Historical option data for BHEL
23 Jun 2026 01:30 PM IST
| BHEL 28-Jul-2026 (35d) 410 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.45
Vega: 0
Theta: -0.28
Gamma: 0.00863
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 398.70 | 14.4 | -7.25 (-33.49%) | 36.87 | 211 | 102 | 217 | |||||||||
| 22 Jun | 411.50 | 21.2 | -0.8 (-3.64%) | 37.61 | 134 | 46 | 113 | |||||||||
| 19 Jun | 414.35 | 23.4 | 5.6 (31.46%) | 33.92 | 357 | -65 | 67 | |||||||||
| 18 Jun | 405.90 | 17.7 | 5.55 (45.68%) | 34.26 | 316 | 96 | 130 | |||||||||
| 17 Jun | 392.25 | 11.75 | 2.5 (27.03%) | 34.26 | 28 | 5 | 34 | |||||||||
| 16 Jun | 384.20 | 9.25 | -0.45 (-4.64%) | 34.91 | 1 | 0 | 29 | |||||||||
| 15 Jun | 382.85 | 9.7 | 0.9 (10.23%) | 35.3 | 19 | 8 | 28 | |||||||||
| 12 Jun | 378.75 | 8.8 | 1.3 (17.33%) | 35.44 | 8 | -2 | 20 | |||||||||
| 11 Jun | 370.65 | 7.5 | -1.85 (-19.79%) | 35.96 | 20 | 6 | 22 | |||||||||
| 10 Jun | 377.30 | 9.3 | -6.4 (-40.76%) | 37.11 | 13 | 4 | 15 | |||||||||
| 9 Jun | 396.55 | 15.7 | 2.15 (15.87%) | 35.17 | 4 | 1 | 11 | |||||||||
| 8 Jun | 386.30 | 13.55 | 0 (0.00%) | - | 8 | 0 | 10 | |||||||||
| 5 Jun | 386.95 | 13.55 | -1.45 (-9.67%) | 36.86 | 8 | 0 | 10 | |||||||||
| 4 Jun | 389.20 | 15 | -6.05 (-28.74%) | 38.09 | 19 | 6 | 9 | |||||||||
| 3 Jun | 406.30 | 21.05 | -3.45 (-14.08%) | 34.63 | 1 | 1 | 3 | |||||||||
| 2 Jun | 410.75 | 24.5 | 1.45 (6.29%) | 34.71 | 9 | 3 | 6 | |||||||||
| 1 Jun | 404.80 | 23.05 | -6.9 (-23.04%) | 36.46 | 5 | 0 | 2 | |||||||||
| 29 May | 416.75 | 29.95 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 27 May | 422.35 | 29.95 | 13.95 (87.19%) | 29.62 | 2 | 1 | 1 | |||||||||
| 26 May | 417.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 May | 419.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 May | 408.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 May | 408.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 May | 401.35 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
For Bhel - strike price 410 expiring on 28JUL2026
Delta for 410 CE is 0.45
Historical price for 410 CE is as follows
On 23 Jun BHEL was trading at 398.70. The strike last trading price was 14.4, which was -7.25 lower than the previous day. The implied volatity was 36.87, the open interest changed by 102 which increased total open position to 217
On 22 Jun BHEL was trading at 411.50. The strike last trading price was 21.2, which was -0.8 lower than the previous day. The implied volatity was 37.61, the open interest changed by 46 which increased total open position to 113
On 19 Jun BHEL was trading at 414.35. The strike last trading price was 23.4, which was 5.6 higher than the previous day. The implied volatity was 33.92, the open interest changed by -65 which decreased total open position to 67
On 18 Jun BHEL was trading at 405.90. The strike last trading price was 17.7, which was 5.55 higher than the previous day. The implied volatity was 34.26, the open interest changed by 96 which increased total open position to 130
On 17 Jun BHEL was trading at 392.25. The strike last trading price was 11.75, which was 2.5 higher than the previous day. The implied volatity was 34.26, the open interest changed by 5 which increased total open position to 34
On 16 Jun BHEL was trading at 384.20. The strike last trading price was 9.25, which was -0.45 lower than the previous day. The implied volatity was 34.91, 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 9.7, which was 0.9 higher than the previous day. The implied volatity was 35.3, the open interest changed by 8 which increased total open position to 28
On 12 Jun BHEL was trading at 378.75. The strike last trading price was 8.8, which was 1.3 higher than the previous day. The implied volatity was 35.44, the open interest changed by -2 which decreased total open position to 20
On 11 Jun BHEL was trading at 370.65. The strike last trading price was 7.5, which was -1.85 lower than the previous day. The implied volatity was 35.96, the open interest changed by 6 which increased total open position to 22
On 10 Jun BHEL was trading at 377.30. The strike last trading price was 9.3, which was -6.4 lower than the previous day. The implied volatity was 37.11, the open interest changed by 4 which increased total open position to 15
