Historical option data for BHEL
11 Jun 2026 04:12 PM IST
| BHEL 30-Jun-2026 (18d) 395 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.25
Vega: 0
Theta: -0.27
Gamma: 0.0101
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 370.65 | 4.45 | -2.55 (-36.43%) | 36.78 | 344 | 22 | 389 | |||||||||
| 10 Jun | 377.30 | 7.45 | -7.55 (-50.33%) | 39.44 | 752 | 125 | 368 | |||||||||
| 9 Jun | 396.55 | 15 | 4 (36.36%) | 35.91 | 542 | -52 | 244 | |||||||||
| 8 Jun | 386.30 | 10.2 | -2.8 (-21.54%) | 36.75 | 229 | 10 | 296 | |||||||||
| 5 Jun | 386.95 | 12.25 | -1.75 (-12.50%) | 38.04 | 1,856 | 111 | 285 | |||||||||
| 4 Jun | 389.20 | 13.7 | -8.3 (-37.73%) | 39.56 | 556 | 146 | 175 | |||||||||
| 3 Jun | 406.30 | 22.2 | 0.2 (0.91%) | 36.39 | 2 | 1 | 30 | |||||||||
| 2 Jun | 410.75 | 22.1 | 0.1 (0.45%) | 35.66 | 12 | 0 | 29 | |||||||||
| 1 Jun | 404.80 | 22.1 | -11.9 (-35.00%) | 35.66 | 12 | 4 | 30 | |||||||||
| 29 May | 416.75 | 34 | 0 (0.00%) | - | 3 | 0 | 26 | |||||||||
| 27 May | 422.35 | 34 | 2 (6.25%) | 34.64 | 3 | -1 | 26 | |||||||||
| 26 May | 417.75 | 32.4 | -2.6 (-7.43%) | 35.63 | 2 | -1 | 28 | |||||||||
| 25 May | 419.40 | 35.4 | 7.4 (26.43%) | 38 | 13 | 5 | 29 | |||||||||
| 22 May | 408.55 | 27.95 | -0.05 (-0.18%) | 36.43 | 7 | 0 | 24 | |||||||||
| 21 May | 408.15 | 27.95 | 2.95 (11.80%) | 36.43 | 7 | -3 | 24 | |||||||||
| 20 May | 408.40 | 24.8 | 0.8 (3.33%) | 36.12 | 4 | 1 | 26 | |||||||||
| 19 May | 401.10 | 23.85 | 3.85 (19.25%) | 35.54 | 36 | 2 | 25 | |||||||||
| 18 May | 395.25 | 19.5 | -5.5 (-22.00%) | 35.85 | 30 | 20 | 22 | |||||||||
| 15 May | 398.30 | 24.85 | -0.15 (-0.60%) | 36.75 | 1 | 1 | 2 | |||||||||
| 14 May | 413.15 | 24.85 | -0.15 (-0.60%) | 0 | 0 | 0 | 1 | |||||||||
| 13 May | 403.85 | 24.85 | 2.85 (12.95%) | 0 | 1 | 0 | 1 | |||||||||
| 12 May | 391.75 | 22.45 | 0.45 (2.05%) | 0 | 0 | 0 | 1 | |||||||||
| 11 May | 401.35 | 22.45 | 0.45 (2.05%) | 0 | 0 | 0 | 1 | |||||||||
| 8 May | 404.60 | 22.45 | 0 (0.00%) | 22.58 | 0 | 0 | 1 | |||||||||
| 7 May | 406.45 | 22.45 | 14.62 (186.72%) | 22.58 | 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 395 expiring on 30JUN2026
Delta for 395 CE is 0.25
Historical price for 395 CE is as follows
On 11 Jun BHEL was trading at 370.65. The strike last trading price was 4.45, which was -2.55 lower than the previous day. The implied volatity was 36.78, the open interest changed by 22 which increased total open position to 389
On 10 Jun BHEL was trading at 377.30. The strike last trading price was 7.45, which was -7.55 lower than the previous day. The implied volatity was 39.44, the open interest changed by 125 which increased total open position to 368
On 9 Jun BHEL was trading at 396.55. The strike last trading price was 15, which was 4 higher than the previous day. The implied volatity was 35.91, the open interest changed by -52 which decreased total open position to 244
On 8 Jun BHEL was trading at 386.30. The strike last trading price was 10.2, which was -2.8 lower than the previous day. The implied volatity was 36.75, the open interest changed by 10 which increased total open position to 296
On 5 Jun BHEL was trading at 386.95. The strike last trading price was 12.25, which was -1.75 lower than the previous day. The implied volatity was 38.04, the open interest changed by 111 which increased total open position to 285
On 4 Jun BHEL was trading at 389.20. The strike last trading price was 13.7, which was -8.3 lower than the previous day. The implied volatity was 39.56, the open interest changed by 146 which increased total open position to 175
On 3 Jun BHEL was trading at 406.30. The strike last trading price was 22.2, which was 0.2 higher than the previous day. The implied volatity was 36.39, the open interest changed by 1 which increased total open position to 30
On 2 Jun BHEL was trading at 410.75. The strike last trading price was 22.1, which was 0.1 higher than the previous day. The implied volatity was 35.66, the open interest changed by 0 which decreased total open position to 29
On 1 Jun BHEL was trading at 404.80. The strike last trading price was 22.1, which was -11.9 lower than the previous day. The implied volatity was 35.66, the open interest changed by 4 which increased total open position to 30
On 29 May BHEL was trading at 416.75. The strike last trading price was 34, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 27 May BHEL was trading at 422.35. The strike last trading price was 34, which was 2 higher than the previous day. The implied volatity was 34.64, the open interest changed by -1 which decreased total open position to 26
On 26 May BHEL was trading at 417.75. The strike last trading price was 32.4, which was -2.6 lower than the previous day. The implied volatity was 35.63, the open interest changed by -1 which decreased total open position to 28
