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) —

Max Pain 2800.0000

Open Interest by Strike (Max Pain: 2800.0000)

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	574.4000	66.11	0.698	2800.0000	-0.268	46.79	133.3500	0	0
0	0	510.4000	64.42	0.661	2900.0000	-0.320	46.31	167.9500	0	0
0	0	451.6000	63.04	0.621	3000.0000	-0.374	45.79	207.6500	0	0
0	0	397.8000	61.89	0.580	3100.0000	-0.430	45.21	252.4000	0	0
0	0	348.9000	60.92	0.538	3200.0000	-0.487	44.53	302.0000	0	0
0	0	304.8000	60.1	0.496	3300.0000	-0.544	43.76	356.4500	0	0
0	0	265.2000	59.4	0.454	3400.0000	-0.602	42.86	415.4000	0	0
0	0	229.9000	58.81	0.413	3500.0000	-0.659	41.78	478.6500	0	0
0	0	198.6000	58.29	0.374	3600.0000	-0.716	40.47	545.8500	0	0