On 9 Jun BHEL was trading at 396.55. The strike last trading price was 15.7, which was 2.15 higher than the previous day. The implied volatity was 35.17, the open interest changed by 1 which increased total open position to 11
On 8 Jun BHEL was trading at 386.30. The strike last trading price was 13.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 5 Jun BHEL was trading at 386.95. The strike last trading price was 13.55, which was -1.45 lower than the previous day. The implied volatity was 36.86, the open interest changed by 0 which decreased total open position to 10
On 4 Jun BHEL was trading at 389.20. The strike last trading price was 15, which was -6.05 lower than the previous day. The implied volatity was 38.09, the open interest changed by 6 which increased total open position to 9
On 3 Jun BHEL was trading at 406.30. The strike last trading price was 21.05, which was -3.45 lower than the previous day. The implied volatity was 34.63, the open interest changed by 1 which increased total open position to 3
On 2 Jun BHEL was trading at 410.75. The strike last trading price was 24.5, which was 1.45 higher than the previous day. The implied volatity was 34.71, the open interest changed by 3 which increased total open position to 6
On 1 Jun BHEL was trading at 404.80. The strike last trading price was 23.05, which was -6.9 lower than the previous day. The implied volatity was 36.46, the open interest changed by 0 which decreased total open position to 2
On 29 May BHEL was trading at 416.75. The strike last trading price was 29.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 27 May BHEL was trading at 422.35. The strike last trading price was 29.95, which was 13.95 higher than the previous day. The implied volatity was 29.62, the open interest changed by 1 which increased total open position to 1
On 26 May BHEL was trading at 417.75. 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 25 May BHEL was trading at 419.40. 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 22 May BHEL was trading at 408.55. 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 21 May BHEL was trading at 408.15. 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 10 which increased total open position to 10
| BHEL 28-Jul-2026 (35d) 410 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 0
Theta: -0.2
Gamma: 0.00923
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 398.70 | 22 | 6 (37.50%) | 34.34 | 78 | 9 | 69 |
| 22 Jun | 411.50 | 16 | 1 (6.67%) | 34.29 | 143 | 19 | 61 |
| 19 Jun | 414.35 | 14 | -6 (-30.00%) | 34.05 | 82 | 22 | 41 |
| 18 Jun | 405.90 | 20 | -10 (-33.33%) | 34.1 | 2 | 0 | 20 |
| 17 Jun | 392.25 | 40 | 40 (-25.00%) | 29.73 | 1 | 0 | 21 |
| 16 Jun | 384.20 | 40 | 40 | - | 1 | 0 | 21 |
| 15 Jun | 382.85 | 40 | 40 | - | 1 | 0 | 21 |
| 12 Jun | 378.75 | 40 | 40 (48.15%) | 30.21 | 1 | 0 | 21 |
| 11 Jun | 370.65 | 40 | 13 (48.15%) | 30.21 | 1 | 0 | 21 |
| 10 Jun | 377.30 | 27 | -6 (-18.18%) | 34.05 | 1 | 0 | 21 |
| 9 Jun | 396.55 | 33 | 33 (10.00%) | 32.84 | 1 | 0 | 21 |
| 8 Jun | 386.30 | 33 | 3 (10.00%) | 32.84 | 1 | 0 | 21 |
| 5 Jun | 386.95 | 30 | 30 (66.67%) | 32.44 | 8 | 0 | 21 |
| 4 Jun | 389.20 | 30 | 12 (66.67%) | 32.44 | 8 | 1 | 20 |
| 3 Jun | 406.30 | 18 | 18 (-10.00%) | 31.51 | 2 | 0 | 19 |
| 2 Jun | 410.75 | 18 | -2 (-10.00%) | 31.51 | 2 | 0 | 19 |
| 1 Jun | 404.80 | 20 | 4 (25.00%) | 33.05 | 3 | -1 | 19 |
| 29 May | 416.75 | 16 | 2 (14.29%) | 31.96 | 20 | 3 | 20 |
| 27 May | 422.35 | 14 | -7 (-33.33%) | 31.17 | 8 | 4 | 16 |
| 26 May | 417.75 | 21 | 0 (0.00%) | - | 1 | 0 | 12 |
| 25 May | 419.40 | 22 | 0 (0.00%) | 34.5 | 22 | 0 | 12 |
| 22 May | 408.55 | 22 | 0 (0.00%) | 31.8 | 22 | 0 | 12 |
| 21 May | 408.15 | 22 | -43 (-66.15%) | 31.8 | 22 | 12 | 12 |
| 11 May | 401.35 | 0 | 0 | - | 0 | 10 | 10 |
For Bhel - strike price 410 expiring on 28JUL2026
Delta for 410 PE is -0.57
Historical price for 410 PE is as follows
On 23 Jun BHEL was trading at 398.70. The strike last trading price was 22, which was 6 higher than the previous day. The implied volatity was 34.34, the open interest changed by 9 which increased total open position to 69
On 22 Jun BHEL was trading at 411.50. The strike last trading price was 16, which was 1 higher than the previous day. The implied volatity was 34.29, the open interest changed by 19 which increased total open position to 61
