BHEL BHEL
BHEL — on this desk since 2 Jan 2006.
Prices before Mon 5 Nov 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.
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | — | — | — | 385 | 2,04,750 | 0 | 0.47 | — |
| long unwinding | 45.72 | −2,625 | 4,83,000 | 390 | 11,36,625 | +65,625 | 0.60 | long build-up |
| — | — | — | — | 395 | 2,52,000 | +31,500 | 0.90 | long build-up |
| long unwinding | 35.60 | −3,33,375 | 11,20,875 | 400 | 33,10,125 | −4,90,875 | 1.15 | short covering |
| long unwinding | 30.80 | −7,875 | 3,17,625 | 405 | 5,30,250 | −13,125 | 1.55 | short covering |
| — | 26.60 | 0 | 27,87,750 | 410 | 21,91,875 | −3,22,875 | 2.15 | short covering |
| long unwinding | 22.55 | −21,000 | 5,95,875 | 415 | 9,71,250 | −34,125 | 3.00 | short covering |
| long unwinding | 18.90 | −68,250 | 27,03,750 | 420 | 36,12,000 | −6,32,625 | 4.15 | short covering |
| short build-up | 15.25 | +15,750 | 8,66,250 | 425 | 13,07,250 | −1,31,250 | 5.70 | short covering |
| short build-up | 12.45 | +7,69,125 | 34,78,125 | 430 | 30,68,625 | −9,87,000 | 7.70 | short covering |
| short build-up | 10.00 | +9,08,250 | 23,44,125 | 435at the money | 19,55,625 | +3,83,250 | 10.15 | long build-up |
| short build-up | 7.85 | +32,49,750 | 65,33,625 | 440 | wall53,78,625 | +7,63,875 | 13.10 | long build-up |
| short build-up | 6.15 | +27,72,000 | 42,65,625 | 445 | 24,28,125 | +7,06,125 | 16.20 | long build-up |
| short build-up | 4.85 | +95,86,500 | 1,71,38,625wall | 450 | 42,28,875 | −8,55,750 | 19.80 | short covering |
| short build-up | 3.75 | +19,76,625 | 34,67,625 | 455 | 16,27,500 | −3,78,000 | 23.65 | short covering |
| short build-up | 2.85 | +35,17,500 | 1,07,99,250 | 460 | 46,25,250 | −73,500 | 27.95 | short covering |
| short build-up | 2.20 | +2,02,125 | 19,50,375 | 465 | — | — | — | — |
| short build-up | 1.75 | +12,04,875 | 68,51,250 | 470 | 9,60,750 | −5,14,500 | 36.90 | short covering |
| long unwinding | 1.40 | −4,56,750 | 14,77,875 | 475 | — | — | — | — |
| short build-up | 1.10 | +6,27,375 | 44,46,750 | 480 | 1,12,875 | −7,875 | 46.70 | short covering |
| short build-up | 0.90 | +1,73,250 | 9,79,125 | 485 | — | — | — | — |
The options were priced for a move of about 4.6% by 27 Oct.
Open interest
Short build: price fell and open interest rose.
For this stock, 245 of 512 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
The future traded 0.16% above the share.
Not in the F&O ban this session; open interest stood at 103% of its market-wide limit.
Implied volatility
The options were priced for a move of about 4.6% by 27 Oct; over the sessions the desk holds it ranged 1.8–10.1%.
Option prices were dearer than 42 of the past 252 sessions.
Calls were priced dearer than puts the same distance out.
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Implied and realised around results
- 14 Oct 2026: options priced about 6.7%; the share moved 1.8% by 15 Oct.
The futures, session by session
| session | futures | implied move | basis | ban |
|---|---|---|---|---|
| Thu 15 Oct | short build | 4.6% | 0.16% | |
| Wed 14 Oct | long build | 5.3% | -0.13% | |
| Tue 13 Oct | long build | 6.7% | 0.07% | |
| Mon 12 Oct | short cover | 6.9% | -0.05% | |
| Fri 9 Oct | long build | 6.9% | 0.53% | |
| Thu 8 Oct | long unwind | 7.1% | 0.79% | |
| Wed 7 Oct | long unwind | 7.1% | 0.04% | |
| Tue 6 Oct | long build | 7.4% | 0.43% | |
| Mon 5 Oct | short cover | 7.2% | 0.21% | |
| Thu 1 Oct | short cover | 7.5% | 0.59% | |
| Wed 30 Sep | long unwind | 7.2% | 0.00% | |
| Tue 29 Sep | long build | 7.1% | 1.08% | |
| Mon 28 Sep | short build | 6.8% | -0.15% | |
| Fri 25 Sep | long build | 1.8% | -0.49% | |
| Thu 24 Sep | short build | 2.2% | 0.35% | |
| Wed 23 Sep | short build | 2.7% | -0.05% | |
| Tue 22 Sep | short build | 3.1% | 0.12% | |
| Mon 21 Sep | long build | 3.4% | 0.54% | |
| Fri 18 Sep | short cover | 4.0% | -1.09% | |
| Thu 17 Sep | short cover | 4.3% | -0.09% |
After a name entered or left the ban
- This stock, on entering the ban: 24 of 47 times the close 5 sessions later was higher.
- This stock, on leaving it: 22 of 47 times the close 5 sessions later was higher.
- 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
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.