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) 0.231

Max Pain 2200.0000

Open Interest by Strike (Max Pain: 2200.0000)

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	460.8000	59.67	0.829	1960.0000	-0.113	44.3	23.4000	0	0
0	0	709.7500	156.33	0.720	2000.0000	-0.123	41.21	24.0000	350	350
0	0	395.1000	56.86	0.789	2040.0000	-0.164	44.05	37.0000	0	0
0	0	364.1000	55.74	0.765	2080.0000	-0.194	43.91	45.6000	0	0
0	0	334.4500	54.79	0.739	2120.0000	-0.226	43.79	55.6000	0	0
0	0	320.1000	54.35	0.725	2140.0000	-0.243	43.69	61.0500	0	0
0	0	306.1000	53.94	0.711	2160.0000	-0.260	43.61	66.9000	0	0
0	0	292.3500	53.52	0.696	2180.0000	-0.278	43.49	73.0000	0	0
350	350	180.0000	18.19	0.867	2200.0000	-0.279	38.29	64.0000	0	175
0	0	266.2500	52.85	0.665	2220.0000	-0.316	43.29	86.5000	0	0
0	0	253.7500	52.55	0.649	2240.0000	-0.335	43.2	93.8500	0	0
0	0	241.6500	52.27	0.633	2260.0000	-0.355	43.09	101.5500	0	0
0	0	229.9000	52.0	0.616	2280.0000	-0.375	42.98	109.6500	0	0
0	0	473.0000	125.62	0.619	2300.0000	-0.381	32.85	83.8000	0	0
0	0	207.6000	51.52	0.582	2320.0000	-0.415	42.74	127.0000	0	0
0	0	197.0500	51.31	0.565	2340.0000	-0.436	42.61	136.2500	0	0
0	0	186.8500	51.11	0.548	2360.0000	-0.457	42.48	145.9000	0	0
0	0	177.0500	50.92	0.530	2380.0000	-0.478	42.33	155.9000	0	0
175	0	105.0000	33.19	0.486	2400.0000	-0.525	27.79	115.0000	0	0
0	0	158.5500	50.58	0.496	2420.0000	-0.520	42.03	177.1000	0	0
0	0	149.9000	50.43	0.478	2440.0000	-0.540	41.85	188.2000	0	0
0	0	141.5500	50.28	0.461	2460.0000	-0.561	41.67	199.7000	0	0
0	0	133.6000	50.15	0.444	2480.0000	-0.582	41.48	211.5500	0	0
0	0	345.0000	111.62	0.535	2500.0000	-0.752	19.41	152.8500	0	0
0	0	118.7000	49.9	0.410	2520.0000	-0.623	41.06	236.3000	0	0
0	0	111.7500	49.78	0.394	2540.0000	-0.643	40.83	249.2000	0	0
0	0	105.1500	49.68	0.378	2560.0000	-0.663	40.59	262.4000	0	0
0	0	98.8500	49.58	0.362	2580.0000	-0.682	40.31	275.9000	0	0
1750	0	100.0000	51.64	0.355	2600.0000		—	197.3500	0	0
0	0	87.1500	49.39	0.331	2620.0000	-0.721	39.72	303.8500	0	0
0	0	81.7500	49.3	0.316	2640.0000	-0.740	39.4	318.3000	0	0
0	0	71.9000	49.18	0.287	2680.0000	-0.776	38.7	348.1000	0	0
0	0	62.9500	49.04	0.260	2720.0000	-0.811	37.81	378.8000	0	0
0	0	54.9000	48.88	0.235	2760.0000	-0.846	36.68	410.4000	0	0