Waaree Energies Limited

Capital Goods · Electrical Equipment

NSE: WAAREEENER BSE: 544277

₹2346.50

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) +7.20

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	2351.1000	+0.70	6482175	-29575	Short Covering
Nov. 23, 2026	2347.8000	+1.20	222075	17500	Long Buildup
Dec. 29, 2026	2353.7000	+1.50	8575	1575	Long Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 5, 2026	Dec. 29, 2026	2353.0000	2364.6000	2332.5000	2353.7000	8575	1575
Oct. 5, 2026	Nov. 23, 2026	2351.1000	2365.8000	2325.0000	2347.8000	222075	17500
Oct. 5, 2026	Oct. 27, 2026	2367.9000	2369.4000	2327.3000	2351.1000	6482175	-29575
Oct. 1, 2026	Dec. 29, 2026	2358.0000	2366.9000	2317.4000	2352.2000	7000	2100
Oct. 1, 2026	Nov. 23, 2026	2362.0000	2378.0000	2306.4000	2346.6000	204575	4200
Oct. 1, 2026	Oct. 27, 2026	2373.8000	2385.0000	2306.4000	2350.4000	6511750	-259000
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

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) 0.672

Max Pain 2450.0000

Open Interest by Strike (Max Pain: 2450.0000)

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	435.5000	73.8	0.850	1960.0000	-0.053	44.62	6.6000	0	0
0	0	750.1500	244.68	0.719	2000.0000	-0.063	41.94	7.5500	5600	12950
0	0	362.9000	67.19	0.815	2040.0000	-0.099	44.25	13.6500	0	0
0	0	328.3000	64.5	0.793	2080.0000	-0.130	44.04	18.9000	0	0
					2100.0000	-0.119	38.43	14.6500	3325	20475
0	0	295.1000	62.18	0.766	2120.0000	-0.166	43.75	25.5000	0	0
0	0	279.1000	61.16	0.751	2140.0000	-0.186	43.61	29.4000	0	0
					2150.0000	-0.137	33.05	15.0000	0	5600
0	0	263.5000	60.22	0.735	2160.0000	-0.171	36.53	21.9500	2100	2100
0	0	248.4000	59.38	0.717	2180.0000	-0.230	43.3	38.5000	0	0
525	350	165.9000	22.6	0.881	2200.0000	-0.217	35.48	28.9500	30800	167300
0	0	219.4500	57.83	0.680	2220.0000	-0.279	42.93	49.4000	0	0
0	0	205.7500	57.17	0.660	2240.0000	-0.306	42.73	55.6000	0	0
1225	0	155.0000	37.39	0.699	2250.0000	-0.295	35.91	44.1000	-875	23625
0	0	192.5500	56.56	0.640	2260.0000	-0.333	42.52	62.3000	0	0
0	0	179.8500	55.99	0.618	2280.0000	-0.361	42.3	69.5500	0	0
58450	35350	105.7500	29.66	0.639	2300.0000	-0.372	33.28	56.3500	-22750	84175
700	700	91.9500	28.79	0.599	2320.0000	-0.420	41.79	85.6000	0	0
6125	6125	83.7000	29.85	0.555	2340.0000	-0.447	32.55	72.2500	8400	8400
					2350.0000	-0.467	32.44	76.8500	15225	21175
24850	24850	73.0500	29.59	0.512	2360.0000	-0.486	32.7	82.6000	11725	11725
3500	3500	63.9000	29.58	0.469	2380.0000	-0.520	35.37	100.0000	1925	10325
313250	89950	56.3500	29.89	0.428	2400.0000	-0.563	32.58	104.5500	-9625	149100
4550	4025	50.0000	30.37	0.390	2420.0000	-0.575	40.07	135.0500	0	0
0	0	97.6000	52.92	0.432	2440.0000	-0.606	39.63	146.5500	0	0
125125	14000	38.9000	29.85	0.330	2450.0000	-0.631	37.27	147.4500	-5075	34650
0	0	89.6500	52.65	0.409	2460.0000	-0.638	39.13	158.5000	0	0
0	0	82.2000	52.4	0.386	2480.0000	-0.669	38.56	170.9500	0	0
344050	61250	26.6500	30.18	0.247	2500.0000	-0.713	35.88	179.4500	-2625	212275
0	0	68.7500	51.97	0.341	2520.0000	-0.732	37.25	197.3500	0	0
0	0	62.7000	51.78	0.320	2540.0000	-0.763	36.44	211.2000	0	0
15575	2275	17.8500	30.52	0.179	2550.0000		—	145.9500	0	3325
0	0	57.0500	51.59	0.299	2560.0000	-0.794	35.48	225.4500	0	0
0	0	51.9500	51.47	0.279	2580.0000	-0.824	34.47	240.3000	0	0
205800	36050	12.2000	31.22	0.129	2600.0000	-0.782	43.76	273.0000	1925	37975
0	0	42.6500	51.15	0.241	2620.0000	-0.888	31.39	270.8000	0	0
0	0	38.5500	51.02	0.223	2640.0000	-0.922	29.05	286.6000	0	0
					2650.0000		—	270.0000	0	1225
0	0	31.3500	50.77	0.190	2680.0000		—	319.2000	0	0
198975	72975	6.6500	33.82	0.073	2700.0000	-0.890	39.64	352.7000	-350	36050
5075	5075	5.7000	34.05	0.064	2720.0000		—	353.0000	0	0
					2750.0000		—	275.0000	0	175
13125	13125	4.1000	34.37	0.048	2760.0000		—	387.8000	0	0
50750	-9975	3.9000	36.5	0.043	2800.0000	-0.800	69.0	484.0000	-175	77875
					2850.0000		—	355.0000	0	350
8050	350	3.0000	40.5	0.031	2900.0000		—	506.3000	0	4375
78925	1575	2.5000	44.55	0.025	3000.0000		—	620.0000	0	27650
9625	0	1.6000	46.45	0.016	3100.0000		—	705.0000	0	33425