Historical option data for BHEL
23 Jun 2026 04:10 PM IST
| BHEL 30-Jun-2026 (6d) 405 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 0
Theta: -0.5
Gamma: 0.02179
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 399.85 | 5.25 | -7.75 (-59.62%) | 31.54 | 1,326 | 132 | 313 | |||||||||
| 22 Jun | 411.50 | 12.55 | -1.45 (-10.36%) | 35.89 | 168 | -2 | 182 | |||||||||
| 19 Jun | 414.35 | 16.2 | 6.2 (62.00%) | 28.99 | 1,058 | -204 | 185 | |||||||||
| 18 Jun | 405.90 | 10.1 | 5.1 (102.00%) | 32.76 | 3,822 | 8 | 387 | |||||||||
| 17 Jun | 392.25 | 5.3 | 2.3 (76.67%) | 33.88 | 376 | -19 | 380 | |||||||||
| 16 Jun | 384.20 | 3.25 | -0.75 (-18.75%) | 33.52 | 310 | 28 | 398 | |||||||||
| 15 Jun | 382.85 | 3.8 | -0.2 (-5.00%) | 34.92 | 404 | 8 | 369 | |||||||||
| 12 Jun | 378.75 | 3.5 | 0.5 (16.67%) | 35.57 | 331 | -23 | 360 | |||||||||
| 11 Jun | 370.65 | 2.85 | -2.15 (-43.00%) | 37.45 | 390 | 20 | 383 | |||||||||
| 10 Jun | 377.30 | 4.95 | -5.05 (-50.50%) | 39.72 | 602 | 34 | 362 | |||||||||
| 9 Jun | 396.55 | 10.45 | 2.45 (30.62%) | 36.45 | 303 | -27 | 329 | |||||||||
| 8 Jun | 386.30 | 7.25 | -1.75 (-19.44%) | 37.88 | 324 | -20 | 353 | |||||||||
| 5 Jun | 386.95 | 8.5 | -1.5 (-15.00%) | 37.66 | 1,033 | -68 | 370 | |||||||||
| 4 Jun | 389.20 | 9.75 | -8.25 (-45.83%) | 39.04 | 1,862 | 226 | 439 | |||||||||
| 3 Jun | 406.30 | 17.2 | -2.8 (-14.00%) | 37.08 | 858 | 77 | 209 | |||||||||
| 2 Jun | 410.75 | 20.75 | 3.75 (22.06%) | 37.1 | 295 | 6 | 133 | |||||||||
| 1 Jun | 404.80 | 16.8 | -8.2 (-32.80%) | 35.72 | 262 | 34 | 127 | |||||||||
| 29 May | 416.75 | 25 | -4 (-13.79%) | 35.72 | 41 | -3 | 90 | |||||||||
| 27 May | 422.35 | 29.2 | 2.2 (8.15%) | 34.18 | 25 | -2 | 94 | |||||||||
| 26 May | 417.75 | 26.8 | -2.2 (-7.59%) | 34.51 | 30 | 4 | 96 | |||||||||
| 25 May | 419.40 | 28.75 | 6.75 (30.68%) | 37.02 | 60 | -4 | 92 | |||||||||
| 22 May | 408.55 | 21.95 | -0.05 (-0.23%) | 35.13 | 71 | 26 | 96 | |||||||||
| 21 May | 408.15 | 22.1 | -0.9 (-3.91%) | 36.15 | 30 | 2 | 70 | |||||||||
| 20 May | 408.40 | 24.3 | 6.3 (35.00%) | 37.88 | 118 | 15 | 68 | |||||||||
| 19 May | 401.10 | 18 | 2 (12.50%) | 35.36 | 39 | 10 | 53 | |||||||||
| 18 May | 395.25 | 15.9 | -2.1 (-11.67%) | 35.64 | 11 | 8 | 42 | |||||||||
| 15 May | 398.30 | 18.2 | -7.8 (-30.00%) | 35.58 | 28 | 14 | 33 | |||||||||
| 14 May | 413.15 | 28.7 | 3.7 (14.80%) | 36.81 | 52 | -9 | 20 | |||||||||
| 13 May | 403.85 | 25.4 | 8.4 (49.41%) | 0 | 86 | 23 | 30 | |||||||||
| 12 May | 391.75 | 17.35 | -4.65 (-21.14%) | 0 | 7 | 2 | 8 | |||||||||
| 11 May | 401.35 | 21.5 | -0.5 (-2.27%) | 0 | 9 | 0 | 6 | |||||||||
| 8 May | 404.60 | 22.1 | -1.05 (-4.54%) | 33.56 | 9 | 3 | 6 | |||||||||
| 7 May | 406.45 | 23.15 | 15.56 (205.01%) | 33.24 | 3 | 1 | 1 | |||||||||
| 6 May | 385.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 374.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 377.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bhel - strike price 405 expiring on 30JUN2026
Delta for 405 CE is 0.42
Historical price for 405 CE is as follows
On 23 Jun BHEL was trading at 399.85. The strike last trading price was 5.25, which was -7.75 lower than the previous day. The implied volatity was 31.54, the open interest changed by 132 which increased total open position to 313
On 22 Jun BHEL was trading at 411.50. The strike last trading price was 12.55, which was -1.45 lower than the previous day. The implied volatity was 35.89, the open interest changed by -2 which decreased total open position to 182
On 19 Jun BHEL was trading at 414.35. The strike last trading price was 16.2, which was 6.2 higher than the previous day. The implied volatity was 28.99, the open interest changed by -204 which decreased total open position to 185
On 18 Jun BHEL was trading at 405.90. The strike last trading price was 10.1, which was 5.1 higher than the previous day. The implied volatity was 32.76, the open interest changed by 8 which increased total open position to 387
On 17 Jun BHEL was trading at 392.25. The strike last trading price was 5.3, which was 2.3 higher than the previous day. The implied volatity was 33.88, the open interest changed by -19 which decreased total open position to 380
