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	+230.00	380525	-5275	Short Covering
Oct. 29, 2026	22069.6500	+77.05	0	0	—
Nov. 23, 2026	21985.0000	+275.00	10300	150	Long Buildup
Nov. 26, 2026	22163.0000	+77.45	0	0	—
Dec. 29, 2026	21780.0000	+450.00	175	25	Long 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	Dec. 29, 2026	21600.0000	21600.0000	21330.0000	21330.0000	150	150
Oct. 1, 2026	Nov. 26, 2026	0.0000	0.0000	0.0000	22085.5500	0	0
Oct. 1, 2026	Nov. 23, 2026	21985.0000	22180.0000	21330.0000	21710.0000	10150	575
Oct. 1, 2026	Oct. 29, 2026	0.0000	0.0000	0.0000	21992.6000	0	0
Oct. 1, 2026	Oct. 27, 2026	22145.0000	22390.0000	21465.0000	21835.0000	385800	-8150

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) 0.857

Max Pain 23000.0000

Open Interest by Strike (Max Pain: 23000.0000)

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	5749.4000	129.13	0.714	19000.0000	-0.034	23.1	27.1500	0	0
0	0	5274.6500	121.69	0.696	19500.0000	-0.055	22.04	44.9500	0	0
0	0	4808.6000	114.57	0.677	20000.0000	-0.086	20.81	71.5000	0	0
0	0	2093.3500	23.6	0.859	20250.0000	-0.187	29.13	263.5000	0	0
0	0	4354.0500	107.81	0.656	20500.0000	-0.130	19.37	109.5000	0	0
0	0	1725.8500	24.79	0.779	20750.0000	-0.252	29.25	391.6000	0	0
0	0	3913.9000	101.46	0.633	21000.0000	-0.291	29.82	484.0000	25	25
0	0	1397.3000	25.53	0.693	21250.0000	-0.326	29.42	558.6000	0	0
0	0	3491.3000	95.54	0.607	21500.0000	-0.280	15.49	231.9000	0	0
0	0	1109.9500	26.02	0.604	21750.0000	-0.404	29.63	766.8000	0	0
0	0	3089.3500	90.07	0.579	22000.0000	-0.444	33.18	1000.0000	25	25
0	0	864.5500	26.37	0.514	22250.0000	-0.483	29.89	1016.9500	0	0
0	0	2711.6500	85.1	0.549	22500.0000	-0.654	8.12	437.4000	0	0
0	0	660.3000	26.63	0.427	22750.0000	-0.559	30.21	1308.3000	0	0
50	50	400.0000	21.27	0.349	23000.0000	-0.714	15.34	1000.0000	0	50
0	0	494.4500	26.83	0.347	23250.0000	-0.630	30.62	1637.9500	0	0
0	0	2033.0500	76.47	0.481	23500.0000		—	743.9500	0	0
0	0	364.2000	27.03	0.275	23750.0000	-0.693	31.17	2003.2500	0	0
0	0	1737.5000	72.83	0.444	24000.0000	-0.658	41.71	2500.0000	0	50
0	0	261.9000	27.13	0.213	24250.0000	-0.746	31.8	2396.5000	0	0
0	0	1471.6500	69.61	0.407	24500.0000		—	1167.6500	0	0
100	100	120.0000	25.32	0.120	25000.0000		—	1423.7500	0	0
0	0	1027.4000	64.23	0.330	25500.0000		—	1708.6000	0	0
0	0	847.0000	62.0	0.292	26000.0000		—	2020.7500	0	0
25	0	159.5500	44.1	0.098	28000.0000