BHEL option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 1250
Spot
394.94
Future
402.00
Forward
402.00
PCR (OI)
1.00
Puts 3,750 / Calls 3,750
PCR (volume)
0.00
Puts — / Calls 2
Max pain
400
strike with least total payout to holders
Highest OI
360 CE · 400 PE
ΔOI calls +2,500 · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 32.95 | 0.00 | 91.15 | 320 | 6.35 | 0.00 | 39.16 | — | — | Neutral | ||||||
| Neutral | — | — | 35.32 | 0.00 | 75.75 | 340 | 10.60 | 0.00 | 39.25 | — | — | Neutral | ||||||
| Short buildup | 2,500 | +2,500 | — | -26.85 | 35.00 | 360 | 16.40 | 0.00 | 39.38 | — | — | Neutral | ||||||
| Neutral | — | — | 37.00 | 0.00 | 49.75 | 380 | 24.00 | 0.00 | 39.52 | — | — | Neutral | ||||||
| Neutral | 1,250 | — | 37.36 | 0.00 | 25.15 | 400 | 20.00 | 0.00 | 39.72 | — | 3,750 | Neutral | ||||||
| Neutral | — | — | 37.60 | 0.00 | 30.80 | 420 | 44.40 | 0.00 | 39.97 | — | — | Neutral | ||||||
| Neutral | — | — | 37.76 | 0.00 | 23.75 | 440 | 57.05 | 0.00 | 40.31 | — | — | Neutral | ||||||
| Neutral | — | — | 37.89 | 0.00 | 18.05 | 460 | 71.05 | 0.00 | 40.75 | — | — | Neutral | ||||||
| Neutral | — | — | 37.98 | 0.00 | 13.65 | 480 | 86.30 | 0.00 | 41.34 | — | — | Neutral | ||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. Discounting at 5.87% (carry implied by 23 Nov → 29 Dec futures). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.