On 16 Jun BHEL was trading at 384.20. The strike last trading price was 3.25, which was -0.75 lower than the previous day. The implied volatity was 33.52, the open interest changed by 28 which increased total open position to 398
On 15 Jun BHEL was trading at 382.85. The strike last trading price was 3.8, which was -0.2 lower than the previous day. The implied volatity was 34.92, the open interest changed by 8 which increased total open position to 369
On 12 Jun BHEL was trading at 378.75. The strike last trading price was 3.5, which was 0.5 higher than the previous day. The implied volatity was 35.57, the open interest changed by -23 which decreased total open position to 360
On 11 Jun BHEL was trading at 370.65. The strike last trading price was 2.85, which was -2.15 lower than the previous day. The implied volatity was 37.45, the open interest changed by 20 which increased total open position to 383
On 10 Jun BHEL was trading at 377.30. The strike last trading price was 4.95, which was -5.05 lower than the previous day. The implied volatity was 39.72, the open interest changed by 34 which increased total open position to 362
On 9 Jun BHEL was trading at 396.55. The strike last trading price was 10.45, which was 2.45 higher than the previous day. The implied volatity was 36.45, the open interest changed by -27 which decreased total open position to 329
On 8 Jun BHEL was trading at 386.30. The strike last trading price was 7.25, which was -1.75 lower than the previous day. The implied volatity was 37.88, the open interest changed by -20 which decreased total open position to 353
On 5 Jun BHEL was trading at 386.95. The strike last trading price was 8.5, which was -1.5 lower than the previous day. The implied volatity was 37.66, the open interest changed by -68 which decreased total open position to 370
On 4 Jun BHEL was trading at 389.20. The strike last trading price was 9.75, which was -8.25 lower than the previous day. The implied volatity was 39.04, the open interest changed by 226 which increased total open position to 439
On 3 Jun BHEL was trading at 406.30. The strike last trading price was 17.2, which was -2.8 lower than the previous day. The implied volatity was 37.08, the open interest changed by 77 which increased total open position to 209
On 2 Jun BHEL was trading at 410.75. The strike last trading price was 20.75, which was 3.75 higher than the previous day. The implied volatity was 37.1, the open interest changed by 6 which increased total open position to 133
On 1 Jun BHEL was trading at 404.80. The strike last trading price was 16.8, which was -8.2 lower than the previous day. The implied volatity was 35.72, the open interest changed by 34 which increased total open position to 127
On 29 May BHEL was trading at 416.75. The strike last trading price was 25, which was -4 lower than the previous day. The implied volatity was 35.72, the open interest changed by -3 which decreased total open position to 90
On 27 May BHEL was trading at 422.35. The strike last trading price was 29.2, which was 2.2 higher than the previous day. The implied volatity was 34.18, the open interest changed by -2 which decreased total open position to 94
On 26 May BHEL was trading at 417.75. The strike last trading price was 26.8, which was -2.2 lower than the previous day. The implied volatity was 34.51, the open interest changed by 4 which increased total open position to 96
On 25 May BHEL was trading at 419.40. The strike last trading price was 28.75, which was 6.75 higher than the previous day. The implied volatity was 37.02, the open interest changed by -4 which decreased total open position to 92
On 22 May BHEL was trading at 408.55. The strike last trading price was 21.95, which was -0.05 lower than the previous day. The implied volatity was 35.13, the open interest changed by 26 which increased total open position to 96
On 21 May BHEL was trading at 408.15. The strike last trading price was 22.1, which was -0.9 lower than the previous day. The implied volatity was 36.15, the open interest changed by 2 which increased total open position to 70
