SHREE CEMENT LIMITED

Construction Materials · Cement & Cement Products

NSE: SHREECEM BSE: 500387

₹21990.00

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) -210.00

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	22065.0000	-75.00	380525	-5275	Long Unwinding
Oct. 29, 2026	22069.6500	+77.05	0	0	—
Nov. 23, 2026	21985.0000	+10.00	10300	150	Long Buildup
Nov. 26, 2026	22163.0000	+77.45	0	0	—
Dec. 29, 2026	21780.0000	-450.00	175	25	Short Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 5, 2026	Dec. 29, 2026	21810.0000	21810.0000	21615.0000	21780.0000	175	25
Oct. 5, 2026	Nov. 26, 2026	0.0000	0.0000	0.0000	22163.0000	0	0
Oct. 5, 2026	Nov. 23, 2026	21925.0000	21995.0000	21750.0000	21985.0000	10300	150
Oct. 5, 2026	Oct. 29, 2026	0.0000	0.0000	0.0000	22069.6500	0	0
Oct. 5, 2026	Oct. 27, 2026	21945.0000	22165.0000	21850.0000	22065.0000	380525	-5275
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

Options Chain

As of Oct. 5, 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) 0.563

Max Pain 22000.0000

Open Interest by Strike (Max Pain: 22000.0000)

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
50	0	3535.8000	—		18500.0000	-0.023	36.91	17.5000	0	50
0	0	8164.1500	334.98	0.724	19000.0000	-0.050	38.36	44.9500	-375	700
0	0	7674.8500	319.34	0.709	19500.0000	-0.015	23.68	6.9500	0	0
0	0	4918.8500	180.07	0.682	19750.0000	-0.039	26.33	23.0000	0	0
125	25	2100.0000	24.43	0.954	20000.0000	-0.097	31.98	81.0000	-700	2800
0	0	4442.0000	168.56	0.661	20250.0000	-0.177	40.26	218.0000	0	2175
0	0	6703.6000	289.35	0.677	20500.0000	-0.156	31.14	142.0000	-25	2375
0	0	3975.5000	157.53	0.638	20750.0000	-0.117	21.83	69.2500	0	0
0	0	6224.1500	275.0	0.660	21000.0000	-0.239	30.5	240.6000	50	6625
0	0	3523.1500	147.07	0.613	21250.0000	-0.283	29.03	285.6500	25	1900
0	0	5750.8500	261.11	0.641	21500.0000	-0.346	30.41	397.0000	-75	2675
100	0	706.1000	24.5	0.611	21750.0000	-0.402	29.32	474.8000	50	800
20350	-200	602.7000	26.07	0.536	22000.0000	-0.464	27.46	549.8000	775	5000
950	0	447.8000	24.37	0.462	22250.0000	-0.526	29.94	733.7000	-25	825
6000	-875	388.3000	26.32	0.399	22500.0000	-0.596	27.56	829.5000	100	2975
1050	50	266.9500	24.46	0.321	22750.0000	-0.660	27.24	985.4500	0	800
17000	-1075	237.8000	26.59	0.277	23000.0000	-0.710	28.18	1180.0000	-275	4025
1375	0	190.0000	27.17	0.230	23250.0000		—	1079.3000	0	25
2500	-450	134.2500	26.55	0.178	23500.0000	-0.710	41.82	1800.0000	0	450
0	0	1617.8000	105.72	0.440	23750.0000		—	680.2500	0	0
3875	1100	85.5000	27.92	0.119	24000.0000	-0.705	55.72	2430.0000	0	1025
700	0	111.6500	32.74	0.130	24250.0000		—	889.3500	0	0
6950	950	52.3000	28.91	0.077	24500.0000		—	424.7000	0	0
100	0	129.0500	39.15	0.128	24750.0000		—	2300.0000	0	25
50	0	70.0000	35.39	0.083	25000.0000	-0.948	30.45	2940.0000	0	325
50	0	85.2000	41.42	0.086	25500.0000		—	703.3500	0	0
300	0	20.0000	34.29	0.029	26000.0000	-0.927	44.13	3975.0000	0	250
250	0	56.2500	43.4	0.058	26250.0000
375	-575	10.0500	33.9	0.016	26500.0000
125	0	11.0000	35.82	0.016	26750.0000
475	0	14.0000	38.59	0.019	27000.0000
75	0	15.7000	40.74	0.020	27250.0000		—	4711.4500	0	25
850	175	14.0000	44.39	0.017	28000.0000