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) 0.938

Max Pain 420.0000

Open Interest by Strike (Max Pain: 420.0000)

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
0	0	74.4500	34.38	0.931	360.0000	-0.108	42.14	3.8500	36750	42000
0	0	60.9000	43.43	0.810	380.0000	-0.167	38.62	6.0000	2625	2625
5250	0	30.0000	—		390.0000	-0.223	40.37	9.1500	5250	13125
55125	0	32.1500	—		400.0000	-0.275	40.34	12.1000	23625	168000
7875	5250	29.4000	23.79	0.744	410.0000	-0.364	65.26	30.7500	0	0
34125	15750	25.5000	28.22	0.635	420.0000	-0.389	39.64	19.3500	2625	7875
55125	26250	20.3000	28.61	0.550	430.0000	-0.449	41.36	25.2000	5250	78750
42000	7875	16.1500	29.31	0.468	440.0000	-0.517	35.91	27.0000	0	2625
42000	2625	13.2000	30.68	0.396	450.0000	-0.571	38.93	34.9000	0	5250
28875	2625	10.5500	31.52	0.331	460.0000	-0.540	67.85	59.8500	0	0
68250	47250	8.1000	31.73	0.271	470.0000
2625	0	4.7000	28.81	0.191	480.0000	-0.601	69.23	74.0000	0	0