Bharat Heavy Electricals Limited

Capital Goods · Electrical Equipment

NSE: BHEL BSE: 500103

₹429.00

Oct. 5, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

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Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) +5.25

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 27, 2026	429.9000	+6.40	76917750	-908250	Short Covering
Nov. 23, 2026	432.0500	+6.50	3961125	36750	Long Buildup
Dec. 29, 2026	434.2500	+6.45	91875	23625	Long Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 5, 2026	Dec. 29, 2026	436.1500	437.5000	432.1000	434.2500	91875	23625
Oct. 5, 2026	Nov. 23, 2026	432.3500	436.0000	429.7500	432.0500	3961125	36750
Oct. 5, 2026	Oct. 27, 2026	425.0000	434.2000	425.0000	429.9000	76917750	-908250
Oct. 1, 2026	Dec. 29, 2026	418.2000	433.3000	417.5000	427.8000	68250	47250
Oct. 1, 2026	Nov. 23, 2026	418.3500	430.9000	415.4500	425.5500	3924375	60375
Oct. 1, 2026	Oct. 27, 2026	415.7000	429.4000	412.6000	423.5000	77826000	-2517375
Sept. 30, 2026	Dec. 29, 2026	426.6500	426.6500	418.1500	418.2000	21000	21000
Sept. 30, 2026	Nov. 23, 2026	419.7500	427.5000	415.1000	417.9000	3864000	157500
Sept. 30, 2026	Oct. 27, 2026	418.3000	424.2000	413.3500	415.5000	80343375	-249375
Sept. 29, 2026	Nov. 23, 2026	412.7500	421.2500	406.7000	419.7500	3706500	126000

Options Chain

As of Oct. 1, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

Oct. 27, 2026 (nearest) Nov. 23, 2026 Dec. 29, 2026

PCR (OI) 0.703

Max Pain 415.0000

Open Interest by Strike (Max Pain: 415.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS					Strike	PUTS
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
233625	0	66.0000	—		350.0000	-0.046	48.21	1.1000	73500	483000
23625	2625	56.0000	—		360.0000	-0.065	46.62	1.6000	-110250	438375
39375	0	54.5500	—		370.0000	-0.090	44.75	2.2500	-68250	611625
					375.0000	-0.106	44.01	2.7000	86625	236250
141750	-5250	43.6500	—		380.0000	-0.127	43.78	3.3500	556500	1564500
					385.0000	-0.149	43.1	4.0000	105000	301875
97125	15750	32.4000	—		390.0000	-0.175	42.91	4.9000	-123375	842625
					395.0000	-0.203	42.42	5.8500	-36750	346500
1344000	-63000	30.3000	—		400.0000	-0.235	42.09	7.0000	-294000	2110500
330750	-23625	26.6000	16.15	0.930	405.0000	-0.270	42.12	8.4500	10500	506625
2898000	-131250	23.1500	20.13	0.832	410.0000	-0.307	42.04	10.0500	10500	1588125
981750	-333375	20.3500	23.22	0.741	415.0000	-0.347	42.44	12.0500	574875	1483125
3457125	-378000	17.5500	24.71	0.666	420.0000	-0.387	42.69	14.2000	307125	2205000
994875	115500	15.2000	26.23	0.595	425.0000	-0.428	43.03	16.6000	102375	391125
1764000	65625	12.9000	27.02	0.529	430.0000	-0.468	44.12	19.5500	99750	900375
616875	36750	11.0500	28.07	0.468	435.0000	-0.507	43.99	22.1500	28875	136500
1551375	57750	9.3000	28.7	0.410	440.0000	-0.544	44.77	25.3500	-2625	249375
372750	105000	7.8000	29.3	0.357	445.0000	-0.556	55.36	33.1500	0	18375
2168250	39375	6.6500	30.19	0.312	450.0000	-0.600	50.25	34.0000	21000	136500
105000	2625	5.3000	30.06	0.264	455.0000	-0.633	49.76	37.1000	0	2625
1089375	467250	4.6500	31.32	0.232	460.0000	-0.668	48.65	40.1000	0	13125
154875	47250	3.8000	31.61	0.197	465.0000
732375	273000	3.2500	32.44	0.170	470.0000	-0.645	69.57	56.0000	0	34125
94500	49875	2.7000	32.92	0.145	475.0000
635250	39375	2.3000	33.64	0.125	480.0000	-0.683	70.63	63.7000	0	5250
89250	63000	2.0000	34.52	0.109	485.0000
299250	60375	1.7000	35.15	0.094	490.0000
31500	7875	1.4000	35.48	0.079	495.0000
740250	183750	1.1500	35.8	0.066	500.0000	-0.752	71.42	79.5000	0	149625