JSW Steel Limited

Metals & Mining · Ferrous Metals

NSE: JSWSTEEL BSE: 500228

₹1235.30

Oct. 5, 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) +13.30

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	1236.9000	+0.30	39950550	47250	Long Buildup
Nov. 23, 2026	1240.1000	-4.90	587250	16875	Short Buildup
Dec. 29, 2026	1248.6000	+12.00	4725	1350	Long Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 5, 2026	Dec. 29, 2026	1247.0000	1250.2000	1247.0000	1248.6000	4725	1350
Oct. 5, 2026	Nov. 23, 2026	1251.9000	1261.0000	1240.1000	1240.1000	587250	16875
Oct. 5, 2026	Oct. 27, 2026	1236.0000	1257.3000	1233.0000	1236.9000	39950550	47250
Oct. 1, 2026	Dec. 29, 2026	1262.6000	1262.6000	1235.0000	1236.6000	3375	3375
Oct. 1, 2026	Nov. 23, 2026	1255.4000	1258.3000	1225.0000	1245.0000	570375	6075
Oct. 1, 2026	Oct. 27, 2026	1267.9000	1267.9000	1217.3000	1236.6000	39903300	-448200
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

Options Chain

As of Oct. 1, 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) 0.729

Max Pain 1280.0000

Open Interest by Strike (Max Pain: 1280.0000)

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
					1040.0000	-0.033	37.12	1.6500	-4725	16875
0	0	195.0500	76.35	0.784	1080.0000	-0.051	32.83	2.4000	-4050	31050
675	0	179.9000	75.25	0.759	1100.0000	-0.070	31.65	3.3500	27000	39825
675	0	154.5000	64.04	0.754	1120.0000	-0.098	30.89	4.9000	15525	18900
0	0	150.0000	66.22	0.733	1130.0000	-0.114	30.29	5.7500	14175	14175
0	0	198.7000	113.51	0.667	1140.0000	-0.137	30.33	7.2000	34425	41175
0	0	131.7000	61.57	0.708	1150.0000	-0.107	23.65	4.1000	0	0
7425	0	116.9500	54.28	0.706	1160.0000	-0.174	28.21	9.0000	-2025	97875
0	0	114.2000	57.38	0.679	1170.0000	-0.208	28.65	11.5000	26325	26325
6075	0	99.2500	50.0	0.673	1180.0000	-0.236	27.95	13.2500	25650	82350
0	0	97.6000	53.61	0.643	1190.0000	-0.227	22.02	9.8000	0	0
113400	4050	54.3500	22.58	0.724	1200.0000	-0.308	27.44	18.6000	85725	338175
0	0	82.2000	50.36	0.602	1210.0000	-0.313	20.94	14.3500	0	0
67500	54675	41.9000	23.02	0.624	1220.0000	-0.390	26.77	25.2500	655425	729000
51300	51300	36.4000	23.19	0.572	1230.0000	-0.434	26.71	29.5500	176850	180900
191700	87075	30.3500	22.53	0.520	1240.0000	-0.479	26.81	34.5000	-19575	111375
50625	49950	25.8500	22.66	0.467	1250.0000	-0.524	26.52	39.4000	19575	43200
239625	-39150	21.4500	22.46	0.414	1260.0000	-0.568	26.82	45.5000	-136350	836325
141750	114750	18.0000	22.62	0.365	1270.0000	-0.614	26.15	50.8000	-3375	35100
941625	595350	14.7500	22.55	0.316	1280.0000	-0.647	27.6	59.1500	14175	300375
29025	-3375	12.3500	22.84	0.275	1290.0000		—	46.6000	0	0
523125	-101250	10.1000	22.93	0.235	1300.0000	-0.721	27.69	73.4000	-600750	498825
72225	61425	8.1500	22.96	0.199	1310.0000		—	58.5500	0	0
860625	627075	7.1000	23.69	0.174	1320.0000	-0.757	31.09	92.2500	0	21600
0	0	20.3500	39.08	0.272	1330.0000		—	71.9500	0	0
491400	-273375	4.7500	24.1	0.124	1340.0000	-0.753	38.82	115.8500	-675	26325
6075	5400	3.5000	23.67	0.098	1350.0000		—	86.6500	0	0
159300	-89775	2.8500	23.94	0.081	1360.0000	-0.819	35.63	129.0000	0	7425
0	0	11.0500	37.39	0.174	1370.0000		—	102.4500	0	0
469800	-213300	1.8000	24.24	0.054	1380.0000		—	115.1500	0	675
351675	-104625	1.2500	25.02	0.039	1400.0000		—	132.0000	0	10125
14850	3375	0.6500	24.6	0.022	1420.0000		—	149.9000	0	1350
16875	-16200	0.6000	26.42	0.019	1440.0000		—	167.8500	0	1350
14175	0	0.4500	27.35	0.014	1460.0000		—	187.2500	0	6750
3375	2700	0.3000	27.81	0.010	1480.0000		—	207.8000	0	4725
23625	0	1.0000	36.99	0.023	1520.0000		—	250.0000	0	4725
					1560.0000		—	284.9500	0	6075