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) —

Max Pain 84.0000

Open Interest by Strike (Max Pain: 84.0000)

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	22.3900	74.08	0.745	84.0000	-0.111	30.78	0.8600	0	0
0	0	19.0400	67.93	0.708	88.0000	-0.175	29.88	1.4600	0	0
0	0	15.9500	62.87	0.663	92.0000	-0.256	28.71	2.3100	0	0
0	0	14.5200	60.74	0.638	94.0000	-0.304	28.0	2.8400	0	0
0	0	13.1500	58.74	0.612	96.0000	-0.357	27.21	3.4500	0	0
0	0	11.8800	57.05	0.583	98.0000	-0.414	26.3	4.1400	0	0
0	0	10.6800	55.49	0.554	100.0000	-0.477	25.28	4.9200	0	0
0	0	9.5700	54.12	0.523	102.0000	-0.545	23.99	5.7700	0	0
0	0	8.5400	52.89	0.491	104.0000	-0.619	22.51	6.7200	0	0
0	0	7.5900	51.78	0.459	106.0000	-0.702	20.53	7.7400	0	0
0	0	6.7200	50.79	0.427	108.0000	-0.800	17.7	8.8400	0	0
0	0	5.9300	49.92	0.395	110.0000	-0.945	11.92	10.0200	0	0
0	0	5.2200	49.17	0.364	112.0000		—	11.2800	0	0
0	0	3.9900	47.81	0.304	116.0000		—	13.9900	0	0