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) —

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
0	0	3356.3000	22.02	0.943	19000.0000	-0.111	29.29	177.9000	0	0
0	0	2558.6500	25.12	0.836	20000.0000	-0.197	29.43	365.6000	0	0
0	0	2199.5500	25.81	0.775	20500.0000	-0.249	29.51	499.2000	0	0
0	0	1871.3500	26.3	0.710	21000.0000	-0.306	29.62	663.7000	0	0
0	0	1575.1500	26.66	0.643	21500.0000	-0.366	29.74	860.1500	0	0
0	0	1311.5000	26.93	0.574	22000.0000	-0.427	27.75	1000.0000	0	50
0	0	1080.1500	27.14	0.506	22500.0000	-0.489	30.07	1350.5000	0	0
0	0	880.1000	27.3	0.440	23000.0000	-0.549	30.28	1643.1000	0	0
0	0	709.4500	27.43	0.377	23500.0000	-0.605	30.53	1965.1500	0	0
0	0	565.9500	27.54	0.320	24000.0000	-0.657	30.83	2314.3500	0	0
0	0	448.2500	27.67	0.267	24500.0000	-0.703	31.22	2689.3000	0	0
0	0	349.9500	27.73	0.221	25000.0000	-0.745	31.62	3083.6500	0	0