On 20 May BHEL was trading at 408.40. The strike last trading price was 24.3, which was 6.3 higher than the previous day. The implied volatity was 37.88, the open interest changed by 15 which increased total open position to 68
On 19 May BHEL was trading at 401.10. The strike last trading price was 18, which was 2 higher than the previous day. The implied volatity was 35.36, the open interest changed by 10 which increased total open position to 53
On 18 May BHEL was trading at 395.25. The strike last trading price was 15.9, which was -2.1 lower than the previous day. The implied volatity was 35.64, the open interest changed by 8 which increased total open position to 42
On 15 May BHEL was trading at 398.30. The strike last trading price was 18.2, which was -7.8 lower than the previous day. The implied volatity was 35.58, the open interest changed by 14 which increased total open position to 33
On 14 May BHEL was trading at 413.15. The strike last trading price was 28.7, which was 3.7 higher than the previous day. The implied volatity was 36.81, the open interest changed by -9 which decreased total open position to 20
On 13 May BHEL was trading at 403.85. The strike last trading price was 25.4, which was 8.4 higher than the previous day. The implied volatity was 0, the open interest changed by 23 which increased total open position to 30
On 12 May BHEL was trading at 391.75. The strike last trading price was 17.35, which was -4.65 lower than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 8
On 11 May BHEL was trading at 401.35. The strike last trading price was 21.5, which was -0.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 6
On 8 May BHEL was trading at 404.60. The strike last trading price was 22.1, which was -1.05 lower than the previous day. The implied volatity was 33.56, the open interest changed by 3 which increased total open position to 6
On 7 May BHEL was trading at 406.45. The strike last trading price was 23.15, which was 15.56 higher than the previous day. The implied volatity was 33.24, the open interest changed by 1 which increased total open position to 1
On 6 May BHEL was trading at 385.95. 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 5 May BHEL was trading at 374.95. 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 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
| BHEL 30-Jun-2026 (6d) 405 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 0
Theta: -0.44
Gamma: 0.02165
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 399.85 | 9.55 | 4.25 (80.19%) | 31.76 | 961 | -5 | 249 |
| 22 Jun | 411.50 | 4.85 | -0.4 (-7.62%) | 32.88 | 700 | 6 | 252 |
| 19 Jun | 414.35 | 4.4 | -4.55 (-50.84%) | 32.63 | 1,853 | 1 | 247 |
| 18 Jun | 405.90 | 9.05 | -7.9 (-46.61%) | 31.76 | 1,121 | -20 | 245 |
| 17 Jun | 392.25 | 17.4 | -5.3 (-23.35%) | 33.38 | 14 | -5 | 265 |
| 16 Jun | 384.20 | 22.7 | -1.85 (-7.54%) | 29.06 | 4 | -1 | 270 |
| 15 Jun | 382.85 | 24.55 | -3.45 (-12.32%) | 34.99 | 10 | 1 | 271 |
| 12 Jun | 378.75 | 27.65 | -6.75 (-19.62%) | 28.49 | 7 | -2 | 270 |
| 11 Jun | 370.65 | 34.4 | 4.1 (13.53%) | 30.95 | 10 | -2 | 272 |
| 10 Jun | 377.30 | 31.25 | 13.85 (79.60%) | 35.73 | 28 | -6 | 274 |
| 9 Jun | 396.55 | 17.2 | -9.25 (-34.97%) | 35.2 | 19 | -4 | 281 |
| 8 Jun | 386.30 | 27.3 | 3.7 (15.68%) | 38.82 | 24 | -7 | 284 |
| 5 Jun | 386.95 | 23.6 | -0.1 (-0.42%) | 32.89 | 116 | 15 | 291 |
| 4 Jun | 389.20 | 24.5 | 10.85 (79.49%) | 35.09 | 751 | 24 | 276 |
| 3 Jun | 406.30 | 13.8 | 2.75 (24.89%) | 33.14 | 808 | -15 | 252 |
| 2 Jun | 410.75 | 10.65 | -3.75 (-26.04%) | 31.83 | 495 | 63 | 268 |
| 1 Jun | 404.80 | 14.45 | 4.85 (50.52%) | 32.73 | 927 | 29 | 205 |
| 29 May | 416.75 | 9.55 | 1.85 (24.03%) | 32.13 | 87 | -2 | 176 |
| 27 May | 422.35 | 7.5 | -3.7 (-33.04%) | 30.87 | 186 | 49 | 177 |
| 26 May | 417.75 | 11.2 | 0.6 (5.66%) | 33.96 | 76 | 21 | 127 |
| 25 May | 419.40 | 10.6 | -5.7 (-34.97%) | 33.84 | 71 | 29 | 104 |
| 22 May | 408.55 | 16.3 | 0.25 (1.56%) | 35.28 | 39 | 12 | 77 |
| 21 May | 408.15 | 15.9 | -0.5 (-3.05%) | 34.03 | 58 | 12 | 64 |
| 20 May | 408.40 | 16 | -4.25 (-20.99%) | 35.44 | 43 | 14 | 51 |
