JSW Steel Limited

Metals & Mining · Ferrous Metals

NSE: JSWSTEEL BSE: 500228

₹1253.40

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) +37.90

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	1265.8000	-12.80	40351500	167400	Short Buildup
Nov. 23, 2026	1271.8000	-15.70	564300	10125	Short Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Sept. 30, 2026	Dec. 29, 2026	0.0000	0.0000	0.0000	1291.3000	0	0
Sept. 30, 2026	Nov. 23, 2026	1277.5000	1288.9000	1268.8000	1271.8000	564300	10125
Sept. 30, 2026	Oct. 27, 2026	1276.0000	1284.2000	1261.8000	1265.8000	40351500	167400
Sept. 29, 2026	Nov. 23, 2026	1264.7000	1299.0000	1263.2000	1287.5000	554175	29025
Sept. 29, 2026	Oct. 27, 2026	1267.3000	1307.4000	1254.0000	1278.6000	40184100	1933200
Sept. 29, 2026	Sept. 29, 2026	1251.7000	1298.0000	1241.8000	1266.6000	1179225	-1377675
Sept. 28, 2026	Nov. 23, 2026	1285.0000	1285.6000	1270.5000	1275.0000	525150	30375
Sept. 28, 2026	Oct. 27, 2026	1282.1000	1284.8000	1261.8000	1268.7000	38250900	4349025
Sept. 28, 2026	Sept. 29, 2026	1276.1000	1282.2000	1253.2000	1261.9000	2556900	-4045950
Sept. 25, 2026	Nov. 23, 2026	1292.9000	1292.9000	1281.2000	1289.0000	494775	3375

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) 0.796

Max Pain 1300.0000

Open Interest by Strike (Max Pain: 1300.0000)

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	229.4000	59.5	0.897	1040.0000	-0.021	35.69	1.0000	-2700	21600
0	0	195.0500	58.21	0.854	1080.0000	-0.038	32.73	1.7500	0	35100
675	0	179.9000	59.04	0.823	1100.0000	-0.046	30.44	2.0500	675	12825
675	0	154.5000	47.87	0.834	1120.0000	-0.051	26.99	2.0000	2025	3375
0	0	198.7000	101.13	0.692	1140.0000	-0.080	26.83	3.4000	6075	6750
0	0	131.7000	48.02	0.778	1150.0000	-0.095	26.3	4.1000	0	0
7425	0	116.9500	40.7	0.789	1160.0000	-0.111	25.56	4.8000	49275	99900
0	0	114.2000	45.04	0.747	1170.0000	-0.140	26.0	6.5000	0	0
6075	0	99.2500	37.78	0.755	1180.0000	-0.131	22.03	5.0500	4050	56700
0	0	97.6000	42.46	0.710	1190.0000	-0.196	25.56	9.8000	0	0
109350	0	83.1000	35.77	0.709	1200.0000	-0.215	23.71	10.2500	-16875	252450
0	0	82.2000	40.36	0.664	1210.0000	-0.266	25.12	14.3500	0	0
12825	0	75.1500	39.58	0.638	1220.0000	-0.290	22.69	14.5500	-5400	73575
0	0	68.0500	38.58	0.611	1230.0000	-0.337	22.58	17.7500	4050	4050
104625	-8775	46.2500	26.3	0.602	1240.0000	-0.383	21.75	20.5000	-3375	130950
675	675	44.1000	28.78	0.556	1250.0000	-0.435	21.61	24.6000	23625	23625
278775	-4725	34.9000	25.7	0.514	1260.0000	-0.489	21.18	28.8500	-5400	972675
27000	27000	29.6500	25.23	0.467	1270.0000	-0.543	21.28	34.3500	38475	38475
346275	12150	25.6500	25.34	0.423	1280.0000	-0.609	19.15	37.4500	79650	286200
32400	32400	20.6500	24.36	0.373	1290.0000	-0.648	21.24	46.6000	0	0
624375	-57375	17.2000	24.2	0.329	1300.0000	-0.704	20.44	52.5500	2700	1099575
10800	10800	14.6000	24.4	0.290	1310.0000	-0.765	19.12	58.5500	0	0
233550	35100	12.1500	24.43	0.252	1320.0000		—	48.7000	0	21600
0	0	20.3500	33.83	0.294	1330.0000	-0.905	14.93	71.9500	0	0
764775	-10800	8.0500	24.27	0.184	1340.0000	-0.918	16.06	81.7000	675	27000
675	675	7.8500	25.84	0.172	1350.0000		—	86.6500	0	0
249075	-36450	5.6500	24.82	0.136	1360.0000		—	97.5500	-1350	7425
0	0	11.0500	32.98	0.187	1370.0000		—	102.4500	0	0
683100	2700	4.2000	25.78	0.103	1380.0000		—	115.1500	0	675
0	0	7.9000	32.63	0.144	1390.0000		—	119.2000	0	0
456300	136350	2.8000	26.01	0.073	1400.0000		—	132.0000	0	10125
11475	675	2.1000	26.95	0.055	1420.0000		—	149.9000	0	1350
33075	-675	2.1500	29.53	0.052	1440.0000		—	167.8500	0	1350
14175	1350	1.3000	29.1	0.034	1460.0000		—	187.2500	0	6750
675	0	0.4000	26.21	0.013	1480.0000		—	207.8000	0	4725
23625	0	0.8000	32.89	0.020	1520.0000		—	250.0000	0	4725
0	0	7.0500	54.77	0.087	1560.0000		—	284.9500	0	6075