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) 0.018

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
0	0	17.7800	80.98	0.707	88.0000	-0.125	28.79	0.7000	0	0
0	0	24.6800	140.56	0.674	90.0000	-0.155	26.57	0.8400	0	0
0	0	15.2400	74.77	0.673	91.0000	-0.190	27.54	1.1300	0	0
0	0	14.4300	72.88	0.660	92.0000	-0.216	27.06	1.3100	0	0
0	0	13.6400	71.09	0.646	93.0000	-0.244	26.54	1.5100	0	0
0	0	12.8700	69.38	0.632	94.0000	-0.275	26.05	1.7400	0	0
0	0	20.4800	126.42	0.630	95.0000	-0.288	22.25	1.5700	0	0
0	0	11.4100	66.31	0.602	96.0000	-0.344	24.76	2.2500	0	0
0	0	10.7000	64.79	0.586	97.0000	-0.383	24.01	2.5400	0	0
0	0	10.0300	63.47	0.569	98.0000	-0.425	23.22	2.8600	0	0
0	0	9.3900	62.25	0.551	99.0000	-0.471	22.36	3.2100	0	0
106700	101850	4.5000	32.44	0.500	100.0000	-0.540	15.15	2.6600	0	0
0	0	8.1700	59.92	0.515	101.0000	-0.575	20.17	3.9800	0	0
0	0	7.6100	58.92	0.496	102.0000	-0.636	18.73	4.4000	0	0
0	0	7.0700	57.95	0.477	103.0000	-0.705	16.98	4.8500	0	0
0	0	6.5600	57.06	0.458	104.0000	-0.791	14.65	5.3300	0	0
4850	0	4.7700	47.33	0.412	105.0000		—	5.1500	0	4850
0	0	5.6100	55.4	0.418	106.0000		—	6.3700	0	0
0	0	5.1700	54.62	0.399	107.0000		—	6.9200	0	0
0	0	4.7600	53.91	0.379	108.0000		—	7.5100	0	0
0	0	4.3800	53.29	0.360	109.0000		—	8.1100	0	0
4850	0	4.0000	52.54	0.340	110.0000		—	6.1800	0	0
0	0	3.6800	52.09	0.321	111.0000		—	9.4000	0	0
0	0	3.3700	51.59	0.303	112.0000		—	10.0700	0	0
0	0	2.8000	50.57	0.267	114.0000		—	11.4900	0	0
4850	4850	0.9500	36.26	0.145	116.0000		—	12.9900	0	0
155200	19400	0.4500	44.48	0.066	130.0000