| 19 May | 401.10 | 20.6 | 1.15 (5.91%) | 35.4 | 12 | 2 | 37 |
| 18 May | 395.25 | 19.45 | 19.45 (0.00%) | - | 0 | 0 | 35 |
| 15 May | 398.30 | 19.45 | 4.45 (29.67%) | 34.66 | 66 | -18 | 34 |
| 14 May | 413.15 | 15.25 | -4.55 (-22.98%) | 34.67 | 29 | 26 | 51 |
| 13 May | 403.85 | 19.8 | -0.2 (-1.00%) | 0 | 24 | 23 | 25 |
| 12 May | 391.75 | 20 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 11 May | 401.35 | 20 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 8 May | 404.60 | 20 | 0 (0.00%) | 36.7 | 1 | 0 | 1 |
| 7 May | 406.45 | 20 | -55.5 (-73.51%) | 35.92 | 1 | 0 | 0 |
| 6 May | 385.95 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 374.95 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 377.05 | 0 | 0 | - | 0 | 0 | 0 |
For Bhel - strike price 405 expiring on 30JUN2026
Delta for 405 PE is -0.58
Historical price for 405 PE is as follows
On 23 Jun BHEL was trading at 399.85. The strike last trading price was 9.55, which was 4.25 higher than the previous day. The implied volatity was 31.76, the open interest changed by -5 which decreased total open position to 249
On 22 Jun BHEL was trading at 411.50. The strike last trading price was 4.85, which was -0.4 lower than the previous day. The implied volatity was 32.88, the open interest changed by 6 which increased total open position to 252
On 19 Jun BHEL was trading at 414.35. The strike last trading price was 4.4, which was -4.55 lower than the previous day. The implied volatity was 32.63, the open interest changed by 1 which increased total open position to 247
On 18 Jun BHEL was trading at 405.90. The strike last trading price was 9.05, which was -7.9 lower than the previous day. The implied volatity was 31.76, the open interest changed by -20 which decreased total open position to 245
On 17 Jun BHEL was trading at 392.25. The strike last trading price was 17.4, which was -5.3 lower than the previous day. The implied volatity was 33.38, the open interest changed by -5 which decreased total open position to 265
On 16 Jun BHEL was trading at 384.20. The strike last trading price was 22.7, which was -1.85 lower than the previous day. The implied volatity was 29.06, the open interest changed by -1 which decreased total open position to 270
On 15 Jun BHEL was trading at 382.85. The strike last trading price was 24.55, which was -3.45 lower than the previous day. The implied volatity was 34.99, the open interest changed by 1 which increased total open position to 271
On 12 Jun BHEL was trading at 378.75. The strike last trading price was 27.65, which was -6.75 lower than the previous day. The implied volatity was 28.49, the open interest changed by -2 which decreased total open position to 270
On 11 Jun BHEL was trading at 370.65. The strike last trading price was 34.4, which was 4.1 higher than the previous day. The implied volatity was 30.95, the open interest changed by -2 which decreased total open position to 272
On 10 Jun BHEL was trading at 377.30. The strike last trading price was 31.25, which was 13.85 higher than the previous day. The implied volatity was 35.73, the open interest changed by -6 which decreased total open position to 274
On 9 Jun BHEL was trading at 396.55. The strike last trading price was 17.2, which was -9.25 lower than the previous day. The implied volatity was 35.2, the open interest changed by -4 which decreased total open position to 281
On 8 Jun BHEL was trading at 386.30. The strike last trading price was 27.3, which was 3.7 higher than the previous day. The implied volatity was 38.82, the open interest changed by -7 which decreased total open position to 284
On 5 Jun BHEL was trading at 386.95. The strike last trading price was 23.6, which was -0.1 lower than the previous day. The implied volatity was 32.89, the open interest changed by 15 which increased total open position to 291
On 4 Jun BHEL was trading at 389.20. The strike last trading price was 24.5, which was 10.85 higher than the previous day. The implied volatity was 35.09, the open interest changed by 24 which increased total open position to 276
