Vishal Mega Mart Limited

Consumer Services · Retailing

NSE: VMM BSE: 544307

₹101.00

Sept. 30, 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) +0.19

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	100.1100	-1.19	56075700	611100	Short Buildup
Nov. 23, 2026	100.5800	-1.12	1333750	111550	Short Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Sept. 30, 2026	Dec. 29, 2026	102.0000	102.1000	100.9700	101.1900	58200	58200
Sept. 30, 2026	Nov. 23, 2026	102.5000	102.5000	100.4300	100.5800	1333750	111550
Sept. 30, 2026	Oct. 27, 2026	102.1200	102.3800	99.9300	100.1100	56075700	611100
Sept. 29, 2026	Nov. 23, 2026	100.3000	101.8900	99.0000	101.7000	1222200	242500
Sept. 29, 2026	Oct. 27, 2026	101.2100	101.7300	98.5200	101.3000	55464600	3850900
Sept. 29, 2026	Sept. 29, 2026	100.7900	104.0300	97.9600	102.2500	5238000	-3550200
Sept. 28, 2026	Nov. 23, 2026	103.5000	103.7000	101.7700	101.8600	979700	58200
Sept. 28, 2026	Oct. 27, 2026	104.0000	104.0000	100.9100	101.1200	51613700	11048300
Sept. 28, 2026	Sept. 29, 2026	103.0900	103.3900	100.3700	100.6200	8788200	-12222000
Sept. 25, 2026	Nov. 23, 2026	105.6900	105.6900	103.8400	104.1100	921500	130950

Options Chain

As of Sept. 30, 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 102.0000

Open Interest by Strike (Max Pain: 102.0000)

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	30.9900	190.05	0.764	80.0000	-0.026	46.47	0.1300	48500	48500
0	0	26.3500	169.52	0.731	85.0000	-0.052	41.59	0.2600	164900	189150
0	0	26.1900	182.32	0.708	87.5000	-0.069	38.11	0.3300	4850	4850
4850	0	20.0000	131.46	0.697	90.0000	-0.118	39.11	0.6500	198850	756600
0	0	13.2000	72.3	0.726	92.0000	-0.146	36.08	0.7800	24250	24250
0	0	21.6100	161.25	0.667	92.5000	-0.175	38.73	1.0500	9700	184300
0	0	11.4800	67.6	0.695	94.0000	-0.214	38.28	1.3500	150350	150350
29100	0	7.2500	27.63	0.822	95.0000	-0.244	38.15	1.6000	-203700	1387100
0	0	9.8500	63.4	0.659	96.0000	-0.229	29.25	1.1100	0	0
0	0	9.0800	61.55	0.639	97.0000	-0.267	28.77	1.3400	0	0
53350	29100	5.2000	25.58	0.731	97.5000	-0.329	38.14	2.4000	58200	295850
0	0	8.3400	59.83	0.617	98.0000	-0.309	28.21	1.6000	0	0
0	0	7.6300	58.23	0.594	99.0000	-0.385	38.42	3.0200	67900	67900
1450150	533500	3.7100	26.57	0.597	100.0000	-0.422	39.05	3.5300	877850	2783900
77600	77600	3.2600	27.38	0.543	101.0000	-0.459	38.95	4.0000	9700	9700
198850	198850	2.8500	28.05	0.491	102.0000	-0.499	36.88	4.2900	33950	33950
892400	533500	2.6500	28.26	0.466	102.5000	-0.514	39.5	4.8500	155200	349200
0	0	5.1600	53.18	0.489	103.0000	-0.541	35.09	4.6500	4850	4850
0	0	4.6300	52.14	0.461	104.0000	-0.646	21.94	3.8600	0	0
2880900	824500	1.8900	29.96	0.355	105.0000	-0.592	42.66	6.6800	38800	950600
0	0	3.7000	50.49	0.403	106.0000	-0.815	17.23	4.9200	0	0
43650	43650	1.4200	31.01	0.281	107.0000	-0.957	11.13	5.5000	0	0
615950	67900	1.3300	31.36	0.265	107.5000	-0.695	37.41	7.8400	0	87300
0	0	2.9000	49.0	0.346	108.0000		—	6.1100	0	0
48500	48500	1.1000	32.45	0.223	109.0000		—	6.7600	0	0
4001250	809950	0.9500	32.89	0.197	110.0000	-0.773	36.88	9.7000	4850	203700
87300	87300	0.8400	33.6	0.176	111.0000		—	8.1600	0	0
63050	63050	0.7100	33.77	0.153	112.0000		—	8.9000	0	0
87300	-111550	0.6600	33.99	0.144	112.5000		—	6.2900	0	0
0	0	1.4800	46.39	0.216	113.0000		—	9.6700	0	0
0	0	1.2800	46.01	0.194	114.0000		—	10.4600	0	0
1518050	198850	0.4700	35.27	0.105	115.0000	-0.780	54.08	15.1500	0	14550
0	0	0.9400	45.23	0.153	116.0000		—	12.1200	0	0
252200	-9700	0.3500	36.84	0.079	117.5000		—	10.0300	0	4850
0	0	0.6900	44.75	0.120	118.0000		—	13.8500	0	0
1197950	-53350	0.2500	37.92	0.058	120.0000	-0.905	44.78	18.9000	0	58200
0	0	3.6200	91.99	0.266	122.5000		—	12.3500	0	0
179450	63050	0.1400	40.48	0.033	125.0000		—	18.2500	0	9700
72750	19400	0.0900	43.51	0.021	130.0000		—	27.9000	0	130950