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.

Download CSV

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) —

Max Pain 1040.0000

Open Interest by Strike (Max Pain: 1040.0000)

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	252.3000	52.51	0.805	1040.0000	-0.064	26.28	4.7000	0	0
0	0	216.7000	48.18	0.775	1080.0000	-0.106	25.87	8.4500	0	0
0	0	183.1000	44.57	0.737	1120.0000	-0.164	25.46	14.3000	0	0
0	0	167.2500	43.05	0.714	1140.0000	-0.199	25.21	18.1500	0	0
0	0	152.0500	41.68	0.688	1160.0000	-0.238	24.91	22.6500	0	0
0	0	137.6500	40.48	0.661	1180.0000	-0.282	24.62	28.0000	0	0
0	0	124.0000	39.41	0.631	1200.0000	-0.328	24.23	34.0000	0	0
0	0	111.2000	38.47	0.599	1220.0000	-0.378	23.82	40.9000	0	0
0	0	99.2500	37.65	0.565	1240.0000	-0.431	23.37	48.7000	0	0
0	0	88.2000	36.93	0.530	1260.0000	-0.487	22.83	57.3000	0	0
0	0	77.9500	36.28	0.495	1280.0000	-0.545	22.2	66.8000	0	0
0	0	68.6000	35.72	0.458	1300.0000	-0.606	21.46	77.1500	0	0
0	0	60.1000	35.23	0.422	1320.0000	-0.668	20.55	88.3500	0	0
0	0	52.4000	34.8	0.387	1340.0000	-0.733	19.43	100.4000	0	0
0	0	45.5000	34.42	0.352	1360.0000	-0.803	17.88	113.1500	0	0
0	0	39.3000	34.07	0.318	1380.0000	-0.881	15.56	126.7000	0	0
0	0	33.8000	33.76	0.286	1400.0000		—	140.9000	0	0
0	0	24.7000	33.25	0.227	1440.0000		—	171.2000	0	0