On 25 May BHEL was trading at 419.40. The strike last trading price was 35.4, which was 7.4 higher than the previous day. The implied volatity was 38, the open interest changed by 5 which increased total open position to 29
On 22 May BHEL was trading at 408.55. The strike last trading price was 27.95, which was -0.05 lower than the previous day. The implied volatity was 36.43, the open interest changed by 0 which decreased total open position to 24
On 21 May BHEL was trading at 408.15. The strike last trading price was 27.95, which was 2.95 higher than the previous day. The implied volatity was 36.43, the open interest changed by -3 which decreased total open position to 24
On 20 May BHEL was trading at 408.40. The strike last trading price was 24.8, which was 0.8 higher than the previous day. The implied volatity was 36.12, the open interest changed by 1 which increased total open position to 26
On 19 May BHEL was trading at 401.10. The strike last trading price was 23.85, which was 3.85 higher than the previous day. The implied volatity was 35.54, the open interest changed by 2 which increased total open position to 25
On 18 May BHEL was trading at 395.25. The strike last trading price was 19.5, which was -5.5 lower than the previous day. The implied volatity was 35.85, the open interest changed by 20 which increased total open position to 22
On 15 May BHEL was trading at 398.30. The strike last trading price was 24.85, which was -0.15 lower than the previous day. The implied volatity was 36.75, the open interest changed by 1 which increased total open position to 2
On 14 May BHEL was trading at 413.15. The strike last trading price was 24.85, which was -0.15 lower than the previous day. The implied volatity was 0, 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 24.85, which was 2.85 higher than the previous day. The implied volatity was 0, 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 22.45, which was 0.45 higher than the previous day. The implied volatity was 0, 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 22.45, which was 0.45 higher 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 22.45, which was 0 lower than the previous day. The implied volatity was 22.58, 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 22.45, which was 14.62 higher than the previous day. The implied volatity was 22.58, 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
| BHEL 30-Jun-2026 (18d) 395 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 0
Theta: -0.17
Gamma: 0.01069
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 370.65 | 26.5 | 3.65 (15.97%) | 32.4 | 14 | 0 | 270 |
| 10 Jun | 377.30 | 23.15 | 11.25 (94.54%) | 35.28 | 175 | -16 | 270 |
| 9 Jun | 396.55 | 12.2 | -6.35 (-34.23%) | 35.3 | 259 | -36 | 287 |
| 8 Jun | 386.30 | 19.9 | 2.55 (14.70%) | 38.18 | 92 | -18 | 324 |
| 5 Jun | 386.95 | 17.3 | 0.65 (3.90%) | 32.63 | 873 | 161 | 340 |
| 4 Jun | 389.20 | 18.4 | 8.65 (88.72%) | 35.73 | 834 | 77 | 185 |
| 3 Jun | 406.30 | 9.85 | 2.35 (31.33%) | 34.66 | 150 | -3 | 111 |
| 2 Jun | 410.75 | 7.4 | -2.7 (-26.73%) | 32.53 | 267 | 17 | 116 |
| 1 Jun | 404.80 | 10.35 | 4 (62.99%) | 33.67 | 171 | 26 | 99 |
| 29 May | 416.75 | 6.5 | 1.2 (22.64%) | 31.5 | 132 | -10 | 77 |
| 27 May | 422.35 | 5.1 | -2.6 (-33.77%) | 31.68 | 113 | 13 | 86 |
| 26 May | 417.75 | 7.75 | 0.35 (4.73%) | 34.73 | 81 | 7 | 77 |
| 25 May | 419.40 | 7.55 | -4.15 (-35.47%) | 34.86 | 56 | 14 | 70 |
| 22 May | 408.55 | 11.2 | -0.1 (-0.88%) | 34.44 | 37 | -5 | 55 |
| 21 May | 408.15 | 11.3 | -0.8 (-6.61%) | 35.38 | 31 | 9 | 60 |
| 20 May | 408.40 | 11.7 | -3.5 (-23.03%) | 35.25 | 41 | 20 | 51 |
| 19 May | 401.10 | 15.25 | -2.5 (-14.08%) | 35.15 | 35 | 6 | 31 |
| 18 May | 395.25 | 17.75 | 5.35 (43.15%) | 34.71 | 30 | 23 | 25 |
| 15 May | 398.30 | 12.4 | 0 (0.00%) | 35.49 | 0 | 0 | 2 |
| 14 May | 413.15 | 12.4 | -9.15 (-42.46%) | 35.49 | 1 | 0 | 1 |
| 13 May | 403.85 | 21.55 | -51.22 (-70.39%) | 47.95 | 1 | 1 | 1 |
| 12 May | 391.75 | 0 | -72.77 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 401.35 | 0 | -72.77 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 404.60 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 406.45 | 0 | 0 | - | 0 | 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 395 expiring on 30JUN2026
Delta for 395 PE is -0.78
Historical price for 395 PE is as follows
On 11 Jun BHEL was trading at 370.65. The strike last trading price was 26.5, which was 3.65 higher than the previous day. The implied volatity was 32.4, the open interest changed by 0 which decreased total open position to 270
On 10 Jun BHEL was trading at 377.30. The strike last trading price was 23.15, which was 11.25 higher than the previous day. The implied volatity was 35.28, the open interest changed by -16 which decreased total open position to 270
