Waaree Energies Limited

Capital Goods · Electrical Equipment

NSE: WAAREEENER BSE: 544277

₹2374.40

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) -4.40

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	2376.9000	-6.20	6770750	-29050	Long Unwinding
Nov. 23, 2026	2372.0000	-7.90	200375	6650	Short Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Sept. 30, 2026	Dec. 29, 2026	2370.5000	2409.2000	2370.0000	2370.0000	4900	4900
Sept. 30, 2026	Nov. 23, 2026	2385.0000	2399.3000	2364.1000	2372.0000	200375	6650
Sept. 30, 2026	Oct. 27, 2026	2399.9000	2402.4000	2368.7000	2376.9000	6770750	-29050
Sept. 29, 2026	Nov. 23, 2026	2450.2000	2450.3000	2370.0000	2379.9000	193725	65975
Sept. 29, 2026	Oct. 27, 2026	2444.4000	2449.0000	2370.0000	2383.1000	6799800	792050
Sept. 29, 2026	Sept. 29, 2026	2446.0000	2458.0000	2365.4000	2378.7000	311850	-619150
Sept. 28, 2026	Nov. 23, 2026	2493.0000	2494.5000	2440.0000	2448.2000	127750	31850
Sept. 28, 2026	Oct. 27, 2026	2495.0000	2499.7000	2439.1000	2447.2000	6007750	1270675
Sept. 28, 2026	Sept. 29, 2026	2475.9000	2513.6000	2444.1000	2456.0000	931000	-1422225
Sept. 25, 2026	Nov. 23, 2026	2472.4000	2497.5000	2465.0000	2493.6000	95900	7000

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) 0.855

Max Pain 2500.0000

Open Interest by Strike (Max Pain: 2500.0000)

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	750.1500	230.69	0.724	2000.0000	-0.053	41.62	6.2500	2800	7350
0	0	362.9000	49.68	0.891	2040.0000	-0.094	45.92	13.6500	0	0
0	0	328.3000	49.03	0.864	2080.0000	-0.122	45.9	18.9000	0	0
0	0	665.7500	214.09	0.695	2100.0000	-0.093	37.07	10.9000	9100	17150
0	0	295.1000	48.54	0.832	2120.0000	-0.156	45.85	25.5000	0	0
0	0	279.1000	48.34	0.815	2140.0000	-0.174	45.83	29.4000	0	0
0	0	556.7500	176.95	0.676	2150.0000	-0.127	35.16	15.0000	3675	5600
0	0	263.5000	48.15	0.796	2160.0000	-0.194	45.82	33.7500	0	0
0	0	248.4000	48.02	0.776	2180.0000	-0.215	45.79	38.5000	0	0
175	175	215.0000	38.19	0.798	2200.0000	-0.178	34.2	22.2500	1050	136500
0	0	219.4500	47.72	0.733	2220.0000	-0.260	45.73	49.4000	0	0
0	0	205.7500	47.61	0.710	2240.0000	-0.283	45.71	55.6000	0	0
1225	350	155.0000	26.31	0.805	2250.0000	-0.243	33.35	32.4500	12950	24500
0	0	192.5500	47.51	0.687	2260.0000	-0.308	45.68	62.3000	0	0
0	0	179.8500	47.42	0.662	2280.0000	-0.333	45.66	69.5500	0	0
23100	7000	120.0000	27.04	0.705	2300.0000	-0.322	32.68	46.5500	35350	106925
0	0	156.1000	47.27	0.612	2320.0000	-0.386	45.61	85.6000	0	0
0	0	145.0000	47.2	0.586	2340.0000	-0.412	45.57	94.4000	0	0
0	0	400.7000	150.53	0.596	2350.0000	-0.413	32.55	66.2000	-175	5950
0	0	134.4500	47.14	0.560	2360.0000	-0.439	45.55	103.8000	0	0
0	0	124.4500	47.09	0.534	2380.0000	-0.470	31.5	77.7000	8400	8400
223300	54775	68.4000	28.97	0.488	2400.0000	-0.508	32.32	90.2500	22400	158725
525	525	58.0000	28.29	0.444	2420.0000	-0.520	45.42	135.0500	0	0
0	0	97.6000	46.97	0.457	2440.0000	-0.547	45.39	146.5500	0	0
111125	20300	48.7000	29.15	0.386	2450.0000	-0.608	30.5	115.0000	-175	39725
0	0	89.6500	46.93	0.431	2460.0000	-0.573	45.33	158.5000	0	0
0	0	82.2000	46.89	0.406	2480.0000	-0.599	45.28	170.9500	0	0
282800	56000	34.0000	29.47	0.295	2500.0000	-0.676	33.91	156.8000	-875	214900
0	0	68.7500	46.84	0.358	2520.0000	-0.648	45.18	197.3500	0	0
0	0	62.7000	46.81	0.335	2540.0000	-0.672	45.11	211.2000	0	0
13300	8225	23.3000	29.84	0.219	2550.0000		—	145.9500	0	3325
0	0	57.0500	46.78	0.313	2560.0000	-0.695	45.03	225.4500	0	0
0	0	51.9500	46.8	0.292	2580.0000	-0.717	45.02	240.3000	0	0
169750	58100	16.3500	30.65	0.162	2600.0000	-0.807	34.5	235.0000	5600	36050
0	0	42.6500	46.75	0.252	2620.0000	-0.759	44.83	270.8000	0	0
0	0	38.5500	46.73	0.233	2640.0000	-0.779	44.72	286.6000	0	0
0	0	221.1000	124.28	0.444	2650.0000	-0.904	28.64	270.0000	0	1225
0	0	31.3500	46.71	0.198	2680.0000	-0.815	44.49	319.2000	0	0
126000	13475	8.3000	32.53	0.089	2700.0000		—	305.8500	-175	36400
0	0	25.3000	46.68	0.167	2720.0000	-0.848	44.22	353.0000	0	0
0	0	176.7000	118.3	0.390	2750.0000		—	275.0000	0	175
0	0	20.3000	46.66	0.140	2760.0000	-0.877	43.87	387.8000	0	0
60725	350	3.8500	33.65	0.045	2800.0000	-0.958	33.16	414.7000	0	78050
0	0	139.5000	113.35	0.337	2850.0000		—	355.0000	0	350
7700	0	3.1000	37.98	0.033	2900.0000		—	506.3000	-175	4375
0	0	108.8500	109.22	0.286	2950.0000		—	373.1000	0	0
77350	8225	2.2000	41.02	0.023	3000.0000	-0.932	53.84	620.0000	700	27650
9625	175	1.6000	43.82	0.016	3100.0000		—	705.0000	0	33425