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) 0.0

Max Pain 320.0000

Open Interest by Strike (Max Pain: 320.0000)

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	102.6000	—		320.0000	-0.084	50.14	4.5500	0	0
0	0	71.3500	—		360.0000	-0.188	51.43	12.7500	0	0
0	0	58.1000	23.56	0.894	380.0000	-0.253	52.23	19.2000	0	0
0	0	46.6000	30.55	0.743	400.0000	-0.322	53.2	27.4000	0	0
10500	2625	27.2000	21.73	0.659	420.0000	-0.391	54.31	37.3000	0	0
0	0	28.7000	35.92	0.517	440.0000	-0.457	55.68	48.9000	0	0
0	0	22.1000	37.38	0.423	460.0000	-0.518	57.27	62.0000	0	0
0	0	16.8000	38.43	0.342	480.0000	-0.572	59.06	76.4000	0	0