Healthcare · Pharmaceuticals & Biotechnology
Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.
| Expiry | Close | Price Chg | OI | Chg OI | Buildup |
|---|---|---|---|---|---|
| Oct. 27, 2026 | 2502.3000 | -44.70 | 2846750 | 162500 | Short Buildup |
| Nov. 23, 2026 | 2500.2000 | -54.80 | 30250 | 13750 | Short Buildup |
| Date | Expiry | Open | High | Low | Close | OI | Change in OI |
|---|---|---|---|---|---|---|---|
| Sept. 30, 2026 | Dec. 29, 2026 | 2525.9000 | 2525.9000 | 2499.0000 | 2504.0000 | 2000 | 2000 |
| Sept. 30, 2026 | Nov. 23, 2026 | 2549.6000 | 2555.0000 | 2467.6000 | 2500.2000 | 30250 | 13750 |
| Sept. 30, 2026 | Oct. 27, 2026 | 2548.1000 | 2555.0000 | 2457.1000 | 2502.3000 | 2846750 | 162500 |
| Sept. 29, 2026 | Nov. 23, 2026 | 2492.7000 | 2560.0000 | 2474.9000 | 2555.0000 | 16500 | 8000 |
| Sept. 29, 2026 | Oct. 27, 2026 | 2474.9000 | 2555.8000 | 2436.1000 | 2547.0000 | 2684250 | 232250 |
| Sept. 29, 2026 | Sept. 29, 2026 | 2442.7000 | 2602.5000 | 2442.7000 | 2545.5000 | 110500 | -117250 |
| Sept. 28, 2026 | Nov. 23, 2026 | 2488.2000 | 2491.0000 | 2468.2000 | 2468.2000 | 8500 | -250 |
| Sept. 28, 2026 | Oct. 27, 2026 | 2470.9000 | 2490.9000 | 2448.4000 | 2451.2000 | 2452000 | 711250 |
| Sept. 28, 2026 | Sept. 29, 2026 | 2469.8000 | 2477.0000 | 2438.5000 | 2443.9000 | 227750 | -815500 |
| Sept. 25, 2026 | Nov. 23, 2026 | 2502.0000 | 2502.0000 | 2491.9000 | 2494.9000 | 8750 | 1500 |
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).
| CALLS | Strike | PUTS | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| OI | Chg OI | LTP | IV% | Delta | Delta | IV% | LTP | Chg OI | OI | |
| 0 | 0 | 768.6500 | 157.57 | 0.815 | 1880.0000 | -0.018 | 53.07 | 2.5000 | 0 | 0 |
| 0 | 0 | 730.3000 | 151.38 | 0.806 | 1920.0000 | -0.025 | 52.66 | 3.5500 | 0 | 0 |
| 0 | 0 | 692.3000 | 145.43 | 0.797 | 1960.0000 | -0.034 | 52.25 | 4.9500 | 0 | 0 |
| 0 | 0 | 654.7000 | 139.72 | 0.787 | 2000.0000 | -0.019 | 42.02 | 2.1000 | 40250 | 40250 |
| 0 | 0 | 381.2000 | — | 2020.0000 | -0.077 | 60.14 | 15.1500 | 0 | 0 | |
| 0 | 0 | 617.6500 | 134.29 | 0.776 | 2040.0000 | -0.058 | 51.31 | 9.1000 | 0 | 0 |
| 0 | 0 | 346.9500 | — | 2060.0000 | -0.098 | 60.81 | 20.5000 | 0 | 0 | |
| 0 | 0 | 581.1500 | 129.11 | 0.764 | 2080.0000 | -0.074 | 50.76 | 12.0000 | 0 | 0 |
| 0 | 0 | 314.0500 | — | 2100.0000 | -0.035 | 37.81 | 3.7000 | 11000 | 20250 | |
| 0 | 0 | 545.3500 | 124.22 | 0.751 | 2120.0000 | -0.093 | 50.22 | 15.6500 | 0 | 0 |
| 0 | 0 | 282.6500 | — | 2140.0000 | -0.044 | 35.94 | 4.5500 | -1250 | 250 | |
| 0 | 0 | 510.3500 | 119.63 | 0.736 | 2160.0000 | -0.115 | 49.59 | 20.0500 | 0 | 0 |
| 0 | 0 | 252.9500 | — | 2180.0000 | -0.055 | 34.09 | 5.6500 | 6750 | 6750 | |
| 250 | 0 | 108.0000 | — | 2200.0000 | -0.063 | 33.4 | 6.5000 | 17000 | 45500 | |
| 0 | 0 | 224.8500 | — | 2220.0000 | -0.069 | 32.07 | 6.9000 | 750 | 750 | |
| 0 | 0 | 443.1500 | 111.37 | 0.704 | 2240.0000 | -0.081 | 31.6 | 8.2000 | 2000 | 2250 |
| 0 | 0 | 198.7500 | — | 2260.0000 | -0.097 | 31.46 | 10.1000 | 2750 | 2750 | |
