WAAREEENER options
WAAREE ENERGIES LIMITED option chain and implied move
| Metric | Value | Read |
|---|---|---|
| Market-implied move | ±₹52.70 | ±2.24% to the Tuesday, 27 October 2026 expiry, from the at-the-money straddle |
| Implied range | ₹2,302.20 – ₹2,407.60 | What option prices imply, not a forecast of where the stock will trade |
| Max pain | ₹2,440 | The strike at which the largest value of written options would expire worthless |
| Heaviest put strike | ₹2,500 | 2,85,075 contracts — the largest put position on the chain |
| Heaviest call strike | ₹2,400 | 2,55,850 contracts — the largest call position on the chain |
| Put-call ratio | 0.79 | Total put open interest divided by total call open interest across the chain |
| Implied volatility (ATM) | 26.73% | At-the-money implied volatility for the front expiry |
- Market-implied move
- ±₹52.70
- Implied range
- ₹2,302 – ₹2,408
- Max pain
- ₹2,440
- Implied volatility
- 26.73%
±2.24% over 4 days, from the ₹2,360 straddle
What option prices imply, not a forecast of where the stock will trade
₹85 above the close
At the money, for the front expiry
Implied rangeMax painLast close
Heaviest put ₹2,500Heaviest call ₹2,400ATM ₹2,360 · PCR 0.79
At the close on Friday, 23 October 2026, WAAREE ENERGIES LIMITED options were pricing a move of ±₹52.70 by the Tuesday, 27 October 2026 expiry — a range of ₹2,302.20 to ₹2,407.60 against a closing price of ₹2,354.90. The figure is the at-the-money straddle at the ₹2,360 strike, which is what the options market itself is charging for the move to expiry. It describes the price of that expectation, not a forecast MarketCue makes.
Max pain sits at ₹2,440, ₹85.10 above the closing price — the strike at which the largest value of written options would expire worthless. The heaviest put position on the chain is at ₹2,500 with 2,85,075 contracts, and the heaviest call position at ₹2,400 with 2,55,850 contracts. Open interest describes where positions have been built; it is not a commitment by anyone to defend a price.
At-the-money implied volatility was 26.73% for the Tuesday, 27 October 2026 expiry. Realised volatility for WAAREE ENERGIES LIMITED is not yet available for comparison.
This page is a record of where WAAREE ENERGIES LIMITED's chain finished on Friday, 23 October 2026, not a live feed — the next reading follows tomorrow's close. Figures are derived from the NSE option chain via Upstox; max pain, the implied move, put-call ratio and the volatility comparison are MarketCue's own calculations from that data. MarketCue is not a registered investment adviser, research analyst or broker under SEBI regulations, and nothing here is a recommendation to buy or sell any security.
Read the full MarketCue scoring methodology
Source: NSE option chain via Upstox. .
Frequently asked questions
- What move are WAAREE ENERGIES LIMITED options pricing this expiry?
- ±₹52.70, or 2.24%, giving a range of ₹2,302.20 to ₹2,407.60 by Tuesday, 27 October 2026. The figure is derived from the at-the-money straddle at the ₹2,360 strike.
- What is WAAREE ENERGIES LIMITED's max pain?
- ₹2,440 at the last close, against a closing price of ₹2,354.90. Max pain is the strike at which the largest value of written options would expire worthless.
- Where is support and resistance in the WAAREE ENERGIES LIMITED option chain?
- The largest put position sits at ₹2,500 with 2,85,075 contracts, and the largest call position at ₹2,400 with 2,55,850 contracts. Traders commonly read heavy open interest at a strike as a level, though open interest describes positioning rather than any commitment to defend a price.
- What is the lot size for WAAREE ENERGIES LIMITED options?
- 175 shares per lot, with strikes in steps of ₹20. At the implied move of ±₹52.70, one lot corresponds to ±₹9,223 of notional movement.