BSE Limited

Financial Services

NSE: BSE

₹3092.00

Sept. 30, 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) +45.40

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	3108.6000	-79.20	11227600	296000	Short Buildup
Nov. 23, 2026	3122.4000	-73.40	519600	14800	Short Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Sept. 30, 2026	Dec. 29, 2026	3160.0000	3171.1000	3120.0000	3137.4000	25600	25600
Sept. 30, 2026	Nov. 23, 2026	3169.2000	3169.2000	3098.8000	3122.4000	519600	14800
Sept. 30, 2026	Oct. 27, 2026	3140.1000	3163.3000	3083.7000	3108.6000	11227600	296000
Sept. 29, 2026	Nov. 23, 2026	3120.8000	3235.6000	3120.0000	3195.8000	504800	132200
Sept. 29, 2026	Oct. 27, 2026	3100.2000	3229.8000	3100.2000	3187.8000	10931600	2829200
Sept. 29, 2026	Sept. 29, 2026	3100.0000	3244.0000	3090.1000	3157.9000	2876600	-1725400
Sept. 28, 2026	Nov. 23, 2026	3200.0000	3200.0000	3105.8000	3119.2000	372600	93600
Sept. 28, 2026	Oct. 27, 2026	3191.0000	3191.0000	3089.0000	3105.6000	8102400	1115200
Sept. 28, 2026	Sept. 29, 2026	3180.1000	3180.1000	3081.5000	3098.0000	4602000	-1743400
Sept. 25, 2026	Nov. 23, 2026	3201.7000	3223.2000	3172.5000	3201.3000	279000	45400

Options Chain

As of Sept. 30, 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) 0.699

Max Pain 3200.0000

Open Interest by Strike (Max Pain: 3200.0000)

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	1120.5500	245.93	0.765	2400.0000	-0.030	52.7	5.5000	22600	27000
5000	0	609.7000	94.47	0.795	2600.0000	-0.067	45.81	12.0000	49200	228600
0	0	687.5500	146.72	0.710	2700.0000	-0.104	43.13	18.9500	20600	177600
28800	3600	342.0000	43.29	0.828	2800.0000	-0.159	40.65	30.0000	136000	440600
0	0	410.7000	81.89	0.692	2850.0000	-0.196	39.67	38.1500	36400	36400
97800	22600	257.0000	39.42	0.758	2900.0000	-0.239	38.86	48.5500	71800	366000
30600	30600	221.0500	38.95	0.707	2950.0000	-0.290	38.2	61.6500	62000	62000
161800	22400	186.4500	38.07	0.653	3000.0000	-0.345	37.51	77.2000	78600	675800
73000	73000	155.5000	37.48	0.593	3050.0000	-0.406	36.82	95.6000	76800	76800
858800	343400	128.1500	37.05	0.530	3100.0000	-0.470	36.36	117.8000	248000	794800
121000	121000	104.2000	36.71	0.466	3150.0000	-0.535	36.12	143.9500	85600	85600
1320200	391800	84.0000	36.56	0.404	3200.0000	-0.600	35.6	172.3500	-2400	740000
83000	83000	66.9500	36.47	0.344	3250.0000	-0.662	35.25	204.4000	31200	31200
1283000	105600	53.1500	36.55	0.290	3300.0000	-0.714	35.82	242.0000	-40400	424000
24000	24000	42.0500	36.75	0.242	3350.0000	-0.832	27.62	260.8500	0	0
1033600	179400	33.1500	37.01	0.200	3400.0000	-0.801	36.82	323.1500	19200	432600
0	0	94.0500	63.5	0.302	3450.0000		—	328.4000	0	0
981400	201200	20.8000	37.85	0.135	3500.0000	-0.881	35.58	406.7500	12000	278600
0	0	69.1000	62.34	0.242	3550.0000		—	403.0000	0	0
451800	46000	13.3500	39.0	0.091	3600.0000	-0.937	34.25	497.0000	2000	97400
278400	25400	8.8000	40.32	0.062	3700.0000	-0.974	32.28	591.5000	1800	66200
296400	44400	6.2500	42.11	0.045	3800.0000	-0.978	35.81	690.7500	200	114800
72400	7600	4.6000	43.98	0.033	3900.0000		—	712.5000	0	33200
394800	12800	3.4500	45.78	0.025	4000.0000		—	815.3000	0	120600