| 0 | 0 | 411.0500 | 107.66 | 0.686 | 2280.0000 | -0.111 | 30.82 | 11.7000 | 5500 | 6000 |
| 1000 | 0 | 210.9000 | — | 2300.0000 | -0.131 | 30.71 | 14.3000 | 92750 | 117250 | |
| 250 | 0 | 175.0000 | — | 2320.0000 | -0.148 | 29.78 | 16.0500 | -2000 | 5250 | |
| 5000 | 0 | 176.0000 | 10.47 | 0.995 | 2340.0000 | -0.172 | 29.49 | 19.1500 | 0 | 5000 |
| 500 | 0 | 171.7000 | 25.3 | 0.834 | 2360.0000 | -0.196 | 29.0 | 22.3500 | -250 | 15000 |
| 0 | 0 | 132.2000 | — | 2380.0000 | -0.225 | 28.62 | 26.2500 | 1000 | 2250 | |
| 43500 | -5000 | 133.9000 | 21.97 | 0.795 | 2400.0000 | -0.259 | 28.8 | 31.9500 | 1000 | 67750 |
| 3250 | 3000 | 108.2500 | 16.69 | 0.812 | 2420.0000 | -0.295 | 28.85 | 38.1000 | -25000 | 43500 |
| 3750 | 1750 | 110.0000 | 24.21 | 0.693 | 2440.0000 | -0.331 | 28.53 | 44.1000 | 6000 | 7000 |
| 63750 | 56250 | 93.9000 | 22.93 | 0.654 | 2460.0000 | -0.370 | 28.65 | 51.9500 | 79500 | 96250 |
| 21000 | -7750 | 82.7000 | 23.25 | 0.604 | 2480.0000 | -0.410 | 28.51 | 59.9500 | -1250 | 44250 |
| 152000 | -15750 | 72.8500 | 23.7 | 0.554 | 2500.0000 | -0.450 | 28.77 | 69.8000 | 2500 | 98250 |
| 68250 | 1250 | 62.9500 | 23.74 | 0.505 | 2520.0000 | -0.490 | 29.42 | 81.5500 | -12500 | 52750 |
| 56500 | 2750 | 55.1500 | 24.21 | 0.458 | 2540.0000 | -0.465 | 91.13 | 259.8000 | 0 | 250 |
| 8000 | 7750 | 47.5500 | 24.4 | 0.412 | 2560.0000 | -0.545 | 37.81 | 126.4500 | 0 | 0 |
| 37000 | 6500 | 41.1000 | 24.71 | 0.369 | 2580.0000 | -0.582 | 35.78 | 133.0000 | 0 | 250 |
| 106250 | -61750 | 35.3000 | 24.96 | 0.328 | 2600.0000 | -0.645 | 29.11 | 128.4500 | 250 | 6750 |
| 1750 | 1500 | 32.0000 | 25.97 | 0.297 | 2620.0000 | -0.530 | 80.32 | 277.3000 | 0 | 0 |
| 10000 | -1500 | 25.4000 | 25.28 | 0.254 | 2640.0000 | -0.873 | 15.15 | 129.0000 | 0 | 250 |
| 6250 | -2500 | 22.9500 | 26.19 | 0.229 | 2660.0000 | -0.553 | 82.6 | 308.4500 | 0 | 0 |
| 21250 | 12500 | 19.4500 | 26.38 | 0.200 | 2680.0000 | -0.782 | 28.21 | 185.4000 | 0 | 0 |
| 90000 | 9750 | 16.1000 | 26.37 | 0.173 | 2700.0000 | -0.818 | 27.3 | 200.0000 | 0 | 250 |
| 3250 | -1000 | 14.0000 | 26.84 | 0.152 | 2720.0000 | -0.601 | 78.54 | 337.0500 | 0 | 250 |
| 9250 | 2750 | 12.2000 | 27.31 | 0.134 | 2740.0000 | -0.594 | 87.58 | 374.4500 | 0 | 0 |
| 250 | 250 | 8.6000 | 26.2 | 0.104 | 2760.0000 | — | 231.7000 | 0 | 0 | |
| 250 | 250 | 7.5500 | 26.76 | 0.092 | 2780.0000 | -0.611 | 90.21 | 408.9000 | 0 | 0 |
| 41750 | -17250 | 7.7000 | 28.31 | 0.089 | 2800.0000 | — | 256.8500 | 0 | 0 | |
| 0 | 0 | 18.6000 | 37.9 | 0.146 | 2820.0000 | -0.627 | 92.95 | 444.2500 | 0 | 0 |
| 0 | 0 | 103.8000 | 79.68 | 0.327 | 2840.0000 | -0.804 | 48.13 | 355.0000 | 0 | 250 |
| 1250 | 1250 | 4.7000 | 29.06 | 0.057 | 2860.0000 | -0.641 | 95.74 | 480.2500 | 0 | 0 |
| 11500 | 8000 | 4.3000 | 29.75 | 0.052 | 2880.0000 | — | 310.8000 | 0 | 0 | |
| 0 | 0 | 12.1000 | 39.08 | 0.100 | 2900.0000 | -0.653 | 98.59 | 516.9000 | 0 | 0 |
| 17500 | 17500 | 3.4000 | 30.73 | 0.041 | 2920.0000 | — | 339.5000 | 0 | 0 | |