On 9 Jun BHEL was trading at 396.55. The strike last trading price was 12.2, which was -6.35 lower than the previous day. The implied volatity was 35.3, the open interest changed by -36 which decreased total open position to 287
On 8 Jun BHEL was trading at 386.30. The strike last trading price was 19.9, which was 2.55 higher than the previous day. The implied volatity was 38.18, the open interest changed by -18 which decreased total open position to 324
On 5 Jun BHEL was trading at 386.95. The strike last trading price was 17.3, which was 0.65 higher than the previous day. The implied volatity was 32.63, the open interest changed by 161 which increased total open position to 340
On 4 Jun BHEL was trading at 389.20. The strike last trading price was 18.4, which was 8.65 higher than the previous day. The implied volatity was 35.73, the open interest changed by 77 which increased total open position to 185
On 3 Jun BHEL was trading at 406.30. The strike last trading price was 9.85, which was 2.35 higher than the previous day. The implied volatity was 34.66, the open interest changed by -3 which decreased total open position to 111
On 2 Jun BHEL was trading at 410.75. The strike last trading price was 7.4, which was -2.7 lower than the previous day. The implied volatity was 32.53, the open interest changed by 17 which increased total open position to 116
On 1 Jun BHEL was trading at 404.80. The strike last trading price was 10.35, which was 4 higher than the previous day. The implied volatity was 33.67, the open interest changed by 26 which increased total open position to 99
On 29 May BHEL was trading at 416.75. The strike last trading price was 6.5, which was 1.2 higher than the previous day. The implied volatity was 31.5, the open interest changed by -10 which decreased total open position to 77
On 27 May BHEL was trading at 422.35. The strike last trading price was 5.1, which was -2.6 lower than the previous day. The implied volatity was 31.68, the open interest changed by 13 which increased total open position to 86
On 26 May BHEL was trading at 417.75. The strike last trading price was 7.75, which was 0.35 higher than the previous day. The implied volatity was 34.73, the open interest changed by 7 which increased total open position to 77
On 25 May BHEL was trading at 419.40. The strike last trading price was 7.55, which was -4.15 lower than the previous day. The implied volatity was 34.86, the open interest changed by 14 which increased total open position to 70
On 22 May BHEL was trading at 408.55. The strike last trading price was 11.2, which was -0.1 lower than the previous day. The implied volatity was 34.44, the open interest changed by -5 which decreased total open position to 55
On 21 May BHEL was trading at 408.15. The strike last trading price was 11.3, which was -0.8 lower than the previous day. The implied volatity was 35.38, the open interest changed by 9 which increased total open position to 60
On 20 May BHEL was trading at 408.40. The strike last trading price was 11.7, which was -3.5 lower than the previous day. The implied volatity was 35.25, the open interest changed by 20 which increased total open position to 51
On 19 May BHEL was trading at 401.10. The strike last trading price was 15.25, which was -2.5 lower than the previous day. The implied volatity was 35.15, the open interest changed by 6 which increased total open position to 31
On 18 May BHEL was trading at 395.25. The strike last trading price was 17.75, which was 5.35 higher than the previous day. The implied volatity was 34.71, the open interest changed by 23 which increased total open position to 25
On 15 May BHEL was trading at 398.30. The strike last trading price was 12.4, which was 0 lower than the previous day. The implied volatity was 35.49, the open interest changed by 0 which decreased total open position to 2
On 14 May BHEL was trading at 413.15. The strike last trading price was 12.4, which was -9.15 lower than the previous day. The implied volatity was 35.49, 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 21.55, which was -51.22 lower than the previous day. The implied volatity was 47.95, the open interest changed by 1 which increased total open position to 1
On 12 May BHEL was trading at 391.75. The strike last trading price was 0, which was -72.77 lower than the previous day. The implied volatity was 0, 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 -72.77 lower than the previous day. The implied volatity was 0, 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
On 7 May BHEL was trading at 406.45. 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 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
