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SHREE CEMENT LIMITED

Construction Materials · Cement & Cement Products

NSE: SHREECEM BSE: 500387
₹22345.00
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) -259.45

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

ExpiryClosePrice ChgOIChg OIBuildup
Oct. 29, 2026 21992.6000 -450.25 0 0 —
Nov. 26, 2026 22085.5500 -452.20 0 0 —
DateExpiryOpenHighLowCloseOIChange in OI
Oct. 1, 2026 Nov. 26, 2026 0.0000 0.0000 0.0000 22085.5500 0 0
Oct. 1, 2026 Oct. 29, 2026 0.0000 0.0000 0.0000 21992.6000 0 0
Sept. 30, 2026 Dec. 29, 2026 0.0000 0.0000 0.0000 22230.0000 0 0
Sept. 30, 2026 Nov. 26, 2026 0.0000 0.0000 0.0000 22537.7500 0 0
Sept. 30, 2026 Nov. 23, 2026 22195.0000 22205.0000 21935.0000 21975.0000 9575 975
Sept. 30, 2026 Oct. 29, 2026 0.0000 0.0000 0.0000 22442.8500 0 0
Sept. 30, 2026 Oct. 27, 2026 22190.0000 22370.0000 21825.0000 22140.0000 393950 1250
Sept. 29, 2026 Nov. 26, 2026 0.0000 0.0000 0.0000 22092.2500 0 0
Sept. 29, 2026 Nov. 23, 2026 21990.0000 22175.0000 21620.0000 21805.0000 8600 1400
Sept. 29, 2026 Oct. 29, 2026 0.0000 0.0000 0.0000 21999.2500 0 0

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) 0.817
Max Pain 22500.0000

Open Interest by Strike (Max Pain: 22500.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS Strike PUTS
OIChg OILTPIV%Delta DeltaIV%LTPChg OIOI
50 0 3535.8000 — 18500.0000 -0.021 35.94 17.5000 50 50
0 0 8164.1500 289.17 0.728 19000.0000 -0.031 33.76 25.4500 375 375
0 0 5402.8500 160.67 0.716 19250.0000 -0.019 27.9 12.2000 0 0
0 0 7674.8500 275.63 0.713 19500.0000 -0.013 23.83 6.9500 0 0
0 0 4918.8500 150.56 0.698 19750.0000 -0.035 26.63 23.0000 0 0
75 0 2150.1500 — 20000.0000 -0.082 31.68 74.8000 -50 3150
0 0 4442.0000 140.82 0.678 20250.0000 -0.103 31.23 97.0000 -200 2225
0 0 6703.6000 249.63 0.682 20500.0000 -0.116 29.03 103.1500 975 2375
0 0 3975.5000 131.51 0.656 20750.0000 -0.100 23.34 69.2500 0 0
0 0 6224.1500 237.19 0.665 21000.0000 -0.197 30.55 212.1500 5700 8675
0 0 3523.1500 122.71 0.630 21250.0000 -0.233 29.52 253.4000 0 2000
0 0 5750.8500 225.16 0.647 21500.0000 -0.268 27.62 285.0000 300 2225
100 0 790.0000 13.37 0.817 21750.0000 -0.332 29.95 415.7000 50 550
4125 1350 686.7500 17.42 0.678 22000.0000 -0.387 31.0 536.7000 750 4025
725 175 518.7500 16.79 0.591 22250.0000 -0.437 29.3 606.9500 50 825
4225 450 452.3000 19.43 0.497 22500.0000 -0.491 31.18 775.9500 50 2925
1225 125 427.2500 22.92 0.431 22750.0000 -0.536 34.18 985.4500 0 800
20150 5600 297.1000 21.28 0.352 23000.0000 -0.594 31.07 1060.0000 775 4275
1150 25 285.8000 24.25 0.312 23250.0000 -0.685 24.65 1079.3000 0 25
2525 -200 191.5500 22.74 0.242 23500.0000 -0.650 38.1 1550.0000 125 350
0 0 1617.8000 88.43 0.456 23750.0000 — 680.2500 0 0
1800 400 125.4500 24.23 0.165 24000.0000 -0.755 33.09 1810.0000 -75 1000
700 75 111.6500 25.67 0.144 24250.0000 — 889.3500 0 0
5775 300 78.5000 25.25 0.109 24500.0000 — 424.7000 0 0
100 0 129.0500 31.49 0.138 24750.0000 -0.955 20.71 2300.0000 0 25
50 0 70.0000 28.53 0.090 25000.0000 -0.758 51.1 2940.0000 0 325
0 0 866.5500 75.85 0.321 25250.0000 — 1413.4000 0 0
50 0 85.2000 33.95 0.092 25500.0000 — 703.3500 0 0
0 0 36.0000 29.69 0.049 25750.0000 — 1726.2500 0 0
300 0 1.0500 19.39 0.003 26000.0000 -0.777 63.3 3975.0000 0 250
250 0 56.2500 36.04 0.062 26250.0000 — 2069.9000 0 0
325 25 23.9500 32.14 0.032 26500.0000 — 1085.2500 0 0
125 0 11.0000 29.83 0.017 26750.0000 — 2442.7500 0 0
275 0 39.5000 38.29 0.043 27000.0000 — 1316.3500 0 0
25 0 7.5000 30.86 0.012 27250.0000 — 4711.4500 0 25
0 0 1362.0000 122.48 0.330 27500.0000 — 1574.0000 0 0
525 0 15.0000 37.92 0.019 28000.0000 — 1857.7000 0 0
0 0 969.4000 113.21 0.268 28500.0000 — 2166.3000 0 0