BHEL options IV analysis
End-of-day data as of 2026-10-09
Tomorrow: where BHEL can go (next trading day)
For the next trading day, options point to about 2.5% either way: BHEL between 422.9 and 444.3 (from 433.6).
Lower end 422.9Now 433.6Upper end 444.3
Where BHEL can go in the next 3 days
Options imply about 4.3% either way over 3 days (about 2.5% in a day). That puts BHEL between 415.2 and 452.0 in 3 days (now 433.6).
Lower end 415.2Now 433.6Upper end 452.0
If the market's estimate is right, price ends inside this zone roughly 2 out of 3 times and outside about 1 in 3.
Event: Results 2026-10-14
BHEL (Capital Goods): CS Volatility Score 70/100 (Active). Options imply about ±2.46% in a day and ±4.25% over three days. This describes what options price in, not where price will go.
All the numbers (for experienced traders)
CS Volatility Score
70/100Active
ClearStrike's model score (0 to 100) of how richly options are priced now versus their own past. Higher = options pricing in more movement.
CS Move Score
94/100Very active
How large the priced-in move is versus all other F&O stocks today (0 to 100).
Expected move 1d
±2.46%
Expected move 3d
±4.25%
Gamma flip
-8.9%
from spot
Max pain
-0.8%
from spot
Lot size
2625
Confirm lot size with your broker.
Event
Results 2026-10-14
Same sector: Capital Goods
Sector peers by CS Volatility Score
What we did NOT find: any reliable way to predict direction. This page is descriptive data, not a call.