NSE · INE214T01019 · F&O · lot 150 · 126 sessions on record
₹4,504.00▼ −55.00 · −1.2%from ₹4,559.00 the session before · 26 Feb 2026 close · NSE end of day
Open
₹4,580.00
High
₹4,655.00
Low
₹4,486.50
Day's range
₹1703.7% of the previous close
VWAP
₹4,558.36close −1.2% from it
Volume, shares
2.7 L0.75× the 20-session average
Turnover, ₹ crore
120
Trades
27,00010 shares per trade
Previous close
₹4,559.00−55.00 to the close
Price band, next session
₹4,053.60 – ₹4,954.4010% either side of the close · dynamic, widened in 5% steps when hit
Day range10% of the way up
₹4,486.50₹4,655.00
52-week range2% of the way up
₹4,465.50 24 Feb₹6,429.50 19 Jan
−30% from the high · +0.86% from the low
The desk read · 26 Febexpiry 30 Mar · 32 days
short build-up
futures read
price −1.2% · OI +5.8%
+18.50
futures premium, ₹
+0.4% to spot ₹4,504.00
0.69
puts per call, by OI
by volume 0.74
4,800
max pain
+6.6% from the close
▲ +5.8%
futures OI on the day
+1,100 lots · 21,000 open
Short build-up into a 32-day expiry: futures OI +5.8% on a −1.2% day, the most call OI sits at 5,000, the most put OI at 4,200, max pain 4,800.
Futures and options
26 Feb close · lot 150 · NSE end of day
LTIM futures closed at ₹4,522.50, +0.4% to spot, with 98% of open interest in the 30 Mar contract, and the 4,500 straddle prices a move of about ±8.2% by expiry.
Futures by expiryall 3 contracts NSE lists on the stock · basis against the spot close ₹4,504.00
Futures by expiry, basis against the spot close ₹4,504.00
Expiry
Close ₹
Basis ₹ · %
Annualised %
OI lots · on the day
Share of OI %
Contracts traded
30 Mar32 days
₹4,522.50
+18.50+0.4%
+4.7%
21,000▲ +5.7% · +1,100 lots
98
5,000
28 Apr61 days
₹4,527.00
+23.00+0.5%
+3.1%
410▲ +4.9% · +19 lots
1.9
170
26 May89 days
₹4,508.50
+4.50+0.1%
+0.41%
11▲ +175.0% · +7.0 lots
0.05
12
2.0% of futures OI sits beyond the 30 Mar contract · 50 of 101 listed contracts traded · 18,000 option contracts changed hands
Options30 Mar expiry · 32 days
The 4,500 straddle closed at ₹370.25 (call 197.45 + put 172.80), pricing a move of about ±8.2% by the 30 Mar expiry. In the last 103 windows of 23 sessions, LTIM moved more than that 31 times.
Call OI, lots
6,80010 L shares
Put OI, lots
4,7007.0 L shares
Puts per call, by OI
0.69by volume 0.74
Max pain
4,800+6.6% from the close
Contracts traded
50 of 101listed for this expiry
Open interest by strike, lotstop three strikes each side
Calls
Strike
Puts
580
6,000
880
5,000
550
4,800
4,700
300
4,500
410
4,200
610
Open interest added on the day, lotsthree largest additions each side
Calls
Strike
Puts
+97
4,800
4,700
+95
+190
4,600
+120
4,500
+49
4,200
+77
Close ₹ · Nifty 50 rebased to the first close · futures open interest by the day's build-up126 sessions to 26 Feb · axis fixed at 4 × ATR-14 around the last close · hover or tap a session and the read beside the chart follows it
NSE and BSE public disclosures · results, shareholding and corporate actions as filed
Computed
2 Oct, 01:04 am IST
Bulletins
2 · written by the desk · not a recommendation
OI Charts is not a SEBI-registered investment adviser or research analyst. Prices, open interest, filings and the desk read are exchange data and arithmetic on it, not a basis for any investment decision.