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) —

Max Pain 2000.0000

Open Interest by Strike (Max Pain: 2000.0000)

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	464.8500	53.37	0.789	2000.0000	-0.179	44.33	55.5500	0	0
0	0	406.8500	52.12	0.746	2080.0000	-0.230	44.17	76.3500	0	0
0	0	379.5000	51.6	0.723	2120.0000	-0.257	44.08	88.4500	0	0
0	0	353.2500	51.12	0.699	2160.0000	-0.285	43.95	101.6000	0	0
0	0	328.3000	50.72	0.674	2200.0000	-0.314	43.84	116.0500	0	0
0	0	304.5500	50.37	0.648	2240.0000	-0.344	43.74	131.7500	0	0
0	0	282.0500	50.06	0.621	2280.0000	-0.374	43.63	148.6500	0	0
0	0	260.7000	49.78	0.594	2320.0000	-0.405	43.51	166.7500	0	0
0	0	240.6000	49.54	0.567	2360.0000	-0.436	43.36	186.0000	0	0
0	0	221.6500	49.32	0.540	2400.0000	-0.468	43.22	206.4500	0	0
0	0	203.8500	49.12	0.512	2440.0000	-0.499	43.07	228.1000	0	0
0	0	187.1500	48.93	0.485	2480.0000	-0.530	42.89	250.8000	0	0
0	0	171.5500	48.77	0.458	2520.0000	-0.560	42.72	274.6500	0	0
0	0	157.0500	48.63	0.432	2560.0000	-0.590	42.52	299.5500	0	0
0	0	143.5000	48.49	0.406	2600.0000	-0.620	42.3	325.4000	0	0
0	0	130.9500	48.37	0.381	2640.0000	-0.649	42.07	352.3000	0	0
0	0	108.6000	48.16	0.333	2720.0000	-0.704	41.52	408.7500	0	0
0	0	89.7000	48.01	0.290	2800.0000	-0.755	40.91	468.7000	0	0