On 19 Jun BHEL was trading at 414.35. The strike last trading price was 14, which was -6 lower than the previous day. The implied volatity was 34.05, the open interest changed by 22 which increased total open position to 41
On 18 Jun BHEL was trading at 405.90. The strike last trading price was 20, which was -10 lower than the previous day. The implied volatity was 34.1, the open interest changed by 0 which decreased total open position to 20
On 17 Jun BHEL was trading at 392.25. The strike last trading price was 40, which was 40 higher than the previous day. The implied volatity was 29.73, the open interest changed by 0 which decreased total open position to 21
On 16 Jun BHEL was trading at 384.20. The strike last trading price was 40, which was 40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 15 Jun BHEL was trading at 382.85. The strike last trading price was 40, which was 40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 12 Jun BHEL was trading at 378.75. The strike last trading price was 40, which was 40 higher than the previous day. The implied volatity was 30.21, the open interest changed by 0 which decreased total open position to 21
On 11 Jun BHEL was trading at 370.65. The strike last trading price was 40, which was 13 higher than the previous day. The implied volatity was 30.21, the open interest changed by 0 which decreased total open position to 21
On 10 Jun BHEL was trading at 377.30. The strike last trading price was 27, which was -6 lower than the previous day. The implied volatity was 34.05, the open interest changed by 0 which decreased total open position to 21
On 9 Jun BHEL was trading at 396.55. The strike last trading price was 33, which was 33 higher than the previous day. The implied volatity was 32.84, the open interest changed by 0 which decreased total open position to 21
On 8 Jun BHEL was trading at 386.30. The strike last trading price was 33, which was 3 higher than the previous day. The implied volatity was 32.84, the open interest changed by 0 which decreased total open position to 21
On 5 Jun BHEL was trading at 386.95. The strike last trading price was 30, which was 30 higher than the previous day. The implied volatity was 32.44, the open interest changed by 0 which decreased total open position to 21
On 4 Jun BHEL was trading at 389.20. The strike last trading price was 30, which was 12 higher than the previous day. The implied volatity was 32.44, 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 18, which was 18 higher than the previous day. The implied volatity was 31.51, the open interest changed by 0 which decreased total open position to 19
On 2 Jun BHEL was trading at 410.75. The strike last trading price was 18, which was -2 lower than the previous day. The implied volatity was 31.51, the open interest changed by 0 which decreased total open position to 19
On 1 Jun BHEL was trading at 404.80. The strike last trading price was 20, which was 4 higher than the previous day. The implied volatity was 33.05, the open interest changed by -1 which decreased total open position to 19
On 29 May BHEL was trading at 416.75. The strike last trading price was 16, which was 2 higher than the previous day. The implied volatity was 31.96, the open interest changed by 3 which increased total open position to 20
On 27 May BHEL was trading at 422.35. The strike last trading price was 14, which was -7 lower than the previous day. The implied volatity was 31.17, the open interest changed by 4 which increased total open position to 16
On 26 May BHEL was trading at 417.75. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 25 May BHEL was trading at 419.40. The strike last trading price was 22, which was 0 lower than the previous day. The implied volatity was 34.5, the open interest changed by 0 which decreased total open position to 12
On 22 May BHEL was trading at 408.55. The strike last trading price was 22, which was 0 lower than the previous day. The implied volatity was 31.8, the open interest changed by 0 which decreased total open position to 12
On 21 May BHEL was trading at 408.15. The strike last trading price was 22, which was -43 lower than the previous day. The implied volatity was 31.8, the open interest changed by 12 which increased total open position to 12
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 10 which increased total open position to 10
