity was 35.23, the open interest changed by 50 which increased total open position to 375
On 14 May BHEL was trading at 413.15. The strike last trading price was 32.15, which was 6.15 higher than the previous day. The implied volatity was 40.04, the open interest changed by 35 which increased total open position to 325
On 13 May BHEL was trading at 403.85. The strike last trading price was 26.1, which was 7.1 higher than the previous day. The implied volatity was 0, the open interest changed by -8 which decreased total open position to 290
On 12 May BHEL was trading at 391.75. The strike last trading price was 19, which was -6 lower than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 298
On 11 May BHEL was trading at 401.35. The strike last trading price was 24.7, which was -1.3 lower than the previous day. The implied volatity was 0, the open interest changed by 52 which increased total open position to 295
On 8 May BHEL was trading at 404.60. The strike last trading price was 25.9, which was -0.9 lower than the previous day. The implied volatity was 34.49, the open interest changed by -4 which decreased total open position to 243
On 7 May BHEL was trading at 406.45. The strike last trading price was 27.1, which was 9.85 higher than the previous day. The implied volatity was 35.31, the open interest changed by 163 which increased total open position to 248
On 6 May BHEL was trading at 385.95. The strike last trading price was 16.85, which was 4.4 higher than the previous day. The implied volatity was 36.64, the open interest changed by 61 which increased total open position to 88
On 5 May BHEL was trading at 374.95. The strike last trading price was 12.45, which was -2.2 lower than the previous day. The implied volatity was 36.08, the open interest changed by 10 which increased total open position to 28
On 4 May BHEL was trading at 377.05. The strike last trading price was 15.05, which was 13.29 higher than the previous day. The implied volatity was 37.02, the open interest changed by 18 which increased total open position to 18
| BHEL 30-Jun-2026 (34d) 400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.3
Vega: 0
Theta: -0.18
Gamma: 0.00785
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 417.75 | 9.15 | 0.2 (2.23%) | 34.27 | 753 | 275 | 995 |
| 25 May | 419.40 | 9 | -4.3 (-32.33%) | 34.27 | 653 | 217 | 720 |
| 22 May | 408.55 | 12.75 | -1.1 (-7.94%) | 33.46 | 173 | 20 | 503 |
| 21 May | 408.15 | 13.9 | -0.1 (-0.71%) | 34.56 | 180 | 42 | 484 |
| 20 May | 408.40 | 13.8 | -3.4 (-19.77%) | 35.43 | 267 | 33 | 443 |
| 19 May | 401.10 | 17.7 | -2.15 (-10.83%) | 34.14 | 186 | 5 | 410 |
| 18 May | 395.25 | 19.3 | -0.05 (-0.26%) | 33.67 | 328 | -41 | 404 |
| 15 May | 398.30 | 19.35 | 6.1 (46.04%) | 35.2 | 215 | -21 | 449 |
| 14 May | 413.15 | 12.3 | -5.5 (-30.90%) | 34 | 209 | 86 | 462 |
| 13 May | 403.85 | 17.55 | -5.95 (-25.32%) | 0 | 271 | 86 | 375 |
| 12 May | 391.75 | 22.85 | 3.5 (18.09%) | 0 | 93 | 10 | 289 |
| 11 May | 401.35 | 19.3 | 1.7 (9.66%) | 0 | 113 | 16 | 276 |
| 8 May | 404.60 | 17.6 | -0.25 (-1.40%) | 35.66 | 80 | 1 | 260 |
| 7 May | 406.45 | 17.7 | -9.8 (-35.64%) | 36.21 | 497 | 243 | 259 |
| 6 May | 385.95 | 27 | -4.25 (-13.60%) | 35.97 | 25 | 9 | 15 |
| 5 May | 374.95 | 31.25 | -87.69 (-73.73%) | 31.28 | 16 | 6 | 6 |
| 4 May | 377.05 | 0 | 0 | - | 0 | 0 | 0 |
For Bhel - strike price 400 expiring on 30JUN2026
Delta for 400 PE is -0.3
Historical price for 400 PE is as follows
On 26 May BHEL was trading at 417.75. The strike last trading price was 9.15, which was 0.2 higher than the previous day. The implied volatity was 34.27, the open interest changed by 275 which increased total open position to 995
On 25 May BHEL was trading at 419.40. The strike last trading price was 9, which was -4.3 lower than the previous day. The implied volatity was 34.27, the open interest changed by 217 which increased total open position to 720
On 22 May BHEL was trading at 408.55. The strike last trading price was 12.75, which was -1.1 lower than the previous day. The implied volatity was 33.46, the open interest changed by 20 which increased total open position to 503
On 21 May BHEL was trading at 408.15. The strike last trading price was 13.9, which was -0.1 lower than the previous day. The implied volatity was 34.56, the open interest changed by 42 which increased total open position to 484
On 20 May BHEL was trading at 408.40. The strike last trading price was 13.8, which was -3.4 lower than the previous day. The implied volatity was 35.43, the open interest changed by 33 which increased total open position to 443
On 19 May BHEL was trading at 401.10. The strike last trading price was 17.7, which was -2.15 lower than the previous day. The implied volatity was 34.14, the open interest changed by 5 which increased total open position to 410
On 18 May BHEL was trading at 395.25. The strike last trading price was 19.3, which was -0.05 lower than the previous day. The implied volatity was 33.67, the open interest changed by -41 which decreased total open position to 404
On 15 May BHEL was trading at 398.30. The strike last trading price was 19.35, which was 6.1 higher than the previous day. The implied volatity was 35.2, the open interest changed by -21 which decreased total open position to 449
On 14 May BHEL was trading at 413.15. The strike last trading price was 12.3, which was -5.5 lower than the previous day. The implied volatity was 34, the open interest changed by 86 which increased total open position to 462
On 13 May BHEL was trading at 403.85. The strike last trading price was 17.55, which was -5.95 lower than the previous day. The implied volatity was 0, the open interest changed by 86 which increased total open position to 375
On 12 May BHEL was trading at 391.75. The strike last trading price was 22.85, which was 3.5 higher than the previous day. The implied volatity was 0, the open interest changed by 10 which increased total open position to 289
On 11 May BHEL was trading at 401.35. The strike last trading price was 19.3, which was 1.7 higher than the previous day. The implied volatity was 0, the open interest changed by 16 which increased total open position to 276
On 8 May BHEL was trading at 404.60. The strike last trading price was 17.6, which was -0.25 lower than the previous day. The implied volatity was 35.66, the open interest changed by 1 which increased total open position to 260
On 7 May BHEL was trading at 406.45. The strike last trading price was 17.7, which was -9.8 lower than the previous day. The implied volatity was 36.21, the open interest changed by 243 which increased total open position to 259
On 6 May BHEL was trading at 385.95. The strike last trading price was 27, which was -4.25 lower than the previous day. The implied volatity was 35.97, the open interest changed by 9 which increased total open position to 15
On 5 May BHEL was trading at 374.95. The strike last trading price was 31.25, which was -87.69 lower than the previous day. The implied volatity was 31.28, the open interest changed by 6 which increased total open position to 6
On 4 May BHEL was trading at 377.05. 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
