BEL BHARAT ELECTRONICS LTD

BHARAT ELECTRONICS LTD — on this desk since 2 Jan 2006.

Prices before Thu 8 Feb 2018 are not comparable with today's. A corporate action in this security carries no published ratio, so nothing before that date can be put on the same share count — it is left out rather than shown unadjusted.

implied move
3.5%
12 days to the expiry read
futures
short build
price fell and open interest rose
basis
0.21%
the future traded 0.21% above the share
option prices
43
dearer than 43 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
————3303,93,300−8,5500.15short covering
————33586,925+1,4250.02short build-up
—40.94071,25034012,99,600−82,6500.35—
—36.04015,6753452,35,125−2,8500.14long unwinding
long unwinding31.35−9,9751,08,30035010,58,775+7,1250.55short build-up
—26.52042,7503557,75,200+8,5500.80short build-up
short build-up22.20+7,1253,69,07536013,56,600−18,5251.15long unwinding
long unwinding17.70−19,9503,74,7753658,62,125−1,08,3001.80long unwinding
long unwinding13.85−5,70015,43,27537031,54,950−41,3252.75long unwinding
long unwinding10.15−49,87511,77,05037513,93,650+9,9754.20short build-up
short build-up7.25+2,72,17540,32,750380at the moneywall33,17,400+2,22,3006.25long build-up
long unwinding4.95−85,50036,67,95038519,56,525−11,4009.00short covering
long unwinding3.25−2,35,12551,17,17539028,41,450−32,77512.20long unwinding
short build-up2.10+62,70020,46,3003958,46,450+1,42516.15short build-up
long unwinding1.40−1,59,60075,72,450wall40030,99,375−37,05020.05long unwinding
long unwinding0.90−1,08,30018,06,9004053,42,000024.98—
long unwinding0.60−17,10030,23,85041015,24,750−22,80029.40short covering
short build-up0.40+37,05010,38,8254151,63,875034.30—
long unwinding0.30−7,02,52523,89,7254208,30,775+7,12539.20long build-up
short covering0.20−24,2254,20,3754251,05,450044.05—
—0.20−14,25018,06,9004309,34,800−27,07548.99short covering

The options were priced for a move of about 3.5% by 27 Oct.

Open interest

as of Thu 15 Oct 15:30

Short build: price fell and open interest rose.

For this stock, 305 of 631 times the close 5 sessions later was higher.

Across every F&O stock, 58,860 of 1,16,717 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded 0.21% above the share.

Not in the F&O ban this session; open interest stood at 33% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 3.5% by 27 Oct; over the sessions the desk holds it ranged 1.5–7.7%.

Option prices were dearer than 43 of the past 252 sessions.

Puts were priced dearer than calls the same distance out.

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Implied and realised around results

as of Thu 15 Oct 15:30
  • 27 Jul 2026: options priced about 2.6%; the share moved 4.0% by 28 Jul.

The futures, session by session

as of Thu 15 Oct 15:30
sessionfuturesimplied movebasisban
Thu 15 Octshort build3.5%0.21%
Wed 14 Octshort build3.6%-0.17%
Tue 13 Octshort cover3.8%0.47%
Mon 12 Octshort cover4.2%0.09%
Fri 9 Octlong build4.5%0.65%
Thu 8 Octshort build5.0%0.27%
Wed 7 Octshort build4.9%0.09%
Tue 6 Octlong build4.8%0.37%
Mon 5 Octlong build4.9%-0.03%
Thu 1 Octlong unwind5.2%0.17%
Wed 30 Seplong build4.9%0.12%
Tue 29 Seplong build5.0%0.04%
Mon 28 Seplong unwind5.2%0.43%
Fri 25 Seplong unwind1.5%-0.24%
Thu 24 Seplong unwind1.8%0.33%
Wed 23 Sepshort cover1.8%0.32%
Tue 22 Seplong unwind2.2%-0.24%
Mon 21 Sepshort cover2.3%0.15%
Fri 18 Sepshort cover2.8%0.93%
Thu 17 Sepshort cover2.9%-0.09%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
  • Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.

Before comparing across time

as of Thu 15 Oct 15:30

Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.

The lot size changed from 2,850 to 1,425 on 29 Oct 2025; contracts either side are compared in shares, not lots.