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) 0.759

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	972.7000	130.95	0.781	2400.0000	-0.059	46.49	15.0000	2000	4800
0	0	807.1500	117.74	0.736	2600.0000	-0.168	55.76	65.5500	0	0
0	0	583.2500	75.46	0.741	2700.0000	-0.182	46.29	59.3000	0	0
0	0	657.7500	107.66	0.681	2800.0000	-0.210	38.99	59.4500	6600	9000
0	0	472.6500	70.53	0.682	2850.0000	-0.270	45.3	97.3500	0	0
0	0	438.6000	69.17	0.660	2900.0000	-0.302	44.88	112.8500	0	0
0	0	406.2000	67.96	0.637	2950.0000	-0.337	44.46	130.0000	0	0
1200	1200	248.0000	38.73	0.636	3000.0000	-0.362	37.55	119.8500	6000	19200
0	0	346.2000	65.9	0.588	3050.0000	-0.410	43.5	169.1000	0	0
13600	13600	186.0000	36.8	0.550	3100.0000	-0.450	36.36	160.0000	7400	7400
0	0	292.5500	64.21	0.536	3150.0000	-0.488	42.36	214.6000	0	0
13000	600	144.7000	37.46	0.462	3200.0000	-0.538	37.34	219.1500	6400	24600
0	0	245.1500	62.83	0.483	3250.0000	-0.568	40.92	266.3000	0	0
0	0	223.7500	62.24	0.457	3300.0000	-0.610	40.07	294.4500	0	0
0	0	203.8000	61.7	0.430	3350.0000	-0.651	39.1	324.0500	0	0
22800	5000	81.0500	37.73	0.305	3400.0000	-0.703	36.44	348.7000	200	4800
0	0	168.1000	60.76	0.379	3450.0000	-0.737	36.68	387.5000	0	0
0	0	152.2500	60.35	0.354	3500.0000	-0.781	35.08	421.1500	0	0
0	0	137.6500	59.97	0.330	3550.0000	-0.826	33.1	456.1000	0	0
26800	7000	45.1500	38.76	0.190	3600.0000	-0.887	29.12	489.1000	0	0
0	0	100.8500	59.07	0.264	3700.0000		—	568.0000	0	0
0	0	185.3500	84.61	0.330	3800.0000		—	625.8500	0	0
8400	8200	15.3500	41.95	0.073	4000.0000		—	776.1000	0	0
6200	1000	7.5000	47.08	0.036	4400.0000		—	1106.5500	0	0