Siemens Energy India Limited

Capital Goods · Electrical Equipment

NSE: ENRIN BSE: 544390

₹3316.40

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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Basis (nearest contract vs spot) +30.20

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	3340.8000	-12.30	333025	65975	Short Buildup
Nov. 23, 2026	3345.7000	+3.30	2625	700	Long Buildup
Dec. 29, 2026	3346.6000	0.00	700	0	—

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 5, 2026	Dec. 29, 2026	0.0000	0.0000	0.0000	3346.6000	700	0
Oct. 5, 2026	Nov. 23, 2026	3370.5000	3410.0000	3330.4000	3345.7000	2625	700
Oct. 5, 2026	Oct. 27, 2026	3372.8000	3420.0000	3324.2000	3340.8000	333025	65975
Oct. 1, 2026	Dec. 29, 2026	3341.2000	3346.6000	3341.2000	3346.6000	700	0
Oct. 1, 2026	Nov. 23, 2026	3253.0000	3381.5000	3253.0000	3342.4000	1925	1225
Oct. 1, 2026	Oct. 27, 2026	3238.1000	3378.0000	3210.3000	3353.1000	267050	114100
Sept. 30, 2026	Dec. 29, 2026	3314.3000	3321.8000	3258.3000	3258.3000	700	700
Sept. 30, 2026	Nov. 23, 2026	3313.4000	3313.4000	3227.7000	3236.0000	700	700
Sept. 30, 2026	Oct. 27, 2026	3252.8000	3343.0000	3207.4000	3237.7000	152950	152950

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) 0.261

Max Pain 3300.0000

Open Interest by Strike (Max Pain: 3300.0000)

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
1575	1575	638.7000	49.04	0.953	2700.0000	-0.036	45.38	6.0000	2625	2625
0	0	431.1500	—		2800.0000	-0.069	45.92	13.0000	875	1750
0	0	347.8500	—		2900.0000	-0.105	43.7	20.5000	2275	2275
0	0	309.2000	—		2950.0000	-0.174	52.78	46.8500	0	0
1575	875	375.6500	47.05	0.816	3000.0000	-0.160	41.99	32.9000	6475	13650
0	0	238.9500	—		3050.0000	-0.247	54.38	76.1500	0	0
0	0	207.7500	—		3100.0000	-0.222	37.95	45.0500	2275	3150
175	0	174.2000	—		3150.0000	-0.275	38.7	61.1500	0	1750
1925	-525	230.0000	44.8	0.656	3200.0000	-0.328	38.85	78.4500	9450	14175
2800	700	194.9000	43.04	0.609	3250.0000	-0.381	37.34	93.0000	525	525
46725	30625	169.4500	43.42	0.557	3300.0000	-0.441	37.93	117.4500	19250	20475
19950	18550	145.2000	43.39	0.506	3350.0000	-0.479	61.91	227.5000	0	0
29925	21700	119.3500	42.18	0.452	3400.0000	-0.513	63.64	261.6000	0	0
1575	1575	98.9500	41.78	0.400	3450.0000	-0.544	65.56	298.0500	0	0
41825	27300	82.7500	41.91	0.352	3500.0000	-0.572	67.59	336.3000	0	0
24675	18900	55.4500	41.7	0.262	3600.0000	-0.620	72.09	418.0500	0	0
58275	57225	35.1000	41.18	0.185	3700.0000	-0.657	77.1	505.3500	0	0