Vishal Mega Mart Limited

Consumer Services · Retailing

NSE: VMM BSE: 544307

₹98.25

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) +1.01

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	98.4900	-1.12	57724700	543200	Short Buildup
Nov. 23, 2026	98.6500	-1.26	1406500	82450	Short Buildup
Dec. 29, 2026	99.2600	-1.10	135800	53350	Short Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 5, 2026	Dec. 29, 2026	100.1000	100.8100	98.8700	99.2600	135800	53350
Oct. 5, 2026	Nov. 23, 2026	99.9300	100.3600	98.5300	98.6500	1406500	82450
Oct. 5, 2026	Oct. 27, 2026	101.1300	101.1300	98.2000	98.4900	57724700	543200
Oct. 1, 2026	Dec. 29, 2026	101.0000	101.0000	100.0000	100.3600	82450	24250
Oct. 1, 2026	Nov. 23, 2026	100.3300	100.6300	98.7100	99.9100	1324050	-9700
Oct. 1, 2026	Oct. 27, 2026	99.0700	100.4800	98.3700	99.6100	57181500	1105800
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

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) 0.542

Max Pain 100.0000

Open Interest by Strike (Max Pain: 100.0000)

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
					80.0000	-0.032	43.95	0.1500	24250	72750
					85.0000	-0.063	37.85	0.2800	189150	378300
					87.5000	-0.104	37.48	0.5100	4850	9700
0	0	16.8800	108.64	0.706	88.0000	-0.056	27.84	0.1800	0	0
4850	0	20.0000	153.79	0.667	90.0000	-0.144	34.17	0.6900	101850	858450
0	0	14.1000	97.53	0.671	91.0000	-0.179	35.04	0.9300	9700	9700
0	0	13.2000	94.02	0.658	92.0000	-0.194	32.33	0.9500	29100	53350
					92.5000	-0.211	32.16	1.0500	38800	223100
0	0	12.3300	90.75	0.644	93.0000	-0.172	24.53	0.6100	0	0
0	0	11.4800	87.62	0.628	94.0000	-0.265	31.48	1.3900	72750	223100
33950	4850	6.2800	40.52	0.660	95.0000	-0.306	31.0	1.6600	-29100	1358000
0	0	9.8500	81.75	0.594	96.0000	-0.301	21.44	1.1100	0	0
4850	4850	4.9800	39.13	0.588	97.0000	-0.361	20.19	1.3400	0	0
53350	0	5.2000	43.85	0.566	97.5000	-0.421	29.42	2.4800	77600	373450
0	0	8.3400	76.57	0.555	98.0000	-0.430	18.68	1.6000	0	0
194000	194000	3.8100	37.6	0.510	99.0000	-0.498	28.74	3.1400	140650	208550
1867250	417100	3.3500	37.48	0.469	100.0000	-0.553	27.94	3.6100	29100	2813000
164900	87300	2.9000	37.08	0.429	101.0000	-0.586	32.62	4.6900	9700	19400
266750	67900	2.5200	36.98	0.390	102.0000	-0.662	26.81	4.7600	174600	208550
1037900	145500	2.3200	36.68	0.370	102.5000	-0.687	26.83	5.1100	-9700	339500
106700	106700	2.1600	36.7	0.351	103.0000	-0.822	16.71	4.6500	0	4850
53350	53350	1.8600	36.66	0.315	104.0000		—	3.8600	0	0
3099150	218250	1.6100	36.82	0.282	105.0000	-0.822	24.13	6.8200	9700	960300
0	0	3.7000	61.88	0.364	106.0000		—	4.9200	0	0
43650	0	1.2100	37.32	0.225	107.0000		—	5.5000	0	0
669300	53350	1.1300	37.51	0.212	107.5000		—	7.8400	0	87300
4850	4850	1.0000	36.94	0.195	108.0000		—	6.1100	0	0
116400	67900	0.9100	37.93	0.177	109.0000		—	6.7600	0	0
4214650	213400	0.8000	38.43	0.158	110.0000		—	10.6500	0	203700
121250	33950	0.6900	38.69	0.140	111.0000		—	8.1600	0	0
58200	-4850	0.5800	38.67	0.121	112.0000		—	8.9000	0	0
223100	135800	0.5600	39.24	0.116	112.5000
126100	126100	0.4600	39.9	0.097	114.0000		—	10.4600	0	0
1653850	135800	0.4000	40.25	0.086	115.0000		—	15.1500	0	14550
0	0	0.9400	52.74	0.141	116.0000		—	12.1200	0	0
252200	0	0.3500	43.07	0.073	117.5000		—	10.0300	0	4850
1294950	97000	0.2000	41.95	0.046	120.0000		—	18.9000	0	58200
179450	0	0.1100	44.15	0.026	125.0000		—	18.2500	0	9700
72750	0	0.0900	48.65	0.020	130.0000		—	27.9000	0	130950