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) 19.0

Max Pain 1160.0000

Open Interest by Strike (Max Pain: 1160.0000)

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	261.3000	94.91	0.719	1080.0000	-0.079	27.98	4.9500	0	0
0	0	187.1000	54.95	0.760	1100.0000	-0.087	25.24	4.9500	0	0
0	0	225.7000	87.02	0.689	1120.0000	-0.132	26.67	8.7500	0	0
0	0	160.7500	50.81	0.729	1130.0000	-0.136	24.76	8.3500	0	0
0	0	152.3000	49.56	0.717	1140.0000	-0.155	24.56	9.8000	0	0
0	0	144.0500	48.39	0.704	1150.0000	-0.177	24.32	11.4000	0	0
0	0	192.0000	80.01	0.652	1160.0000	-0.211	25.41	15.0000	25650	25650
0	0	128.1000	46.22	0.675	1170.0000	-0.225	23.87	15.3000	0	0
0	0	120.4500	45.24	0.659	1180.0000	-0.253	23.63	17.6000	0	0
0	0	113.1000	44.35	0.643	1190.0000	-0.282	23.37	20.1500	0	0
675	675	72.9000	24.6	0.679	1200.0000	-0.311	22.92	22.6500	0	0
0	0	99.0000	42.67	0.607	1210.0000	-0.345	22.71	25.8500	0	0
0	0	92.3500	41.92	0.588	1220.0000	-0.379	22.34	29.1000	0	0
675	675	85.9500	41.21	0.568	1230.0000	-0.415	21.95	32.6500	0	0
0	0	132.4000	68.81	0.562	1240.0000	-0.452	20.01	33.6500	0	0
0	0	74.0500	39.98	0.526	1250.0000	-0.492	21.03	40.5500	0	0
0	0	68.5000	39.43	0.504	1260.0000	-0.534	20.48	44.9000	0	0
0	0	63.2500	38.92	0.482	1270.0000	-0.577	19.86	49.5500	0	0
0	0	107.1500	64.5	0.508	1280.0000	-0.657	15.39	47.8500	0	0
0	0	53.5500	37.99	0.438	1290.0000	-0.670	18.33	59.7000	0	0
0	0	49.1500	37.6	0.415	1300.0000	-0.721	17.35	65.2000	0	0
0	0	44.9500	37.2	0.393	1310.0000	-0.776	16.12	70.9500	0	0
0	0	85.2500	60.96	0.450	1320.0000		—	65.3500	0	0
0	0	37.4500	36.53	0.349	1330.0000	-0.919	11.76	83.2500	0	0
0	0	34.0500	36.22	0.328	1340.0000		—	89.7500	0	0
0	0	30.9000	35.93	0.307	1350.0000		—	96.5000	0	0
0	0	66.6500	58.05	0.390	1360.0000		—	86.1500	0	0
0	0	25.3000	35.43	0.266	1370.0000		—	110.7000	0	0
0	0	22.8500	35.22	0.247	1380.0000		—	118.2000	0	0
0	0	51.2000	55.65	0.331	1400.0000		—	110.1000	0	0
0	0	14.8000	34.42	0.179	1420.0000		—	149.8000	0	0
0	0	38.7000	53.7	0.275	1440.0000		—	137.0000	0	0