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) 0.9

Max Pain 2700.0000

Open Interest by Strike (Max Pain: 2700.0000)

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	555.0000	—		2700.0000	-0.082	43.28	21.9000	1575	1575
0	0	473.8500	—		2800.0000	-0.145	48.76	49.9500	0	0
0	0	399.1000	—		2900.0000	-0.195	49.55	74.3500	0	0
0	0	364.1500	—		2950.0000	-0.222	49.93	88.9500	0	0
0	0	331.2000	—		3000.0000	-0.251	50.39	105.5500	0	0
0	0	300.2000	14.28	0.960	3050.0000	-0.281	50.89	124.1000	0	0
0	0	271.1000	21.28	0.841	3100.0000	-0.311	51.43	144.5500	0	0
0	0	243.9500	24.47	0.760	3150.0000	-0.341	52.02	167.0000	0	0
0	0	218.7500	26.63	0.693	3200.0000	-0.371	52.64	191.3500	0	0
0	0	195.4500	28.26	0.632	3250.0000	-0.401	53.31	217.6000	0	0
0	0	174.0500	29.56	0.576	3300.0000	-0.430	54.04	245.7500	0	0
0	0	154.4500	30.63	0.524	3350.0000	-0.458	54.81	275.7000	0	0
0	0	136.5500	31.51	0.475	3400.0000	-0.485	55.65	307.4000	0	0
0	0	120.3500	32.28	0.430	3450.0000	-0.511	56.54	340.7500	0	0
0	0	105.7500	32.94	0.388	3500.0000	-0.536	57.49	375.6500	0	0
0	0	81.0000	34.07	0.312	3600.0000	-0.580	59.61	450.0500	0	0
1750	1750	80.0000	39.48	0.279	3700.0000	-0.619	61.92	529.2500	0	0