On 3 Jun BHEL was trading at 406.30. The strike last trading price was 13.8, which was 2.75 higher than the previous day. The implied volatity was 33.14, the open interest changed by -15 which decreased total open position to 252
On 2 Jun BHEL was trading at 410.75. The strike last trading price was 10.65, which was -3.75 lower than the previous day. The implied volatity was 31.83, the open interest changed by 63 which increased total open position to 268
On 1 Jun BHEL was trading at 404.80. The strike last trading price was 14.45, which was 4.85 higher than the previous day. The implied volatity was 32.73, the open interest changed by 29 which increased total open position to 205
On 29 May BHEL was trading at 416.75. The strike last trading price was 9.55, which was 1.85 higher than the previous day. The implied volatity was 32.13, the open interest changed by -2 which decreased total open position to 176
On 27 May BHEL was trading at 422.35. The strike last trading price was 7.5, which was -3.7 lower than the previous day. The implied volatity was 30.87, the open interest changed by 49 which increased total open position to 177
On 26 May BHEL was trading at 417.75. The strike last trading price was 11.2, which was 0.6 higher than the previous day. The implied volatity was 33.96, the open interest changed by 21 which increased total open position to 127
On 25 May BHEL was trading at 419.40. The strike last trading price was 10.6, which was -5.7 lower than the previous day. The implied volatity was 33.84, the open interest changed by 29 which increased total open position to 104
On 22 May BHEL was trading at 408.55. The strike last trading price was 16.3, which was 0.25 higher than the previous day. The implied volatity was 35.28, the open interest changed by 12 which increased total open position to 77
On 21 May BHEL was trading at 408.15. The strike last trading price was 15.9, which was -0.5 lower than the previous day. The implied volatity was 34.03, the open interest changed by 12 which increased total open position to 64
On 20 May BHEL was trading at 408.40. The strike last trading price was 16, which was -4.25 lower than the previous day. The implied volatity was 35.44, the open interest changed by 14 which increased total open position to 51
On 19 May BHEL was trading at 401.10. The strike last trading price was 20.6, which was 1.15 higher than the previous day. The implied volatity was 35.4, the open interest changed by 2 which increased total open position to 37
On 18 May BHEL was trading at 395.25. The strike last trading price was 19.45, which was 19.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35
On 15 May BHEL was trading at 398.30. The strike last trading price was 19.45, which was 4.45 higher than the previous day. The implied volatity was 34.66, the open interest changed by -18 which decreased total open position to 34
On 14 May BHEL was trading at 413.15. The strike last trading price was 15.25, which was -4.55 lower than the previous day. The implied volatity was 34.67, the open interest changed by 26 which increased total open position to 51
On 13 May BHEL was trading at 403.85. The strike last trading price was 19.8, which was -0.2 lower than the previous day. The implied volatity was 0, the open interest changed by 23 which increased total open position to 25
On 12 May BHEL was trading at 391.75. The strike last trading price was 20, 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 2
On 11 May BHEL was trading at 401.35. The strike last trading price was 20, 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 2
On 8 May BHEL was trading at 404.60. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 36.7, the open interest changed by 0 which decreased total open position to 1
On 7 May BHEL was trading at 406.45. The strike last trading price was 20, which was -55.5 lower than the previous day. The implied volatity was 35.92, the open interest changed by 0 which decreased total open position to 0
On 6 May BHEL was trading at 385.95. 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 5 May BHEL was trading at 374.95. 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 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
